xlt_trade_struct.h

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#pragma once
#include "xlt_trade_data_type.h"
#include "xlt_struct.h"
 
namespace x1 {
#pragma  pack(push, 8)
    typedef struct xlt_order_insert_info_t {
        uint64_t order_sequence;                            
        price_t price;                                      
        quantity_t quantity;                                
        char security_code[CONST_STR_SECURITY_CODE_LEN];    
        ExchangeIndex exchange_index;                       
        OrderType order_type;                               
        Side side;                                          
        BusinessType business_type;                         
    } xlt_order_insert_info_t;
 
    typedef struct xlt_cancel_order_info_t {
        uint64_t order_sequence;                            
        uint64_t origin_xid;                                
    } xlt_cancel_order_info_t;
#pragma pack(pop)
 
#pragma pack(push, 1)
 
    typedef struct xlt_init_asset_info_t {
        uint64_t account_index;                             
        amount_t initial_amount;                            
        amount_t fund_balance;                              
    } xlt_init_asset_info_t;
 
    typedef struct xlt_init_position_info_t{
        uint64_t account_index;                             
        char security_code[CONST_STR_SECURITY_CODE_LEN];    
        ExchangeIndex exchange_index;                       
        quantity_t initial_quantity;                        
        quantity_t total_quantity;                          
        quantity_t frozen_quantity;                         
    } xlt_init_position_info_t;
 
 
    typedef struct xlt_msg_desc_t {
        uint64_t account_index;                             
        uint64_t sequence;                                  
        bool is_rebuild;                                    
    } xlt_msg_desc_t;
 
    typedef struct xlt_order_response_t{
        uint8_t client_id;                                  
        char report_id[CONST_REPORT_ID_LEN];                
        uint64_t xid;                                       
        ExOrdStatus ord_status;                             
        ExExecType exec_type;                               
        char security_code[CONST_STR_SECURITY_CODE_LEN];    
        ExchangeIndex exchange_index;                       
        price_t price;                                      
        quantity_t quantity;                                
        Side side;                                          
        quantity_t leaves_quantity;                         
        quantity_t cancel_quantity;                         
        int cancel_reason_id;                               
        int64_t transact_time;                              
    } xlt_order_response_t;
 
    typedef struct xlt_cancel_response_t{
        uint8_t client_id;                                  
        char report_id[CONST_REPORT_ID_LEN];                
        uint64_t xid;                                       
        uint64_t origin_xid;                                
        ExOrdStatus ord_status;                             
        ExExecType exec_type;                               
        quantity_t cancel_quantity;                         
        int cancel_reason_id;                               
        int64_t transact_time;                              
    } xlt_cancel_response_t;
 
    typedef struct xlt_trade_report_t{
        uint8_t client_id;                                  
        char report_id[CONST_REPORT_ID_LEN];                
        uint64_t xid;                                       
        ExOrdStatus ord_status;                             
        ExExecType exec_type;                               
        char exec_id[CONST_TRD_EXEC_ID_LEN];                
        price_t price;                                      
        quantity_t quantity;                                
        quantity_t leaves_quantity;                         
        quantity_t order_quantity;                          
        int64_t transact_time;                              
        amount_t amount;                                    
    } xlt_trade_report_t;
 
    typedef struct xlt_order_error_response_t{
        uint8_t client_id;                                  
        char report_id[CONST_REPORT_ID_LEN];                
        uint64_t xid;                                       
        uint64_t origin_xid;                                
        uint8_t is_cancel_flag;                             
        xlt_error_info_t error_info;                        
        int64_t transact_time;                              
    } xlt_order_error_response_t;
 
    typedef struct xlt_order_end_t{
        uint8_t client_id;                                  
        char report_id[CONST_REPORT_ID_LEN];                
        uint64_t xid;                                       
        int64_t transact_time;                              
    } xlt_order_end_t;
 
 
    typedef struct xlt_order_info_t{
        uint8_t client_id;                                  
        uint64_t account_index;                             
        uint64_t xid;                                       
        uint64_t origin_xid;                                
        OrderStatus order_status;                           
        uint8_t is_cancel_flag;                             
        char cl_order_id[CONST_CL_ORD_ID_LEN];              
        char origin_cl_order_id[CONST_CL_ORD_ID_LEN];       
 
        char security_code[CONST_STR_SECURITY_CODE_LEN];    
        ExchangeIndex exchange_index;                       
        OrderType order_type;                               
        Side side;                                          
        BusinessType business_type;                         
        price_t order_price;                                
        quantity_t order_quantity;                          
        amount_t order_amount;                              
        amount_t order_fee;                                 
        int64_t insert_time;                                
 
        quantity_t trade_quantity;                          
        amount_t trade_amount;                              
        amount_t trade_fee;                                 
        amount_t trade_fix_fee;                             
        uint32_t trade_count;                               
        quantity_t leaves_quantity;                         
        quantity_t cancel_quantity;                         
        int64_t trade_time;                                 
        int64_t cancel_time;                                
        int64_t update_time;                                
 
        xlt_error_info_t error_info;                        
    } xlt_order_info_t;
 
    typedef union xlt_order_book_report_union_t{
        xlt_order_response_t order_response;                
        xlt_cancel_response_t cancel_response;              
        xlt_trade_report_t trade_report;                    
    } xlt_order_book_report_union_t;
 
