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napi-ctp

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/* * types.ts * * Copyright (c) 2022-2025 Xiongfei Shi * * Author: Xiongfei Shi <xiongfei.shi(a)icloud.com> * License: Apache-2.0 * * https://github.com/shixiongfei/napi-ctp */ import type { MessageFields, RspInfoField } from "@napi-ctp/types"; /** 行情消息事件 */ export enum MarketDataEvent { /** 当客户端与交易后台建立起通信连接时(还未登录前) */ FrontConnected = "front-connected", /** 当客户端与交易后台通信连接断开时。当发生这个情况后,API会自动重新连接,客户端可不做处理 */ FrontDisconnected = "front-disconnected", /** 心跳超时警告。当长时间未收到报文时 */ HeartBeatWarning = "heart-beat-warning", /** 登录请求响应 */ RspUserLogin = "rsp-user-login", /** 登出请求响应 */ RspUserLogout = "rsp-user-logout", /** 请求查询组播合约响应 */ RspQryMulticastInstrument = "rsp-qry-multicast-instrument", /** 错误应答 */ RspError = "rsp-error", /** 订阅行情应答 */ RspSubMarketData = "rsp-sub-market-data", /** 取消订阅行情应答 */ RspUnSubMarketData = "rsp-unsub-market-data", /** 订阅询价应答 */ RspSubForQuote = "rsp-sub-for-quote", /** 取消订阅询价应答 */ RspUnSubForQuote = "rsp-unsub-for-quote", /** 深度行情通知 */ RtnDepthMarketData = "rtn-depth-market-data", /** 询价通知 */ RtnForQuote = "rtn-for-quote", } /** 交易消息事件 */ export enum TraderEvent { /** 当客户端与交易后台建立起通信连接时(还未登录前) */ FrontConnected = "front-connected", /** 当客户端与交易后台通信连接断开时。当发生这个情况后,API会自动重新连接,客户端可不做处理 */ FrontDisconnected = "front-disconnected", /** 心跳超时警告。当长时间未收到报文时 */ HeartBeatWarning = "heart-beat-warning", /** 客户端认证响应 */ RspAuthenticate = "rsp-authenticate", /** 登录请求响应 */ RspUserLogin = "rsp-user-login", /** 登出请求响应 */ RspUserLogout = "rsp-user-logout", /** 用户口令更新请求响应 */ RspUserPasswordUpdate = "rsp-user-password-update", /** 资金账户口令更新请求响应 */ RspTradingAccountPasswordUpdate = "rsp-trading-account-password-update", /** 查询用户当前支持的认证模式的回复 */ RspUserAuthMethod = "rsp-user-auth-method", /** 获取图形验证码请求的回复 */ RspGenUserCaptcha = "rsp-gen-user-captcha", /** 获取短信验证码请求的回复 */ RspGenUserText = "rsp-gen-user-text", /** 报单录入请求响应 */ RspOrderInsert = "rsp-order-insert", /** 预埋单录入请求响应 */ RspParkedOrderInsert = "rsp-parked-order-insert", /** 预埋撤单录入请求响应 */ RspParkedOrderAction = "rsp-parked-order-action", /** 报单操作请求响应 */ RspOrderAction = "rsp-order-action", /** 查询最大报单数量响应 */ RspQryMaxOrderVolume = "rsp-qry-max-order-volume", /** 投资者结算结果确认响应 */ RspSettlementInfoConfirm = "rsp-settlement-info-confirm", /** 删除预埋单响应 */ RspRemoveParkedOrder = "rsp-remove-parked-order", /** 删除预埋撤单响应 */ RspRemoveParkedOrderAction = "rsp-remove-parked-order-action", /** 执行宣告录入请求响应 */ RspExecOrderInsert = "rsp-exec-order-insert", /** 执行宣告操作请求响应 */ RspExecOrderAction = "rsp-exec-order-action", /** 询价录入请求响应 */ RspForQuoteInsert = "rsp-for-quote-insert", /** 报价录入请求响应 */ RspQuoteInsert = "rsp-quote-insert", /** 报价操作请求响应 */ RspQuoteAction = "rsp-quote-action", /** 批量报单操作请求响应 */ RspBatchOrderAction = "rsp-batch-order-action", /** 期权自对冲录入请求响应 */ RspOptionSelfCloseInsert = "rsp-option-self-close-insert", /** 期权自对冲操作请求响应 */ RspOptionSelfCloseAction = "rsp-option-self-close-action", /** 申请组合录入请求响应 */ RspCombActionInsert = "rsp-comb-action-insert", /** 请求查询报单响应 */ RspQryOrder = "rsp-qry-order", /** 请求查询成交响应 */ RspQryTrade = "rsp-qry-trade", /** 请求查询投资者持仓响应 */ RspQryInvestorPosition = "rsp-qry-investor-position", /** 请求查询资金账户响应 */ RspQryTradingAccount = "rsp-qry-trading-account", /** 请求查询投资者响应 */ RspQryInvestor = "rsp-qry-investor", /** 请求查询交易编码响应 */ RspQryTradingCode = "rsp-qry-trading-code", /** 请求查询合约保证金率响应 */ RspQryInstrumentMarginRate = "rsp-qry-instrument-margin-rate", /** 请求查询合约手续费率响应 */ RspQryInstrumentCommissionRate = "rsp-qry-instrument-commission-rate", /** 请求查询交易所响应 */ RspQryExchange = "rsp-qry-exchange", /** 请求查询产品响应 */ RspQryProduct = "rsp-qry-product", /** 请求查询合约响应 */ RspQryInstrument = "rsp-qry-instrument", /** 请求查询行情响应 */ RspQryDepthMarketData = "rsp-qry-depth-market-data", /** 请求查询交易员报盘机响应 */ RspQryTraderOffer = "rsp-qry-trader-offer", /** 请求查询投资者结算结果响应 */ RspQrySettlementInfo = "rsp-qry-settlement-info", /** 请求查询转帐银行响应 */ RspQryTransferBank = "rsp-qry-transfer-bank", /** 请求查询投资者持仓明细响应 */ RspQryInvestorPositionDetail = "rsp-qry-investor-position-detail", /** 请求查询客户通知响应 */ RspQryNotice = "rsp-qry-notice", /** 请求查询结算信息确认响应 */ RspQrySettlementInfoConfirm = "rsp-qry-settlement-info-confirm", /** 请求查询投资者持仓明细响应 */ RspQryInvestorPositionCombineDetail = "rsp-qry-investor-position-combine-detail", /** 查询保证金监管系统经纪公司资金账户密钥响应 */ RspQryCFMMCTradingAccountKey = "rsp-qry-cfmmc-trading-account-key", /** 请求查询仓单折抵信息响应 */ RspQryEWarrantOffset = "rsp-qry-e-warrant-offset", /** 请求查询投资者品种/跨品种保证金响应 */ RspQryInvestorProductGroupMargin = "rsp-qry-investor-product-group-margin", /** 请求查询交易所保证金率响应 */ RspQryExchangeMarginRate = "rsp-qry-exchange-margin-rate", /** 请求查询交易所调整保证金率响应 */ RspQryExchangeMarginRateAdjust = "rsp-qry-exchange-margin-rate-adjust", /** 请求查询汇率响应 */ RspQryExchangeRate = "rsp-qry-exchange-rate", /** 请求查询二级代理操作员银期权限响应 */ RspQrySecAgentACIDMap = "rsp-qry-sec-agent-acid-map", /** 请求查询产品报价汇率 */ RspQryProductExchRate = "rsp-qry-product-exch-rate", /** 请求查询产品组 */ RspQryProductGroup = "rsp-qry-product-group", /** 请求查询做市商合约手续费率响应 */ RspQryMMInstrumentCommissionRate = "rsp-qry-mm-instrument-commission-rate", /** 请求查询做市商期权合约手续费响应 */ RspQryMMOptionInstrCommRate = "rsp-qry-mm-option-instr-comm-rate", /** 请求查询报单手续费响应 */ RspQryInstrumentOrderCommRate = "rsp-qry-instrument-order-comm-rate", /** 请求查询资金账户响应 */ RspQrySecAgentTradingAccount = "rsp-qry-sec-agent-trading-account", /** 请求查询二级代理商资金校验模式响应 */ RspQrySecAgentCheckMode = "rsp-qry-sec-agent-check-mode", /** 