databento-dbn 0.39.1__cp313-cp313-win_amd64.whl → 0.41.0__cp313-cp313-win_amd64.whl
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- databento_dbn/_lib.cp313-win_amd64.pyd +0 -0
- databento_dbn/_lib.pyi +431 -497
- {databento_dbn-0.39.1.dist-info → databento_dbn-0.41.0.dist-info}/METADATA +1 -1
- {databento_dbn-0.39.1.dist-info → databento_dbn-0.41.0.dist-info}/RECORD +5 -5
- {databento_dbn-0.39.1.dist-info → databento_dbn-0.41.0.dist-info}/WHEEL +0 -0
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Binary file
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databento_dbn/_lib.pyi
CHANGED
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@@ -261,73 +261,6 @@ class Metadata(SupportsBytes):
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"""
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class RecordHeader:
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"""
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DBN record header.
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"""
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@property
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def length(self) -> int:
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"""
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The length of the record.
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Returns
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-------
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int
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"""
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@property
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def rtype(self) -> int:
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"""
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The record type.
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-------
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int
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"""
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@property
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def publisher_id(self) -> int:
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"""
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The publisher ID assigned by Databento, which denotes the dataset and venue.
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See `Publishers` https://databento.com/docs/standards-and-conventions/common-fields-enums-types#publishers-datasets-and-venues.
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-------
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int
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"""
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@property
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def instrument_id(self) -> int:
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"""
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The numeric instrument ID.
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See `Instrument identifiers` https://databento.com/docs/standards-and-conventions/common-fields-enums-types#instrument-identifiers.
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int
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"""
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@property
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def ts_event(self) -> int:
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"""
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The matching-engine-received timestamp expressed as the number of nanoseconds
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since the UNIX epoch.
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See `ts_event` https://databento.com/docs/standards-and-conventions/common-fields-enums-types#ts-event.
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int
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"""
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class Record(SupportsBytes):
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"""
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Base class for DBN records.
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_timestamp_fields: ClassVar[list[str]]
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def __bytes__(self) -> bytes: ...
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@property
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def hd(self) -> RecordHeader:
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"""
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The common header.
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RecordHeader
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"""
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@property
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def record_size(self) -> int:
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"""
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@property
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def rtype(self) ->
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def rtype(self) -> RType:
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"""
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The record type.
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-------
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RType
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"""
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BBO_1S: int
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BBO_1M: int
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def __init__(self, value: int) -> None: ...
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def from_str(cls, value: str) -> RType: ...
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@classmethod
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BID: str
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NONE: str
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def from_str(cls, value: str) -> Side: ...
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def from_int(cls, value: int) -> Side: ...
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def variants(cls) -> Iterable[Side]: ...
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class Action(Enum):
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CLEAR: str
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NONE: str
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def from_str(cls, value: str) -> Action: ...
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def variants(cls) -> Iterable[Action]: ...
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class InstrumentClass(Enum):
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FX_SPOT: str
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COMMODITY_SPOT: str
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def __init__(self, value: str) -> None: ...
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def from_str(cls, value: str) -> InstrumentClass: ...
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def from_int(cls, value: int) -> InstrumentClass: ...
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@classmethod
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def variants(cls) -> Iterable[InstrumentClass]: ...
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class MatchAlgorithm(Enum):
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TIME_PRO_RATA: str
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INSTITUTIONAL_PRIORITIZATION: str
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def from_str(cls, value: str) -> MatchAlgorithm: ...
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class UserDefinedInstrument(Enum):
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YES: str
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class SecurityUpdateAction(Enum):
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class SType(Enum):
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The gateway has detected this session is falling behind real-time.
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Indicates a replay subscription has caught up with real-time data.
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Signals that all records for interval-based schemas have been published for the given timestamp.
