wehub-resource-sync
161 lines
4.3 KiB
Python
161 lines
4.3 KiB
Python
"""
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General constant enums used in the trading platform.
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"""
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from enum import Enum
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from .locale import _
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class Direction(Enum):
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"""
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Direction of order/trade/position.
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"""
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LONG = _("多")
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SHORT = _("空")
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NET = _("净")
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class Offset(Enum):
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"""
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Offset of order/trade.
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"""
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NONE = ""
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OPEN = _("开")
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CLOSE = _("平")
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CLOSETODAY = _("平今")
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CLOSEYESTERDAY = _("平昨")
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class Status(Enum):
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"""
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Order status.
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"""
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SUBMITTING = _("提交中")
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NOTTRADED = _("未成交")
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PARTTRADED = _("部分成交")
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ALLTRADED = _("全部成交")
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CANCELLED = _("已撤销")
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REJECTED = _("拒单")
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class Product(Enum):
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"""
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Product class.
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"""
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EQUITY = _("股票")
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FUTURES = _("期货")
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OPTION = _("期权")
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INDEX = _("指数")
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FOREX = _("外汇")
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SPOT = _("现货")
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ETF = "ETF"
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BOND = _("债券")
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WARRANT = _("权证")
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SPREAD = _("价差")
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FUND = _("基金")
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CFD = "CFD"
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SWAP = _("互换")
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class OrderType(Enum):
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"""
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Order type.
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"""
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LIMIT = _("限价")
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MARKET = _("市价")
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STOP = "STOP"
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FAK = "FAK"
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FOK = "FOK"
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RFQ = _("询价")
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ETF = "ETF"
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class OptionType(Enum):
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"""
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Option type.
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"""
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CALL = _("看涨期权")
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PUT = _("看跌期权")
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class Exchange(Enum):
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"""
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Exchange.
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"""
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# Chinese
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CFFEX = "CFFEX" # China Financial Futures Exchange
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SHFE = "SHFE" # Shanghai Futures Exchange
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CZCE = "CZCE" # Zhengzhou Commodity Exchange
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DCE = "DCE" # Dalian Commodity Exchange
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INE = "INE" # Shanghai International Energy Exchange
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GFEX = "GFEX" # Guangzhou Futures Exchange
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SSE = "SSE" # Shanghai Stock Exchange
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SZSE = "SZSE" # Shenzhen Stock Exchange
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BSE = "BSE" # Beijing Stock Exchange
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SHHK = "SHHK" # Shanghai-HK Stock Connect
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SZHK = "SZHK" # Shenzhen-HK Stock Connect
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SGE = "SGE" # Shanghai Gold Exchange
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WXE = "WXE" # Wuxi Steel Exchange
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CFETS = "CFETS" # CFETS Bond Market Maker Trading System
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XBOND = "XBOND" # CFETS X-Bond Anonymous Trading System
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# Global
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SMART = "SMART" # Smart Router for US stocks
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NYSE = "NYSE" # New York Stock Exchnage
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NASDAQ = "NASDAQ" # Nasdaq Exchange
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ARCA = "ARCA" # ARCA Exchange
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EDGEA = "EDGEA" # Direct Edge Exchange
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ISLAND = "ISLAND" # Nasdaq Island ECN
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BATS = "BATS" # Bats Global Markets
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IEX = "IEX" # The Investors Exchange
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AMEX = "AMEX" # American Stock Exchange
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TSE = "TSE" # Toronto Stock Exchange
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NYMEX = "NYMEX" # New York Mercantile Exchange
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COMEX = "COMEX" # COMEX of CME
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GLOBEX = "GLOBEX" # Globex of CME
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IDEALPRO = "IDEALPRO" # Forex ECN of Interactive Brokers
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CME = "CME" # Chicago Mercantile Exchange
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ICE = "ICE" # Intercontinental Exchange
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SEHK = "SEHK" # Stock Exchange of Hong Kong
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HKFE = "HKFE" # Hong Kong Futures Exchange
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SGX = "SGX" # Singapore Global Exchange
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CBOT = "CBOT" # Chicago Board of Trade
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CBOE = "CBOE" # Chicago Board Options Exchange
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CFE = "CFE" # CBOE Futures Exchange
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DME = "DME" # Dubai Mercantile Exchange
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EUREX = "EUX" # Eurex Exchange
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APEX = "APEX" # Asia Pacific Exchange
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LME = "LME" # London Metal Exchange
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BMD = "BMD" # Bursa Malaysia Derivatives
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TOCOM = "TOCOM" # Tokyo Commodity Exchange
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EUNX = "EUNX" # Euronext Exchange
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KRX = "KRX" # Korean Exchange
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OTC = "OTC" # OTC Product (Forex/CFD/Pink Sheet Equity)
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IBKRATS = "IBKRATS" # Paper Trading Exchange of IB
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# Special Function
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LOCAL = "LOCAL" # For local generated data
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GLOBAL = "GLOBAL" # For those exchanges not supported yet
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class Currency(Enum):
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"""
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Currency.
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"""
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USD = "USD"
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HKD = "HKD"
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CNY = "CNY"
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CAD = "CAD"
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class Interval(Enum):
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"""
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Interval of bar data.
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"""
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MINUTE = "1m"
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HOUR = "1h"
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DAILY = "d"
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WEEKLY = "w"
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TICK = "tick"
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