Docker
1093 lines
32 KiB
YAML
1093 lines
32 KiB
YAML
openapi: 3.0.3
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info:
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title: QMT桥接服务接口
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version: 2.0.0
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description: '大 QMT 薄桥 HTTP 接口（主动维护版 OpenAPI 规范）。
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部署在 QMT 策略进程内，端口 8610。
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交易查询数据由策略线程（adjust）缓存刷新，HTTP 线程只读缓存；
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策略名过滤走 QMT 服务端（get_trade_detail_data 第 4 参数）。
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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）。
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'
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servers:
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- url: http://127.0.0.1:8610
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description: QMT 桥接本地服务（远程访问请改为桥所在机器 IP）
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paths:
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/health:
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get:
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summary: 健康检查
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description: 桥存活状态 + 账号信息 + 桥版本。
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responses:
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'200':
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description: 成功返回健康信息
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content:
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application/json:
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schema:
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$ref: '#/components/schemas/HealthResponse'
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example:
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status: ok
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connect_info:
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mode: big_qmt
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http_port: 8610
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ws_port: 8610
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account: '8882874667'
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last_error: null
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bridge_version: '2'
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hot_reload: true
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/data/kline:
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get:
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summary: K线查询
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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,
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10m~4h←5m, 2d~1y←1d）。fields 不传返回完整 OHLCV。
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'
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parameters:
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- name: code
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in: query
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required: true
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schema:
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type: string
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description: 股票代码，600519.SH 或 600519
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- name: period
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in: query
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schema:
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type: string
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default: 1d
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description: tick/1m/5m/15m/30m/60m/1h/1d/1w/1mon
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- name: start
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in: query
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schema:
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type: string
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description: 起始 YYYYMMDD
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- name: end
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in: query
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schema:
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type: string
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description: 结束 YYYYMMDD
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- name: count
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in: query
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schema:
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type: integer
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default: -1
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description: 条数，-1=全部；与 start/end 互斥
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- name: fields
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in: query
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schema:
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type: string
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default: open,high,low,close,volume,amount
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description: '逗号分隔字段。不传=完整 OHLCV。白名单:
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open,high,low,close,volume,amount,settle,openInterest
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'
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responses:
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'200':
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description: K线记录
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content:
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application/json:
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schema:
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$ref: '#/components/schemas/KlineResponse'
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example:
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code: 600900.SH
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period: 1d
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count: 14
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data:
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- time: '20260803'
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open: 28.99
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high: 29.2
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low: 28.75
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close: 29.05
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volume: 1018010.0
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amount: 2949045835.0
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'400':
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description: 缺少必填参数（code 未传）或 period 无效
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content:
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application/json:
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schema:
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$ref: '#/components/schemas/ErrorResponse'
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example:
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detail: code required
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/data/quote:
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get:
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summary: 实时行情快照
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description: '完整快照：最新价、开高低收、昨收、量额、五档盘口。
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底层: ContextInfo.get_full_tick([code])，返回单只股票完整 tick 快照。
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'
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parameters:
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- name: code
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in: query
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required: true
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schema:
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type: string
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description: 股票代码，600519.SH 或 600519
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responses:
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'200':
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description: 完整行情快照（五档盘口）
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content:
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application/json:
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schema:
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$ref: '#/components/schemas/QuoteResponse'
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example:
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ok: true
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code: 600519.SH
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data:
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time: 1787209204000
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timetag: 20260820 15:00:04
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lastPrice: 1291.5
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open: 1299.8
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high: 1306.88
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low: 1291
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lastClose: 1307.88
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amount: 3280474200
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volume: 25332
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askPrice:
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- 1291.58
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- 1291.61
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bidPrice:
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- 1291.5
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- 1291.49
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'400':
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description: 缺少必填参数（code 未传）
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content:
