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View Code? Open in Web Editor NEWDiff协议中继网关, 支持 CTP / FEMAS / UFX 等交易系统
Home Page: http://www.shinnytech.com/diff
License: GNU General Public License v3.0
Diff协议中继网关, 支持 CTP / FEMAS / UFX 等交易系统
Home Page: http://www.shinnytech.com/diff
License: GNU General Public License v3.0
你好,我最近在开发期货账户信息采集的东东,不过有个东西卡壳了,那就是期货保证金监控中心是怎么自动登录的?
我发现使用快期V2版本的时候,快期登录期货账户之后,立马就弹出期货保证金监控中心的页面,据我所知这个页面不是有个验证码么?快期如何实现的呢?
难道需要使用一些验证码识别库进行验证码的识别么?还是说快期和保证金监控中心有协议合作,可以直接免验证码登录。
希望可以给我点开发指导,谢谢啦!
是否有现成的golang的sdk。
该网关设计上是否可以支持扩展接入现货交易渠道。
最后感叹下,在中低频中使用这种网关来统一集成整合接入的交易所方案真的很好。
早上9点开盘触发的单子,用户下了一笔但是收到两笔成交单,ps:用户有非OTG报单
在python中 做一个websocket_client 即可实现简单的登陆
注意 python有一个websockets的库不能用在这里, websockets是自己定义client/server 用socket来回传
使用 pip install websocket-client
来安装
websocket-client 详见websocket-client
=============================================
代码环境:
win10/ bash子系统搭建的debian 端口在7988
python 3.6.7 64位
simnow账号 可以替换成自己的
import websocket
try:
import thread
except ImportError:
import _thread as thread
import time
#PS:登陆人太多了 改了密码 使用自己的账户连吧
def login(name='xxxxxxx', password='xxxxx', broker='simnow'):
return json.dumps({
"aid": "req_login",
"bid": str(broker),
"user_name": str(name),
"password": str(password),
})
def on_message(ws, message):
print(message)
def on_error(ws, error):
print(error)
def on_close(ws):
print("### closed ###")
def on_open(ws):
def run(*args):
for i in range(3):
msg = login()
ws.send(msg)
time.sleep(1)
ws.close()
print("thread terminating...")
thread.start_new_thread(run, ())
# PS:登陆人太多了 改了密码 使用自己的账户连吧
if __name__ == "__main__":
websocket.enableTrace(True)
ws = websocket.WebSocketApp("ws://127.0.0.1:7988",
on_message = on_message,
on_error = on_error,
on_close = on_close)
ws.on_open = on_open
ws.run_forever()
m_insert_order_set 使用 OrderRef 作为 key, 因此在断线重连后就应清空,而不只是切交易日时
例如:ctp,子进程的主线程有中断的监听,如果整个子进程crash了是如何通知gateway这个进程挂了?是gateway主动监听子进程是否存活的么?貌似没看到进程存活的监听
ECHO "install boost 1.68.0"
cd ~
wget https://dl.bintray.com/boostorg/release/1.68.0/source/boost_1_68_0.tar.gz && tar -zxvf boost_1_68_0.tar.gz
cd boost_1_68_0 && ./bootstrap.sh && ./b2 && ./b2 install && ldconfig
g++ -o bin/open-trade-gateway -std=c++17 -pthread -g -O2 -flto -Icontrib/include/ -Isrc/ -Lcontrib/lib obj/datetime.o obj/http.o obj/trade_server.o obj/config.o obj/log.o obj/utility.o obj/trader_base.o obj/md_service.o obj/encoding.o obj/main.o obj/numset.o obj/ctp/ctp_define.o obj/ctp/ctp_spi.o obj/ctp/trader_ctp.o obj/sim/trader_sim.o -lssl -lcrypto -lthosttraderapi -lcurl -lstdc++fs
lto1: fatal error: bytecode stream in file ‘obj/datetime.o’ generated with LTO version 5.2 instead of the expected 7.0
compilation terminated.
