LongPort OpenAPI C++ SDK
types.hpp
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1 #pragma once
2 
3 #include "decimal.hpp"
4 #include <optional>
5 #include <vector>
6 
7 namespace longport {
8 
9 struct Date
10 {
11  int32_t year;
12  uint8_t month;
13  uint8_t day;
14 };
15 
16 struct Time
17 {
18  uint8_t hour;
19  uint8_t minute;
20  uint8_t second;
21 };
22 
23 struct DateTime
24 {
27 };
28 
30 enum class Language
31 {
33  ZH_CN,
35  ZH_HK,
37  EN,
38 };
39 
42 {
44  Realtime,
46  Confirmed,
47 };
48 
50 enum class Market
51 {
53  Unknown,
55  US,
57  HK,
59  CN,
61  SG,
63  Crypto,
64 };
65 
66 namespace quote {
67 
68 enum class TradeStatus;
69 
71 class SubFlags
72 {
73 private:
74  uint8_t value_;
75 
76 public:
77  inline SubFlags(uint8_t value) { value_ = value; }
78 
79  inline operator uint8_t() const { return value_; }
80 
81  inline SubFlags operator|(const SubFlags& other) const
82  {
83  return SubFlags(value_ | other.value_);
84  }
85 
86  inline SubFlags& operator|=(const SubFlags& other)
87  {
88  value_ |= other.value_;
89  return *this;
90  }
91 
92  inline SubFlags operator&(const SubFlags& other) const
93  {
94  return SubFlags(value_ & other.value_);
95  }
96 
97  inline SubFlags& operator&=(const SubFlags& other)
98  {
99  value_ &= other.value_;
100  return *this;
101  }
102 
103  inline bool operator==(const SubFlags& other) const
104  {
105  return value_ == other.value_;
106  }
107 
108  inline bool contains(const SubFlags& other) const
109  {
110  return (value_ & other.value_) > 0;
111  }
112 
113  static SubFlags QUOTE();
114  static SubFlags DEPTH();
115  static SubFlags BROKER();
116  static SubFlags TRADE();
117 };
118 
121 {
122  uint8_t value;
123 
124  bool has_option();
125  bool has_warrant();
126 };
127 
129 enum class Period
130 {
132  Unknown,
134  Min1,
136  Min2,
138  Min3,
140  Min5,
142  Min10,
144  Min15,
146  Min20,
148  Min30,
150  Min45,
152  Min60,
154  Min120,
156  Min180,
158  Min240,
160  Day,
162  Week,
164  Month,
166  Quarter,
168  Year,
169 };
170 
173 {
175  std::string symbol;
179  std::vector<Period> candlesticks;
180 };
181 
183 enum class TradeSession
184 {
186  Intraday,
188  Pre,
190  Post,
192  Overnight,
193 };
194 
196 struct PushQuote
197 {
199  std::string symbol;
209  int64_t timestamp;
211  int64_t volume;
219  int64_t current_volume;
222 };
223 
224 struct Depth
225 {
227  int32_t position;
229  std::optional<Decimal> price;
231  int64_t volume;
233  int64_t order_num;
234 };
235 
237 struct PushDepth
238 {
240  std::string symbol;
242  std::vector<Depth> asks;
244  std::vector<Depth> bids;
245 };
246 
248 struct Brokers
249 {
251  int32_t position;
253  std::vector<int32_t> broker_ids;
254 };
255 
258 {
260  std::string symbol;
262  std::vector<Brokers> ask_brokers;
264  std::vector<Brokers> bid_brokers;
265 };
266 
268 enum class SecurityBoard
269 {
271  Unknown,
273  USMain,
275  USPink,
277  USDJI,
279  USNSDQ,
281  USSector,
283  USOption,
285  USOptionS,
287  HKEquity,
289  HKPreIPO,
291  HKWarrant,
293  HKHS,
295  HKSector,
301  SHSTAR,
303  CNIX,
305  CNSector,
311  SZGEMConnect,
315  SGMain,
317  STI,
319  SGSector,
321  SPXIndex,
323  VIXIndex,
324 };
325 
327 struct Security
328 {
330  std::string symbol;
332  std::string name_cn;
334  std::string name_en;
336  std::string name_hk;
337 };
338 
341 {
343  std::string symbol;
345  std::string name_cn;
347  std::string name_en;
349  std::string name_hk;
351  std::string exchange;
353  std::string currency;
355  int32_t lot_size;
357  int64_t total_shares;
361  int64_t hk_shares;
374 };
375 
377 enum class TradeStatus
378 {
380  Normal,
382  Halted,
384  Delisted,
386  Fuse,
388  PrepareList,
390  CodeMoved,
392  ToBeOpened,
396  Expired,
400  SuspendTrade,
401 };
402 
405 {
409  int64_t timestamp;
411  int64_t volume;
420 };
421 
424 {
426  std::string symbol;
438  int64_t timestamp;
440  int64_t volume;
446  std::optional<PrePostQuote> pre_market_quote;
448  std::optional<PrePostQuote> post_market_quote;
450  std::optional<PrePostQuote> overnight_quote;
451 };
452 
454 enum class OptionType
455 {
457  Unknown,
459  American,
461  Europe,
462 };
463 
465 enum class OptionDirection
466 {
468  Unknown,
470  Put,
472  Call,
473 };
474 
477 {
478  std::string symbol;
490  int64_t timestamp;
492  int64_t volume;
500  int64_t open_interest;
516  std::string underlying_symbol;
517 };
518 
520 enum class TradeDirection
521 {
523  Neutral,
525  Down,
527  Up
528 };
529 
531 struct Trade
532 {
534  int64_t volume;
535  int64_t timestamp;
536  std::string trade_type;
539 };
540 
543 {
545  std::string symbol;
547  std::vector<Trade> trades;
548 };
549 
552 {
562  int64_t volume;
566  int64_t timestamp;
569 };
570 
573 {
575  std::string symbol;
582 };
583 
585 enum class WarrantType
586 {
588  Unknown,
590  Call,
592  Put,
594  Bull,
596  Bear,
598  Inline
599 };
600 
603 {
604  std::string symbol;
616  int64_t timestamp;
618  int64_t volume;
646  std::string underlying_symbol;
647 };
648 
651 {
653  std::vector<Depth> asks;
655  std::vector<Depth> bids;
656 };
657 
660 {
662  std::vector<Brokers> ask_brokers;
664  std::vector<Brokers> bid_brokers;
665 };
666 
668 {
670  std::vector<int32_t> broker_ids;
672  std::string name_cn;
674  std::string name_en;
676  std::string name_hk;
677 };
678 
681 {
683  int64_t timestamp;
684  int64_t volume;
687 };
688 
690 enum class AdjustType
691 {
692  NoAdjust,
694 };
695 
698 {
702  std::string call_symbol;
704  std::string put_symbol;
706  bool standard;
707 };
708 
711 {
713  int32_t issuer_id;
715  std::string name_cn;
717  std::string name_en;
719  std::string name_hk;
720 };
721 
723 {
730 };
731 
734 {
738  std::vector<TradingSessionInfo> trade_session;
739 };
740 
743 {
745  std::vector<Date> trading_days;
747  std::vector<Date> half_trading_days;
748 };
749 
752 {
756  int64_t timestamp;
757 };
758 
761 {
768 };
769 
772 {
774  int64_t timestamp;
779 };
780 
783 {
785  std::string symbol;
789  std::string name;
791  std::optional<Decimal> watched_price;
793  int64_t watched_at;
794 };
795 
798 {
800  int64_t id;
802  std::string name;
804  std::vector<WatchlistSecurity> securities;
805 };
806 
809 {
811  Add,
813  Remove,
815  Replace,
816 };
817 
820 {
822  std::string name;
824  std::vector<std::string> securities;
825 };
826 
829 {
831  int64_t id;
833  std::optional<std::string> name;
835  std::optional<std::vector<std::string>> securities;
838 };
839 
842 {
844  std::string symbol;
854  int64_t timestamp;
856  int64_t volume;
861 };
862 
864 enum class CalcIndex
865 {
867  LastDone,
869  ChangeValue,
871  ChangeRate,
873  Volume,
875  Turnover,
879  TurnoverRate,
883  CapitalFlow,
885  Amplitude,
887  VolumeRatio,
889  PeTtmRatio,
891  PbRatio,
903  ExpiryDate,
905  StrikePrice,
915  Premium,
917  ItmOtm,
921  WarrantDelta,
923  CallPrice,
925  ToCallPrice,
933  BalancePoint,
935  OpenInterest,
937  Delta,
939  Gamma,
941  Theta,
943  Vega,
945  Rho,
946 };
947 
950 {
952  std::string symbol;
954  std::optional<Decimal> last_done;
956  std::optional<Decimal> change_value;
958  std::optional<Decimal> change_rate;
960  std::optional<int64_t> volume;