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application/json:
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schema:
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$ref: '#/components/schemas/ErrorResponse'
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example:
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detail: code required
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/data/instrument:
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get:
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summary: 合约详细信息（含涨跌停价）
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description: '返回合约详情：UpStopPrice（涨停）/DownStopPrice（跌停）、
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InstrumentName（名称）、OpenDate（上市日期）等。
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底层: ContextInfo.get_instrument_detail。
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'
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parameters:
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- name: code
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in: query
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required: true
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schema:
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type: string
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description: 股票代码，600519.SH 或 600519
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responses:
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'200':
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description: 合约详情
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content:
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application/json:
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schema:
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$ref: '#/components/schemas/InstrumentResponse'
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example:
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ok: true
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code: 600519.SH
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data:
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ExchangeID: SH
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InstrumentID: '600519'
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InstrumentName: 贵州茅台
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OpenDate: 20010827
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PreClose: 1307.88
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UpStopPrice: 1438.67
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DownStopPrice: 1177.09
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PriceTick: 0.01
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'400':
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description: 缺少必填参数（code 未传）
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content:
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application/json:
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schema:
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$ref: '#/components/schemas/ErrorResponse'
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example:
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detail: code required
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/data/calendar/trading_dates:
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get:
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summary: 交易日历
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description: '返回 [start, end] 区间内的交易日列表（YYYYMMDD 字符串）。
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底层: ContextInfo.get_trading_dates。可用于市场活跃判断。
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'
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parameters:
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- name: start
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in: query
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schema:
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type: string
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description: 起始 YYYYMMDD
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- name: end
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in: query
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schema:
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type: string
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description: 结束 YYYYMMDD
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responses:
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'200':
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description: 交易日列表
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content:
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application/json:
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schema:
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$ref: '#/components/schemas/TradingDatesResponse'
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example:
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market: SH
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count: 3
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dates:
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- '20260818'
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- '20260819'
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- '20260820'
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/data/subscribe:
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post:
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summary: 订阅数据（全量tick）
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description: '订阅数据推送类型。当前支持 whole（全量tick增量推送）。
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订阅成功后返回 sub_id，WS 连接 ws://host:8610/ws 接收推送。
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'
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requestBody:
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required: true
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content:
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application/json:
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schema:
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$ref: '#/components/schemas/SubscribeRequest'
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example:
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type: whole
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codes:
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- SH
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- SZ
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responses:
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'200':
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description: 订阅成功
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content:
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application/json:
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schema:
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$ref: '#/components/schemas/SubscribeResponse'
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example:
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ok: true
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sub_id: 7322465032736768
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'400':
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description: 参数错误（unsupported type / codes required / invalid json）
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content:
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application/json:
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schema:
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$ref: '#/components/schemas/ErrorResponse'
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example:
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detail: codes required
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'503':
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description: 订阅失败（QMT subscribe_whole_quote 失败）
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content:
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application/json:
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schema:
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$ref: '#/components/schemas/ErrorResponse'
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example:
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detail: subscribe_whole_quote failed for codes=['SH', 'SZ']
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/data/unsubscribe:
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post:
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summary: 退订数据
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description: 按 sub_id 退订某类型的订阅。
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requestBody:
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required: true
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content:
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application/json:
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schema:
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$ref: '#/components/schemas/UnsubscribeRequest'
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example:
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sub_id: 7322465032736768
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responses:
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'200':
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description: 退订成功
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content:
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application/json:
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schema:
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$ref: '#/components/schemas/UnsubscribeResponse'
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example:
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ok: true
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'404':
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description: 订阅ID不存在
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content:
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application/json:
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schema:
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$ref: '#/components/schemas/ErrorResponse'
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example:
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detail: sub_id not found
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/data/tick:
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get:
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summary: 获取全推tick快照
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description: '透传 ContextInfo.get_full_tick(codes)，返回指定代码的最新分笔快照。
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客户端需要当前快照时主动调用（WS 只推增量，不做 prime 推送）。
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'
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parameters:
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- name: codes
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in: query
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required: true
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schema:
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type: string
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description: 逗号分隔代码列表，如 600000.SH,000001.SZ
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responses:
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'200':
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description: 快照数据
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content:
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application/json:
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schema:
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$ref: '#/components/schemas/TickBatchResponse'
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example:
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ok: true
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data:
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600000.SH:
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timetag: 20231106 15:00:04
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lastPrice: 2.533
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volume: 5701929
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'400':
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description: codes 缺失
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content:
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application/json:
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schema:
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$ref: '#/components/schemas/ErrorResponse'
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example:
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detail: codes required
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/trade/positions:
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get:
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summary: 持仓查询
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description: '当前账号全部持仓（语义化字段 + 原始 m_* 字段超集 + 汇总 summary）。
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账号为桥绑定账号（单账号策略），无需传 account 参数。
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不做过滤筛选：返回全部持仓，客户端按需自取。
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数据由策略线程（adjust）每 300ms 缓存刷新，HTTP 线程只读缓存。
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'
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parameters: []
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responses:
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'200':
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description: 全部持仓 + 汇总
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content:
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application/json:
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schema:
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$ref: '#/components/schemas/PositionsResponse'
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example:
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ok: true
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data:
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positions:
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- stock_code: 600519.SH
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stock_name: 贵州茅台
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volume: 100
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available: 100
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frozen_volume: 0
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on_road_volume: 0
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yesterday_volume: 0
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avg_price: 1500.0
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price: 1510.0
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market_value: 151000.0
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open_price: 1500.0
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profit: 1000.0
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profit_pct: 0.67
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direction: 48
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m_strInstrumentID: '600519'
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m_strInstrumentName: 贵州茅台
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m_nVolume: 100
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m_nCanUseVolume: 100
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m_dOpenPrice: 1500.0
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m_dFloatProfit: 1000.0
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summary:
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count: 1
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total_market_value: 151000.0
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total_profit: 1000.0
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/trade/asset:
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get:
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summary: 资金资产查询
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description: '资金账号资产信息（m_* 原始字段）。
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账号为桥绑定账号（单账号策略），无需传 account 参数。
|
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数据由策略线程（adjust）每 300ms 缓存刷新，HTTP 线程只读缓存。
|
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|
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'
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parameters: []
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responses:
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'200':
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description: 资产信息
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content:
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application/json:
|
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schema:
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$ref: '#/components/schemas/AssetResponse'
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example:
|
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ok: true
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data:
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- m_strAccountID: '8882874667'
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m_dBalance: 126244.05
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m_dAvailable: 31669.54
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m_dAssetBalance: 126244.05
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m_dFrozenCash: 3400.714
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/trade/orders:
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get:
|
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summary: 当日委托查询（支持过滤）
|
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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），
|
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|
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无需传 account 参数。支持三类过滤：
|
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|
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- code: 客户端按代码过滤（600519 或 600519.SH）
|
||
|
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- status: active（排除已撤54/废单57）或具体状态码
|
||
|
||
- strategy_name: QMT 服务端按 passorder 策略名过滤
|
||
|
||
（remark 过滤暂未实现）
|
||
|
||
数据由策略线程（adjust）每 300ms 缓存刷新，HTTP 线程只读缓存。
|
||
|
||
'
|
||
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）。
|
||
|
||
账号为桥绑定账号（单账号策略），无需传 account 参数。
|
||
|
||
数据由策略线程（adjust）每 300ms 缓存刷新，HTTP 线程只读缓存。
|
||
|
||
'
|
||
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
|
||
/mcp:
|
||
post:
|
||
summary: MCP 端点（Model Context Protocol，AI 助手接入）
|
||
description: 'JSON-RPC 2.0 应用协议端点，非 REST 资源接口。
|
||
|
||
供支持 MCP 的 AI 客户端（Claude Desktop / Cursor 等）通过 tools/call 调用桥的行情/交易能力。
|
||
|
||
支持方法: initialize、notifications/initialized、ping、tools/list、tools/call。
|
||
|
||
9 个工具（qmt_kline / qmt_quote / qmt_tick / qmt_instrument / qmt_trading_dates /
|
||
|
||
qmt_positions / qmt_asset / qmt_orders / qmt_trades）与各 HTTP 查询接口 1:1。
|
||
|
||
请求/响应均为 JSON-RPC 2.0 信封；JSON-RPC 错误（parse/invalid/method not found/
|
||
|
||
invalid params/internal）走 HTTP 200；非法 body 走 400 {"detail":...}。
|
||
|
||
鉴权: 复用桥 TOKEN（X-Token header 或 ?token=）。
|
||
|
||
不做订阅/长连接（实时数据走 HTTP 订阅 + WS /ws 推送）。
|
||
|
||
详细设计见 docs/迭代记录/MCP服务.md。
|
||
|
||
'
|
||
requestBody:
|
||
required: true
|
||
content:
|
||
application/json:
|
||
schema:
|
||
type: object
|
||
description: JSON-RPC 2.0 请求对象（jsonrpc/id/method/params）
|
||
example:
|
||
jsonrpc: '2.0'
|
||
id: 1
|
||
method: tools/call
|
||
params:
|
||
name: qmt_quote
|
||
arguments:
|
||
code: 600519.SH
|
||
responses:
|
||
'200':
|
||
description: JSON-RPC 2.0 响应对象（含 result 或 error）
|
||
content:
|
||
application/json:
|
||
schema:
|
||
type: object
|
||
description: JSON-RPC 2.0 响应信封
|
||
example:
|
||
jsonrpc: '2.0'
|
||
id: 1
|
||
result:
|
||
content:
|
||
- type: text
|
||
text: '{"ok": true, "code": "600519.SH", "data": {...}}'
|
||
'400':
|
||
description: 非法 body（非 JSON-RPC 格式）
|
||
content:
|
||
application/json:
|
||
schema:
|
||
$ref: '#/components/schemas/ErrorResponse'
|
||
example:
|
||
detail: parse error
|
||
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
|