forked from suzhenyu22/alphaquant
-
Notifications
You must be signed in to change notification settings - Fork 0
/
alpha_trade.thrift
103 lines (81 loc) · 2.58 KB
/
alpha_trade.thrift
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
struct HoldingStock {
1: string stock_id,
2: double buy_price,
3: string long_short,
4: double quant,
5: double quant_sellable,
}
struct AccountBalance {
1: double total_value,
2: double money_left,
}
struct OrderState {
1: string order_id,
2: string time,
3: string sid,
4: string internal_order_id,
5: string operation,
6: string direction,
7: double price,
8: double quant,
9: double deal_quant,
10: double deal_price,
11: string state,
12: string desc,
}
struct LiveTradeLoginResp {
1: i32 ret_code,
2: string result,
}
struct LiveTradeLogoutResp {
1: i32 ret_code,
}
struct GetAccountStateResp {
1: i32 ret_code,
2: string state,
3: string desc,
}
struct GetAccountBalanceResp {
1: i32 ret_code,
2: AccountBalance result,
}
struct GetHoldingStockResp {
1: i32 ret_code,
2: list<HoldingStock> result,
}
struct GetAllOrderResp {
1: i32 ret_code,
2: list<OrderState> result,
}
struct GetOrderStateResp {
1: i32 ret_code,
2: OrderState result,
}
struct CloseOrderResp {
1: i32 ret_code,
}
struct CancelOrderResp {
1: i32 ret_code,
}
struct PlaceOrderResp {
1: i32 ret_code,
2: string result,
}
service AlphaTrade {
bool Running(),
i32 GetPID(),
void KeepAlive(1:string sessionID),
LiveTradeLoginResp LiveTradeLogin(1:string sessionID, 2:string account, 3:string password1, 4:string password2, 5:string brokerStr),
LiveTradeLogoutResp LiveTradeLogout(1:string sessionID, 2:string liveTradeID),
GetAccountStateResp GetAccountState(1:string sessionID, 2:string liveTradeID),
GetAccountBalanceResp GetAccountBalance(1:string sessionID, 2:string liveTradeID),
GetHoldingStockResp GetHoldingStock(1:string sessionID, 2:string liveTradeID),
GetAllOrderResp GetAllOrder(1:string sessionID, 2:string liveTradeID),
GetOrderStateResp GetOrderState(1:string sessionID, 2:string liveTradeID, 3:string orderID),
CancelOrderResp CancelOrder(1:string sessionID, 2:string liveTradeID, 3:string orderID),
CloseOrderResp CloseOrder(1:string sessionID, 2:string liveTradeID, 3:string orderID),
PlaceOrderResp LiveTradeBuyOpen(1:string sessionID, 2:string liveTradeID, 3:string sid, 4:double price, 5:double quant, 6:string orderType),
PlaceOrderResp LiveTradeBuyClose(1:string sessionID, 2:string liveTradeID, 3:string sid, 4:double price, 5:double quant, 6:string orderType, 7:bool closeToday),
PlaceOrderResp LiveTradeSellClose(1:string sessionID, 2:string liveTradeID, 3:string sid, 4:double price, 5:double quant, 6:string orderType, 7:bool closeToday),
PlaceOrderResp LiveTradeSellOpen(1:string sessionID, 2:string liveTradeID, 3:string sid, 4:double price, 5:double quant, 6:string orderType),
}