962  std::optional<Decimal> turnover;
964  std::optional<Decimal> ytd_change_rate;
966  std::optional<Decimal> turnover_rate;
968  std::optional<Decimal> total_market_value;
970  std::optional<Decimal> capital_flow;
972  std::optional<Decimal> amplitude;
974  std::optional<Decimal> volume_ratio;
976  std::optional<Decimal> pe_ttm_ratio;
978  std::optional<Decimal> pb_ratio;
980  std::optional<Decimal> dividend_ratio_ttm;
982  std::optional<Decimal> five_day_change_rate;
984  std::optional<Decimal> ten_day_change_rate;
986  std::optional<Decimal> half_year_change_rate;
988  std::optional<Decimal> five_minutes_change_rate;
990  std::optional<Date> expiry_date;
992  std::optional<Decimal> strike_price;
994  std::optional<Decimal> upper_strike_price;
996  std::optional<Decimal> lower_strike_price;
998  std::optional<int64_t> outstanding_qty;
1000  std::optional<Decimal> outstanding_ratio;
1002  std::optional<Decimal> premium;
1004  std::optional<Decimal> itm_otm;
1006  std::optional<Decimal> implied_volatility;
1008  std::optional<Decimal> warrant_delta;
1010  std::optional<Decimal> call_price;
1012  std::optional<Decimal> to_call_price;
1014  std::optional<Decimal> effective_leverage;
1016  std::optional<Decimal> leverage_ratio;
1018  std::optional<Decimal> conversion_ratio;
1020  std::optional<Decimal> balance_point;
1022  std::optional<int64_t> open_interest;
1024  std::optional<Decimal> delta;
1026  std::optional<Decimal> gamma;
1028  std::optional<Decimal> theta;
1030  std::optional<Decimal> vega;
1032  std::optional<Decimal> rho;
1033 };
1034 
1036 enum class SortOrderType
1037 {
1039  Ascending,
1041  Descending,
1042 };
1043 
1045 enum class WarrantSortBy
1046 {
1048  LastDone,
1050  ChangeRate,
1052  ChangeValue,
1054  Volume,
1056  Turnover,
1058  ExpiryDate,
1060  StrikePrice,
1070  Premium,
1072  ItmOtm,
1076  Delta,
1078  CallPrice,
1080  ToCallPrice,
1084  LeverageRatio,
1088  BalancePoint,
1090  Status,
1091 };
1092 
1095 {
1097  LT_3,
1099  Between_3_6,
1101  Between_6_12,
1103  GT_12,
1104 };
1105 
1108 {
1110  In,
1112  Out,
1113 };
1114 
1116 enum class WarrantStatus
1117 {
1119  Suspend,
1121  PrepareList,
1123  Normal,
1124 };
1125 
1128 {
1130  std::string symbol;
1134  std::string name;
1142  int64_t volume;
1148  std::optional<Decimal> strike_price;
1150  std::optional<Decimal> upper_strike_price;
1152  std::optional<Decimal> lower_strike_price;
1160  std::optional<Decimal> itm_otm;
1162  std::optional<Decimal> implied_volatility;
1164  std::optional<Decimal> delta;
1166  std::optional<Decimal> call_price;
1168  std::optional<Decimal> to_call_price;
1170  std::optional<Decimal> effective_leverage;
1174  std::optional<Decimal> conversion_ratio;
1176  std::optional<Decimal> balance_point;
1179 };
1180 
1183 {
1185  Overnight,
1186 };
1187 
1190 {
1192  std::string key;
1194  std::string name;
1196  std::string description;
1198  int64_t start_at;
1200  int64_t end_at;
1201 };
1202 
1204 enum class TradeSessions
1205 {
1207  Intraday,
1209  All,
1210 };
1211 
1214 {
1216  int32_t temperature;
1218  std::string description;
1220  int32_t valuation;
1222  int32_t sentiment;
1224  int64_t timestamp;
1225 };
1226 
1229 {
1238 };
1239 
1242 {
1246  std::vector<MarketTemperature> records;
1247 };
1248 
1249 } // namespace quote
1250 
1251 namespace trade {
1252 
1254 enum class TopicType
1255 {
1257  Private,
1258 };
1259 
1262 {
1263  std::string order_id;
1264  std::string trade_id;
1265  std::string symbol;
1266  int64_t trade_done_at;
1269 };
1270 
1273 {
1275  std::optional<int64_t> start_at;
1277  std::optional<int64_t> end_at;
1279  std::optional<std::string> symbol;
1280 };
1281 
1284 {
1286  std::optional<std::string> symbol;
1288  std::optional<std::string> order_id;
1289 };
1290 
1292 enum class OrderStatus
1293 {
1295  Unknown,
1297  NotReported,
1305  Filled,
1307  WaitToNew,
1309  New,
1311  WaitToReplace,
1315  Replaced,
1317  PartialFilled,
1319  WaitToCancel,
1321  PendingCancel,
1323  Rejected,
1325  Canceled,
1327  Expired,
1330 };
1331 
1333 enum class OrderSide
1334 {
1336  Unknown,
1338  Buy,
1340  Sell,
1341 };
1342 
1344 enum class OrderType
1345 {
1347  Unknown,
1349  LO,
1351  ELO,
1353  MO,
1355  AO,
1357  ALO,
1359  ODD,
1361  LIT,
1363  MIT,
1365  TSLPAMT,
1367  TSLPPCT,
1369  TSMAMT,
1371  TSMPCT,
1373  SLO,
1374 };
1375 
1377 enum class OrderTag
1378 {
1380  Unknown,
1382  Normal,
1384  LongTerm,
1386  Grey,
1388  MarginCall,
1390  Offline,
1392  Creditor,
1394  Debtor,
1396  NonExercise,
1398  AllocatedSub,
1399 };
1400 
1403 {
1405  Unknown,
1407  Day,
1411  GoodTilDate,
1412 };
1413 
1415 enum class TriggerStatus
1416 {
1418  Unknown,
1420  Deactive,
1422  Active,
1424  Released,
1425 };
1426 
1428 enum class OutsideRTH
1429 {
1431  Unknown,
1433  RTHOnly,
1435  AnyTime,
1437  Overnight,
1438 };
1439 
1441 struct Order
1442 {
1444  std::string order_id;
1448  std::string stock_name;
1454  std::optional<Decimal> price;
1456  std::optional<Decimal> executed_price;
1458  int64_t submitted_at;
1462  std::string symbol;
1466  std::optional<Decimal> last_done;
1468  std::optional<Decimal> trigger_price;
1470  std::string msg;
1476  std::optional<Date> expire_date;
1478  std::optional<int64_t> updated_at;
1480  std::optional<int64_t> trigger_at;
1482  std::optional<Decimal> trailing_amount;
1484  std::optional<Decimal> trailing_percent;
1486  std::optional<Decimal> limit_offset;
1488  std::optional<TriggerStatus> trigger_status;
1490  std::string currency;
1492  std::optional<OutsideRTH> outside_rth;
1494  std::string remark;
1495 };
1496 
1499 {
1503  std::string stock_name;
1507  std::string symbol;
1515  std::optional<Decimal> executed_price;
1517  std::string order_id;
1519  std::string currency;
1523  int64_t submitted_at;
1525  int64_t updated_at;
1527  std::optional<Decimal> trigger_price;
1529  std::string msg;
1533  std::optional<TriggerStatus> trigger_status;
1535  std::optional<int64_t> trigger_at;
1537  std::optional<Decimal> trailing_amount;
1539  std::optional<Decimal> trailing_percent;
1541  std::optional<Decimal> limit_offset;
1543  std::string account_no;
1545  std::optional<Decimal> last_share;
1547  std::optional<Decimal> last_price;
1549  std::string remark;
1550 };
1551 
1554 {
1556  std::optional<std::string> symbol;
1558  std::optional<std::vector<OrderStatus>> status;
1560  std::optional<OrderSide> side;
1562  std::optional<Market> market;
1564  std::optional<int64_t> start_at;
1566  std::optional<int64_t> end_at;
1567 };
1568 
1571 {
1573  std::optional<std::string> symbol;
1575  std::optional<std::vector<OrderStatus>> status;
1577  std::optional<OrderSide> side;
1579  std::optional<Market> market;
1581  std::optional<std::string> order_id;
1582 };
1583 
1586 {
1588  std::string order_id;
1592  std::optional<Decimal> price;
1594  std::optional<Decimal> trigger_price;
1596  std::optional<Decimal> limit_offset;
1598  std::optional<Decimal> trailing_amount;
1600  std::optional<Decimal> trailing_percent;
1602  std::optional<std::string> remark;
1603 };
1604 
1607 {
1609  std::string symbol;
1619  std::optional<Decimal> submitted_price;
1621  std::optional<Decimal> trigger_price;
