List of Enumerations

Class

Class

Condition Object

Parameter	Type	Meaning
marketType	TradingType	Monitor Type Valid in : Reference Reference to order object、Scheduled Time
symbol	string	Symbol
trigger	TriggerContent	Trigger Condition Valid in : BidPrice 、AskPrice 、MatchedPrice 、TotalQuantity、Time
triggerValue	string	Trigger Value
comparison	Operator	Direction Valid in : GreaterThanOrEqual 、LessThanOrEqual 、GreaterThan 、LessThan

info

1. When Reference， trigger can match BidPrice 、AskPrice 、MatchedPrice 、TotalQuantity
2. When selecting Scheduled, symbol should filled the symbolId to be triggered, and trigger must be Time.

FutOptConditionOrder Object

Parameter	Type	Meaning
buySell	BSAction	Buy/Sell Type valid in Buy 、 Sell
symbol	string	Symbol
price	string	Order Price
quantity	int	Order Quantity
marketType	FutOptConditionMarketType	Trading Session valid in Future、Option、FutureNight、OptionNight (IMPORTANT: TThe following condition order functions do not support after-hours session： 1. Time slice, 2. Trail profit, 3. Time triggered conditions)
priceType	FutOptConditionPriceType	Price Type valid in : Limit、LimitUp、LimitDown、Market、 BidPrice Bid Price、AskPrice Ask Price、Reference Reference Price (Flat Price)、MatchedPrice current market price 、RangeMarket
timeInForce	TimeInForce	Time In Force valid in Rod、Fok、Ioc
orderType	FutOptConditionOrderType	Order Type valid in : New、Close

caution

The following condition order functions do not support after-hours session：

1. Time slice
2. Trail profit
3. Time triggered conditions

FutOptTPSLOrder Object

Parameter	Type	Meaning
timeInForce	TimeInforce	Time In Force valid in : ROD、FOK、 IOC
priceType	FutOptConditionPriceType	Price Type valid in : Limit、LimitUp、LimitDown、Market、 BidPrice Bid Price、AskPrice Ask Price、Reference Reference Price (Flat Price)、MatchedPrice current market price 、RangeMarket
orderType	FutOptConditionOrderType	Order Type valid in : New、Close
targetPrice	string	Take Profit / Stop Loss Trigger Price
price	string	Take Profit / Stop Loss Order Price
trigger (reserved field)	TriggerContent	Added since v2.2.0. No actual function yet.

info

When priceType equals limit , should fill in price； Otherwise, price equals empty string ""

FutOptTPSLWrapper Object

Parameter	Type	Meaning
stopSign	StopSign	Stop Condition : Valid Full Until Fully filled、Partial Once Filled happened 、 UntilEnd Until Expiry
tp	FutOptTPSLOrder Object (Optional)	TP Object
sl	FutOptTPSLOrder Object (Optional)	SL Object
endDate	string (Optional : null equals Condition startDate)	TP / SL EndDate
dayTrade	bool (Optional)	When Fully Filled Execuate DayTrade (Fixed to true for futures)

FutOptTrailOrder

Parameter	Type	Meaning
symbol	string	symbol
price	string	Activate Price
direction	Direction	Direction : Valid Up 、Down
tickNum	int	Up / down tick
buySell	BSAction	Buy / Sell Type : Valid Buy 、Sell
lot	int	Order lot
PriceType	FutOptConditionPriceType	PriceType : Valid BidPrice Bid Price、AskPrice Ask Price、MatchedPrice Current Price、Market 、LimitUp 、LimitDown 、Reference Flat Price、RangeMarket Market with Protection Orders
diff	int	Buy / Sell Ticker Count (Base on PriceType ) ，Positive value indicates upward increments、Negative value indicates downward decrements
timeInForce	TimeInForce	Time In Force Valid ROD、FOK、IOC
orderType	FutOptConditionOrderType	OrderType Valid New Open Position、Close Close Position

SplitDescription

Parameter	Type	Meaning
method	SliceType	Slice Condition : Valid in : Type1 Starting from startTime, send one order every interval seconds, for totalQuantity, with singleQuantity shares per order Type2 Starting from startTime , send one order every interval seconds, for totalQuantity. The remaining shares will be aggregated and included in the last order Type3 Starting from startTime , send one order every interval seconds, for totalQuantity. Distribute the remaining shares starting from the last order backwards.
interval	interval	The Interval Between Orders
singleQuantity	int	Single Order Shares
totalQuantity	int (Optional)	Total Order Shares
startTime	string	Start Time
endTime	string (Optional)	End Time

caution

totalQuantity must be greater than singleQuantity.

ConditionOrderResult

Parameter	Type	Meaning
guid	string	Condition Order Serial Number

Constants ( Corresponding Values for Returned Fields )

BsAction

Name	Meaning
Buy	Buy
Sell	Sell

TradingType

Name	Meaning
Reference	Reference to order object
Index	Index
Scheduled	Time

TriggerContent

Name	Meaning
BidPrice	Bid Price
AskPrice	Sell Price
MatchedPrice	Matched Price
TotalQuantity	Total Quantity
Time	Time

Operator

Name	Meaning
GreaterThanOrEqual	Greater Than or Equal
LessThanOrEqual	Less Than or Equal
GreaterThan	Greater Than
LessThan	Less Than

StopSign

Name	Meaning
Full	Until Fully Filled
Partial	Once Filled Happen
UntilEnd	Until Expiry

Direction

Take Profit trace up / down/ (direction)

Name	Meaning
Up	Up
Down	Down

SliceType

Name	Meaning
Type1	Starting from startTime, send one order every interval seconds, for totalQuantity, with singleQuantity shares per order
Type2	Starting from startTime , send one order every interval seconds, for totalQuantity. The remaining shares will be aggregated and included in the last order
Type3	Starting from startTime , send one order every interval seconds, for totalQuantity. Distribute the remaining shares starting from the last order backwards

TimeInForce

Name	Meaning
ROD	Rest of Day
FOK	Fill-or-Kill
IOC	Immediate-or-Cancel

FutOptConditionMarketType

MarketType (FutOptConditionMarketType)

Name	Meaning
Future	Future (day session)
Option	Option (day session)

FutOptConditionPriceType

PriceType (FutOptConditionPriceType)

Name	Meaning
Limit	Limit
BidPrice	Bid Price
AskPrice	Ask Price
Market	Market Price
MatchedPrice	Current Price
LimitUp	Limit Up
LimitDown	Limit Down
Reference	Reference Price (Flat Price)
RangeMarket	Market with Protection Orders

FutOptConditionOrderType

OrderType (FutOptConditionOrderType)

Name	Meaning
New	Open Position
Close	Close Position

ConditionStatus

Name	Meaning
Type1	Query Today's Working Condition Order
Type2	Valid Orders Remaining
Type3	Condition Matching
Type4	Order Processing
Type5	Order Successful
Type6	Notified
Type7	Order Failed
Type8	Filled
Type9	Delete Successful
Type10	Exception
Type11	Expired

HistoryStatus

Name	Meaning
Type1	All condition orders (excluding deleted and expired)
Type2	Fully filled within the selected period
Type3	Partial filled within the selected period
Type4	Canceled within the selected period
Type5	Expired within the selected period
Type6	Triggered records within the selected period