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HEARTBEAT:
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|
1359
|
-
instrument_id,
|
|
1360
|
-
ts_event,
|
|
1361
|
-
order_id,
|
|
1362
|
-
price,
|
|
1363
|
-
size,
|
|
1364
|
-
action,
|
|
1365
|
-
side,
|
|
1366
|
-
ts_recv,
|
|
1367
|
-
flags=None,
|
|
1368
|
-
channel_id=0,
|
|
1369
|
-
ts_in_delta=0,
|
|
1370
|
-
sequence=0,
|
|
1317
|
+
publisher_id: int,
|
|
1318
|
+
instrument_id: int,
|
|
1319
|
+
ts_event: int,
|
|
1320
|
+
order_id: int,
|
|
1321
|
+
price: int,
|
|
1322
|
+
size: int,
|
|
1323
|
+
action: Action,
|
|
1324
|
+
side: Side,
|
|
1325
|
+
ts_recv: int,
|
|
1326
|
+
flags: int | None = None,
|
|
1327
|
+
channel_id: int = 0,
|
|
1328
|
+
ts_in_delta: int = 0,
|
|
1329
|
+
sequence: int = 0,
|
|
1371
1330
|
) -> None: ...
|
|
1372
1331
|
@property
|
|
1373
1332
|
def order_id(self) -> int:
|
|
@@ -1532,12 +1491,12 @@ class BidAskPair(Record):
|
|
|
1532
1491
|
|
|
1533
1492
|
def __init__(
|
|
1534
1493
|
self,
|
|
1535
|
-
bid_px=UNDEF_PRICE,
|
|
1536
|
-
ask_px=UNDEF_PRICE,
|
|
1537
|
-
bid_sz=0,
|
|
1538
|
-
ask_sz=0,
|
|
1539
|
-
bid_ct=0,
|
|
1540
|
-
ask_ct=0,
|
|
1494
|
+
bid_px: int = UNDEF_PRICE,
|
|
1495
|
+
ask_px: int = UNDEF_PRICE,
|
|
1496
|
+
bid_sz: int = 0,
|
|
1497
|
+
ask_sz: int = 0,
|
|
1498
|
+
bid_ct: int = 0,
|
|
1499
|
+
ask_ct: int = 0,
|
|
1541
1500
|
) -> None: ...
|
|
1542
1501
|
@property
|
|
1543
1502
|
def pretty_bid_px(self) -> float:
|
|
@@ -1657,12 +1616,12 @@ class ConsolidatedBidAskPair(Record):
|
|
|
1657
1616
|
|
|
1658
1617
|
def __init__(
|
|
1659
1618
|
self,
|
|
1660
|
-
bid_px=UNDEF_PRICE,
|
|
1661
|
-
ask_px=UNDEF_PRICE,
|
|
1662
|
-
bid_sz=0,
|
|
1663
|
-
ask_sz=0,
|
|
1664
|
-
bid_pb=0,
|
|
1665
|
-
ask_pb=0,
|
|
1619
|
+
bid_px: int = UNDEF_PRICE,
|
|
1620
|
+
ask_px: int = UNDEF_PRICE,
|
|
1621
|
+
bid_sz: int = 0,
|
|
1622
|
+
ask_sz: int = 0,
|
|
1623
|
+
bid_pb: int = 0,
|
|
1624
|
+
ask_pb: int = 0,
|
|
1666
1625
|
) -> None: ...