1623  std::optional<Decimal> limit_offset;
1625  std::optional<Decimal> trailing_amount;
1627  std::optional<Decimal> trailing_percent;
1630  std::optional<Date> expire_date;
1632  std::optional<OutsideRTH> outside_rth;
1634  std::optional<std::string> remark;
1635 };
1636 
1639 {
1641  std::string order_id;
1642 };
1643 
1645 struct CashInfo
1646 {
1656  std::string currency;
1657 };
1658 
1661 {
1662  std::string currency;
1664 };
1665 
1668 {
1676  int32_t risk_level;
1680  std::string currency;
1682  std::vector<CashInfo> cash_infos;
1692  std::vector<FrozenTransactionFee> frozen_transaction_fees;
1693 };
1694 
1697 {
1699  Unknown,
1701  Out,
1703  In,
1704 };
1705 
1707 enum class BalanceType
1708 {
1710  Unknown,
1712  Cash,
1714  Stock,
1716  Fund,
1717 };
1718 
1720 struct CashFlow
1721 {
1731  std::string currency;
1733  int64_t business_time;
1735  std::optional<std::string> symbol;
1737  std::string description;
1738 };
1739 
1742 {
1744  int64_t start_at;
1746  int64_t end_at;
1748  std::optional<BalanceType> business_type;
1750  std::optional<std::string> symbol;
1752  std::optional<uintptr_t> page;
1754  std::optional<uintptr_t> size;
1755 };
1756 
1759 {
1761  std::optional<std::vector<std::string>> symbols;
1762 };
1763 
1766 {
1768  std::optional<std::vector<std::string>> symbols;
1769 };
1770 
1773 {
1775  std::string symbol;
1781  std::string symbol_name;
1783  std::string currency;
1788 };
1789 
1792 {
1794  std::string account_channel;
1796  std::vector<FundPosition> positions;
1797 };
1798 
1801 {
1803  std::vector<FundPositionChannel> channels;
1804 };
1805 
1808 {
1810  std::string symbol;
1812  std::string symbol_name;
1818  std::string currency;
1825  std::optional<Decimal> init_quantity;
1826 };
1827 
1830 {
1832  std::string account_channel;
1834  std::vector<StockPosition> positions;
1835 };
1836 
1839 {
1841  std::vector<StockPositionChannel> channels;
1842 };
1843 
1846 {
1853 };
1854 
1857 {
1858  Unknown,
1859  None,
1860  Calculated,
1861  Pending,
1862  Ready,
1863 };
1864 
1867 {
1868  Unknown,
1869  None,
1870  NoData,
1871  Pending,
1872  Done,
1873 };
1874 
1877 {
1878  Unknown,
1879  Broker,
1880  Third,
1881 };
1882 
1885 {
1895  std::string msg;
1897  int64_t time;
1898 };
1899 
1902 {
1904  std::string code;
1906  std::string name;
1910  std::string currency;
1911 };
1912 
1915 {
1919  std::string name;
1921  std::vector<OrderChargeFee> fees;
1922 };
1923 
1926 {
1930  std::string currency;
1932  std::vector<OrderChargeItem> items;
1933 };
1934 
1937 {
1939  std::string order_id;
1943  std::string stock_name;
1949  std::optional<Decimal> price;
1951  std::optional<Decimal> executed_price;
1953  int64_t submitted_at;
1957  std::string symbol;
1961  std::optional<Decimal> last_done;
1963  std::optional<Decimal> trigger_price;
1965  std::string msg;
1971  std::optional<Date> expire_date;
1973  std::optional<int64_t> updated_at;
1975  std::optional<int64_t> trigger_at;
1977  std::optional<Decimal> trailing_amount;
1979  std::optional<Decimal> trailing_percent;
1981  std::optional<Decimal> limit_offset;
1983  std::optional<TriggerStatus> trigger_status;
1985  std::string currency;
1987  std::optional<OutsideRTH> outside_rth;
1989  std::string remark;
1993  std::optional<Decimal> free_amount;
1995  std::optional<std::string> free_currency;
1999  std::optional<Decimal> deductions_amount;
2001  std::optional<std::string> deductions_currency;
2005  std::optional<Decimal> platform_deducted_amount;
2007  std::optional<std::string> platform_deducted_currency;
2009  std::vector<OrderHistoryDetail> history;
2012 };
2013 
2016 {
2018  std::string symbol;
2024  std::optional<Decimal> price;
2026  std::optional<std::string> currency;
2029  std::optional<std::string> order_id;
2032 };
2033 
2036 {
2041 };
2042 
2043 } // namespace trade
2044 
2045 } // namespace longport
Definition: decimal.hpp:13
Subscription flags.
Definition: types.hpp:72
bool contains(const SubFlags &other) const
Definition: types.hpp:108
SubFlags & operator|=(const SubFlags &other)
Definition: types.hpp:86
SubFlags & operator&=(const SubFlags &other)
Definition: types.hpp:97
static SubFlags BROKER()
static SubFlags TRADE()
SubFlags operator|(const SubFlags &other) const
Definition: types.hpp:81
SubFlags operator&(const SubFlags &other) const
Definition: types.hpp:92
static SubFlags QUOTE()
SubFlags(uint8_t value)
Definition: types.hpp:77
bool operator==(const SubFlags &other) const
Definition: types.hpp:103
static SubFlags DEPTH()
TradeDirection
Trade direction.
Definition: types.hpp:521
CalcIndex
Calc index.
Definition: types.hpp:865
@ OutstandingQty
Outstanding quantity.
@ TenDayChangeRate
Ten days change ratio.
@ LeverageRatio
Leverage ratio.
@ LowerStrikePrice
Lower bound price.
@ EffectiveLeverage
Effective leverage.
@ ConversionRatio
Conversion ratio.
@ WarrantDelta
Warrant delta.
@ DividendRatioTtm
Dividend ratio (TTM)
@ ItmOtm
In/out of the bound.
@ CapitalFlow
Capital flow.
@ YtdChangeRate
Year-to-date change ratio.
@ FiveDayChangeRate
Five days change ratio.
@ StrikePrice
Strike price.
@ BalancePoint
Breakeven point.
@ ToCallPrice
Price interval from the call price.
@ TotalMarketValue
Total market value.
@ ChangeValue
Change value.
@ HalfYearChangeRate
Half year change ratio.
@ TurnoverRate
Turnover rate.
@ ImpliedVolatility
Implied volatility.
@ OutstandingRatio
Outstanding ratio.
@ FiveMinutesChangeRate
Five minutes change ratio.
@ UpperStrikePrice
Upper bound price.
@ VolumeRatio
Volume ratio.
@ OpenInterest
Open interest.
Granularity
Data granularity.
Definition: types.hpp:1229
@ Unknown
Unknown.
Definition: types.hpp:1231
@ Daily
Daily.
Definition: types.hpp:1233
@ Weekly
Weekly.
Definition: types.hpp:1235
@ Monthly
Monthly.
Definition: types.hpp:1237
OptionDirection
Option direction.
Definition: types.hpp:466
SecuritiesUpdateMode
Securities update mode.
Definition: types.hpp:809
FilterWarrantExpiryDate
Filter warrant expiry date type.
Definition: types.hpp:1095
Period
Candlestick period.
Definition: types.hpp:130
@ Min45
Forty-Five Minutes.
@ Min20
Twenty Minutes.
@ Min3
Three Minutes.
@ Min15
Fifteen Minutes.
@ Min30
Thirty Minutes.
TradeSession
Trade session.
Definition: types.hpp:184
TradeStatus
Trade status.
Definition: types.hpp:378
@ SplitStockHalts
Split Stock Halts.
@ WarrantPrepareList
Warrant To BeListed.
SecurityBoard
Security board.
Definition: types.hpp:269
@ STI
Singapore Straits Index.
@ USSector
US Industry Board.
@ HKPreIPO
HK PreIPO Security.
@ SHSTAR
SH Science and Technology Innovation Board.
@ SZMainNonConnect
SZ Main Board(Non Connect)
@ HKSector
HK Industry Board.
@ SZGEMNonConnect
SZ Gem Board(Non Connect)
@ SZMainConnect
SZ Main Board(Connect)
@ SHMainNonConnect
SH Main Board(Non Connect)
@ SHMainConnect
SH Main Board(Connect)
@ SZGEMConnect
SZ Gem Board(Connect)
@ USOptionS
US Sepecial Option.
@ SGSector
SG Industry Board.
@ HKEquity
Hong Kong Equity Securities.
@ USDJI
Dow Jones Industrial Average.
@ VIXIndex
CBOE Volatility Index.
@ CNSector
CN Industry Board.
AdjustType
Adjust type.
Definition: types.hpp:691
OptionType
Option type.
Definition: types.hpp:455
WarrantStatus
Warrant status.
