emt_quote_struct.h

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#pragma once
 
#ifndef __EMT_MARKETDATA_H__
#define __EMT_MARKETDATA_H__ extern "C" _declspec(dllimport)
#include <cstdint>
#include <cinttypes>
 
#include "emt_quote_data_type.h"
#include "sse_hpf_define.h"
#include "sze_hpf_define.h"
 
#pragma pack(1)  // 内存以1字节为单位对齐
 
#define MAX_LEVEL_NUM 10         
#define MAX_LEVEL_ORDERS_NUM 50  
#define EMQ_ERR_MSG_LEN 124      
 
struct _EMTSpecificTickerStruct {
  EMQ_EXCHANGE_TYPE exchange_id;
  char ticker[EMQ_TICKER_LEN];
};
using EMTSpecificTickerStruct = struct _EMTSpecificTickerStruct;
 
struct _EMTIndexDataStruct {
  EMQ_EXCHANGE_TYPE exchange_id;
  char ticker[EMQ_TICKER_LEN];
  int64_t data_time;
  double pre_close_price;
  double open_price;
  double last_price;
  double high_price;
  double low_price;
  int64_t qty;
  double turnover;
};
using EMTIndexDataStruct = struct _EMTIndexDataStruct;
 
struct _EMTMarketDataFundExData {
  double iopv;
  int32_t etf_buy_count;
  int32_t etf_sell_count;
  double etf_buy_qty;
  double etf_buy_money;
  double etf_sell_qty;
  double etf_sell_money;
  double pre_iopv;
};
using EMTMarketDataFundExData = struct _EMTMarketDataFundExData;
 
struct _EMTMarketDataBondExData {
  double ma_bond_bid_price;
  double ma_bond_ask_price;
  double yield_to_maturity;
};
using EMTMarketDataBondExData = struct _EMTMarketDataBondExData;
 
struct _EMTMarketDataWarrantExData {
  double total_warrant_exec_qty;
  double warrant_lower_price;
  double warrant_upper_price;
};
 
using EMTMarketDataWarrantExData = struct _EMTMarketDataWarrantExData;
 
struct _EMTMarketDataOptionExData {
  double auction_price;
  int64_t auction_qty;
  int64_t last_enquiry_time;
 
  // 期权数据
  int64_t pre_total_long_positon;
  int64_t total_long_positon;
  double pre_settl_price;
  double settl_price;
};
 
using EMTMarketDataOptionExData = struct _EMTMarketDataOptionExData;
 
struct _EMTMarketDataHkExData {
  double refer_price;
  double nominal_price;
  double buyside_up_limit_price;
  double buyside_low_limit_price;
  double sellside_up_limit_price;
  double sellside_low_limit_price;
  int32_t complex_event_start_time;
  int32_t complex_event_end_time;
};
 
using EMTMarketDataHkExData = struct _EMTMarketDataHkExData;
 
struct _EMTMarketDataBJGZExData {
  double LYR;
  double TTM;
  double price_change1;
  double price_change2;
  int64_t open_interest;
  char ticker_relevant_info[8];
};
using EMTMarketDataBJGZExData = struct _EMTMarketDataBJGZExData;
 
 
struct _EMTMarketDataStruct {
  EMQ_EXCHANGE_TYPE exchange_id;
  char ticker[EMQ_TICKER_LEN];
 
  // 价格
  double last_price;
  double pre_close_price;
  double open_price;
  double high_price;
  double low_price;
  double close_price;
 
  // 涨跌停
  double upper_limit_price;
  double lower_limit_price;
  int64_t data_time;
 
  // 量额数据
  int64_t qty;
  double turnover;
  double avg_price;
 
  // 买卖盘
  double bid[10];
  double ask[10];
  int64_t bid_qty[10];
  int64_t ask_qty[10];
 
  int64_t trades_count;
  char ticker_status[8];
 
  int64_t total_bid_qty;
  int64_t total_ask_qty;
  double ma_bid_price;
  double ma_ask_price;
 
  int32_t cancel_buy_count;
  int32_t cancel_sell_count;
  double cancel_buy_qty;
  double cancel_sell_qty;
  double cancel_buy_money;
  double cancel_sell_money;
  int64_t total_buy_count;
  int64_t total_sell_count;
  int32_t duration_after_buy;
  int32_t duration_after_sell;
  int32_t num_bid_orders;
  int32_t num_ask_orders;
  union {
    EMTMarketDataBondExData bond;
    EMTMarketDataFundExData fund;
    EMTMarketDataWarrantExData warrant;
    EMTMarketDataOptionExData opt;
    EMTMarketDataHkExData hk;
    EMTMarketDataBJGZExData bjgz;
  };
  EMQ_TICKER_TYPE data_type;
};
using EMTMarketDataStruct = struct _EMTMarketDataStruct;
 
struct _EMTQuoteStaticInfo {
  EMQ_EXCHANGE_TYPE exchange_id;
  char ticker[EMQ_TICKER_LEN];
  char ticker_name[EMQ_TICKER_NAME_LEN];
  EMQ_TICKER_TYPE ticker_type;
  double pre_close_price;
  double upper_limit_price;
  double lower_limit_price;
  double price_tick;
  int32_t buy_qty_unit;
  int32_t sell_qty_unit;
};
using EMTQuoteStaticInfo = struct _EMTQuoteStaticInfo;
 