    typedef struct xlt_order_book_insert_t {
        uint8_t client_id;                                  
        uint64_t account_index;                             
        uint64_t xid;                                       
        uint64_t origin_xid;                                
        OrderStatus order_status;                           
        uint8_t is_cancel_flag;                             
        char cl_order_id[CONST_CL_ORD_ID_LEN];              
        char origin_cl_order_id[CONST_CL_ORD_ID_LEN];       
 
        char security_code[CONST_STR_SECURITY_CODE_LEN];    
        ExchangeIndex exchange_index;                       
        OrderType order_type;                               
        Side side;                                          
        BusinessType business_type;                         
        price_t order_price;                                
        quantity_t order_quantity;                          
        amount_t order_amount;                              
        amount_t order_fee;                                 
        int64_t insert_time;                                
    } xlt_order_book_insert_t;
 
    typedef struct xlt_order_book_update_t {
        uint8_t client_id;                                  
        uint64_t account_index;                             
        uint64_t xid;                                       
        uint64_t origin_xid;                                
        OrderStatus order_status;                           
        uint8_t is_cancel_flag;                             
        char cl_order_id[CONST_CL_ORD_ID_LEN];              
        char origin_cl_order_id[CONST_CL_ORD_ID_LEN];       
 
        quantity_t trade_quantity;                          
        amount_t trade_amount;                              
        amount_t trade_fee;                                 
        amount_t trade_fix_fee;                             
        uint32_t trade_count;                               
        quantity_t leaves_quantity;                         
        quantity_t cancel_quantity;                         
        int64_t trade_time;                                 
        int64_t cancel_time;                                
        int64_t update_time;                                
 
        TradeReportType report_type;                        
        xlt_order_book_report_union_t report;               
    } xlt_order_book_update_t;
 
    typedef struct xlt_order_book_error_t {
        uint8_t client_id;                                  
        uint64_t account_index;                             
        uint64_t xid;                                       
        uint64_t origin_xid;                                
        OrderStatus order_status;                           
        uint8_t is_cancel_flag;                             
        char cl_order_id[CONST_CL_ORD_ID_LEN];              
        char origin_cl_order_id[CONST_CL_ORD_ID_LEN];       
 
        int64_t update_time;                                
 
        xlt_order_error_response_t order_error;             
    } xlt_order_book_error_t;
 
    typedef struct xlt_position_info_t{
        uint64_t account_index;                             
        char security_code[CONST_STR_SECURITY_CODE_LEN];    
        ExchangeIndex exchange_index;                       
        quantity_t total_quantity;                          
        quantity_t sellable_quantity;                       
        quantity_t frozen_quantity;                         
    } xlt_position_info_t;
 
    typedef struct xlt_asset_info_t{
        uint64_t account_index;                             
        amount_t available_amount;                          
        amount_t withholding_amount;                        
        amount_t fund_buy_amount;                           
        amount_t fund_buy_fee;                              
        amount_t fund_sell_amount;                          
        amount_t fund_sell_fee;                             
        amount_t withdraw_amount;                           
        amount_t deposit_amount;                            
        amount_t withdrawable_amount;                       
    } xlt_asset_info_t;
 
 
    typedef struct xlt_fund_transfer_head_t {
        uint64_t account_index;                             
        char biz_no[CONST_BIZ_NO_LEN];                      
    } xlt_fund_transfer_head_t;
 
    typedef struct xlt_counter_fund_transfer_request_t {
        uint64_t account_index;                             
        char biz_no[CONST_BIZ_NO_LEN];                      
        FundTransSource source;                             
        FundTransSide side;                                 
        amount_t amount;                                    
        int64_t request_time;                               
    }xlt_counter_fund_transfer_request_t;
 
    typedef struct xlt_counter_fund_transfer_result_t {
        uint64_t account_index;                             
        char biz_no[CONST_BIZ_NO_LEN];                      
        FundTransSource source;                             
        FundTransSide side;                                 
        amount_t amount;                                    
        int64_t request_time;                               
        int64_t result_time;                                
        FundTransStatus status;                             
        xlt_error_info_t error_info;                        
    }xlt_counter_fund_transfer_result_t;
 
    typedef struct xlt_cluster_fund_transfer_request_t {
        uint64_t account_index;                             
        char biz_no[CONST_BIZ_NO_LEN];                      
        FundTransSource source;                             
        amount_t amount;                                    
        int64_t request_time;                               
    } xlt_cluster_fund_transfer_request_t;
 
    typedef struct xlt_cluster_fund_transfer_result_t {
        uint64_t account_index;                             
        char biz_no[CONST_BIZ_NO_LEN];                      
        FundTransSource source;                             
        amount_t amount;                                    
        int64_t request_time;                               
        int64_t result_time;                                
        FundTransStatus status;                             
        xlt_error_info_t error_info;                        
    } xlt_cluster_fund_transfer_result_t;
 
    typedef struct {
        uint64_t xid;                                       
        char security_code[CONST_STR_SECURITY_CODE_LEN];    
        int64_t begin_time;                                 
        int64_t end_time;                                   
        uint8_t query_unfinished;                           
    } xlt_order_query_param_t;
 
    typedef struct xlt_trade_account_info_t {
        uint64_t account_index;                             
        uint8_t account_type;                               
        char account_name[CONST_ACC_NAME_LEN];              
        uint64_t fund_account_index;                        
        char fund_account_name[CONST_FUND_ACC_NAME_LEN];    
    } xlt_trade_account_info_t;
 
#pragma pack(pop)
}