Definition: types.hpp:1117
SecurityListCategory
Security list category.
Definition: types.hpp:1183
WarrantSortBy
Warrant sort by.
Definition: types.hpp:1046
@ LeverageRatio
Leverage ratio.
@ LowerStrikePrice
Lower strike price.
@ EffectiveLeverage
Effective leverage.
@ ConversionRatio
Conversion ratio.
@ ItmOtm
In/out of the bound.
@ BalancePoint
Breakeven point.
@ ToCallPrice
Price interval from the call price.
@ ImpliedVolatility
Implied volatility.
@ Delta
Greek value Delta.
@ OutstandingRatio
Outstanding ratio.
@ OutstandingQuantity
Outstanding quantity.
@ UpperStrikePrice
Upper strike price.
FilterWarrantInOutBoundsType
Filter warrant in/out of the bounds type.
Definition: types.hpp:1108
WarrantType
Warrant type.
Definition: types.hpp:586
SortOrderType
Sort order type.
Definition: types.hpp:1037
TradeSessions
Trade sessions.
Definition: types.hpp:1205
TriggerStatus
Trigger status.
Definition: types.hpp:1416
OutsideRTH
Enable or disable outside regular trading hours.
Definition: types.hpp:1429
@ RTHOnly
Regular trading hour only.
OrderTag
Order tag.
Definition: types.hpp:1378
@ LongTerm
Long term Order.
@ MarginCall
Force Selling.
@ Creditor
Option Exercise Long.
@ NonExercise
Wavier Of Option Exercise.
@ AllocatedSub
Trade Allocation.
@ Debtor
Option Exercise Short.
ChargeCategoryCode
Charge category code.
Definition: types.hpp:1877
OrderType
Order type.
Definition: types.hpp:1345
@ TSLPAMT
Trailing Limit If Touched (Trailing Amount)
@ AO
At-auction Order.
@ ALO
At-auction Limit Order.
@ MIT
Market If Touched.
@ SLO
Special Limit Order.
@ LIT
Limit If Touched.
@ TSMAMT
Trailing Market If Touched (Trailing Amount)
@ ELO
Enhanced Limit Order.
@ TSLPPCT
Trailing Limit If Touched (Trailing Percent)
@ TSMPCT
Trailing Market If Touched (Trailing Percent)
OrderSide
Order side.
Definition: types.hpp:1334
TimeInForceType
Time in force Type.
Definition: types.hpp:1403
@ GoodTilDate
Good Til Date Order.
@ GoodTilCanceled
Good Til Canceled Order.
CommissionFreeStatus
Commission-free Status.
Definition: types.hpp:1857
CashFlowDirection
Cash flow direction.
Definition: types.hpp:1697
TopicType
Topic type.
Definition: types.hpp:1255
@ Private
Private notification for trade.
DeductionStatus
Deduction status.
Definition: types.hpp:1867
BalanceType
Balance type.
Definition: types.hpp:1708
OrderStatus
Order status.
Definition: types.hpp:1293
@ PartialWithdrawal
Partial Withdrawal.
@ ReplacedNotReported
Not reported (Replaced Order)
@ PendingCancel
Pending Cancel.
@ WaitToReplace
Wait To Replace.
@ PartialFilled
Partial Filled.
@ PendingReplace
Pending Replace.
@ VarietiesNotReported
Not reported (Conditional Order)
@ WaitToCancel
Wait To Cancel.
@ ProtectedNotReported
Not reported (Protected Order)
Definition: async_result.hpp:7
PushCandlestickMode
Push candlestick mode.
Definition: types.hpp:42
Market
Market.
Definition: types.hpp:51
@ SG
SG market.
@ CN
CN market.
@ HK
HK market.
@ US
US market.
@ Crypto
Crypto market.
@ Unknown
Unknown.
Language
Language identifer.
Definition: types.hpp:31
Definition: types.hpp:10
uint8_t day
Definition: types.hpp:13
int32_t year
Definition: types.hpp:11
uint8_t month
Definition: types.hpp:12
Definition: types.hpp:24
Date date
Definition: types.hpp:25
Time time
Definition: types.hpp:26
Definition: types.hpp:17
uint8_t minute
Definition: types.hpp:19
uint8_t second
Definition: types.hpp:20
uint8_t hour
Definition: types.hpp:18
Brokers.
Definition: types.hpp:249
int32_t position
Position.
Definition: types.hpp:251
std::vector< int32_t > broker_ids
Broker IDs.
Definition: types.hpp:253
Candlestick.
Definition: types.hpp:552
TradeSession trade_session
Trade session.
Definition: types.hpp:568
Decimal open
Open price.
Definition: types.hpp:556
Decimal high
High price.
Definition: types.hpp:560
Decimal low
Low price.
Definition: types.hpp:558
Decimal turnover
Turnover.
Definition: types.hpp:564
int64_t timestamp
Timestamp.
Definition: types.hpp:566
Decimal close
Close price.
Definition: types.hpp:554
int64_t volume
Volume.
Definition: types.hpp:562
Capital distribution.
Definition: types.hpp:761
Decimal small
Small order.
Definition: types.hpp:767
Decimal large
Large order.
Definition: types.hpp:763
Decimal medium
Medium order.
Definition: types.hpp:765
Capital distribution response.
Definition: types.hpp:772
CapitalDistribution capital_in
Inflow capital data.
Definition: types.hpp:776
CapitalDistribution capital_out
Outflow capital data.
Definition: types.hpp:778
int64_t timestamp
Time.
Definition: types.hpp:774
Capital flow line.
Definition: types.hpp:752
Decimal inflow
Inflow capital data.
Definition: types.hpp:754
int64_t timestamp
Time.
Definition: types.hpp:756
An request for create watchlist group.
Definition: types.hpp:820
std::vector< std::string > securities
Securities.
Definition: types.hpp:824
std::string name
Group name.
Definition: types.hpp:822
Definition: types.hpp:225
std::optional< Decimal > price
Price.
Definition: types.hpp:229
int64_t volume
Volume.
Definition: types.hpp:231
int64_t order_num
Number of orders.
Definition: types.hpp:233
int32_t position
Position.
Definition: types.hpp:227
Derivative type.
Definition: types.hpp:121
uint8_t value
Definition: types.hpp:122
History market temperature response.
Definition: types.hpp:1242
std::vector< MarketTemperature > records
Records.
Definition: types.hpp:1246
Granularity granularity
Granularity.
Definition: types.hpp:1244
Intraday line.
Definition: types.hpp:681
Decimal avg_price
Definition: types.hpp:686
Decimal turnover
Definition: types.hpp:685
int64_t volume
Definition: types.hpp:684
Decimal price
Definition: types.hpp:682
int64_t timestamp
Definition: types.hpp:683
Issuer info.
Definition: types.hpp:711
std::string name_en
Issuer name (en)
Definition: types.hpp:717
int32_t issuer_id
Issuer ID.
Definition: types.hpp:713
std::string name_hk
Issuer name (zh-HK)
Definition: types.hpp:719
std::string name_cn
Issuer name (zh-CN)
Definition: types.hpp:715
Market temperature.
Definition: types.hpp:1214
int32_t sentiment
Market sentiment.
Definition: types.hpp:1222
int32_t temperature
Temperature value.
Definition: types.hpp:1216
int32_t valuation
Market valuation.
Definition: types.hpp:1220
std::string description
Temperature description.
Definition: types.hpp:1218
int64_t timestamp
Time.
Definition: types.hpp:1224
Market trading days.
Definition: types.hpp:743
std::vector< Date > trading_days
Trading days.
Definition: types.hpp:745
std::vector< Date > half_trading_days
Half trading days.
Definition: types.hpp:747
Market trading session.
Definition: types.hpp:734
std::vector< TradingSessionInfo > trade_session
Trading session.
Definition: types.hpp:738
Market market
Market.
Definition: types.hpp:736
Quote of option.
Definition: types.hpp:477
Decimal strike_price
Strike price.
Definition: types.hpp:504
OptionType contract_type
Option type.
Definition: types.hpp:508
Date expiry_date
Exprity date.
Definition: types.hpp:502
Decimal high
High.
Definition: types.hpp:486
Decimal open
Open.
Definition: types.hpp:484
Decimal prev_close
Yesterday's close.
Definition: types.hpp:482
Decimal contract_size
Contract size.
Definition: types.hpp:510
Decimal turnover
Turnover.
Definition: types.hpp:494
Decimal low
Low.
Definition: types.hpp:488
Decimal implied_volatility
Implied volatility.
Definition: types.hpp:498
int64_t volume
Volume.
Definition: types.hpp:492
Decimal contract_multiplier
Contract multiplier.
Definition: types.hpp:506
TradeStatus trade_status
Security trading status.
Definition: types.hpp:496
std::string symbol
Security code.
Definition: types.hpp:478
int64_t open_interest
Number of open positions.