现在的公式 风险度 = 1 - available / balance
需要修改为 风险度 = margin / balance
目前 users 列表写入了配置文件
目标是不再储存单号映射文件,以降低系统运维难度和风险概率
天勤的simtrade的loadUserDataFiles中会进行账户的处理
观察一个日志字段, 我们发现 trading_day 居然可以不是交易日
root@QATRADESERVER01:/var/local/lib/open-trade-gateway/QUANTAXIS# cat 100003
{"user_id":"100003","trading_day":"20190310","trade_more_data":false,"accounts":{"CNY":{"user_id":"100003","currency":"CNY","pre_balance":999996.1,"deposit":0.0,"withdraw":0.0,"close_profit":0.0,"commission":0.0,"premium":0.0,"static_balance":999996.1,"position_profit":3400.0,"float_profit":3400.0,"balance":1003396.1,"margin":11050.0,"frozen_margin":0.0,"frozen_commission":0.0,"frozen_premium":0.0,"available":992346.1,"risk_ratio":0.011012600108770588}},"positions":{"DCE.j1905":{"user_id":"100003","exchange_id":"DCE","instrument_id":"j1905","volume_long_today":0,"volume_long_his":0,"volume_long":0,"volume_long_frozen_today":0,"volume_long_frozen_his":0,"volume_long_frozen":0,"volume_short_today":0,"volume_short_his":1,"volume_short":1,"volume_short_frozen_today":0,"volume_short_frozen_his"
就导致 周五夜盘的order、trade被清除
实际上 周五夜盘是的trading_day应该是下周一的
因此这里存在bug
root@QATRADESERVER01:/home/yutiansut/open-trade-gateway# make
g++ -o obj/trade_server.o -MMD -MP -std=c++17 -pthread -g -O2 -flto -Icontrib/include/ -Isrc/ -c src/trade_server.cpp
src/trade_server.cpp: In member function ‘void trade_server::TradeSession::Run()’:
src/trade_server.cpp:85:9: error: ‘bind_front_handler’ is not a member of ‘boost::beast’
boost::beast::bind_front_handler(
^~~~~
src/trade_server.cpp: In member function ‘void trade_server::TradeSession::DoRead()’:
src/trade_server.cpp:106:9: error: ‘bind_front_handler’ is not a member of ‘boost::beast’
boost::beast::bind_front_handler(
^~~~~
src/trade_server.cpp: In member function ‘void trade_server::TradeSession::DoWrite()’:
src/trade_server.cpp:200:9: error: ‘bind_front_handler’ is not a member of ‘boost::beast’
boost::beast::bind_front_handler(
^~~~~
Makefile:19: recipe for target 'obj/trade_server.o' failed
make: *** [obj/trade_server.o] Error 1
RT:
因为otg会自动开启多个子进程,来对应连进去的account, 而如果client没有关闭ws连接似乎无法直接销毁otg子进程, 使用KILLALL来解决运维问题
killall 命令需要先安装 psmisc包
sudo apt install psmisc
root@QATRADESERVER01:/home/yutiansut/open-trade-gateway# ps -aux | grep open
root 15465 0.0 0.1 232800 25248 pts/3 S 10:45 0:00 /usr/local/bin/open-trade-gateway
root 15467 0.1 0.1 233908 18656 pts/3 Sl 10:45 0:28 /usr/local/bin/open-trade-gateway
root 15557 0.0 0.0 232800 16272 pts/3 Sl 12:59 0:02 /usr/local/bin/open-trade-gateway
root 15670 0.0 0.0 12784 972 pts/3 S+ 16:14 0:00 grep open
root@QATRADESERVER01:/home/yutiansut/open-trade-gateway# killall -9 open-trade-gateway
root@QATRADESERVER01:/home/yutiansut/open-trade-gateway# ps -aux | grep open
root 15673 0.0 0.0 12784 980 pts/3 S+ 16:15 0:00 grep open
[1]+ Killed nohup /usr/local/bin/open-trade-gateway
root@QATRADESERVER01:/home/yutiansut/open-trade-gateway#
在simtrade的时候, 于2019-03-08日 22:29:05发了一个订单给otg的sim
yutiansut@QATRADESERVER01:/var/log/open-trade-gateway$ cat log.0 | grep 2019-03-08T22:29
{"time": "2019-03-08T22:29:05.719401215+08:00", "level": "info", "msg": "trade session received package, session=0x555986d13c00", "pack": {"aid":