using EMTQuoteFullInfo = struct _EMTQuoteFullInfo {
  EMQ_EXCHANGE_TYPE exchange_id;
  char ticker[EMQ_TICKER_LEN];
  char ticker_name[EMQ_TICKER_NAME_LEN];
  EMQ_SECURITY_TYPE security_type;
  EMQ_QUALIFICATION_TYPE ticker_qualification_class;
  bool is_registration;
  bool is_VIE;
  bool is_noprofit;
  bool is_weighted_voting_rights;
  bool is_have_price_limit;
  double upper_limit_price;
  double lower_limit_price;
  double pre_close_price;
  double price_tick;
  int32_t bid_qty_upper_limit;
  int32_t bid_qty_lower_limit;
  int32_t bid_qty_unit;
  int32_t ask_qty_upper_limit;
  int32_t ask_qty_lower_limit;
  int32_t ask_qty_unit;
  int32_t market_bid_qty_upper_limit;
  int32_t market_bid_qty_lower_limit;
  int32_t market_bid_qty_unit;
  int32_t market_ask_qty_upper_limit;
  int32_t market_ask_qty_lower_limit;
  int32_t market_ask_qty_unit;
  uint64_t unknown[4];
};
 
struct _EMTTickerPriceInfo {
  EMQ_EXCHANGE_TYPE exchange_type;
  char ticker[EMQ_TICKER_LEN];
  double last_price;
};
using EMTTickerPriceInfo = struct _EMTTickerPriceInfo;
 
struct _EMTHKStaticInfo {
  EMQ_EXCHANGE_TYPE exchange_type;
 
  EMQ_TICKER_TYPE ticker_type;
 
  char ticker[EMQ_HK_TICKER_LEN];
 
  char isin_ticker[EMQ_TICKER_LEN];
 
  char short_form_ticke_en[EMQ_TICKER_LEN];
 
  // MAIN- 主板 GEM-创业板
  // ETS-扩充交易证券 NASD-Nasdaq AMX 市场
  char market_type[4];
 
  char symbol_type[4];
 
  char assist_symbol[5];
 
  char currency_type[3];
 
  char currency_unit;
 
  char currency_denomination_type[3];
 
  char reserved1[4];
 
  char issueDate[8];
 
  int32_t round_lot;
 
  char reserved2[4];
 
  double denomination;
 
  double interest;
 
  double pre_close_price;
 
  char reserverd3[16];
 
  char text[64];
 
  char ticker_name_zh[64];
 
  char ticker_name_en[64];
};
using EMTHKStaticInfo = struct _EMTHKStaticInfo;
 
struct _EMTBJGZStaticInfo {
  EMQ_EXCHANGE_TYPE exchange_type;
  EMQ_TICKER_TYPE ticker_type;
  char ticker[8];
  char ticker_name[8];
  char industry_type[6];
  char currency_type[2];
  double denomination;
  int64_t total_share_capital;
  int64_t nonrestricted_share_capital;
  double last_year_eps;
  double this_year_eps;
  double transaction_rate;
  double stamp_duty_rate;
  double transfer_rate;
  int32_t list_date;
  int32_t start_date;
  int32_t end_date;
  int32_t declare_upper_limit;
  int32_t buy_quantity_unit;
  int32_t sell_quantity_unit;
  int32_t min_declare_count;
  int32_t param_type;
  double tick_size;
  double first_trade_limit_price_param;
  double sub_trade_limit_price_param;
  double upper_limit_price;
  double lower_limit_price;
  double conv_ratio;
  char constituent_stock_flag;
  char trade_status;
  char symbol_type;
  char trade_type;
  char suspend_flag;
  char ex_divide_flag;
  char network_note_flag;
  char market_level;
  char trading_ring[2];
  char is_financing;
  char is_securities_loan;
  char is_financing_today;
  char is_securities_loan_today;
  char reserved[2];
  int32_t trade_unit;
  char other_status[4];
 
  int32_t market_maker_count;
  int32_t update_time;
  double block_trade_upper_limit_price;
  double block_trade_lower_limit_price;
};
using EMTBJGZStaticInfo = struct _EMTBJGZStaticInfo;
 
struct _EMTRebuildData {
  union {
    sze_hpf_order_pkt sz_order;            
    sze_hpf_exe_pkt sz_exe;                
    sze_hpf_bond_order_pkt sz_bond_order;  
    sze_hpf_bond_exe_pkt sz_bond_exe;      
 
    sse_hpf_order_pkt sh_order;          
    sse_hpf_exe_pkt sh_exe;              
    sse_msg_bond_tick_pkt sh_bond_tick;  
  };
};
using EMTRebuildData = struct _EMTRebuildData;
 
struct _EMTRebuildRespData {
  int8_t data_type;
  uint16_t channel;
  uint64_t sequence;
  uint64_t request_id;
  EMTRebuildData* data;
};
using EMTRebuildRespData = struct _EMTRebuildRespData;
 
struct _EMTRspInfoStruct {
  int32_t error_id;
  char error_msg[EMQ_ERR_MSG_LEN];
};
using EMTRspInfoStruct = struct _EMTRspInfoStruct;
 
#pragma pack()  // 恢复默认内存对齐方式
 
#endif  // !__EMT_MARKETDATA_H__