add support calc index api

c/cbindgen.toml

@@ -111,6 +111,8 @@ cpp_compat = true
 "CCreateWatchlistGroup" = "lb_create_watchlist_group_t"
 "CUpdateWatchlistGroup" = "lb_update_watchlist_group_t"
 "CSecuritiesUpdateMode" = "lb_securities_update_mode_t"
+"CCalcIndex" = "lb_calc_index_t"
+"CSecurityCalcIndex" = "lb_security_calc_index_t"
 
 [export]
 include = [
@@ -143,4 +145,5 @@ include = [
  "CMarginRatio",
  "COrderDetail",
  "CEstimateMaxPurchaseQuantityResponse",
+ "CSecurityCalcIndex",
 ]

c/csrc/include/longbridge.h

@@ -82,6 +82,172 @@ typedef enum lb_balance_type_t {
  BalanceTypeFund,
 } lb_balance_type_t;
 
+/**
+ * Calc index
+ */
+typedef enum lb_calc_index_t {
+ /**
+ * Latest price
+ */
+ CalcIndexLastDone,
+ /**
+ * Change value
+ */
+ CalcIndexChangeValue,
+ /**
+ * Change rate
+ */
+ CalcIndexChangeRate,
+ /**
+ * Volume
+ */
+ CalcIndexVolume,
+ /**
+ * Turnover
+ */
+ CalcIndexTurnover,
+ /**
+ * Year-to-date change ratio
+ */
+ CalcIndexYtdChangeRate,
+ /**
+ * Turnover rate
+ */
+ CalcIndexTurnoverRate,
+ /**
+ * Total market value
+ */
+ CalcIndexTotalMarketValue,
+ /**
+ * Capital flow
+ */
+ CalcIndexCapitalFlow,
+ /**
+ * Amplitude
+ */
+ CalcIndexAmplitude,
+ /**
+ * Volume ratio
+ */
+ CalcIndexVolumeRatio,
+ /**
+ * PE (TTM)
+ */
+ CalcIndexPeTtmRatio,
+ /**
+ * PB
+ */
+ CalcIndexPbRatio,
+ /**
+ * Dividend ratio (TTM)
+ */
+ CalcIndexDividendRatioTtm,
+ /**
+ * Five days change ratio
+ */
+ CalcIndexFiveDayChangeRate,
+ /**
+ * Ten days change ratio
+ */
+ CalcIndexTenDayChangeRate,
+ /**
+ * Half year change ratio
+ */
+ CalcIndexHalfYearChangeRate,
+ /**
+ * Five minutes change ratio
+ */
+ CalcIndexFiveMinutesChangeRate,
+ /**
+ * Expiry date
+ */
+ CalcIndexExpiryDate,
+ /**
+ * Strike price
+ */
+ CalcIndexStrikePrice,
+ /**
+ * Upper bound price
+ */
+ CalcIndexUpperStrikePrice,
+ /**
+ * Lower bound price
+ */
+ CalcIndexLowerStrikePrice,
+ /**
+ * Outstanding quantity
+ */
+ CalcIndexOutstandingQty,
+ /**
+ * Outstanding ratio
+ */
+ CalcIndexOutstandingRatio,
+ /**
+ * Premium
+ */
+ CalcIndexPremium,
+ /**
+ * In/out of the bound
+ */
+ CalcIndexItmOtm,
+ /**
+ * Implied volatility
+ */
+ CalcIndexImpliedVolatility,
+ /**
+ * Warrant delta
+ */
+ CalcIndexWarrantDelta,
+ /**
+ * Call price
+ */
+ CalcIndexCallPrice,
+ /**
+ * Price interval from the call price
+ */
+ CalcIndexToCallPrice,
+ /**
+ * Effective leverage
+ */
+ CalcIndexEffectiveLeverage,
+ /**
+ * Leverage ratio
+ */
+ CalcIndexLeverageRatio,
+ /**
+ * Conversion ratio
+ */
+ CalcIndexConversionRatio,
+ /**
+ * Breakeven point
+ */
+ CalcIndexBalancePoint,
+ /**
+ * Open interest
+ */
+ CalcIndexOpenInterest,
+ /**
+ * Delta
+ */
+ CalcIndexDelta,
+ /**
+ * Gamma
+ */
+ CalcIndexGamma,
+ /**
+ * Theta
+ */
+ CalcIndexTheta,
+ /**
+ * Vega
+ */
+ CalcIndexVega,
+ /**
+ * Rho
+ */
+ CalcIndexRho,
+} lb_calc_index_t;
+
 /**
  * Cash flow direction
  */
@@ -2928,6 +3094,176 @@ typedef struct lb_estimate_max_purchase_quantity_response_t {
  int64_t margin_max_qty;
 } lb_estimate_max_purchase_quantity_response_t;
 
