napi-ctp/types.ts

Node API for CTP

/*
 * 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;