|
|
1667
1626
|
@property
|
|
1668
1627
|
def pretty_bid_px(self) -> float:
|
|
@@ -1786,18 +1745,18 @@ class TradeMsg(Record):
|
|
|
1786
1745
|
|
|
1787
1746
|
def __init__(
|
|
1788
1747
|
self,
|
|
1789
|
-
publisher_id,
|
|
1790
|
-
instrument_id,
|
|
1791
|
-
ts_event,
|
|
1792
|
-
price,
|
|
1793
|
-
size,
|
|
1794
|
-
action,
|
|
1795
|
-
side,
|
|
1796
|
-
depth,
|
|
1797
|
-
ts_recv,
|
|
1798
|
-
flags=None,
|
|
1799
|
-
ts_in_delta=0,
|
|
1800
|
-
sequence=0,
|
|
1748
|
+
publisher_id: int,
|
|
1749
|
+
instrument_id: int,
|
|
1750
|
+
ts_event: int,
|
|
1751
|
+
price: int,
|
|
1752
|
+
size: int,
|
|
1753
|
+
action: Action,
|
|
1754
|
+
side: Side,
|
|
1755
|
+
depth: int,
|
|
1756
|
+
ts_recv: int,
|
|
1757
|
+
flags: int | None = None,
|
|
1758
|
+
ts_in_delta: int = 0,
|
|
1759
|
+
sequence: int = 0,
|
|
1801
1760
|
) -> None: ...
|
|
1802
1761
|
@property
|
|
1803
1762
|
def pretty_price(self) -> float:
|
|
@@ -1950,19 +1909,19 @@ class MBP1Msg(Record):
|
|
|
1950
1909
|
|
|
1951
1910
|
def __init__(
|
|
1952
1911
|
self,
|
|
1953
|
-
publisher_id,
|
|
1954
|
-
instrument_id,
|
|
1955
|
-
ts_event,
|
|
1956
|
-
price,
|
|
1957
|
-
size,
|
|
1958
|
-
action,
|
|
1959
|
-
side,
|
|
1960
|
-
depth,
|
|
1961
|
-
ts_recv,
|
|
1962
|
-
flags=None,
|
|
1963
|
-
ts_in_delta=0,
|
|
1964
|
-
sequence=0,
|
|
1965
|
-
levels=None,
|
|
1912
|
+
publisher_id: int,
|
|
1913
|
+
instrument_id: int,
|
|
1914
|
+
ts_event: int,
|
|
1915
|
+
price: int,
|
|
1916
|
+
size: int,
|
|
1917
|
+
action: Action,
|
|
1918
|
+
side: Side,
|
|
1919
|
+
depth: int,
|
|
1920
|
+
ts_recv: int,
|
|
1921
|
+
flags: int | None = None,
|
|
1922
|
+
ts_in_delta: int = 0,
|
|
1923
|
+
sequence: int = 0,
|
|
1924
|
+
levels: list[BidAskPair] | None = None,
|
|
1966
1925
|
) -> None: ...
|
|
1967
1926
|
@property
|
|
1968
1927
|
def pretty_price(self) -> float:
|
|
@@ -2132,19 +2091,19 @@ class MBP10Msg(Record):
|
|
|
2132
2091
|
|
|
2133
2092
|
def __init__(
|
|
2134
2093
|
self,
|
|
2135
|
-
publisher_id,
|
|
2136
|
-
instrument_id,
|
|
2137
|
-
ts_event,
|
|
2138
|
-
price,
|
|
2139
|
-
size,
|
|
2140
|
-
action,
|
|
2141
|
-
side,
|
|
2142
|
-
depth,
|
|
2143
|
-
ts_recv,
|
|
2144
|
-
flags=None,
|
|
2145
|
-
ts_in_delta=0,
|
|
2146
|
-
sequence=0,
|
|
2147
|
-
levels=None,
|
|
2094
|
+
publisher_id: int,
|
|
2095
|
+
instrument_id: int,
|
|
2096
|
+
ts_event: int,
|
|
2097
|
+
price: int,
|
|
2098
|
+
size: int,
|
|
2099
|
+
action: Action,
|
|
2100
|
+
side: Side,
|
|
2101
|
+
depth: int,
|
|
2102
|
+
ts_recv: int,
|
|
2103
|
+
flags: int | None = None,
|
|
2104
|
+
ts_in_delta: int = 0,
|
|
2105
|
+
sequence: int = 0,
|
|
2106
|
+
levels: list[BidAskPair] | None = None,
|
|
2148
2107
|
) -> None: ...
