{ "openapi": "3.0.3", "info": { "title": "QMT桥接服务接口", "version": "2.0.0", "description": "大 QMT 薄桥 HTTP 接口(主动维护版 OpenAPI 规范)。\n部署在 QMT 策略进程内,端口 8610。\n交易查询数据由策略线程(adjust)缓存刷新,HTTP 线程只读缓存;\n策略名过滤走 QMT 服务端(get_trade_detail_data 第 4 参数)。\n本文件为本地维护的接口规范,可推送至 Apifox 项目(见 tools/push_apifox.py)。\n" }, "servers": [ { "url": "http://127.0.0.1:8610", "description": "QMT 桥接本地服务(远程访问请改为桥所在机器 IP)" } ], "paths": { "/health": { "get": { "summary": "健康检查", "description": "桥存活状态 + 账号信息 + 桥版本。", "responses": { "200": { "description": "成功返回健康信息", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HealthResponse" }, "example": { "status": "ok", "connect_info": { "mode": "big_qmt", "http_port": 8610, "ws_port": 8610, "account": "8882874667" }, "last_error": null, "bridge_version": "2", "hot_reload": true } } } } } } }, "/data/kline": { "get": { "summary": "K线查询", "description": "查询历史/实时 K 线。查询前自动先下载基础周期(合成周期: 3m←1m,\n10m~4h←5m, 2d~1y←1d)。fields 不传返回完整 OHLCV。\n", "parameters": [ { "name": "code", "in": "query", "required": true, "schema": { "type": "string" }, "description": "股票代码,600519.SH 或 600519" }, { "name": "period", "in": "query", "schema": { "type": "string", "default": "1d" }, "description": "tick/1m/5m/15m/30m/60m/1h/1d/1w/1mon" }, { "name": "start", "in": "query", "schema": { "type": "string" }, "description": "起始 YYYYMMDD" }, { "name": "end", "in": "query", "schema": { "type": "string" }, "description": "结束 YYYYMMDD" }, { "name": "count", "in": "query", "schema": { "type": "integer", "default": -1 }, "description": "条数,-1=全部;与 start/end 互斥" }, { "name": "fields", "in": "query", "schema": { "type": "string", "default": "open,high,low,close,volume,amount" }, "description": "逗号分隔字段。不传=完整 OHLCV。白名单:\nopen,high,low,close,volume,amount,settle,openInterest\n" } ], "responses": { "200": { "description": "K线记录", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/KlineResponse" }, "example": { "code": "600900.SH", "period": "1d", "count": 14, "data": [ { "time": "20260803", "open": 28.99, "high": 29.2, "low": 28.75, "close": 29.05, "volume": 1018010.0, "amount": 2949045835.0 } ] } } } }, "400": { "description": "缺少必填参数(code 未传)或 period 无效", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/ErrorResponse" }, "example": { "detail": "code required" } } } } } } }, "/data/quote": { "get": { "summary": "实时行情快照", "description": "完整快照:最新价、开高低收、昨收、量额、五档盘口。\n底层: ContextInfo.get_full_tick([code]),返回单只股票完整 tick 快照。\n", "parameters": [ { "name": "code", "in": "query", "required": true, "schema": { "type": "string" }, "description": "股票代码,600519.SH 或 600519" } ], "responses": { "200": { "description": "完整行情快照(五档盘口)", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/QuoteResponse" }, "example": { "ok": true, "code": "600519.SH", "data": { "time": 1787209204000, "timetag": "20260820 15:00:04", "lastPrice": 1291.5, "open": 1299.8, "high": 1306.88, "low": 1291, "lastClose": 1307.88, "amount": 3280474200, "volume": 25332, "askPrice": [ 1291.58, 1291.61 ], "bidPrice": [ 1291.5, 1291.49 ] } } } } }, "400": { "description": "缺少必填参数(code 未传)", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/ErrorResponse" }, "example": { "detail": "code required" } } } } } } }, "/data/instrument": { "get": { "summary": "合约详细信息(含涨跌停价)", "description": "返回合约详情:UpStopPrice(涨停)/DownStopPrice(跌停)、\nInstrumentName(名称)、OpenDate(上市日期)等。\n底层: ContextInfo.get_instrument_detail。