publicstruct.h

#ifndef PUBLICSTRUCT_H
#define PUBLICSTRUCT_H

#include <QString>
#include <QDateTime>
#include "ctpApi/ThostFtdcUserApiStruct.h"

//记录账户的基本信息：用户ID，交易账号，账号密码，经纪商代码，前置机地址
struct AccountID
{
public:
    AccountID& operator=(const AccountID&) = delete;

public:
    QString apiName;
    QString investorID;
    QString password;
    QString brokerID;
    QString frontAddress;
    int connectionStatus;
};

// 用户帐号资金账户信息
struct AccountInfo
{
    // vnpy帐号相关
    QString id;
    QString vtId;
    QString gatewayName;

    // vnpy数值相关
    double preBalance;
    double balance;
    double available;
    double commission;  //手续费
    double margin;     //当前保证金总额
    double close_profit;
    double position_profit;
};

//合约信息：id、名字、交易所编号、最后交割日、保证金率、合约乘数、保证金率、手续费、最小变动单位、现在是否可以交易
struct InstrumentInfo
{
public:
    //为了放在set集合中，重载 < 运算符
    bool operator < (const InstrumentInfo &instr) { return id < instr.id; }

public:
    QString id;
    QString name;
    QString exchangeId;
    QDate deadline;

    double marginRate;
    int multiplier;
    double openCommission;
    double closeCommission;
    double closeTodayCommission;
    double minimumUnit;
    bool tradable;

    bool has_subsribed{ false };
};

// 委托单信息
struct OrderInfo
{
    // 代码编号相关
    QString symbol;
    QString vtSymbol;
    QString exchange;
    QString orderID;
    QString vtOrderID;

    // 报单相关
    QChar direction;    //'0'买   '1'卖
    QChar offset;
    double price;
    int totalVolume;
    int tradeVolume;
    QChar status;
    QString orderTime;
    QString cancelTime;
    int frontID;
    int sessionID;
    QString gatewayName;
};

// 成交信息
struct TradeInfo
{
    // 代码编号相关
    QString symbol;
    QString vtSymbol;
    QString exchange;

    QString tradeID;
    QString vtTradeID;

    QString orderID;
    QString vtOrderID;

    // 成交相关
    QChar direction;
    QChar offset;
    double price;
    int volume;
    QString tradeTime;

    QString gatewayName;
};

// 持仓信息
struct PositionInfo
{
    // 考虑到现阶段大部分CTP中的ExchangeID字段返回的都是空值, vtSymbol直接使用symbol
    QString symbol;
    QString vtSymbol;

    QString directName;
    QChar direction{ 0 };
    int position{ 0 };

    int frozen{ 0 };
    double price{ 0 };

    QString vtPositionName;
    int ydPosition{ 0 };

    QString gatewayName;
};

// Tick报价
struct QuoteInfo
{
    QString symbol;
    QString vtSymbol;

    int volume;
    int openInterest;

    double openPrice;
    double highPrice;
    double lowPrice;
    double lastPrice;

    double bidPrice1;
    int bidVolume1;
    double askPrice1;
    int askVolume1;

    double upperLimit;
    double lowerLimit;

    double preClosePrice;
    double changePercent;//涨幅

    QString time;
    QString tradingDay;
    QString gatewayName;
};




// 记录登录帐号信息
struct user_trade_info
{
    TThostFtdcBrokerIDType	brokerid;
    TThostFtdcUserIDType	userid;
    TThostFtdcPasswordType	password;
    // 交易日
    TThostFtdcDateType trading_day;

    //请求编号
    int requestID{ 0 };
    //本地的最大报单引用
    int maxOrderRef{ 0 };

    // 会话标记
    int front_id{ 0 };
    int session_id{ 0 };

    user_trade_info()
    {
        memset(trading_day, 0x00, sizeof(trading_day));
    }
};

//下单命令请求
struct orderCommonRequest
{
    char instrument[31];
    double price;
    int volume;
    char direction;
    char offset;

    orderCommonRequest()
    {
        memset(this, 0x00, sizeof(orderCommonRequest));
    }
};

//取消命令请求
struct cancelCommonRequest
{
    char instrument[31];
    char exchange[9];

    // CTP, LTS相关
    char order_ref[13];
    int session_id;
    int front_id;

    cancelCommonRequest()
    {
        memset(this, 0x00, sizeof(cancelCommonRequest));
    }
};

#endif // PUBLICSTRUCT_H