|
|
2149
2108
|
@property
|
|
2150
2109
|
def pretty_price(self) -> float:
|
|
@@ -2314,17 +2273,17 @@ class BBOMsg(Record):
|
|
|
2314
2273
|
|
|
2315
2274
|
def __init__(
|
|
2316
2275
|
self,
|
|
2317
|
-
rtype,
|
|
2318
|
-
publisher_id,
|
|
2319
|
-
instrument_id,
|
|
2320
|
-
ts_event,
|
|
2321
|
-
price,
|
|
2322
|
-
size,
|
|
2323
|
-
side,
|
|
2324
|
-
ts_recv,
|
|
2325
|
-
flags=None,
|
|
2326
|
-
sequence=0,
|
|
2327
|
-
levels=None,
|
|
2276
|
+
rtype: int,
|
|
2277
|
+
publisher_id: int,
|
|
2278
|
+
instrument_id: int,
|
|
2279
|
+
ts_event: int,
|
|
2280
|
+
price: int,
|
|
2281
|
+
size: int,
|
|
2282
|
+
side: Side,
|
|
2283
|
+
ts_recv: int,
|
|
2284
|
+
flags: int | None = None,
|
|
2285
|
+
sequence: int = 0,
|
|
2286
|
+
levels: list[BidAskPair] | None = None,
|
|
2328
2287
|
) -> None: ...
|
|
2329
2288
|
@property
|
|
2330
2289
|
def pretty_price(self) -> float:
|
|
@@ -2457,18 +2416,18 @@ class CMBP1Msg(Record):
|
|
|
2457
2416
|
|
|
2458
2417
|
def __init__(
|
|
2459
2418
|
self,
|
|
2460
|
-
rtype,
|
|
2461
|
-
publisher_id,
|
|
2462
|
-
instrument_id,
|
|
2463
|
-
ts_event,
|
|
2464
|
-
price,
|
|
2465
|
-
size,
|
|
2466
|
-
action,
|
|
2467
|
-
side,
|
|
2468
|
-
ts_recv,
|
|
2469
|
-
flags=None,
|
|
2470
|
-
ts_in_delta=0,
|
|
2471
|
-
levels=None,
|
|
2419
|
+
rtype: int,
|
|
2420
|
+
publisher_id: int,
|
|
2421
|
+
instrument_id: int,
|
|
2422
|
+
ts_event: int,
|
|
2423
|
+
price: int,
|
|
2424
|
+
size: int,
|
|
2425
|
+
action: Action,
|
|
2426
|
+
side: Side,
|
|
2427
|
+
ts_recv: int,
|
|
2428
|
+
flags: int | None = None,
|
|
2429
|
+
ts_in_delta: int = 0,
|
|
2430
|
+
levels: list[ConsolidatedBidAskPair] | None = None,
|
|
2472
2431
|
) -> None: ...
|
|
2473
2432
|
@property
|
|
2474
2433
|
def pretty_price(self) -> float:
|
|
@@ -2615,16 +2574,16 @@ class CBBOMsg(Record):
|
|
|
2615
2574
|
|
|
2616
2575
|
def __init__(
|
|
2617
2576
|
self,
|
|
2618
|
-
rtype,
|
|
2619
|
-
publisher_id,
|
|
2620
|
-
instrument_id,
|
|
2621
|
-
ts_event,
|
|
2622
|
-
price,
|
|
2623
|
-
size,
|
|
2624
|
-
side,
|
|
2625
|
-
ts_recv,
|
|
2626
|
-
flags=None,
|
|
2627
|
-
levels=None,
|
|
2577
|
+
rtype: int,
|
|
2578
|
+
publisher_id: int,
|
|
2579
|
+
instrument_id: int,
|
|
2580
|
+
ts_event: int,
|
|
2581
|
+
price: int,
|
|
2582
|
+
size: int,
|
|
2583
|
+
side: Side,
|
|
2584
|
+
ts_recv: int,
|
|
2585
|
+
flags: int | None = None,
|
|
2586
|
+
levels: list[ConsolidatedBidAskPair] | None = None,
|
|
2628
2587
|
) -> None: ...