+/**
+ * Security calc index response
+ */
+typedef struct lb_security_calc_index_t {
+ /**
+ * Security code
+ */
+ const char *symbol;
+ /**
+ * Latest price
+ */
+ const struct lb_decimal_t *last_done;
+ /**
+ * Change value
+ */
+ const struct lb_decimal_t *change_value;
+ /**
+ * Change ratio
+ */
+ const double *change_rate;
+ /**
+ * Volume
+ */
+ const int64_t *volume;
+ /**
+ * Turnover
+ */
+ const struct lb_decimal_t *turnover;
+ /**
+ * Year-to-date change ratio
+ */
+ const double *ytd_change_rate;
+ /**
+ * Turnover rate
+ */
+ const double *turnover_rate;
+ /**
+ * Total market value
+ */
+ const struct lb_decimal_t *total_market_value;
+ /**
+ * Capital flow
+ */
+ const struct lb_decimal_t *capital_flow;
+ /**
+ * Amplitude
+ */
+ const double *amplitude;
+ /**
+ * Volume ratio
+ */
+ const double *volume_ratio;
+ /**
+ * PE (TTM)
+ */
+ const double *pe_ttm_ratio;
+ /**
+ * PB
+ */
+ const double *pb_ratio;
+ /**
+ * Dividend ratio (TTM)
+ */
+ const double *dividend_ratio_ttm;
+ /**
+ * Five days change ratio
+ */
+ const double *five_day_change_rate;
+ /**
+ * Ten days change ratio
+ */
+ const double *ten_day_change_rate;
+ /**
+ * Half year change ratio
+ */
+ const double *half_year_change_rate;
+ /**
+ * Five minutes change ratio
+ */
+ const double *five_minutes_change_rate;
+ /**
+ * Expiry date
+ */
+ const struct lb_date_t *expiry_date;
+ /**
+ * Strike price
+ */
+ const struct lb_decimal_t *strike_price;
+ /**
+ * Upper bound price
+ */
+ const struct lb_decimal_t *upper_strike_price;
+ /**
+ * Lower bound price
+ */
+ const struct lb_decimal_t *lower_strike_price;
+ /**
+ * Outstanding quantity
+ */
+ const int64_t *outstanding_qty;
+ /**
+ * Outstanding ratio
+ */
+ const double *outstanding_ratio;
+ /**
+ * Premium
+ */
+ const double *premium;
+ /**
+ * In/out of the bound
+ */
+ const double *itm_otm;
+ /**
+ * Implied volatility
+ */
+ const double *implied_volatility;
+ /**
+ * Warrant delta
+ */
+ const double *warrant_delta;
+ /**
+ * Call price
+ */
+ const struct lb_decimal_t *call_price;
+ /**
+ * Price interval from the call price
+ */
+ const struct lb_decimal_t *to_call_price;
+ /**
+ * Effective leverage
+ */
+ const double *effective_leverage;
+ /**
+ * Leverage ratio
+ */
+ const double *leverage_ratio;
+ /**
+ * Conversion ratio
+ */
+ const double *conversion_ratio;
+ /**
+ * Breakeven point
+ */
+ const double *balance_point;
+ /**
+ * Open interest
+ */
+ const int64_t *open_interest;
+ /**
+ * Delta
+ */
+ const double *delta;
+ /**
+ * Gamma
+ */
+ const double *gamma;
+ /**
+ * Theta
+ */
+ const double *theta;
+ /**
+ * Vega
+ */
+ const double *vega;
+ /**
+ * Rho
+ */
+ const double *rho;
+} lb_security_calc_index_t;
+
 #ifdef __cplusplus
 extern "C" {
 #endif // __cplusplus
@@ -3301,6 +3637,17 @@ void lb_quote_context_capital_distribution(const struct lb_quote_context_t *ctx,
  lb_async_callback_t callback,
  void *userdata);
 
+/**
+ * Get calc indexes
+ */
+void lb_quote_context_calc_indexes(const struct lb_quote_context_t *ctx,
+ const char *const *symbols,
+ uintptr_t num_symbols,
+ const enum lb_calc_index_t *indexes,
+ uintptr_t num_indexes,
+ lb_async_callback_t callback,
+ void *userdata);
+
 /**
  * Get watchlist
  *