量化交易-彻悟科技

量化交易-彻悟科技


事件、场景、订单号前缀规范

<h2>适用版本</h2> <ul> <li>量化交易新增事件使用新场景号定义</li> </ul> <h2>注意</h2> <p>代码中获取场景工具类:com.lz.risk.modules.arc.common.utils.SceneUtil</p> <p>场景订单号不能以x,b,f,m开头 如 小胖熊 不能定义 xpbt</p> <h2>场景号类型及长度:</h2> <ul> <li>类型:字符串</li> <li>长度:6位</li> </ul> <h2>场景号各位功能定义:</h2> <table> <thead> <tr> <th>位数</th> <th>功能</th> </tr> </thead> <tbody> <tr> <td>首位</td> <td>事件类型</td> </tr> <tr> <td>2-3位</td> <td>接口功能位</td> </tr> <tr> <td>4-6位</td> <td>接口产品位,如消费贷,工头帮等</td> </tr> </tbody> </table> <h2>事件类型定义(首位):</h2> <table> <thead> <tr> <th>数值</th> <th>描述</th> <th>标识符</th> </tr> </thead> <tbody> <tr> <td>1</td> <td>审核事件接口</td> <td>SYNC</td> </tr> <tr> <td>2</td> <td>通知事件接口</td> <td>ASYNC</td> </tr> <tr> <td>3</td> <td>风控调用业务接口(操作action)</td> <td>BIZ</td> </tr> </tbody> </table> <h2>接口功能位定义(2-3位数值):</h2> <table> <thead> <tr> <th>数值</th> <th>描述</th> <th>标识符</th> <th>订单号前缀(1-2位)</th> </tr> </thead> <tbody> <tr> <td>60</td> <td>Tick实时数据</td> <td>TickData</td> <td>td</td> </tr> <tr> <td>61</td> <td>日间【开盘】模型执行场景</td> <td>DayModelOpenExec</td> <td>do</td> </tr> <tr> <td>62</td> <td>交易下单</td> <td>PlaceOrder</td> <td>po</td> </tr> <tr> <td>63</td> <td>交易订单状态更新</td> <td>StatusUpdate</td> <td>su</td> </tr> <tr> <td>64</td> <td>查询交易持仓</td> <td>QueryPosition</td> <td>qp</td> </tr> <tr> <td>65</td> <td>查询交易账号信息</td> <td>QueryAccount</td> <td>qa</td> </tr> <tr> <td>66</td> <td>交易撤单</td> <td>CancelOrder</td> <td>co</td> </tr> <tr> <td>67</td> <td>日间【收盘】模型执行场景</td> <td>DayModelCloseExec</td> <td>dc</td> </tr> <tr> <td>68</td> <td>人工介入</td> <td>UserOperate</td> <td>uo</td> </tr> <tr> <td>69</td> <td>收盘前处理场景</td> <td>BeforeClose</td> <td>bc</td> </tr> <tr> <td>70</td> <td>日内</td> <td>InDayModelExec</td> <td>ie</td> </tr> </tbody> </table> <h2>接口产品位定义(4-6位数值):</h2> <table> <thead> <tr> <th>数值</th> <th>描述</th> <th>订单号前缀(3-6位)</th> <th>渠道(合作方标识)</th> </tr> </thead> <tbody> <tr> <td>600</td> <td>测试</td> <td>test</td> <td>test</td> </tr> <tr> <td>601</td> <td>彻悟量化-美股【默认:英为达】</td> <td>lhus</td> <td>lhus</td> </tr> <tr> <td>602</td> <td>彻悟量化-美股-AMD</td> <td>amds</td> <td>amds</td> </tr> <tr> <td>603</td> <td>彻悟量化-美股-ASML</td> <td>asml</td> <td>asml</td> </tr> <tr> <td>604</td> <td>彻悟量化-美股-NVDA</td> <td>nvda</td> <td>nvda</td> </tr> <tr> <td>605</td> <td>彻悟量化-美股-NVDA-非交叉指标</td> <td>nvda</td> <td>nvda</td> </tr> <tr> <td>606</td> <td>彻悟量化-美股-NVDA-实盘</td> <td>nvda</td> <td>nvda</td> </tr> <tr> <td>607</td> <td>彻悟量化-美股-NVDA-交叉指标</td> <td>nvda</td> <td>nvda</td> </tr> <tr> <td>608</td> <td>彻悟量化-美股-NVDA-捞鱼</td> <td>nvda</td> <td>nvda