|
|
2629
2588
|
@property
|
|
2630
2589
|
def pretty_price(self) -> float:
|
|
@@ -2762,15 +2721,15 @@ class OHLCVMsg(Record):
|
|
|
2762
2721
|
|
|
2763
2722
|
def __init__(
|
|
2764
2723
|
self,
|
|
2765
|
-
rtype,
|
|
2766
|
-
publisher_id,
|
|
2767
|
-
instrument_id,
|
|
2768
|
-
ts_event,
|
|
2769
|
-
open,
|
|
2770
|
-
high,
|
|
2771
|
-
low,
|
|
2772
|
-
close,
|
|
2773
|
-
volume,
|
|
2724
|
+
rtype: int,
|
|
2725
|
+
publisher_id: int,
|
|
2726
|
+
instrument_id: int,
|
|
2727
|
+
ts_event: int,
|
|
2728
|
+
open: int,
|
|
2729
|
+
high: int,
|
|
2730
|
+
low: int,
|
|
2731
|
+
close: int,
|
|
2732
|
+
volume: int,
|
|
2774
2733
|
) -> None: ...
|
|
2775
2734
|
@property
|
|
2776
2735
|
def pretty_open(self) -> float:
|
|
@@ -2923,16 +2882,16 @@ class StatusMsg(Record):
|
|
|
2923
2882
|
|
|
2924
2883
|
def __init__(
|
|
2925
2884
|
self,
|
|
2926
|
-
publisher_id,
|
|
2927
|
-
instrument_id,
|
|
2928
|
-
ts_event,
|
|
2929
|
-
ts_recv,
|
|
2930
|
-
action=None,
|
|
2931
|
-
reason=None,
|
|
2932
|
-
trading_event=None,
|
|
2933
|
-
is_trading=None,
|
|
2934
|
-
is_quoting=None,
|
|
2935
|
-
is_short_sell_restricted=None,
|
|
2885
|
+
publisher_id: int,
|
|
2886
|
+
instrument_id: int,
|
|
2887
|
+
ts_event: int,
|
|
2888
|
+
ts_recv: int,
|
|
2889
|
+
action: StatusAction | None = None,
|
|
2890
|
+
reason: StatusReason | None = None,
|
|
2891
|
+
trading_event: TradingEvent | None = None,
|
|
2892
|
+
is_trading: TriState | None = None,
|
|
2893
|
+
is_quoting: TriState | None = None,
|
|
2894
|
+
is_short_sell_restricted: TriState | None = None,
|
|
2936
2895
|
) -> None: ...