Definition: types.hpp:500
Decimal historical_volatility
Underlying security historical volatility of the option.
Definition: types.hpp:514
OptionDirection direction
Option direction.
Definition: types.hpp:512
int64_t timestamp
Time of latest price.
Definition: types.hpp:490
Decimal last_done
Latest price.
Definition: types.hpp:480
std::string underlying_symbol
Underlying security symbol of the option.
Definition: types.hpp:516
Definition: types.hpp:668
std::string name_en
Participant name (en)
Definition: types.hpp:674
std::string name_hk
Participant name (zh-HK)
Definition: types.hpp:676
std::vector< int32_t > broker_ids
Broker IDs.
Definition: types.hpp:670
std::string name_cn
Participant name (zh-CN)
Definition: types.hpp:672
Quote of US pre/post market.
Definition: types.hpp:405
Decimal high
High.
Definition: types.hpp:415
int64_t timestamp
Time of latest price.
Definition: types.hpp:409
Decimal prev_close
Close of the last trade session.
Definition: types.hpp:419
int64_t volume
Volume.
Definition: types.hpp:411
Decimal last_done
Latest price.
Definition: types.hpp:407
Decimal low
Low.
Definition: types.hpp:417
Decimal turnover
Turnover.
Definition: types.hpp:413
Brokers message.
Definition: types.hpp:258
std::vector< Brokers > ask_brokers
Ask brokers.
Definition: types.hpp:262
std::vector< Brokers > bid_brokers
Bid brokers.
Definition: types.hpp:264
std::string symbol
Security code.
Definition: types.hpp:260
Candlestick updated message.
Definition: types.hpp:573
std::string symbol
Security code.
Definition: types.hpp:575
bool is_confirmed
Is confirmed.
Definition: types.hpp:581
Candlestick candlestick
Candlestick.
Definition: types.hpp:579
Period period
Period type.
Definition: types.hpp:577
Depth message.
Definition: types.hpp:238
std::vector< Depth > bids
Bid depth.
Definition: types.hpp:244
std::vector< Depth > asks
Ask depth.
Definition: types.hpp:242
std::string symbol
Security code.
Definition: types.hpp:240
Quote message.
Definition: types.hpp:197
TradeSession trade_session
Trade session.
Definition: types.hpp:217
std::string symbol
Security code.
Definition: types.hpp:199
int64_t timestamp
Time of latest price.
Definition: types.hpp:209
int64_t current_volume
Increase volume between pushes.
Definition: types.hpp:219
Decimal low
Low.
Definition: types.hpp:207
Decimal high
High.
Definition: types.hpp:205
Decimal last_done
Latest price.
Definition: types.hpp:201
Decimal turnover
Turnover.
Definition: types.hpp:213
Decimal urrent_turnover
Increase turnover between pushes.
Definition: types.hpp:221
TradeStatus trade_status
Security trading status.
Definition: types.hpp:215
int64_t volume
Volume.
Definition: types.hpp:211
Decimal open
Open.
Definition: types.hpp:203
Trades message.
Definition: types.hpp:543
std::vector< Trade > trades
Trades data.
Definition: types.hpp:547
std::string symbol
Security code.
Definition: types.hpp:545
Quote package detail.
Definition: types.hpp:1190
std::string description
Description.
Definition: types.hpp:1196
std::string key
Key.
Definition: types.hpp:1192
int64_t end_at
End at.
Definition: types.hpp:1200
int64_t start_at
Start at.
Definition: types.hpp:1198
std::string name
Name.
Definition: types.hpp:1194
Real-time quote.
Definition: types.hpp:842
Decimal low
Low.
Definition: types.hpp:852
int64_t timestamp
Time of latest price.
Definition: types.hpp:854
Decimal high
High.
Definition: types.hpp:850
Decimal turnover
Turnover.
Definition: types.hpp:858
Decimal last_done
Latest price.
Definition: types.hpp:846
TradeStatus trade_status
Security trading status.
Definition: types.hpp:860
Decimal open
Open.
Definition: types.hpp:848
int64_t volume
Volume.
Definition: types.hpp:856
std::string symbol
Security code.
Definition: types.hpp:844
Security brokers.
Definition: types.hpp:660
std::vector< Brokers > ask_brokers
Ask brokers.
Definition: types.hpp:662
std::vector< Brokers > bid_brokers
Bid brokers.
Definition: types.hpp:664
Security calc index response.
Definition: types.hpp:950
std::optional< Decimal > outstanding_ratio
Outstanding ratio.
Definition: types.hpp:1000
std::optional< Decimal > change_rate
Change ratio.
Definition: types.hpp:958
std::optional< Decimal > total_market_value
Total market value.
Definition: types.hpp:968
std::optional< Decimal > to_call_price
Price interval from the call price.
Definition: types.hpp:1012
std::optional< Decimal > balance_point
Breakeven point.
Definition: types.hpp:1020
std::optional< Decimal > pe_ttm_ratio
PE (TTM)
Definition: types.hpp:976
std::string symbol
Security code.
Definition: types.hpp:952
std::optional< Decimal > amplitude
Amplitude.
Definition: types.hpp:972
std::optional< Decimal > theta
Theta.
Definition: types.hpp:1028
std::optional< Decimal > delta
Delta.
Definition: types.hpp:1024
std::optional< Decimal > vega
Vega.
Definition: types.hpp:1030
std::optional< Decimal > call_price
Call price.
Definition: types.hpp:1010
std::optional< Decimal > pb_ratio
PB.
Definition: types.hpp:978
std::optional< Decimal > capital_flow
Capital flow.
Definition: types.hpp:970
std::optional< Decimal > leverage_ratio
Leverage ratio.
Definition: types.hpp:1016
std::optional< Decimal > lower_strike_price
Lower bound price.
Definition: types.hpp:996
std::optional< Decimal > rho
Rho.
Definition: types.hpp:1032
std::optional< Decimal > itm_otm
In/out of the bound.
Definition: types.hpp:1004
std::optional< Decimal > implied_volatility
Implied volatility.
Definition: types.hpp:1006
std::optional< Decimal > five_minutes_change_rate
Five minutes change ratio.
Definition: types.hpp:988
std::optional< int64_t > outstanding_qty
Outstanding quantity.
Definition: types.hpp:998
std::optional< Decimal > five_day_change_rate
Five days change ratio.
Definition: types.hpp:982
std::optional< Decimal > dividend_ratio_ttm
Dividend ratio (TTM)
Definition: types.hpp:980
std::optional< Decimal > turnover_rate
Turnover rate.
Definition: types.hpp:966
std::optional< Decimal > turnover
Turnover.
Definition: types.hpp:962
std::optional< Decimal > conversion_ratio
Conversion ratio.
Definition: types.hpp:1018
std::optional< Decimal > half_year_change_rate
Half year change ratio.
Definition: types.hpp:986
std::optional< Decimal > ytd_change_rate
Year-to-date change ratio.
Definition: types.hpp:964
std::optional< Date > expiry_date
Expiry date.
Definition: types.hpp:990
std::optional< Decimal > volume_ratio
Volume ratio.
Definition: types.hpp:974
std::optional< Decimal > gamma
Gamma.
Definition: types.hpp:1026
std::optional< Decimal > warrant_delta
Warrant delta.
Definition: types.hpp:1008
std::optional< int64_t > open_interest
Open interest.
Definition: types.hpp:1022
std::optional< Decimal > upper_strike_price
Upper bound price.
Definition: types.hpp:994
std::optional< int64_t > volume
Volume.
Definition: types.hpp:960
std::optional< Decimal > change_value
Change value.
Definition: types.hpp:956
std::optional< Decimal > strike_price
Strike price.
Definition: types.hpp:992
std::optional< Decimal > ten_day_change_rate
Ten days change ratio.
Definition: types.hpp:984
std::optional< Decimal > effective_leverage
Effective leverage.
Definition: types.hpp:1014
std::optional< Decimal > premium
Premium.
Definition: types.hpp:1002
std::optional< Decimal > last_done
Latest price.
Definition: types.hpp:954
Security depth.
Definition: types.hpp:651
std::vector< Depth > asks
Ask depth.
Definition: types.hpp:653
std::vector< Depth > bids
Bid depth.
Definition: types.hpp:655
Security.
Definition: types.hpp:328
std::string symbol
Security code.
Definition: types.hpp:330
std::string name_hk
Security name (zh-HK)
Definition: types.hpp:336
std::string name_cn
Security name (zh-CN)
Definition: types.hpp:332
std::string name_en
Security name (en)
Definition: types.hpp:334
Quote of securitity.
Definition: types.hpp:424
int64_t timestamp
Time of latest price.
Definition: types.hpp:438
Decimal turnover
Turnover.
Definition: types.hpp:442
Decimal last_done
Latest price.
