namespace YLErp.Modules.TQuoteModule { //----------------------------------------- // ValueOption接口的请求和结果类 //----------------------------------------- public class OptionValueRequest { public DateTime? ValueDate { get; set; } public string UnderlyingCode { get; set; } public DateTime MaturityDate { get; set; } public string UnderlyingInstrumentType { get; set; } public double Strike { get; set; } public string OptionType { get; set; } public string Exercise { get; set; } public double SpotPrice { get; set; } public double Notional { get; set; } public double RiskFreeRate { get; set; } public double Vol { get; set; } public bool commodityFuturesPreciseTimeMode { get; set; } = true; } public class ClientOptionQuoteResult { public int StatusCode { get; set; } public string Info { get; set; } public double BuyQuote { get; set; } public double BuyVol { get; set; } public double BuyPv { get; set; } public double BuyPercentageQuote { get; set; } public double SellQuote { get; set; } public double SellVol { get; set; } public double SellPv { get; set; } public double SellPercentageQuote { get; set; } public double SellMargin { get; set; } } #region CustomizedQuote接口的请求和结果类 public class CustomizedQuoteRequest { public DateTime ValueDate { get; set; } public string UnderlyingCode { get; set; } public DateTime MaturityDate { get; set; } public string UnderlyingInstrumentType { get; set; } public double Strike { get; set; } public string Exercise { get; set; } public double SpotPrice { get; set; } public double Notional { get; set; } public double RiskFreeRate { get; set; } public double BidVol { get; set; } public double AskVol { get; set; } public bool commodityFuturesPreciseTimeMode { get; set; } = true; } public class CustomizedQuoteResult { public int StatusCode { get; set; } public string Info { get; set; } public double CallAskPrice { get; set; } public double CallBidPrice { get; set; } public double Strike { get; set; } public double PutAskPrice { get; set; } public double PutBidPrice { get; set; } public double BidVol { get; set; } public double AskVol { get; set; } public double LatestPrice { get; set; } public double Change { get; set; } public double ChangePercent { get; set; } public double RiskFreeRate { get; set; } } #endregion #region option策略代码报价结果类和解析类 public class StucturedQuoteResult { public double pv { get; set; } } public class OptionStrategyCodeParts { public int Notional { get; set; } public string UnderlyingCode { get; set; } public string OptionType { get; set; } public string Maturity { get; set; } public double Strike { get; set; } public bool IsSell { get; set; } public override string ToString() { return string.Format( "{0}{1}{2}{3}{4}{5}", IsSell ? "-" : "", Notional == 1 ? "" : string.Format("{0}*", Notional), UnderlyingCode, "Call".Equals(OptionType) ? "C" : "P", Maturity, Strike); } } #endregion #region 日期字符串的Json封装 public class DateResult { public string Date { get; set; } } public class DateListResult { public List DateList { get; set; } } #endregion public class LatestPricesResult { public Dictionary Data { get; set; } } }