"insert_order", "user_id": "100003", "order_id": "QA_DT_0201_NoexqGbC", "exchange_id": "DCE", "instrument_id": "j1905", "direction": "SELL", "offs
et": "OPEN", "volume": 1, "price_type": "LIMIT", "limit_price": 1993.0, "volume_condition": "ANY", "time_condition": "GFD"}}
{"time": "2019-03-08T22:29:05.745876265+08:00", "level": "info", "msg": "trade server send message success, session=0x555986d13c00, len=2022"}
{"time": "2019-03-08T22:29:05.747768058+08:00", "level": "info", "msg": "trade session received package, session=0x555986d13c00", "pack": {"aid":
"peek_message"}}
{"time": "2019-03-08T22:29:06.213876732+08:00", "level": "info", "msg": "trade session received package, session=0x555986d13c00", "pack": {"aid":
"insert_order", "user_id": "100003", "order_id": "QA_DT_0201_STMEtRcv", "exchange_id": "DCE", "instrument_id": "j1905", "direction": "BUY", "offse
t": "CLOSETODAY", "volume": 1, "price_type": "LIMIT", "limit_price": 2013.0, "volume_condition": "ANY", "time_condition": "GFD"}}
{"time": "2019-03-08T22:29:06.346292452+08:00", "level": "info", "msg": "trade server send message success, session=0x555986d13c00, len=1758"}
{"time": "2019-03-08T22:29:06.348253524+08:00", "level": "info", "msg": "trade session received package, session=0x555986d13c00", "pack": {"aid":
"peek_message"}}
首先 观察日志 我们可以看到 OTG接受到了一个
SELL_OPEN的 J1905 焦煤1905的限价单 限价 1993 在 2019-03-08 22:29:05:719 接收到
此时我们查看接收到的 OTG返回的消息
{'topic': 'sendorder', 'account_cookie': '100003', 'strategy_id': 'QA_DT_0201', 'order_direction': 'SELL', 'code': 'j1905', 'price': 1993.0, 'order_time': '2019-03-08 22:29:05.567753', 'exchange_id': 'DCE', 'order_offset': 'OPEN', 'volume': 1, 'order_id': 'QA_DT_0201_NoexqGbC'}
22:29:05 QUANTAXIS>>> {'100003': {'user_id': '100003', 'trading_day': '20190307', 'trade_more_data': False, 'accounts': {'CNY': {'user_id': '100003', 'currency': 'CNY', 'pre_balance': 0.0, 'deposit': 1000000.0, 'withdraw': 0.0, 'close_profit': 0.0, 'commission': 3.9, 'premium': 0.0, 'static_balance': 1000000.0, 'position_profit': 0.0, 'float_profit': 0.0, 'balance': 999996.1, 'margin': 11050.0, 'frozen_margin': 0.0, 'frozen_commission': 0.0, 'frozen_premium': 0.0, 'available': 988946.1, 'risk_ratio': 0.011050043095168105}}, 'positions': {'DCE.j1905': {'user_id': '100003', 'exchange_id': 'DCE', 'instrument_id': 'j1905', 'volume_long_today': 0, 'volume_long_his': 0, 'volume_long': 0, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_today': 1, 'volume_short_his': 0, 'volume_short': 1, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'open_price_long': 0.0, 'open_price_short': 2023.5, 'open_cost_long': 0.0, 'open_cost_short': 202350.0, 'position_price_long': 0.0, 'position_price_short': 2023.5, 'position_cost_long': 0.0, 'position_cost_short': 202350.0, 'last_price': 2023.5, 'float_profit_long': 0.0, 'float_profit_short': 0.0, 'float_profit': 0.0, 'position_profit_long': 0.0, 'position_profit_short': 0.0, 'position_profit': 0.0, 'margin_long': 0.0, 'margin_short': 11050.0, 'margin': 11050.0}}, 'orders': {'QA_DT_0201_NoexqGbC': {'seqno': 4, 'user_id': '100003', 'order_id': 