Definition: types.hpp:428
std::optional< PrePostQuote > overnight_quote
Quote of US overnight market.
Definition: types.hpp:450
Decimal high
High.
Definition: types.hpp:434
Decimal prev_close
Yesterday's close.
Definition: types.hpp:430
TradeStatus trade_status
Security trading status.
Definition: types.hpp:444
int64_t volume
Volume.
Definition: types.hpp:440
std::optional< PrePostQuote > pre_market_quote
Quote of US pre market.
Definition: types.hpp:446
Decimal low
Low.
Definition: types.hpp:436
Decimal open
Open.
Definition: types.hpp:432
std::optional< PrePostQuote > post_market_quote
Quote of US post market.
Definition: types.hpp:448
std::string symbol
Security code.
Definition: types.hpp:426
The basic information of securities.
Definition: types.hpp:341
Decimal dividend_yield
Dividend yield.
Definition: types.hpp:369
int64_t hk_shares
HK shares (only HK stocks)
Definition: types.hpp:361
Decimal eps
Earnings per share.
Definition: types.hpp:363
std::string exchange
Exchange which the security belongs to.
Definition: types.hpp:351
int32_t lot_size
Lot size.
Definition: types.hpp:355
std::string name_hk
Security name (zh-HK)
Definition: types.hpp:349
std::string name_cn
Security name (zh-CN)
Definition: types.hpp:345
DerivativeType stock_derivatives
Types of supported derivatives.
Definition: types.hpp:371
std::string currency
Trading currency.
Definition: types.hpp:353
Decimal eps_ttm
Earnings per share (TTM)
Definition: types.hpp:365
std::string symbol
Security code.
Definition: types.hpp:343
std::string name_en
Security name (en)
Definition: types.hpp:347
int64_t circulating_shares
Circulating shares.
Definition: types.hpp:359
SecurityBoard board
Board.
Definition: types.hpp:373
int64_t total_shares
Total shares.
Definition: types.hpp:357
Decimal bps
Net assets per share.
Definition: types.hpp:367
Strike price info.
Definition: types.hpp:698
std::string call_symbol
Security code of call option.
Definition: types.hpp:702
bool standard
Is standard.
Definition: types.hpp:706
std::string put_symbol
Security code of put option.
Definition: types.hpp:704
Decimal price
Strike price.
Definition: types.hpp:700
Subscription.
Definition: types.hpp:173
SubFlags sub_types
Subscription flags.
Definition: types.hpp:177
std::vector< Period > candlesticks
Candlesticks.
Definition: types.hpp:179
std::string symbol
Security code.
Definition: types.hpp:175
Trade.
Definition: types.hpp:532
TradeSession trade_session
Definition: types.hpp:538
TradeDirection direction
Definition: types.hpp:537
int64_t volume
Definition: types.hpp:534
std::string trade_type
Definition: types.hpp:536
int64_t timestamp
Definition: types.hpp:535
Decimal price
Definition: types.hpp:533
Definition: types.hpp:723
Time begin_time
Being trading time.
Definition: types.hpp:725
Time end_time
End trading time.
Definition: types.hpp:727
TradeSession trade_session
Trading session.
Definition: types.hpp:729
An request for update watchlist group.
Definition: types.hpp:829
SecuritiesUpdateMode mode
Securities Update Mode.
Definition: types.hpp:837
std::optional< std::string > name
Group name.
Definition: types.hpp:833
std::optional< std::vector< std::string > > securities
Securities.
Definition: types.hpp:835
int64_t id
Group id.
Definition: types.hpp:831
Warrant info.
Definition: types.hpp:1128
Decimal change_rate
Quote change rate.
Definition: types.hpp:1138
int64_t volume
Volume.
Definition: types.hpp:1142
std::optional< Decimal > delta
Delta.
Definition: types.hpp:1164
Date expiry_date
Expiry date.
Definition: types.hpp:1146
std::optional< Decimal > upper_strike_price
Upper strike price.
Definition: types.hpp:1150
Decimal premium
Premium.
Definition: types.hpp:1158
Decimal last_done
Latest price.
Definition: types.hpp:1136
std::string symbol
Security code.
Definition: types.hpp:1130
WarrantType warrant_type
Warrant type.
Definition: types.hpp:1132
std::optional< Decimal > to_call_price
Price interval from the call price.
Definition: types.hpp:1168
std::optional< Decimal > effective_leverage
Effective leverage.
Definition: types.hpp:1170
std::optional< Decimal > itm_otm
In/out of the bound.
Definition: types.hpp:1160
std::optional< Decimal > strike_price
Strike price.
Definition: types.hpp:1148
std::optional< Decimal > conversion_ratio
Conversion ratio.
Definition: types.hpp:1174
Decimal turnover
Turnover.
Definition: types.hpp:1144
int64_t outstanding_qty
Outstanding quantity.
Definition: types.hpp:1154
WarrantStatus status
Status.
Definition: types.hpp:1178
std::optional< Decimal > lower_strike_price
Lower strike price.
Definition: types.hpp:1152
std::string name
Security name.
Definition: types.hpp:1134
std::optional< Decimal > balance_point
Breakeven point.
Definition: types.hpp:1176
Decimal change_value
Quote change.
Definition: types.hpp:1140
std::optional< Decimal > implied_volatility
Implied volatility.
Definition: types.hpp:1162
std::optional< Decimal > call_price
Call price.
Definition: types.hpp:1166
Decimal outstanding_ratio
Outstanding ratio.
Definition: types.hpp:1156
Decimal leverage_ratio
Leverage ratio.
Definition: types.hpp:1172
Quote of warrant.
Definition: types.hpp:603
Decimal outstanding_ratio
Outstanding ratio.
Definition: types.hpp:630
Decimal low
Low.
Definition: types.hpp:614
Date last_trade_date
Last tradalbe date.
Definition: types.hpp:628
std::string symbol
Security code.
Definition: types.hpp:604
Decimal lower_strike_price
Lower bound price.
Definition: types.hpp:642
Decimal implied_volatility
Implied volatility.
Definition: types.hpp:624
Decimal open
Open.
Definition: types.hpp:610
int64_t outstanding_quantity
Outstanding quantity.
Definition: types.hpp:632
Decimal call_price
Call price.
Definition: types.hpp:644
int64_t timestamp
Time of latest price.
Definition: types.hpp:616
Date expiry_date
Exprity date.
Definition: types.hpp:626
Decimal strike_price
Strike price.
Definition: types.hpp:638
Decimal high
High.
Definition: types.hpp:612
Decimal turnover
Turnover.
Definition: types.hpp:620
std::string underlying_symbol
Underlying security symbol of the warrant.
Definition: types.hpp:646
int64_t volume
Volume.
Definition: types.hpp:618
WarrantType category
Warrant type.
Definition: types.hpp:636
Decimal last_done
Latest price.
Definition: types.hpp:606
Decimal prev_close
Yesterday's close.
Definition: types.hpp:608
Decimal conversion_ratio
Conversion ratio.
Definition: types.hpp:634
Decimal upper_strike_price
Upper bound price.
Definition: types.hpp:640
TradeStatus trade_status
Security trading status.
Definition: types.hpp:622
Watchlist group.
Definition: types.hpp:798
std::vector< WatchlistSecurity > securities
Securities.
Definition: types.hpp:804
int64_t id
Group id.
Definition: types.hpp:800
std::string name
Group name.
Definition: types.hpp:802
Watchlist security.
Definition: types.hpp:783
int64_t watched_at
Watched time.
Definition: types.hpp:793
std::string name
Security name.
Definition: types.hpp:789
std::string symbol
Security symbol.
Definition: types.hpp:785
std::optional< Decimal > watched_price
Watched price.
Definition: types.hpp:791
Market market
Market.
Definition: types.hpp:787
Account balance.
Definition: types.hpp:1668
Decimal buy_power
Buy power.
Definition: types.hpp:1690
std::vector< CashInfo > cash_infos
Cash details.
Definition: types.hpp:1682
Decimal init_margin
Initial margin.
Definition: types.hpp:1686
Decimal remaining_finance_amount
Remaining financing amount.
Definition: types.hpp:1674
Decimal total_cash
Total cash.
Definition: types.hpp:1670
std::vector< FrozenTransactionFee > frozen_transaction_fees
Frozen transaction fees.
Definition: types.hpp:1692
int32_t risk_level
Risk control level.
Definition: types.hpp:1676
Decimal max_finance_amount
Maximum financing amount.
Definition: types.hpp:1672
Decimal margin_call
Margin call.
Definition: types.hpp:1678
std::string currency
Currency.
Definition: types.hpp:1680
Decimal maintenance_margin
Maintenance margin.
Definition: types.hpp:1688
Decimal net_assets
Net assets.
Definition: types.hpp:1684
Cash flow.