\n", "parameters": [ { "name": "code", "in": "query", "required": true, "schema": { "type": "string" }, "description": "股票代码,600519.SH 或 600519" } ], "responses": { "200": { "description": "合约详情", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/InstrumentResponse" }, "example": { "ok": true, "code": "600519.SH", "data": { "ExchangeID": "SH", "InstrumentID": "600519", "InstrumentName": "贵州茅台", "OpenDate": 20010827, "PreClose": 1307.88, "UpStopPrice": 1438.67, "DownStopPrice": 1177.09, "PriceTick": 0.01 } } } } }, "400": { "description": "缺少必填参数(code 未传)", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/ErrorResponse" }, "example": { "detail": "code required" } } } } } } }, "/data/calendar/trading_dates": { "get": { "summary": "交易日历", "description": "返回 [start, end] 区间内的交易日列表(YYYYMMDD 字符串)。\n底层: ContextInfo.get_trading_dates。可用于市场活跃判断。\n", "parameters": [ { "name": "start", "in": "query", "schema": { "type": "string" }, "description": "起始 YYYYMMDD" }, { "name": "end", "in": "query", "schema": { "type": "string" }, "description": "结束 YYYYMMDD" } ], "responses": { "200": { "description": "交易日列表", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/TradingDatesResponse" }, "example": { "market": "SH", "count": 3, "dates": [ "20260818", "20260819", "20260820" ] } } } } } } }, "/data/subscribe": { "post": { "summary": "订阅数据(全量tick)", "description": "订阅数据推送类型。当前支持 whole(全量tick增量推送)。\n订阅成功后返回 sub_id,WS 连接 ws://host:8610/ws 接收推送。\n", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/SubscribeRequest" }, "example": { "type": "whole", "codes": [ "SH", "SZ" ] } } } }, "responses": { "200": { "description": "订阅成功", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/SubscribeResponse" }, "example": { "ok": true, "sub_id": 7322465032736768 } } } }, "400": { "description": "参数错误(unsupported type / codes required / invalid json)", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/ErrorResponse" }, "example": { "detail": "codes required" } } } }, "503": { "description": "订阅失败(QMT subscribe_whole_quote 失败)", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/ErrorResponse" }, "example": { "detail": "subscribe_whole_quote failed for codes=['SH', 'SZ']" } } } } } } }, "/data/unsubscribe": { "post": { "summary": "退订数据", "description": "按 sub_id 退订某类型的订阅。", "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/UnsubscribeRequest" }, "example": { "sub_id": 7322465032736768 } } } }, "responses": { "200": { "description": "退订成功", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/UnsubscribeResponse" }, "example": { "ok": true } } } }, "404": { "description": "订阅ID不存在", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/ErrorResponse" }, "example": { "detail": "sub_id not found" } } } } } } }, "/data/tick": { "get": { "summary": "获取全推tick快照", "description": "透传 ContextInfo.get_full_tick(codes),返回指定代码的最新分笔快照。\n客户端需要当前快照时主动调用(WS 只推增量,不做 prime 推送)。\n", "parameters": [ { "name": "codes", "in": "query", "required": true, "schema": { "type": "string" }, "description": "逗号分隔代码列表,如 600000.SH,000001.SZ" } ], "responses": { "200": { "description": "快照数据", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/TickBatchResponse" }, "example": { "ok": true, "data": { "600000.SH": { "timetag": "20231106 15:00:04", "lastPrice": 2.533, "volume": 5701929 } } } } } }, "400": { "description": "codes 缺失", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/ErrorResponse" }, "example": { "detail": "codes required" } } } } } } }, "/trade/positions": { "get": { "summary": "持仓查询", "description": "当前账号全部持仓(语义化字段 + 原始 m_* 字段超集 + 汇总 summary)。\n账号为桥绑定账号(单账号策略),无需传 account 参数。\n不做过滤筛选:返回全部持仓,客户端按需自取。\n数据由策略线程(adjust)每 300ms 缓存刷新,HTTP 线程只读缓存。