'QA_DT_0201_NoexqGbC', 'exchange_id': 'DCE', 'instrument_id': 'j1905', 'direction': 'SELL', 'offset': 'OPEN', 'volume_orign': 1, 'price_type': 'LIMIT', 'limit_price': 1993.0, 'time_condition': 'GFD', 'volume_condition': 'ANY', 'insert_date_time': 1552055345719513349, 'exchange_order_id': 'QA_DT_0201_NoexqGbC', 'status': 'FINISHED', 'volume_left': 0, 'last_msg': ''}}, 'trades': {'2': {'seqno': 3, 'user_id': '100003', 'trade_id': '2', 'exchange_id': 'DCE', 'instrument_id': 'j1905', 'order_id': 'QA_DT_0201_NoexqGbC', 'exchange_trade_id': '2', 'direction': 'SELL', 'offset': 'OPEN', 'volume': 1, 'price': 2023.5, 'trade_date_time': 1552055345745815359, 'commission': 3.9}}, 'banks': {}, 'transfers': {}}}
提取其中的有效trade字段 我们可以发现 OTG成功撮合了这笔单子 但是价格是2023.5
'trades': {'2': {'seqno': 3, 'user_id': '100003', 'trade_id': '2', 'exchange_id': 'DCE', 'instrument_id': 'j1905', 'order_id': 'QA_DT_0201_NoexqGbC', 'exchange_trade_id': '2', 'direction': 'SELL', 'offset': 'OPEN', 'volume': 1, 'price': 2023.5, 'trade_date_time': 1552055345745815359, 'commission': 3.9}}
这里就有很大的问题 因为从2018-03-08 晚上21:00开始 J1905品种的价格就没有超过2013 因此, 这个撮合价格非常可疑
回到OTG的 撮合代码来查看
https://github.com/shinnytech/open-trade-gateway/blob/master/src/sim/trader_sim.cpp#L375
void TraderSim::CheckOrderTrade(Order* order)
{
auto ins = md_service::GetInstrument(order->symbol());
if (order->price_type == kPriceTypeLimit){
if (order->limit_price - 0.0001 > ins->upper_limit) {
OutputNotify(1, u8"下单,已被服务器拒绝,原因:已撤单报单被拒绝价格超出涨停板", "WARNING");
order->status = kOrderStatusFinished;
UpdateOrder(order);
return;
}
if (order->limit_price + 0.0001 < ins->lower_limit) {
OutputNotify(1, u8"下单,已被服务器拒绝,原因:已撤单报单被拒绝价格跌破跌停板", "WARNING");
order->status = kOrderStatusFinished;
UpdateOrder(order);
return;
}
}
if (order->direction == kDirectionBuy && IsValid(ins->ask_price1)
&& (order->price_type == kPriceTypeAny || order->limit_price >= ins->ask_price1))
DoTrade(order, order->volume_left, ins->ask_price1);
if (order->direction == kDirectionSell && IsValid(ins->bid_price1)
&& (order->price_type == kPriceTypeAny || order->limit_price <= ins->bid_price1))
DoTrade(order, order->volume_left, ins->bid_price1);
}
该函数调用了一个 md_service来获取此订单品种的行情,
而去行情部分代码https://github.com/shinnytech/open-trade-gateway/blob/master/src/md_service.cpp#L132
我们可以发现他连得是天勤的官方维护的行情端
所以怀疑是不是天勤的行情端的价格出错? 讲道理也不是很可能 因此报issue
例如 OnRtnOrder 中
std::stringstream ss;
ss << pOrder->FrontID
<< pOrder->SessionID
<< pOrder->OrderRef
<< pOrder->OrderSubmitStatus
<< pOrder->OrderStatus;
std::string strKey = ss.str();
日志应该输出offset的地方, 实际输出的是hedgeflag.
在目前版本中, 每次平仓成交后, 会先查询持仓记录, 再查询账户资金. 查询持仓记录返回时, 会重算position.position_profit, 并重算 account.position_profit, account.balance, account.available. 这会导致 account.balance 产生异常波动.
考虑以下改善方案:
给每个 position 增加两个字段: volume_long_yd 和 volume_short_yd, 分别表示今日开盘前某合约的双向持仓手数. 这两个值在整个交易日中应保持不变.
如果盘中重启 ctp进程或连续运行多日
在release时,能否提供debian9的二进制包?
因为自己的账户也在用python实现postion类的diff支持 因此来看看源代码的时候发现似乎有点问题:
在https://github.com/shinnytech/open-trade-gateway/blob/master/open-trade-sim/tradersim2.cpp#L478 中, 会发现在sim 模拟的模式下,
比如平仓的时候 应该先平掉昨仓(中金所的那种不考虑) 但是似乎全部是按close_today来算的
然后就导致昨仓的 volume_long_his / volume_short_his 只是个假字段...