</td> </tr> <tr> <td>609</td> <td>彻悟量化-美股-AAPL</td> <td>aapl</td> <td>aapl</td> </tr> <tr> <td>610</td> <td>彻悟量化-美股-AAPL-ZZQ</td> <td>aapl</td> <td>aapl</td> </tr> <tr> <td>611</td> <td>彻悟量化-美股-TSLA-ZZQ</td> <td>tsla</td> <td>tsla</td> </tr> <tr> <td>612</td> <td>彻悟量化-美股-AMD-CLL</td> <td>asml</td> <td>asml</td> </tr> <tr> <td>613</td> <td>彻悟量化-美股-AAPL-CLL</td> <td>aapl</td> <td>aapl</td> </tr> <tr> <td>614</td> <td>彻悟量化-美股-TSLA-CLL</td> <td>tsla</td> <td>tsla</td> </tr> <tr> <td>615</td> <td>彻悟量化-美股-AMD-HYY</td> <td>amds</td> <td>amds</td> </tr> <tr> <td>616</td> <td>彻悟量化-美股-AAPL-HYY</td> <td>aapl</td> <td>aapl</td> </tr> <tr> <td>617</td> <td>彻悟量化-美股-TSLA-HYY</td> <td>tsla</td> <td>tsla</td> </tr> <tr> <td>618</td> <td>彻悟量化-美股-AMD-LDS</td> <td>amds</td> <td>amds</td> </tr> <tr> <td>619</td> <td>彻悟量化-美股-NVDA-日内</td> <td>nvda</td> <td>nvda</td> </tr> <tr> <td>620</td> <td>彻悟量化-美股-NVDA-ZHP</td> <td>nvda</td> <td>nvda</td> </tr> <tr> <td>621</td> <td>彻悟量化-美股-AAPL-ZHP</td> <td>aapl</td> <td>aapl</td> </tr> <tr> <td>622</td> <td>彻悟量化-美股-TSLA-ZHP</td> <td>tsla</td> <td>tsla</td> </tr> <tr> <td>623</td> <td>彻悟量化-美股-AMD-ZHP</td> <td>amds</td> <td>amds</td> </tr> <tr> <td>624</td> <td>彻悟量化-美股-QQQ-ZHP</td> <td>qqqs</td> <td>qqqs</td> </tr> <tr> <td>625</td> <td>彻悟量化-美股-INTC-ZHP</td> <td>intc</td> <td>intc</td> </tr> </tbody> </table> <h2>示例:</h2> <p>场景号:</p> <ul> <li>彻悟量化Tick实时数据通知事件为:260601</li> <li>首位 :2表示【通知事件】</li> <li>2-3位:60表示【Tick实时数据】</li> <li>4-6位:601表示【彻悟量化】</li> </ul> <table> <thead> <tr> <th>场景号</th> <th>描述</th> <th>订单号前缀(3-6位)</th> </tr> </thead> <tbody> <tr> <td>261601</td> <td>日间开盘模型场景</td> <td>dolhus</td> </tr> <tr> <td>267601</td> <td>日间收盘模型场景</td> <td>dclhus</td> </tr> <tr> <td>269601</td> <td>收盘前处理场景</td> <td>bclhus</td> </tr> <tr> <td>261602</td> <td>日间开盘模型场景[AMD]</td> <td>doamds</td> </tr> <tr> <td>267602</td> <td>日间收盘模型场景[AMD]</td> <td>dcamds</td> </tr> <tr> <td>269602</td> <td>收盘前处理场景</td> <td>bcamds</td> </tr> <tr> <td>261603</td> <td>日间开盘模型场景[ASML]</td> <td>doasml</td> </tr> <tr> <td>267603</td> <td>日间收盘模型场景[ASML]</td> <td>dcasml</td> </tr> <tr> <td>269603</td> <td>收盘前处理场景</td> <td>bcasml</td> </tr> <tr> <td>261604</td> <td>日间开盘模型场景[NVDA]</td> <td>donvda</td> </tr> <tr> <td>267604</td> <td>日间收盘模型场景[NVDA]</td> <td>dcnvda</td> </tr> <tr> <td>269604</td> <td>收盘前处理场景[NVDA]</td> <td>bcnvda</td> </tr> </tbody> </table> <p>订单号前缀:</p> <ul> <li>彻悟量化Tick实时数据订单号前缀为:tdlhus</li> <li>1-2位(td): 表示【Tick实时数据】</li> <li>3-6位(lhus):表示【彻悟量化】</li> </ul>

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