|
|
2937
2896
|
@property
|
|
2938
2897
|
def pretty_ts_recv(self) -> dt.datetime | None:
|
|
@@ -3034,78 +2993,78 @@ class InstrumentDefMsg(Record):
|
|
|
3034
2993
|
|
|
3035
2994
|
def __init__(
|
|
3036
2995
|
self,
|
|
3037
|
-
publisher_id,
|
|
3038
|
-
instrument_id,
|
|
3039
|
-
ts_event,
|
|
3040
|
-
ts_recv,
|
|
3041
|
-
min_price_increment,
|
|
3042
|
-
display_factor,
|
|
3043
|
-
raw_symbol,
|
|
3044
|
-
asset,
|
|
3045
|
-
security_type,
|
|
3046
|
-
instrument_class,
|
|
3047
|
-
security_update_action,
|
|
3048
|
-
expiration=UNDEF_TIMESTAMP,
|
|
3049
|
-
activation=UNDEF_TIMESTAMP,
|
|
3050
|
-
high_limit_price=UNDEF_PRICE,
|
|
3051
|
-
low_limit_price=UNDEF_PRICE,
|
|
3052
|
-
max_price_variation=UNDEF_PRICE,
|
|
3053
|
-
unit_of_measure_qty=UNDEF_PRICE,
|
|
3054
|
-
min_price_increment_amount=UNDEF_PRICE,
|
|
3055
|
-
price_ratio=UNDEF_PRICE,
|
|
3056
|
-
strike_price=UNDEF_PRICE,
|
|
3057
|
-
raw_instrument_id=0,
|
|
3058
|
-
leg_price=UNDEF_PRICE,
|
|
3059
|
-
leg_delta=UNDEF_PRICE,
|
|
3060
|
-
inst_attrib_value=0,
|
|
3061
|
-
underlying_id=0,
|
|
3062
|
-
market_depth_implied=None,
|
|
3063
|
-
market_depth=None,
|
|
3064
|
-
market_segment_id=None,
|
|
3065
|
-
max_trade_vol=None,
|
|
3066
|
-
min_lot_size=None,
|
|
3067
|
-
min_lot_size_block=None,
|
|
3068
|
-
min_lot_size_round_lot=None,
|
|
3069
|
-
min_trade_vol=None,
|
|
3070
|
-
contract_multiplier=None,
|
|
3071
|
-
decay_quantity=None,
|
|
3072
|
-
original_contract_size=None,
|
|
3073
|
-
leg_instrument_id=0,
|
|
3074
|
-
leg_ratio_price_numerator=0,
|
|
3075
|
-
leg_ratio_price_denominator=0,
|
|
3076
|
-
leg_ratio_qty_numerator=0,
|
|
3077
|
-
leg_ratio_qty_denominator=0,
|
|
3078
|
-
leg_underlying_id=0,
|
|
3079
|
-
appl_id=None,
|
|
3080
|
-
maturity_year=None,
|
|
3081
|
-
decay_start_date=None,
|
|
3082
|
-
channel_id=0,
|
|
3083
|
-
leg_count=0,
|
|
3084
|
-
leg_index=0,
|
|
3085
|
-
currency="",
|
|
3086
|
-
settl_currency="",
|
|
3087
|
-
secsubtype="",
|
|
3088
|
-
group="",
|
|
3089
|
-
exchange="",
|
|
3090
|
-
cfi="",
|
|
3091
|
-
unit_of_measure="",
|
|
3092
|
-
underlying="",
|
|
3093
|
-
strike_price_currency="",
|
|
3094
|
-
leg_raw_symbol="",
|
|
3095
|
-
match_algorithm=None,
|
|
3096
|
-
main_fraction=None,
|
|
3097
|
-
price_display_format=None,
|
|
3098
|
-
sub_fraction=None,
|
|
3099
|
-
underlying_product=None,
|
|
3100
|
-
maturity_month=None,
|
|
3101
|
-
maturity_day=None,
|
|
3102
|
-
maturity_week=None,
|
|
3103
|
-
user_defined_instrument=None,
|
|
3104
|
-
contract_multiplier_unit=None,
|
|
3105
|
-
flow_schedule_type=None,
|
|
3106
|
-
tick_rule=None,
|
|
3107
|
-
leg_instrument_class=None,
|
|
3108
|
-
leg_side=None,
|
|
2996
|
+
publisher_id: int,
|
|
2997
|
+
instrument_id: int,
|
|
2998
|
+
ts_event: int,
|
|
2999
|
+
ts_recv: int,
|
|
3000
|
+
min_price_increment: int,
|
|
3001
|
+
display_factor: int,
|
|
3002
|
+
raw_symbol: str,
|
|
3003
|
+
asset: str,
|
|
3004
|
+
security_type: str,