\n", "parameters": [], "responses": { "200": { "description": "全部持仓 + 汇总", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/PositionsResponse" }, "example": { "ok": true, "data": { "positions": [ { "stock_code": "600519.SH", "stock_name": "贵州茅台", "volume": 100, "available": 100, "frozen_volume": 0, "on_road_volume": 0, "yesterday_volume": 0, "avg_price": 1500.0, "price": 1510.0, "market_value": 151000.0, "open_price": 1500.0, "profit": 1000.0, "profit_pct": 0.67, "direction": 48, "m_strInstrumentID": "600519", "m_strInstrumentName": "贵州茅台", "m_nVolume": 100, "m_nCanUseVolume": 100, "m_dOpenPrice": 1500.0, "m_dFloatProfit": 1000.0 } ], "summary": { "count": 1, "total_market_value": 151000.0, "total_profit": 1000.0 } } } } } } } } }, "/trade/asset": { "get": { "summary": "资金资产查询", "description": "资金账号资产信息(m_* 原始字段)。\n账号为桥绑定账号(单账号策略),无需传 account 参数。\n数据由策略线程(adjust)每 300ms 缓存刷新,HTTP 线程只读缓存。\n", "parameters": [], "responses": { "200": { "description": "资产信息", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/AssetResponse" }, "example": { "ok": true, "data": [ { "m_strAccountID": "8882874667", "m_dBalance": 126244.05, "m_dAvailable": 31669.54, "m_dAssetBalance": 126244.05, "m_dFrozenCash": 3400.714 } ] } } } } } } }, "/trade/orders": { "get": { "summary": "当日委托查询(支持过滤)", "description": "当日委托列表(m_* 原始字段)。账号为桥绑定账号(单账号策略),\n无需传 account 参数。支持三类过滤:\n- code: 客户端按代码过滤(600519 或 600519.SH)\n- status: active(排除已撤54/废单57)或具体状态码\n- strategy_name: QMT 服务端按 passorder 策略名过滤\n(remark 过滤暂未实现)\n数据由策略线程(adjust)每 300ms 缓存刷新,HTTP 线程只读缓存。\n", "parameters": [ { "name": "code", "in": "query", "schema": { "type": "string" }, "description": "股票代码过滤(600519 或 600519.SH)" }, { "name": "status", "in": "query", "schema": { "type": "string" }, "description": "active=排除已撤(54)/废单(57);或数字状态码如 50/48/56" }, { "name": "strategy_name", "in": "query", "schema": { "type": "string" }, "description": "QMT 服务端按策略名过滤(passorder 时传入的名字)" } ], "responses": { "200": { "description": "委托列表", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OrdersResponse" }, "example": { "ok": true, "data": [ { "m_strOrderSysID": "645000387", "m_strAccountID": "8882874667", "m_strExchangeID": "SH", "m_strInstrumentID": "601117", "m_strInstrumentName": "中国化学", "m_nDirection": 48, "m_nOrderStatus": 50, "m_nVolumeTotalOriginal": 200, "m_nVolumeTraded": 0, "m_nVolumeTotal": 200, "m_dLimitPrice": 7.0, "m_strInsertTime": "09:30:01", "m_dTradedPrice": 0.0 } ] } } } } } } }, "/trade/trades": { "get": { "summary": "当日成交查询", "description": "当日成交列表(m_* 原始字段)。\n账号为桥绑定账号(单账号策略),无需传 account 参数。\n数据由策略线程(adjust)每 300ms 缓存刷新,HTTP 线程只读缓存。\n", "parameters": [], "responses": { "200": { "description": "成交列表", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/TradesResponse" }, "example": { "ok": true, "data": [ { "m_strTradeID": "14212286", "m_strOrderSysID": "645006675", "m_strAccountID": "8882874667", "m_strExchangeID": "SH", "m_strInstrumentID": "600719", "m_strInstrumentName": "大连热电", "m_nDirection": 48, "m_dPrice": 7.03, "m_nVolume": 400, "m_strTradeDate": "20260826", "m_strTradeTime": "094648", "m_dCommission": 2.0, "m_dTradeAmount": 2812.0 } ] } } } } } } } }, "components": { "schemas": { "ErrorResponse": { "type": "object", "properties": { "detail": { "type": "string", "description": "错误信息" } }, "required": [ "detail" ] }, "SubscribeRequest": { "type": "object", "properties": { "type": { "type": "string", "description": "订阅类型,当前支持 whole" }, "codes": { "type": "array", "items": { "type": "string" }, "description": "代码列表,如 ['SH','SZ']" } } }, "UnsubscribeRequest": { "type": "object", "properties": { "sub_id": { "type": "integer", "description": "订阅ID(订阅接口返回)" } } }, "HealthResponse": { "type": "object", "properties": { "status": { "type": "string", "description": "服务状态(ok=正常)" }, "connect_info": { "type": "object", "description": "连接信息", "properties": { "mode": { "type": "string", "description": "运行模式(big_qmt=大 QMT)" }, "http_port": { "type": "integer", "description": "HTTP 端口" }, "ws_port": { "type": "integer", "description": "WebSocket 端口" }, "account": { "type": "string", "description": "桥绑定资金账号" } } }, "last_error": { "type": "string", "nullable": true, "description": "最近一次错误(无则为 null)" }, "bridge_version": { "type": "string", "description": "桥版本" }, "hot_reload": { "type": "boolean", "description": "是否支持热重载" } } }, "KlineResponse": { "type": "object", "properties": { "code": { "type": "string", "description": "完整证券代码" }, "period": { "type": "string", "description": "K线周期" }, "count": { "type": "integer", "description": "返回条数" }, "data": { "type": "array", "description": "K线记录列表", "items": { "$ref": "#/components/schemas/KlineBar" } } } }, "QuoteResponse": { "type": "object", "properties": { "ok": { "type": "boolean", "description": "是否成功" }, "code": { "type": "string", "description": "完整证券代码" }, "data": { "$ref": "#/components/schemas/TickSnapshot" } } }, "InstrumentResponse": { "type": "object", "properties": { "ok": { "type": "boolean", "description": "是否成功" }, "code": { "type": "string", "description": "完整证券代码" }, "data": { "$ref": "#/components/schemas/InstrumentDetail" } } }, "TradingDatesResponse": { "type": "object", "properties": { "market": { "type": "string", "description": "市场(SH)" }, "count": { "type": "integer", "description": "交易日数量" }, "dates": { "type": "array", "description": "交易日列表(YYYYMMDD 字符串)", "items": { "type": "string" } } } }, "SubscribeResponse": { "type": "object", "properties": { "ok": { "type": "boolean", "description": "是否成功" }, "sub_id": { "type": "integer", "description": "订阅ID(退订时使用,snowflake 类唯一 ID)" } } }, "UnsubscribeResponse": { "type": "object", "properties": { "ok": { "type": "boolean", "description": "是否成功" } } }, "TickBatchResponse": { "type": "object", "properties": { "ok": { "type": "boolean", "description": "是否成功" }, "data": { "type": "object", "description": "代码 → tick 快照字典", "additionalProperties": { "$ref": "#/components/schemas/TickSnapshot" } } } }, "PositionsResponse": { "type": "object", "properties": { "ok": { "type": "boolean", "description": "是否成功" }, "data": { "type": "object", "description": "持仓数据", "properties": { "positions": { "type": "array", "description": "持仓列表(每行 = 语义化字段 + 原始 m_* 字段)", "items": { "$ref": "#/components/schemas/Position" } }, "summary": { "$ref": "#/components/schemas/PositionSummary" } } } } }, "AssetResponse": { "type": "object", "properties": { "ok": { "type": "boolean", "description": "是否成功" }, "data": { "type": "array", "description": "资产行(通常 1 行)", "items": { "$ref": "#/components/schemas/Asset" } } } }, "OrdersResponse": { "type": "object", "properties": { "ok": { "type": "boolean", "description": "是否成功" }, "data": { "type": "array", "description": "委托列表", "items": { "$ref": "#/components/schemas/Order" } } } }, "TradesResponse": { "type": "object", "properties": { "ok": { "type": "boolean", "description": "是否成功" }, "data": { "type": "array", "description": "成交列表", "items": { "$ref": "#/components/schemas/Trade" } } } }, "KlineBar": { "type": "object", "properties": { "time": { "type": "string", "description": "时间(日线为 