请求查询二级代理商信息响应 */ RspQrySecAgentTradeInfo = "rsp-qry-sec-agent-trade-info", /** 请求查询期权交易成本响应 */ RspQryOptionInstrTradeCost = "rsp-qry-option-instr-trade-cost", /** 请求查询期权合约手续费响应 */ RspQryOptionInstrCommRate = "rsp-qry-option-instr-comm-rate", /** 请求查询执行宣告响应 */ RspQryExecOrder = "rsp-qry-exec-order", /** 请求查询询价响应 */ RspQryForQuote = "rsp-qry-for-quote", /** 请求查询报价响应 */ RspQryQuote = "rsp-qry-quote", /** 请求查询期权自对冲响应 */ RspQryOptionSelfClose = "rsp-qry-option-self-close", /** 请求查询投资单元响应 */ RspQryInvestUnit = "rsp-qry-invest-unit", /** 请求查询组合合约安全系数响应 */ RspQryCombInstrumentGuard = "rsp-qry-comb-instrument-guard", /** 请求查询申请组合响应 */ RspQryCombAction = "rsp-qry-comb-action", /** 请求查询转帐流水响应 */ RspQryTransferSerial = "rsp-qry-transfer-serial", /** 请求查询银期签约关系响应 */ RspQryAccountRegister = "rsp-qry-account-register", /** 错误应答 */ RspError = "rsp-error", /** 报单通知 */ RtnOrder = "rtn-order", /** 成交通知 */ RtnTrade = "rtn-trade", /** 报单录入错误回报 */ ErrRtnOrderInsert = "err-rtn-order-insert", /** 报单操作错误回报 */ ErrRtnOrderAction = "err-rtn-order-action", /** 合约交易状态通知 */ RtnInstrumentStatus = "rtn-instrument-status", /** 交易所公告通知 */ RtnBulletin = "rtn-bulletin", /** 交易通知 */ RtnTradingNotice = "rtn-trading-notice", /** 提示条件单校验错误 */ RtnErrorConditionalOrder = "rtn-error-conditional-order", /** 执行宣告通知 */ RtnExecOrder = "rtn-exec-order", /** 执行宣告录入错误回报 */ ErrRtnExecOrderInsert = "err-rtn-exec-order-insert", /** 执行宣告操作错误回报 */ ErrRtnExecOrderAction = "err-rtn-exec-order-action", /** 询价录入错误回报 */ ErrRtnForQuoteInsert = "err-rtn-for-quote-insert", /** 报价通知 */ RtnQuote = "rtn-quote", /** 报价录入错误回报 */ ErrRtnQuoteInsert = "err-rtn-quote-insert", /** 报价操作错误回报 */ ErrRtnQuoteAction = "err-rtn-quote-action", /** 询价通知 */ RtnForQuote = "rtn-for-quote", /** 保证金监控中心用户令牌 */ RtnCFMMCTradingAccountToken = "rtn-cfmmc-trading-account-token", /** 批量报单操作错误回报 */ ErrRtnBatchOrderAction = "err-rtn-batch-order-action", /** 期权自对冲通知 */ RtnOptionSelfClose = "rtn-option-self-close", /** 期权自对冲录入错误回报 */ ErrRtnOptionSelfCloseInsert = "err-rtn-option-self-close-insert", /** 期权自对冲操作错误回报 */ ErrRtnOptionSelfCloseAction = "err-rtn-option-self-close-action", /** 申请组合通知 */ RtnCombAction = "rtn-comb-action", /** 申请组合录入错误回报 */ ErrRtnCombActionInsert = "err-rtn-comb-action-insert", /** 请求查询签约银行响应 */ RspQryContractBank = "rsp-qry-contract-bank", /** 请求查询预埋单响应 */ RspQryParkedOrder = "rsp-qry-parked-order", /** 请求查询预埋撤单响应 */ RspQryParkedOrderAction = "rsp-qry-parked-order-action", /** 请求查询交易通知响应 */ RspQryTradingNotice = "rsp-qry-trading-notice", /** 请求查询经纪公司交易参数响应 */ RspQryBrokerTradingParams = "rsp-qry-broker-trading-params", /** 请求查询经纪公司交易算法响应 */ RspQryBrokerTradingAlgos = "rsp-qry-broker-trading-algos", /** 银行发起银行资金转期货通知 */ RtnFromBankToFutureByBank = "rtn-from-bank-to-future-by-bank", /** 