Definition: types.hpp:1721
CashFlowDirection direction
Outflow direction.
Definition: types.hpp:1725
int64_t business_time
Business time.
Definition: types.hpp:1733
std::optional< std::string > symbol
Associated Stock code information.
Definition: types.hpp:1735
Decimal balance
Cash amount.
Definition: types.hpp:1729
std::string description
Cash flow description.
Definition: types.hpp:1737
std::string transaction_flow_name
Cash flow name.
Definition: types.hpp:1723
BalanceType business_type
Balance type.
Definition: types.hpp:1727
std::string currency
Cash currency.
Definition: types.hpp:1731
Cash info.
Definition: types.hpp:1646
std::string currency
Currency.
Definition: types.hpp:1656
Decimal available_cash
Available cash.
Definition: types.hpp:1650
Decimal settling_cash
Cash to be settled.
Definition: types.hpp:1654
Decimal frozen_cash
Frozen cash.
Definition: types.hpp:1652
Decimal withdraw_cash
Withdraw cash.
Definition: types.hpp:1648
Options for estimate maximum purchase quantity.
Definition: types.hpp:2016
bool fractional_shares
Get the maximum fractional share buying power.
Definition: types.hpp:2031
std::optional< std::string > currency
Settlement currency.
Definition: types.hpp:2026
std::optional< Decimal > price
Estimated order price.
Definition: types.hpp:2024
OrderSide side
Order side.
Definition: types.hpp:2022
std::optional< std::string > order_id
Definition: types.hpp:2029
std::string symbol
Security code.
Definition: types.hpp:2018
OrderType order_type
Order type.
Definition: types.hpp:2020
Response for estimate maximum purchase quantity.
Definition: types.hpp:2036
Decimal cash_max_qty
Cash available quantity.
Definition: types.hpp:2038
Decimal margin_max_qty
Margin available quantity.
Definition: types.hpp:2040
Exexution.
Definition: types.hpp:1262
int64_t trade_done_at
Definition: types.hpp:1266
Decimal quantity
Definition: types.hpp:1267
Decimal price
Definition: types.hpp:1268
std::string symbol
Definition: types.hpp:1265
std::string order_id
Definition: types.hpp:1263
std::string trade_id
Definition: types.hpp:1264
Frozen transaction fee.
Definition: types.hpp:1661
std::string currency
Definition: types.hpp:1662
Decimal frozen_transaction_fee
Definition: types.hpp:1663
Fund position channel.
Definition: types.hpp:1792
std::string account_channel
Account type.
Definition: types.hpp:1794
std::vector< FundPosition > positions
Fund positions.
Definition: types.hpp:1796
Fund position.
Definition: types.hpp:1773
Decimal cost_net_asset_value
Net cost.
Definition: types.hpp:1785
Decimal current_net_asset_value
Current equity.
Definition: types.hpp:1777
Decimal holding_units
Holding units.
Definition: types.hpp:1787
int64_t net_asset_value_day
Current equity time.
Definition: types.hpp:1779
std::string symbol
Fund ISIN code.
Definition: types.hpp:1775
std::string symbol_name
Fund name.
Definition: types.hpp:1781
std::string currency
Currency.
Definition: types.hpp:1783
Fund positions response.
Definition: types.hpp:1801
std::vector< FundPositionChannel > channels
Channels.
Definition: types.hpp:1803
Options for submit order request.
Definition: types.hpp:1742
std::optional< uintptr_t > page
Page number.
Definition: types.hpp:1752
std::optional< std::string > symbol
Security symbol.
Definition: types.hpp:1750
int64_t end_at
End time.
Definition: types.hpp:1746
int64_t start_at
Start time.
Definition: types.hpp:1744
std::optional< BalanceType > business_type
Business type.
Definition: types.hpp:1748
std::optional< uintptr_t > size
Page size.
Definition: types.hpp:1754
Options for get fund positions request.
Definition: types.hpp:1759
std::optional< std::vector< std::string > > symbols
Fund symbols.
Definition: types.hpp:1761
Options for get history executions request.
Definition: types.hpp:1273
std::optional< int64_t > end_at
End time.
Definition: types.hpp:1277
std::optional< int64_t > start_at
Start time.
Definition: types.hpp:1275
std::optional< std::string > symbol
Security code.
Definition: types.hpp:1279
Options for get history orders request.
Definition: types.hpp:1554
std::optional< int64_t > end_at
End time.
Definition: types.hpp:1566
std::optional< OrderSide > side
Order side.
Definition: types.hpp:1560
std::optional< Market > market
Market.
Definition: types.hpp:1562
std::optional< std::string > symbol
Security symbol.
Definition: types.hpp:1556
std::optional< std::vector< OrderStatus > > status
Order status.
Definition: types.hpp:1558
std::optional< int64_t > start_at
Start time.
Definition: types.hpp:1564
Options for get stock positions request.
Definition: types.hpp:1766
std::optional< std::vector< std::string > > symbols
Stock symbols.
Definition: types.hpp:1768
Options for get today executions request.
Definition: types.hpp:1284
std::optional< std::string > symbol
Security code.
Definition: types.hpp:1286
std::optional< std::string > order_id
Order id.
Definition: types.hpp:1288
Options for get today orders request.
Definition: types.hpp:1571
std::optional< OrderSide > side
Order side.
Definition: types.hpp:1577
std::optional< Market > market
Market.
Definition: types.hpp:1579
std::optional< std::string > order_id
Order id.
Definition: types.hpp:1581
std::optional< std::vector< OrderStatus > > status
Order status.
Definition: types.hpp:1575
std::optional< std::string > symbol
Security symbol.
Definition: types.hpp:1573
Margin ratio.
Definition: types.hpp:1846
Decimal mm_factor
Maintain the initial margin ratio.
Definition: types.hpp:1850
Decimal im_factor
Initial margin ratio.
Definition: types.hpp:1848
Decimal fm_factor
Forced close-out margin ratio.
Definition: types.hpp:1852
Order charge detail.
Definition: types.hpp:1926
std::string currency
Settlement currency.
Definition: types.hpp:1930
Decimal total_amount
Total charges amount.
Definition: types.hpp:1928
std::vector< OrderChargeItem > items
Order charge items.
Definition: types.hpp:1932
Order charge fee.
Definition: types.hpp:1902
std::string name
Charge name.
Definition: types.hpp:1906
std::string code
Charge code.
Definition: types.hpp:1904
Decimal amount
Charge amount.
Definition: types.hpp:1908
std::string currency
Charge currency.
Definition: types.hpp:1910
Order charge item.
Definition: types.hpp:1915
std::string name
Charge category name.
Definition: types.hpp:1919
ChargeCategoryCode code
Charge category code.
Definition: types.hpp:1917
std::vector< OrderChargeFee > fees
Charge details.
Definition: types.hpp:1921
Order detail.
Definition: types.hpp:1937
OrderSide side
Order side.
Definition: types.hpp:1955
std::optional< Decimal > deductions_amount
Deduction amount.
Definition: types.hpp:1999
std::optional< int64_t > trigger_at
Conditional order trigger time.
Definition: types.hpp:1975
std::optional< Date > expire_date
Long term order expire date.
Definition: types.hpp:1971
CommissionFreeStatus free_status
Commission-free Status.
Definition: types.hpp:1991
std::optional< std::string > deductions_currency
Deduction currency.
Definition: types.hpp:2001
DeductionStatus deductions_status
Deduction status.
Definition: types.hpp:1997
std::optional< Decimal > platform_deducted_amount
Platform deduction amount.
Definition: types.hpp:2005
std::optional< Decimal > trigger_price
LIT / MIT Order Trigger Price
Definition: types.hpp:1963
std::optional< TriggerStatus > trigger_status
Conditional order trigger status.
Definition: types.hpp:1983
DeductionStatus platform_deducted_status
Platform fee deduction status.
Definition: types.hpp:2003
std::optional< int64_t > updated_at
Last updated time.
Definition: types.hpp:1973
OrderStatus status
Order status.
Definition: types.hpp:1941
std::optional< std::string > platform_deducted_currency
Platform deduction currency.
Definition: types.hpp:2007
std::optional< Decimal > free_amount
Commission-free amount.
Definition: types.hpp:1993
OrderChargeDetail charge_detail
Order charges.
Definition: types.hpp:2011
Decimal quantity
Submitted quantity.
Definition: types.hpp:1945
std::optional< Decimal > last_done
Last done.
Definition: types.hpp:1961
std::vector< OrderHistoryDetail > history
Order history details.
Definition: types.hpp:2009
std::string msg
Rejected Message or remark.
Definition: types.hpp:1965
Decimal executed_quantity
Executed quantity.
Definition: types.hpp:1947
std::optional< Decimal > price
Submitted price.
Definition: types.hpp:1949
std::string order_id
Order ID.