YYYYMMDD,分钟线为时间戳/时间串)" }, "open": { "type": "number", "description": "开盘价" }, "high": { "type": "number", "description": "最高价" }, "low": { "type": "number", "description": "最低价" }, "close": { "type": "number", "description": "收盘价" }, "volume": { "type": "number", "description": "成交量" }, "amount": { "type": "number", "description": "成交额" }, "settle": { "type": "number", "description": "结算价(可选字段)" }, "openInterest": { "type": "number", "description": "持仓量/未平仓合约(可选字段)" } } }, "TickSnapshot": { "type": "object", "description": "tick 快照字段", "properties": { "time": { "type": "integer", "description": "行情时间戳(毫秒)" }, "timetag": { "type": "string", "description": "行情时间(可读格式,如 20260820 15:00:04)" }, "lastPrice": { "type": "number", "description": "最新价" }, "open": { "type": "number", "description": "今开" }, "high": { "type": "number", "description": "最高" }, "low": { "type": "number", "description": "最低" }, "lastClose": { "type": "number", "description": "昨收" }, "amount": { "type": "number", "description": "成交额(元)" }, "volume": { "type": "integer", "description": "成交量(股)" }, "pvolume": { "type": "integer", "description": "成交笔数(或同 volume)" }, "askPrice": { "type": "array", "description": "卖五档价格(askPrice[0]=卖一)", "items": { "type": "number" } }, "askVol": { "type": "array", "description": "卖五档量", "items": { "type": "integer" } }, "bidPrice": { "type": "array", "description": "买五档价格(bidPrice[0]=买一)", "items": { "type": "number" } }, "bidVol": { "type": "array", "description": "买五档量", "items": { "type": "integer" } }, "stockStatus": { "type": "integer", "description": "股票状态" } } }, "InstrumentDetail": { "type": "object", "description": "合约详情字段", "properties": { "ExchangeID": { "type": "string", "description": "交易所(SH/SZ)" }, "InstrumentID": { "type": "string", "description": "合约代码(不带后缀)" }, "InstrumentName": { "type": "string", "description": "合约/证券名称" }, "OpenDate": { "type": "string", "description": "上市日期(YYYYMMDD)" }, "PreClose": { "type": "number", "description": "昨收盘价" }, "UpStopPrice": { "type": "number", "description": "涨停价" }, "DownStopPrice": { "type": "number", "description": "跌停价" }, "PriceTick": { "type": "number", "description": "最小价格变动单位" } } }, "Position": { "type": "object", "properties": { "stock_code": { "type": "string", "description": "完整证券代码(带交易所后缀,如 600519.SH)" }, "stock_name": { "type": "string", "description": "证券名称" }, "volume": { "type": "integer", "description": "当前持仓量(股)" }, "available": { "type": "integer", "description": "可用数量(可卖数量,股)" }, "frozen_volume": { "type": "integer", "description": "冻结数量(股)" }, "on_road_volume": { "type": "integer", "description": "在途股份(股)" }, "yesterday_volume": { "type": "integer", "description": "昨仓数量(股)" }, "avg_price": { "type": "number", "description": "持仓成本价 = (总买入金额-总卖出金额)/剩余数量" }, "open_price": { "type": "number", "description": "开仓均价(与 avg_price 同源)" }, "price": { "type": "number", "description": "最新价(缺失时兜底为成本价)" }, "market_value": { "type": "number", "description": "持仓市值(元);缺失时按 volume*price 计算" }, "profit": { "type": "number", "description": "浮动盈亏(元);缺失时按 (price-avg_price)*volume 计算" }, "profit_pct": { "type": "number", "description": "浮动盈亏比例(%)" }, "direction": { "type": "integer", "description": "买卖方向(股票恒为 48=买入/多)" }, "m_strInstrumentID": { "type": "string", "description": "[原始字段] 证券代码(不带后缀,如 600519)" }, "m_strInstrumentName": { "type": "string", "description": "[原始字段] 证券名称" }, "m_nVolume": { "type": "integer", "description": "[原始字段] 当前拥股/持仓量" }, "m_nCanUseVolume": { "type": "integer", "description": "[原始字段] 