futu_core/qot_right_gate/
model.rs

1use super::constants::{
2    QOT_MARKET_CC_SECURITY, SECURITY_TYPE_CRYPTO, SECURITY_TYPE_DRVT, SECURITY_TYPE_FUTURE,
3    SECURITY_TYPE_INDEX,
4};
5
6#[derive(Debug, Clone, Copy, Default, PartialEq, Eq)]
7pub struct SecurityRightClass {
8    pub sec_type: i32,
9    pub mkt_id: u32,
10    pub option_code_like: bool,
11}
12
13impl SecurityRightClass {
14    pub(super) fn is_option(self) -> bool {
15        self.sec_type == SECURITY_TYPE_DRVT || self.option_code_like
16    }
17
18    pub(super) fn is_future(self, public_market: i32) -> bool {
19        self.sec_type == SECURITY_TYPE_FUTURE
20            || (public_market == 11 && (60..=109).contains(&self.mkt_id))
21    }
22
23    pub(super) fn is_hk_future(self) -> bool {
24        // C++ 10.7 maps HK futures to NN_QuoteMktID 5/6 and 110..=119.
25        // 1400..=1449 is MY futures, so it must not use HK future qot-rights.
26        // Ref: NNBase_Define_Inline.h:271-369; NNBase_Define_Enum.h:1022-1024.
27        self.sec_type == SECURITY_TYPE_FUTURE && matches!(self.mkt_id, 5 | 6 | 110..=119)
28    }
29
30    pub(super) fn is_us_security(self, public_market: i32) -> bool {
31        matches!(self.mkt_id, 10..=29 | 1200..=1249)
32            || (public_market == 11 && !self.is_future(public_market) && !self.is_option())
33    }
34
35    pub(super) fn is_us_otc(self) -> bool {
36        // Ref: FutuOpenD/Src/APIServer/APIServer_Inner_API.cpp:4017-4021
37        // `IsUsOtcMarket(enMarket)` is exactly `NN_QuoteMktID_US_PINK`.
38        self.mkt_id == 13
39    }
40
41    pub(super) fn is_index(self) -> bool {
42        self.sec_type == SECURITY_TYPE_INDEX
43    }
44
45    pub(super) fn is_crypto(self, public_market: i32) -> bool {
46        self.sec_type == SECURITY_TYPE_CRYPTO
47            || public_market == QOT_MARKET_CC_SECURITY
48            || (360..=459).contains(&self.mkt_id)
49    }
50
51    pub(super) fn is_sh_market(self, public_market: i32) -> bool {
52        matches!(self.mkt_id, 30 | 32 | 33 | 34 | 36..=40) || public_market == 21
53    }
54
55    pub(super) fn is_sz_market(self, public_market: i32) -> bool {
56        matches!(self.mkt_id, 31 | 35) || public_market == 22
57    }
58
59    pub(super) fn is_sg_future(self) -> bool {
60        self.sec_type == SECURITY_TYPE_FUTURE && (160..=179).contains(&self.mkt_id)
61    }
62
63    pub(super) fn is_jp_future(self) -> bool {
64        self.sec_type == SECURITY_TYPE_FUTURE && (185..=194).contains(&self.mkt_id)
65    }
66
67    pub(super) fn is_sg_security_market(self, public_market: i32) -> bool {
68        // Ref: FutuOpenD/Src/APIServer/APIServer_Inner_API.cpp:1229-1236,
69        // 4476-4494, 4636-4642; SG stock gates use SG stock right, not futures.
70        (180..=184).contains(&self.mkt_id)
71            || (public_market == 31
72                && self.sec_type != SECURITY_TYPE_FUTURE
73                && self.sec_type != SECURITY_TYPE_DRVT)
74    }
75
76    pub(super) fn is_my_security_market(self, public_market: i32) -> bool {
77        // Ref: FutuOpenD/Src/APIServer/APIServer_Inner_API.cpp:1237-1244,
78        // 4476-4494; MY stock gates use MY stock right.
79        (1350..=1399).contains(&self.mkt_id)
80            || (public_market == 61
81                && self.sec_type != SECURITY_TYPE_FUTURE
82                && self.sec_type != SECURITY_TYPE_DRVT)
83    }
84
85    pub(super) fn is_jp_security_market(self, public_market: i32) -> bool {
86        // Ref: FutuOpenD/Src/APIServer/APIServer_Inner_API.cpp:1245-1252,
87        // 4505-4512; JP stock gates use JP stock right and must not be
88        // rejected by JP futures BMP rights.
89        (830..=849).contains(&self.mkt_id)
90            || (public_market == 41
91                && self.sec_type != SECURITY_TYPE_FUTURE
92                && self.sec_type != SECURITY_TYPE_DRVT
93                && !self.is_jp_future()
94                && !(800..=829).contains(&self.mkt_id))
95    }
96}
97
98#[derive(Debug, Clone, Copy, PartialEq, Eq)]
99pub struct QotSubRightSecurity<'a> {
100    pub market: i32,
101    pub code: &'a str,
102    pub security: SecurityRightClass,
103}
104
105#[derive(Debug, Clone, Copy, Default, PartialEq, Eq)]
106pub struct QotRightSnapshot {
107    pub hk_qot_right: i32,
108    pub us_qot_right: i32,
109    pub sh_qot_right: i32,
110    pub sz_qot_right: i32,
111    pub hk_option_qot_right: i32,
112    pub hk_future_qot_right: i32,
113    pub hk_option_orderbook_depth: Option<u32>,
114    pub hk_future_orderbook_depth: Option<u32>,
115    pub us_option_qot_right: i32,
116    pub us_index_qot_right: i32,
117    pub us_otc_qot_right: i32,
118    pub us_cme_future_qot_right: i32,
119    pub us_cbot_future_qot_right: i32,
120    pub us_nymex_future_qot_right: i32,
121    pub us_comex_future_qot_right: i32,
122    pub us_cboe_future_qot_right: i32,
123    pub sg_future_qot_right: i32,
124    pub jp_future_qot_right: i32,
125    pub sg_stock_qot_right: i32,
126    pub my_stock_qot_right: i32,
127    pub jp_stock_qot_right: i32,
128    pub cc_qot_right: i32,
129    pub cc_pt_orderbook_qot_right: i32,
130    pub event_contract_qot_right: i32,
131    pub us_lv2_arca_qot_right: bool,
132    pub us_lv2_nyse_qot_right: bool,
133    pub us_lv2_nasdaq_totalview_qot_right: bool,
134}
futu_core/qot_right_gate/model.rs

futu_core/qot_right_gate/
model.rs