Definition: types.hpp:1939
std::optional< Decimal > trailing_amount
TSMAMT / TSLPAMT order trailing amount
Definition: types.hpp:1977
OrderTag tag
Order tag.
Definition: types.hpp:1967
std::optional< OutsideRTH > outside_rth
Enable or disable outside regular trading hours.
Definition: types.hpp:1987
std::optional< Decimal > limit_offset
TSLPAMT / TSLPPCT order limit offset amount
Definition: types.hpp:1981
std::optional< Decimal > trailing_percent
TSMPCT / TSLPPCT order trailing percent
Definition: types.hpp:1979
std::string remark
Remark.
Definition: types.hpp:1989
std::string symbol
Security code.
Definition: types.hpp:1957
OrderType order_type
Order type.
Definition: types.hpp:1959
TimeInForceType time_in_force
Time in force type.
Definition: types.hpp:1969
std::string currency
Currency.
Definition: types.hpp:1985
int64_t submitted_at
Submitted time.
Definition: types.hpp:1953
std::optional< std::string > free_currency
Commission-free currency.
Definition: types.hpp:1995
std::string stock_name
Stock name.
Definition: types.hpp:1943
std::optional< Decimal > executed_price
Executed price.
Definition: types.hpp:1951
Order history detail.
Definition: types.hpp:1885
Decimal quantity
Definition: types.hpp:1891
OrderStatus status
Order status.
Definition: types.hpp:1893
std::string msg
Execution or error message.
Definition: types.hpp:1895
Decimal price
Definition: types.hpp:1888
int64_t time
Occurrence time.
Definition: types.hpp:1897
Order.
Definition: types.hpp:1442
std::optional< Decimal > last_done
Last done.
Definition: types.hpp:1466
std::optional< Decimal > trailing_percent
TSMPCT / TSLPPCT order trailing percent
Definition: types.hpp:1484
std::optional< Date > expire_date
Long term order expire date.
Definition: types.hpp:1476
std::optional< OutsideRTH > outside_rth
Enable or disable outside regular trading hours.
Definition: types.hpp:1492
std::optional< Decimal > trigger_price
LIT / MIT Order Trigger Price
Definition: types.hpp:1468
TimeInForceType time_in_force
Time in force type.
Definition: types.hpp:1474
OrderSide side
Order side.
Definition: types.hpp:1460
std::optional< int64_t > updated_at
Last updated time.
Definition: types.hpp:1478
std::string remark
Remark.
Definition: types.hpp:1494
std::optional< int64_t > trigger_at
Conditional order trigger time.
Definition: types.hpp:1480
OrderTag tag
Order tag.
Definition: types.hpp:1472
std::string currency
Currency.
Definition: types.hpp:1490
std::optional< Decimal > trailing_amount
TSMAMT / TSLPAMT order trailing amount
Definition: types.hpp:1482
std::optional< TriggerStatus > trigger_status
Conditional order trigger status.
Definition: types.hpp:1488
std::string order_id
Order ID.
Definition: types.hpp:1444
OrderType order_type
Order type.
Definition: types.hpp:1464
std::string symbol
Security code.
Definition: types.hpp:1462
std::optional< Decimal > executed_price
Executed price.
Definition: types.hpp:1456
int64_t submitted_at
Submitted time.
Definition: types.hpp:1458
OrderStatus status
Order status.
Definition: types.hpp:1446
std::optional< Decimal > price
Submitted price.
Definition: types.hpp:1454
std::optional< Decimal > limit_offset
TSLPAMT / TSLPPCT order limit offset amount
Definition: types.hpp:1486
Decimal quantity
Submitted quantity.
Definition: types.hpp:1450
std::string stock_name
Stock name.
Definition: types.hpp:1448
std::string msg
Rejected Message or remark.
Definition: types.hpp:1470
Decimal executed_quantity
Executed quantity.
Definition: types.hpp:1452
Order changed message.
Definition: types.hpp:1499
std::string currency
Currency.
Definition: types.hpp:1519
std::optional< Decimal > executed_price
Executed price.
Definition: types.hpp:1515
std::string order_id
Order ID.
Definition: types.hpp:1517
Decimal executed_quantity
Executed quantity.
Definition: types.hpp:1513
int64_t submitted_at
Submitted time.
Definition: types.hpp:1523
std::optional< Decimal > trigger_price
Order trigger price.
Definition: types.hpp:1527
std::optional< Decimal > last_share
Last share.
Definition: types.hpp:1545
std::optional< Decimal > trailing_percent
Trailing percent.
Definition: types.hpp:1539
std::optional< Decimal > trailing_amount
Trailing amount.
Definition: types.hpp:1537
std::optional< Decimal > limit_offset
Limit offset amount.
Definition: types.hpp:1541
Decimal submitted_quantity
Submitted quantity.
Definition: types.hpp:1505
std::string account_no
Account no.
Definition: types.hpp:1543
OrderType order_type
Order type.
Definition: types.hpp:1509
OrderTag tag
Order tag.
Definition: types.hpp:1531
std::string stock_name
Stock name.
Definition: types.hpp:1503
std::string remark
Remark message.
Definition: types.hpp:1549
std::optional< int64_t > trigger_at
Conditional order trigger time.
Definition: types.hpp:1535
OrderStatus status
Order status.
Definition: types.hpp:1521
std::optional< TriggerStatus > trigger_status
Conditional order trigger status.
Definition: types.hpp:1533
OrderSide side
Order side.
Definition: types.hpp:1501
std::string msg
Rejected message or remark.
Definition: types.hpp:1529
std::string symbol
Order symbol.
Definition: types.hpp:1507
int64_t updated_at
Last updated time.
Definition: types.hpp:1525
Decimal submitted_price
Submitted price.
Definition: types.hpp:1511
std::optional< Decimal > last_price
Last price.
Definition: types.hpp:1547
Options for replace order request.
Definition: types.hpp:1586
std::string order_id
Order ID.
Definition: types.hpp:1588
std::optional< Decimal > trailing_percent
Trailing percent.
Definition: types.hpp:1600
Decimal quantity
Quantity.
Definition: types.hpp:1590
std::optional< std::string > remark
Remark.
Definition: types.hpp:1602
std::optional< Decimal > price
Price.
Definition: types.hpp:1592
std::optional< Decimal > trigger_price
Trigger price.
Definition: types.hpp:1594
std::optional< Decimal > trailing_amount
Trailing amount.
Definition: types.hpp:1598
std::optional< Decimal > limit_offset
Limit offset.
Definition: types.hpp:1596
Stock position channel.
Definition: types.hpp:1830
std::string account_channel
Account type.
Definition: types.hpp:1832
std::vector< StockPosition > positions
Stock positions.
Definition: types.hpp:1834
Stock position.
Definition: types.hpp:1808
Decimal cost_price
Definition: types.hpp:1821
Decimal quantity
The number of holdings.
Definition: types.hpp:1814
Market market
Market.
Definition: types.hpp:1823
std::optional< Decimal > init_quantity
Initial position before market opening.
Definition: types.hpp:1825
std::string symbol_name
Stock name.
Definition: types.hpp:1812
Decimal available_quantity
Available quantity.
Definition: types.hpp:1816
std::string currency
Currency.
Definition: types.hpp:1818
std::string symbol
Stock code.
Definition: types.hpp:1810
Stock positions response.
Definition: types.hpp:1839
std::vector< StockPositionChannel > channels
Channels.
Definition: types.hpp:1841
Options for submit order request.
Definition: types.hpp:1607
std::optional< Decimal > submitted_price
Submitted price.
Definition: types.hpp:1619
std::optional< Decimal > trigger_price
Trigger price (LIT / MIT Required)
Definition: types.hpp:1621
std::optional< std::string > remark
Remark (Maximum 64 characters)
Definition: types.hpp:1634
std::optional< Date > expire_date
Definition: types.hpp:1630
std::optional< Decimal > trailing_percent
Trailing percent (TSLPPCT / TSMAPCT Required)
Definition: types.hpp:1627
Decimal submitted_quantity
Submitted price.
Definition: types.hpp:1615
std::string symbol
Security symbol.
Definition: types.hpp:1609
OrderSide side
Order side.
Definition: types.hpp:1613
std::optional< Decimal > trailing_amount
Trailing amount (TSLPAMT / TSMAMT Required)
Definition: types.hpp:1625
std::optional< Decimal > limit_offset
Limit offset amount (TSLPAMT / TSLPPCT Required)
Definition: types.hpp:1623
std::optional< OutsideRTH > outside_rth
Enable or disable outside regular trading hours.
Definition: types.hpp:1632
OrderType order_type
Order type.
Definition: types.hpp:1611
TimeInForceType time_in_force
Time in force type.
Definition: types.hpp:1617
Response for submit order request.
Definition: types.hpp:1639
std::string order_id
Order id.
Definition: types.hpp:1641