这俩his字段只是用来增加到 volume_long/ volume_short 上 用于判断单子能不能发出去
这个问题略大 不知道是不是我不会c++所以没看懂
目前APP现状:当天新签约的银行无法显示;当天取消的银行可以实时取消。
到下一个交易日的时候,开始撮合交易之前,所有昨仓的持仓盈亏应该都是0。
现在貌似是 持仓盈亏 = 上一个交易日的 (最新价-结算价) * 手数 * 合约乘数
,这个时候实际是没有最新价的,盈亏应该是 0。
m_notify_seq++ 线程不安全
open-trade-gateway/open-trade-ctp/tradectp.cpp
Line 9449 in a4d67ef
make
g++ -o bin/open-trade-ctp -std=c++17 -pthread -g -O2 -flto -Icontrib/include/ -Iopen-trade-common/ -Lcontrib/lib -Lbin/ obj/ctp/ctp_define.o obj/ctp/tradectp.o obj/ctp/main.o -lssl -lcrypto -lcurl -lboost_system -lstdc++fs -lrt -lopen-trade-common -lboost_thread -lboost_filesystem -lboost_regex -lboost_chrono -lthosttraderapi
/usr/bin/ld: bin//libopen-trade-common.so: undefined reference to curl_easy_perform' /usr/bin/ld: bin//libopen-trade-common.so: undefined reference to
curl_easy_init'
/usr/bin/ld: bin//libopen-trade-common.so: undefined reference to curl_slist_append' /usr/bin/ld: bin//libopen-trade-common.so: undefined reference to
curl_easy_cleanup'
/usr/bin/ld: bin//libopen-trade-common.so: undefined reference to curl_slist_free_all' /usr/bin/ld: bin//libopen-trade-common.so: undefined reference to
curl_easy_setopt'
collect2: error: ld returned 1 exit status
make: *** [Makefile:64: bin/open-trade-ctp] Error 1
平仓时只对今仓减值, 可能导致今仓手数被减为负数
open-trade-gateway/open-trade-sim/tradersim.cpp
Line 1212 in 917f08c
应按照几个交易所的规则分别调整手数
环境 debian9
boost: 1.68.0
yutiansut@yutiansut:~/open-trade-gateway$ sudo make
g++ -o bin/open-trade-gateway -std=c++17 -pthread -g -O2 -flto -Icontrib/include/ -Isrc/ -Lcontrib/lib obj/datetime.o obj/http.o obj/trade_server.o obj/config.o obj/log.o obj/utility.o obj/trader_base.o obj/md_service.o obj/encoding.o obj/main.o obj/numset.o obj/ctp/ctp_define.o obj/ctp/ctp_spi.o obj/ctp/trader_ctp.o obj/sim/trader_sim.o -lssl -lcrypto -lthosttraderapi -lcurl -lboost_system -lstdc++fs -lrt
/tmp/cc1WV5p0.ltrans12.ltrans.o: In function `GenerateUniqFileName[abi:cxx11]()':
/home/yutiansut/open-trade-gateway/src/utility.cpp:20: warning: the use of `mktemp' is dangerous, better use `mkstemp' or `mkdtemp'
/usr/bin/ld: warning: libssl.so.1.0.2, needed by /usr/lib/gcc/x86_64-linux-gnu/6/../../../x86_64-linux-gnu/libcurl.so, may conflict with libssl.so.1.1
/usr/bin/ld: warning: libcrypto.so.1.0.2, needed by /usr/lib/gcc/x86_64-linux-gnu/6/../../../x86_64-linux-gnu/libcurl.so, may conflict with libcrypto.so.1.1
/tmp/cc1WV5p0.ltrans0.ltrans.o: In function `boost::system::error_code::error_code()':
/home/yutiansut/open-trade-gateway/contrib/include/boost/system/error_code.hpp:636: undefined reference to `boost::system::detail::system_category_instance'
/tmp/cc1WV5p0.ltrans0.ltrans.o: In function `__base_dtor ':
/home/yutiansut/open-trade-gateway/contrib/include/boost/asio/detail/object_pool.hpp:78: undefined reference to `boost::system::detail::system_category_instance'
/home/yutiansut/open-trade-gateway/contrib/include/boost/asio/detail/object_pool.hpp:79: undefined reference to `boost::system::detail::system_category_instance'
/home/yutiansut/open-trade-gateway/contrib/include/boost/asio/detail/object_pool.hpp:78: undefined reference to `boost::system::detail::system_category_instance'
/home/yutiansut/open-trade-gateway/contrib/include/boost/asio/detail/object_pool.hpp:79: undefined reference to `boost::system::detail::system_category_instance'
/tmp/cc1WV5p0.ltrans0.ltrans.o: In function `boost::system::error_category::std_category::equivalent(std::error_code const&, int) const':
