量化交易-彻悟科技

量化交易-彻悟科技


规则V3.0-事件、场景、订单号前缀规范

<h2>适用版本</h2> <ul> <li>规则平台V3.0</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> <h2>场景号类型及长度:</h2> <ul> <li>类型:字符串</li> <li>长度:8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>2-4位</td> <td>接口功能位</td> </tr> <tr> <td>5-8位</td> <td>接口产品位</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> <tr> <td>4</td> <td>美股交易事件</td> <td>TRADE_MSG</td> </tr> <tr> <td>5</td> <td>美股模型事件</td> <td>MODEL_MSG</td> </tr> <tr> <td>6</td> <td>股票类产品事件</td> <td>SYMBOL_MSG</td> </tr> <tr> <td>7</td> <td>业务操作类产品事件</td> <td>BIZ_OPERATE_MSG</td> </tr> </tbody> </table> <h2>事件功能位定义(2-4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>001</td> <td>日间波段</td> <td>DAY</td> <td>da</td> </tr> <tr> <td>002</td> <td>日内捞鱼</td> <td>INDAY</td> <td>id</td> </tr> <tr> <td>003</td> <td>固定网格</td> <td>FIX_GRID</td> <td>fg</td> </tr> <tr> <td>004</td> <td>个股风控</td> <td>RISK_CONTROL</td> <td>rc</td> </tr> <tr> <td>005</td> <td>个股行情异动</td> <td>MARKET_CHANGE</td> <td>mc</td> </tr> <tr> <td>006</td> <td>日内高抛低吸</td> <td>INDAY_BAND</td> <td>ib</td> </tr> <tr> <td>007</td> <td>选股模型</td> <td>CHOOSE_STOCK</td> <td>cs</td> </tr> </tbody> </table> <h2>事件产品位定义(5-8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</th> </tr> </thead> <tbody> <tr> <td>0000</td> <td>业务操作类产品</td> <td>bizo</td> <td>usa</td> </tr> <tr> <td>0001</td> <td>NVDA</td> <td>nvda</td> <td>usa</td> </tr> <tr> <td>0002</td> <td>AMD</td> <td>amdx</td> <td>usa</td> </tr> <tr> <td>0003</td> <td>AAPL</td> <td>aapl</td> <td>usa</td> </tr> </tbody> </table>

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