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guohua.lu
133 lines
7.1 KiB
Markdown
133 lines
7.1 KiB
Markdown
---
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id: trade_definition
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title: 交易命名词典
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slug: trade-definition
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sidebar_position: 2
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---
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## OrderType
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- 说明：港股支持订单类型
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| 枚举值 | 描述 |
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| ------- | --------------------------- |
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| LO | 限价单 |
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| ELO | 增强限价单 |
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| MO | 市价单 |
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| AO | 竞价市价单 |
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| ALO | 竞价限价单 |
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| ODD | 碎股单挂单 |
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| LIT | 触价限价单 |
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| MIT | 触价市价单 |
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| TSLPAMT | 跟踪止损限价单 (跟踪金额) |
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| TSLPPCT | 跟踪止损限价单 (跟踪涨跌幅) |
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| TSMAMT | 跟踪止损市价单 (跟踪金额) |
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| TSMPCT | 跟踪止损市价单 (跟踪涨跌幅) |
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- 说明：美股支持订单类型
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| 枚举值 | 描述 |
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| ------- | --------------------------- |
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| LO | 限价单 |
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| MO | 市价单 |
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| LIT | 触价限价单 |
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| MIT | 触价市价单 |
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| TSLPAMT | 跟踪止损限价单 (跟踪金额) |
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| TSLPPCT | 跟踪止损限价单 (跟踪涨跌幅) |
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| TSMAMT | 跟踪止损市价单 (跟踪金额) |
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| TSMPCT | 跟踪止损市价单 (跟踪涨跌幅) |
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## OrderStatus
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- 说明：订单状态
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| 枚举值 | 描述 |
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| -------------------- | ----------------- |
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| NotReported | 待提交 |
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| ReplacedNotReported | 待提交 (改单成功) |
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| ProtectedNotReported | 待提交 (保价订单) |
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| VarietiesNotReported | 待提交 (条件单) |
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| FilledStatus | 已成交 |
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| WaitToNew | 已提待报 |
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| NewStatus | 已委托 |
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| WaitToReplace | 修改待报 |
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| PendingReplaceStatus | 待修改 |
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| ReplacedStatus | 已修改 |
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| PartialFilledStatus | 部分成交 |
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| WaitToCancel | 撤销待报 |
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| PendingCancelStatus | 待撤回 |
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| RejectedStatus | 已拒绝 |
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| CanceledStatus | 已撤单 |
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| ExpiredStatus | 已过期 |
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| PartialWithdrawal | 部分撤单 |
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## Market
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- 说明：市场
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| 枚举值 | 描述 |
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| ------ | ---- |
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| HK | 港股 |
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| US | 美股 |
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## WebSocket 推送通知
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- WebSocket 推送通知字段说明
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| 字段名 | 类型 | 注释 |
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| ----------------- | ------ | ------------------------------------------------------------------------------------------------------------------------------------ |
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| side | string | 买卖方向<br/><br/>**可选值**<br/>`Buy` - 买入<br />`Sell` - 卖出 |
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| stock_name | string | 公司名称 |
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| quantity | string | 委托数量 |
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| symbol | string | 订单标的 |
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| order_type | string | [订单类型](./trade-definition#ordertype) |
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| price | string | 委托价格 |
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| executed_quantity | string | 成交数量 |
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| executed_price | string | 成交价格 |
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| order_id | string | 订单 id |
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| currency | string | 结算货币 |
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| status | string | [订单状态](./trade-definition#orderstatus) |
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| submitted_at | string | 下单时间，格式为时间戳 (秒) |
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| updated_at | string | 最近更新时间 |
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| trigger_price | string | 触发价格 |
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| msg | string | 拒绝理由，备注信息 |
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| tag | string | 订单标记<br/><br/>**可选值**<br/>`Normal` - 普通订单<br />`GTC` - 长期单<br />`Grey` - 暗盘单 |
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| trigger_status | string | 条件单触发状态<br/><br/>**可选值**<br/>`NOT_USED` - 未激活 <br />`DEACTIVE` - 已失效<br />`ACTIVE` - 已激活<br />`RELEASED` - 已触发 |
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| trigger_at | string | 触发时间 |
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| trailing_amount | string | 条件单跟踪金额 |
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| trailing_percent | string | 条件单跟踪涨跌幅 |
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| limit_offset | string | 指定价差 |
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| account_no | string | 用户端账号 |
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### 示例
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```JSON
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{
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"event": "order_changed_lb",
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"data": {
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"side": "Buy",
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"stock_name": "腾讯控股",
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"quantity": "1000",
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"symbol": "700.HK",
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"order_type": "LO",
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"price": "213.2",
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"executed_quantity": "1000",
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"executed_price": "213.2",
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"order_id": "27",
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"currency": "HKD",
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"status": "NewStatus",
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"submitted_at": "1562761893",
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"updated_at": "1562761893",
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"trigger_price": "213.0",
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"msg": "Insufficient Qty - 1000",
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"tag": "GTC",
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"trigger_status": "ACTIVE",
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"trigger_at": "1562761893",
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"trailing_amount": "5",
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"trailing_percent": "1",
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"limit_offset": "0.01",
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"account_no": "HK123445"
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}
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}
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```
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