可用数量" }, "m_dOpenPrice": { "type": "number", "description": "[原始字段] 持仓成本" }, "m_dFloatProfit": { "type": "number", "description": "[原始字段] 浮动盈亏" } } }, "PositionSummary": { "type": "object", "description": "汇总信息", "properties": { "count": { "type": "integer", "description": "持仓只数" }, "total_market_value": { "type": "number", "description": "总市值(元)" }, "total_profit": { "type": "number", "description": "总浮动盈亏(元)" } } }, "Asset": { "type": "object", "properties": { "m_strAccountID": { "type": "string", "description": "资金账号" }, "m_dBalance": { "type": "number", "description": "总资产(账户总资金金额)" }, "m_dAvailable": { "type": "number", "description": "可用金额(可交易和提取的资金)" }, "m_dAssetBalance": { "type": "number", "description": "证券初始资金(股票账户初始资金)" }, "m_dFrozenCash": { "type": "number", "description": "冻结金额(被冻结的资金)" }, "m_dInstrumentValue": { "type": "number", "description": "总市值(持有证券的总市值)" }, "m_dStockValue": { "type": "number", "description": "股票总市值" }, "m_dPositionProfit": { "type": "number", "description": "持仓盈亏" }, "m_dFetchBalance": { "type": "number", "description": "可取金额" }, "m_dCashIn": { "type": "number", "description": "出入金净值" }, "m_strTradingDate": { "type": "string", "description": "交易日" } } }, "Order": { "type": "object", "properties": { "m_strOrderSysID": { "type": "string", "description": "合同编号/委托号(撤单凭此号)" }, "m_strAccountID": { "type": "string", "description": "资金账号" }, "m_strExchangeID": { "type": "string", "description": "证券市场(SH/SZ)" }, "m_strInstrumentID": { "type": "string", "description": "证券代码(不带后缀,如 601117)" }, "m_strInstrumentName": { "type": "string", "description": "证券名称" }, "m_nDirection": { "type": "integer", "description": "买卖方向(股票恒为 48)" }, "m_nOrderStatus": { "type": "integer", "description": "委托状态码:48=未报, 49=待报, 50=已报(待成交), 51=已报待撤, 52=部成待撤, 53=部撤, 54=已撤, 55=部成, 56=已成, 57=废单" }, "m_nVolumeTotalOriginal": { "type": "integer", "description": "委托数量(最初委托数量)" }, "m_nVolumeTraded": { "type": "integer", "description": "成交数量(已成交量)" }, "m_nVolumeTotal": { "type": "integer", "description": "委托剩余量(总委托量-成交量)" }, "m_dLimitPrice": { "type": "number", "description": "委托价格(限价单的限价)" }, "m_strInsertDate": { "type": "string", "description": "委托日期" }, "m_strInsertTime": { "type": "string", "description": "委托时间" }, "m_dTradedPrice": { "type": "number", "description": "成交均价(股票)" }, "m_strErrorMsg": { "type": "string", "description": "状态信息/错误信息" }, "m_strCancelInfo": { "type": "string", "description": "废单原因" }, "m_strRemark": { "type": "string", "description": "投资备注(大 QMT 订单行通常无此字段,服务端过滤)" } } }, "Trade": { "type": "object", "properties": { "m_strTradeID": { "type": "string", "description": "成交编号" }, "m_strOrderSysID": { "type": "string", "description": "合同编号/委托号(与委托表同号,用于关联)" }, "m_strAccountID": { "type": "string", "description": "资金账号" }, "m_strExchangeID": { "type": "string", "description": "证券市场(SH/SZ)" }, "m_strInstrumentID": { "type": "string", "description": "证券代码(不带后缀,如 600719)" }, "m_strInstrumentName": { "type": "string", "description": "证券名称" }, "m_nDirection": { "type": "integer", "description": "买卖方向(股票恒为 48)" }, "m_dPrice": { "type": "number", "description": "成交均价" }, "m_nVolume": { "type": "integer", "description": "成交量(股)" }, "m_strTradeDate": { "type": "string", "description": "成交日期" }, "m_strTradeTime": { "type": "string", "description": "成交时间" }, "m_dCommission": { "type": "number", "description": "手续费" }, "m_dTradeAmount": { "type": "number", "description": "成交额" }, "m_strRemark": { "type": "string", "description": "投资备注" } } } } } }