|
|
3005
|
+
instrument_class: InstrumentClass,
|
|
3006
|
+
security_update_action: SecurityUpdateAction,
|
|
3007
|
+
expiration: int = UNDEF_TIMESTAMP,
|
|
3008
|
+
activation: int = UNDEF_TIMESTAMP,
|
|
3009
|
+
high_limit_price: int = UNDEF_PRICE,
|
|
3010
|
+
low_limit_price: int = UNDEF_PRICE,
|
|
3011
|
+
max_price_variation: int = UNDEF_PRICE,
|
|
3012
|
+
unit_of_measure_qty: int = UNDEF_PRICE,
|
|
3013
|
+
min_price_increment_amount: int = UNDEF_PRICE,
|
|
3014
|
+
price_ratio: int = UNDEF_PRICE,
|
|
3015
|
+
strike_price: int = UNDEF_PRICE,
|
|
3016
|
+
raw_instrument_id: int = 0,
|
|
3017
|
+
leg_price: int = UNDEF_PRICE,
|
|
3018
|
+
leg_delta: int = UNDEF_PRICE,
|
|
3019
|
+
inst_attrib_value: int = 0,
|
|
3020
|
+
underlying_id: int = 0,
|
|
3021
|
+
market_depth_implied: int | None = None,
|
|
3022
|
+
market_depth: int | None = None,
|
|
3023
|
+
market_segment_id: int | None = None,
|
|
3024
|
+
max_trade_vol: int | None = None,
|
|
3025
|
+
min_lot_size: int | None = None,
|
|
3026
|
+
min_lot_size_block: int | None = None,
|
|
3027
|
+
min_lot_size_round_lot: int | None = None,
|
|
3028
|
+
min_trade_vol: int | None = None,
|
|
3029
|
+
contract_multiplier: int | None = None,
|
|
3030
|
+
decay_quantity: int | None = None,
|
|
3031
|
+
original_contract_size: int | None = None,
|
|
3032
|
+
leg_instrument_id: int = 0,
|
|
3033
|
+
leg_ratio_price_numerator: int = 0,
|
|
3034
|
+
leg_ratio_price_denominator: int = 0,
|
|
3035
|
+
leg_ratio_qty_numerator: int = 0,
|
|
3036
|
+
leg_ratio_qty_denominator: int = 0,
|
|
3037
|
+
leg_underlying_id: int = 0,
|
|
3038
|
+
appl_id: int | None = None,
|
|
3039
|
+
maturity_year: int | None = None,
|
|
3040
|
+
decay_start_date: int | None = None,
|
|
3041
|
+
channel_id: int = 0,
|
|
3042
|
+
leg_count: int = 0,
|
|
3043
|
+
leg_index: int = 0,
|
|
3044
|
+
currency: str = "",
|
|
3045
|
+
settl_currency: str = "",
|
|
3046
|
+
secsubtype: str = "",
|
|
3047
|
+
group: str = "",
|
|
3048
|
+
exchange: str = "",
|
|
3049
|
+
cfi: str = "",
|
|
3050
|
+
unit_of_measure: str = "",
|
|
3051
|
+
underlying: str = "",
|
|
3052
|
+
strike_price_currency: str = "",
|
|
3053
|
+
leg_raw_symbol: str = "",
|
|
3054
|
+
match_algorithm: MatchAlgorithm | None = None,
|
|
3055
|
+
main_fraction: int | None = None,
|
|
3056
|
+
price_display_format: int | None = None,
|
|
3057
|
+
sub_fraction: int | None = None,
|
|
3058
|
+
underlying_product: int | None = None,
|
|
3059
|
+
maturity_month: int | None = None,
|
|
3060
|
+
maturity_day: int | None = None,
|
|
3061
|
+
maturity_week: int | None = None,
|
|
3062
|
+
user_defined_instrument: UserDefinedInstrument | None = None,
|
|
3063
|
+
contract_multiplier_unit: int | None = None,
|
|
3064
|
+
flow_schedule_type: int | None = None,
|
|
3065
|
+
tick_rule: int | None = None,
|
|
3066
|
+
leg_instrument_class: InstrumentClass | None = None,
|
|
3067
|
+
leg_side: Side | None = None,
|
|
3109
3068
|
) -> None: ...