/home/yutiansut/open-trade-gateway/contrib/include/boost/system/error_code.hpp:908: undefined reference to `boost::system::detail::generic_category_instance'
/home/yutiansut/open-trade-gateway/contrib/include/boost/system/error_code.hpp:923: undefined reference to `boost::system::detail::generic_category_instance'
/tmp/cc1WV5p0.ltrans0.ltrans.o: In function `boost::system::error_code::error_code(int, boost::system::error_category const&)':
/home/yutiansut/open-trade-gateway/contrib/include/boost/system/error_code.hpp:638: undefined reference to `boost::system::detail::generic_category_instance'
/tmp/cc1WV5p0.ltrans0.ltrans.o: In function `boost::system::error_category::std_category::equivalent(int, std::error_condition const&) const':
/home/yutiansut/open-trade-gateway/contrib/include/boost/system/error_code.hpp:878: undefined reference to `boost::system::detail::generic_category_instance'
/tmp/cc1WV5p0.ltrans0.ltrans.o: In function `boost::system::error_condition::error_condition(int, boost::system::error_category const&)':
/home/yutiansut/open-trade-gateway/contrib/include/boost/system/error_code.hpp:528: undefined reference to `boost::system::detail::generic_category_instance'
/tmp/cc1WV5p0.ltrans0.ltrans.o: In function `boost::asio::detail::op_queue<boost::asio::detail::scheduler_operation>::~op_queue() [clone .lto_priv.673]':
/home/yutiansut/open-trade-gateway/contrib/include/boost/asio/detail/op_queue.hpp:76: undefined reference to `boost::system::detail::system_category_instance'
/tmp/cc1WV5p0.ltrans0.ltrans.o: In function `boost::system::error_code::error_code()':
/home/yutiansut/open-trade-gateway/contrib/include/boost/system/error_code.hpp:636: undefined reference to `boost::system::detail::system_category_instance'
/tmp/cc1WV5p0.ltrans0.ltrans.o: In function `long boost::asio::detail::socket_ops::error_wrapper<long>(long, boost::system::error_code&)':
/home/yutiansut/open-trade-gateway/contrib/include/boost/asio/detail/impl/socket_ops.ipp:85: undefined reference to `boost::system::detail::system_category_instance'
/tmp/cc1WV5p0.ltrans0.ltrans.o: In function `int boost::asio::detail::socket_ops::error_wrapper<int>(int, boost::system::error_code&)':
/home/yutiansut/open-trade-gateway/contrib/include/boost/asio/detail/impl/socket_ops.ipp:85: undefined reference to `boost::system::detail::system_category_instance'
/tmp/cc1WV5p0.ltrans0.ltrans.o: In function `boost::enable_if<boost::system::is_error_code_enum<boost::asio::error::basic_errors>, boost::system::error_code>::type& boost::system::error_code::operator=<boost::asio::error::basic_errors>(boost::asio::error::basic_errors)':
/home/yutiansut/open-trade-gateway/contrib/include/boost/system/error_code.hpp:659: undefined reference to `boost::system::detail::system_category_instance'
/tmp/cc1WV5p0.ltrans0.ltrans.o:/home/yutiansut/open-trade-gateway/contrib/include/boost/asio/detail/impl/socket_ops.ipp:85: more undefined references to `boost::system::detail::system_category_instance' follow
collect2: error: ld returned 1 exit status
Makefile:15: recipe for target 'bin/open-trade-gateway' failed
make: *** [bin/open-trade-gateway] Error 1
yutiansut@yutiansut:~/open-trade-gateway$
持仓信息增加字段:
pos : 净持仓手数
pos_long :多头持仓手数
pos_short : 空头持仓手数
orders :与此持仓相关的开仓/平仓挂单
委托单信息增加字段:
is_dead :判定这个委托单是否确定已死亡(以后一定不会再产生成交)
is_online : 判定这个委托单是否确定已报入交易所(即下单成功,无论是否成交)
is_error :判定这个委托单是否确定是错单(即下单失败,一定不会有成交)
trade_price : 平均成交价
trade_records :成交记录
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