银行发起期货资金转银行通知 */ RtnFromFutureToBankByBank = "rtn-from-future-to-bank-by-bank", /** 银行发起冲正银行转期货通知 */ RtnRepealFromBankToFutureByBank = "rtn-repeal-from-bank-to-future-by-bank", /** 银行发起冲正期货转银行通知 */ RtnRepealFromFutureToBankByBank = "rtn-repeal-from-future-to-bank-by-bank", /** 期货发起银行资金转期货通知 */ RtnFromBankToFutureByFuture = "rtn-from-bank-to-future-by-future", /** 期货发起期货资金转银行通知 */ RtnFromFutureToBankByFuture = "rtn-from-future-to-bank-by-future", /** 系统运行时期货端手工发起冲正银行转期货请求,银行处理完毕后报盘发回的通知 */ RtnRepealFromBankToFutureByFutureManual = "rtn-repeal-from-bank-to-future-by-future-manual", /** 系统运行时期货端手工发起冲正期货转银行请求,银行处理完毕后报盘发回的通知 */ RtnRepealFromFutureToBankByFutureManual = "rtn-repeal-from-future-to-bank-by-future-manual", /** 期货发起查询银行余额通知 */ RtnQueryBankBalanceByFuture = "rtn-query-bank-balance-by-future", /** 期货发起银行资金转期货错误回报 */ ErrRtnBankToFutureByFuture = "err-rtn-bank-to-future-by-future", /** 期货发起期货资金转银行错误回报 */ ErrRtnFutureToBankByFuture = "err-rtn-future-to-bank-by-future", /** 系统运行时期货端手工发起冲正银行转期货错误回报 */ ErrRtnRepealBankToFutureByFutureManual = "err-rtn-repeal-bank-to-future-by-future-manual", /** 系统运行时期货端手工发起冲正期货转银行错误回报 */ ErrRtnRepealFutureToBankByFutureManual = "err-rtn-repeal-future-to-bank-by-future-manual", /** 期货发起查询银行余额错误回报 */ ErrRtnQueryBankBalanceByFuture = "err-rtn-query-bank-balance-by-future", /** 期货发起冲正银行转期货请求,银行处理完毕后报盘发回的通知 */ RtnRepealFromBankToFutureByFuture = "rtn-repeal-from-bank-to-future-by-future", /** 期货发起冲正期货转银行请求,银行处理完毕后报盘发回的通知 */ RtnRepealFromFutureToBankByFuture = "rtn-repeal-from-future-to-bank-by-future", /** 期货发起银行资金转期货应答 */ RspFromBankToFutureByFuture = "rsp-from-bank-to-future-by-future", /** 期货发起期货资金转银行应答 */ RspFromFutureToBankByFuture = "rsp-from-future-to-bank-by-future", /** 期货发起查询银行余额应答 */ RspQueryBankAccountMoneyByFuture = "rsp-query-bank-account-money-by-future", /** 银行发起银期开户通知 */ RtnOpenAccountByBank = "rtn-open-account-by-bank", /** 银行发起银期销户通知 */ RtnCancelAccountByBank = "rtn-cancel-account-by-bank", /** 银行发起变更银行账号通知 */ RtnChangeAccountByBank = "rtn-change-account-by-bank", /** 请求查询分类合约响应 */ RspQryClassifiedInstrument = "rsp-qry-classified-instrument", /** 请求组合优惠比例响应 */ RspQryCombPromotionParam = "rsp-qry-comb-promotion-param", /** 投资者风险结算持仓查询响应 */ RspQryRiskSettleInvstPosition = "rsp-qry-risk-settle-invst-position", /** 风险结算产品查询响应 */ RspQryRiskSettleProductStatus = "rsp-qry-risk-settle-product-status", } /** 回调消息类型 */ export type CallbackMessage = undefined | number | MessageFields; /** 回调消息信息 */ export type CallbackOptions = { /** 请求时产生的唯一编号 */ requestId?: number; /** 是否为该请求的最后一条消息 */ isLast?: boolean; /** CTP 返回的错误信息 */ rspInfo?: RspInfoField; }; /** 消息事件回调接口 */ export type CallbackFunction<T extends CallbackMessage> = ( message: T, options: CallbackOptions ) => void;