futu_trd/
types.rs

1// 交易域通用类型
2
3/// 交易环境
4#[derive(Debug, Clone, Copy, PartialEq, Eq)]
5#[repr(i32)]
6pub enum TrdEnv {
7    Simulate = 0,
8    Real = 1,
9}
10
11/// 交易市场
12#[derive(Debug, Clone, Copy, PartialEq, Eq)]
13#[repr(i32)]
14pub enum TrdMarket {
15    Unknown = 0,
16    HK = 1,
17    US = 2,
18    CN = 3,
19    HKCC = 4,
20}
21
22/// 交易方向
23#[derive(Debug, Clone, Copy, PartialEq, Eq)]
24#[repr(i32)]
25pub enum TrdSide {
26    Unknown = 0,
27    Buy = 1,
28    Sell = 2,
29    SellShort = 3,
30    BuyBack = 4,
31}
32
33/// 订单类型
34#[derive(Debug, Clone, Copy, PartialEq, Eq)]
35#[repr(i32)]
36pub enum OrderType {
37    Unknown = 0,
38    Normal = 1,
39    Market = 2,
40    AbsoluteLimit = 5,
41    Auction = 6,
42    AuctionLimit = 7,
43    SpecialLimit = 8,
44}
45
46/// 修改订单操作类型
47#[derive(Debug, Clone, Copy, PartialEq, Eq)]
48#[repr(i32)]
49pub enum ModifyOrderOp {
50    Unknown = 0,
51    Normal = 1,
52    Cancel = 2,
53    Disable = 3,
54    Enable = 4,
55    Delete = 5,
56}
57
58/// 交易请求头
59#[derive(Debug, Clone)]
60pub struct TrdHeader {
61    pub trd_env: TrdEnv,
62    pub acc_id: u64,
63    pub trd_market: TrdMarket,
64}
65
66impl TrdHeader {
67    pub fn to_proto(&self) -> futu_proto::trd_common::TrdHeader {
68        futu_proto::trd_common::TrdHeader {
69            trd_env: self.trd_env as i32,
70            acc_id: self.acc_id,
71            trd_market: self.trd_market as i32,
72            jp_acc_type: None,
73        }
74    }
75}
76
77/// 账户资金
78#[derive(Debug, Clone)]
79pub struct Funds {
80    pub power: f64,
81    pub total_assets: f64,
82    pub cash: f64,
83    pub market_val: f64,
84    pub frozen_cash: f64,
85    pub debt_cash: f64,
86    pub avl_withdrawal_cash: f64,
87}
88
89impl Funds {
90    pub fn from_proto(f: &futu_proto::trd_common::Funds) -> Self {
91        Self {
92            power: f.power,
93            total_assets: f.total_assets,
94            cash: f.cash,
95            market_val: f.market_val,
96            frozen_cash: f.frozen_cash,
97            debt_cash: f.debt_cash,
98            avl_withdrawal_cash: f.avl_withdrawal_cash,
99        }
100    }
101}
102
103/// 持仓信息
104#[derive(Debug, Clone)]
105pub struct Position {
106    pub position_id: u64,
107    pub position_side: i32,
108    pub code: String,
109    pub name: String,
110    pub qty: f64,
111    pub can_sell_qty: f64,
112    pub price: f64,
113    pub cost_price: f64,
114    pub val: f64,
115    pub pl_val: f64,
116    pub pl_ratio: f64,
117}
118
119impl Position {
120    pub fn from_proto(p: &futu_proto::trd_common::Position) -> Self {
121        Self {
122            position_id: p.position_id,
123            position_side: p.position_side,
124            code: p.code.clone(),
125            name: p.name.clone(),
126            qty: p.qty,
127            can_sell_qty: p.can_sell_qty,
128            price: p.price,
129            cost_price: p.cost_price.unwrap_or(0.0),
130            val: p.val,
131            pl_val: p.pl_val,
132            pl_ratio: p.pl_ratio.unwrap_or(0.0),
133        }
134    }
135}
136
137/// 下单参数
138#[derive(Debug, Clone)]
139pub struct PlaceOrderParams {
140    pub header: TrdHeader,
141    pub trd_side: TrdSide,
142    pub order_type: OrderType,
143    pub code: String,
144    pub qty: f64,
145    pub price: Option<f64>,
146    pub adjust_price: Option<bool>,
147    pub adjust_side_and_limit: Option<f64>,
148}
149
150/// 下单结果
151#[derive(Debug, Clone)]
152pub struct PlaceOrderResult {
153    pub order_id: u64,
154}
155
156/// 改单参数
157#[derive(Debug, Clone)]
158pub struct ModifyOrderParams {
159    pub header: TrdHeader,
160    pub order_id: u64,
161    pub modify_order_op: ModifyOrderOp,
162    pub qty: Option<f64>,
163    pub price: Option<f64>,
164    pub for_all: Option<bool>,
165}
futu_trd/types.rs

futu_trd/
types.rs