|
|
3110
3069
|
@property
|
|
3111
3070
|
def pretty_ts_recv(self) -> dt.datetime | None:
|
|
@@ -4166,29 +4125,29 @@ class ImbalanceMsg(Record):
|
|
|
4166
4125
|
|
|
4167
4126
|
def __init__(
|
|
4168
4127
|
self,
|
|
4169
|
-
publisher_id,
|
|
4170
|
-
instrument_id,
|
|
4171
|
-
ts_event,
|
|
4172
|
-
ts_recv,
|
|
4173
|
-
ref_price,
|
|
4174
|
-
auction_time,
|
|
4175
|
-
cont_book_clr_price,
|
|
4176
|
-
auct_interest_clr_price,
|
|
4177
|
-
paired_qty,
|
|
4178
|
-
total_imbalance_qty,
|
|
4179
|
-
auction_type,
|
|
4180
|
-
side,
|
|
4181
|
-
significant_imbalance,
|
|
4182
|
-
ssr_filling_price=UNDEF_PRICE,
|
|
4183
|
-
ind_match_price=UNDEF_PRICE,
|
|
4184
|
-
upper_collar=UNDEF_PRICE,
|
|
4185
|
-
lower_collar=UNDEF_PRICE,
|
|
4186
|
-
market_imbalance_qty=UNDEF_ORDER_SIZE,
|
|
4187
|
-
unpaired_qty=UNDEF_ORDER_SIZE,
|
|
4188
|
-
auction_status=0,
|
|
4189
|
-
freeze_status=0,
|
|
4190
|
-
num_extensions=0,
|
|
4191
|
-
unpaired_side=None,
|
|
4128
|
+
publisher_id: int,
|
|
4129
|
+
instrument_id: int,
|
|
4130
|
+
ts_event: int,
|
|
4131
|
+
ts_recv: int,
|
|
4132
|
+
ref_price: int,
|
|
4133
|
+
auction_time: int,
|
|
4134
|
+
cont_book_clr_price: int,
|
|
4135
|
+
auct_interest_clr_price: int,
|
|
4136
|
+
paired_qty: int,
|
|
4137
|
+
total_imbalance_qty: int,
|
|
4138
|
+
auction_type: str,
|
|
4139
|
+
side: Side,
|
|
4140
|
+
significant_imbalance: str,
|
|
4141
|
+
ssr_filling_price: int = UNDEF_PRICE,
|
|
4142
|
+
ind_match_price: int = UNDEF_PRICE,
|
|
4143
|
+
upper_collar: int = UNDEF_PRICE,
|
|
4144
|
+
lower_collar: int = UNDEF_PRICE,
|
|
4145
|
+
market_imbalance_qty: int = UNDEF_ORDER_SIZE,
|
|
4146
|
+
unpaired_qty: int = UNDEF_ORDER_SIZE,
|
|
4147
|
+
auction_status: int = 0,
|
|
4148
|
+
freeze_status: int = 0,
|
|
4149
|
+
num_extensions: int = 0,
|
|
4150
|
+
unpaired_side: Side | None = None,
|
|
4192
4151
|
) -> None: ...
|
|
4193
4152
|
@property
|
|
4194
4153
|
def pretty_ts_recv(self) -> dt.datetime | None:
|
|
@@ -4590,19 +4549,19 @@ class StatMsg(Record):
|
|
|
4590
4549
|
|
|
4591
4550
|
def __init__(
|
|
4592
4551
|
self,
|
|
4593
|
-
publisher_id,
|
|
4594
|
-
instrument_id,
|
|
4595
|
-
ts_event,
|
|
4596
|
-
ts_recv,
|
|
4597
|
-
ts_ref,
|
|
4598
|
-
price,
|
|
4599
|
-
quantity,
|
|
4600
|
-
stat_type,
|
|
4601
|
-
sequence=0,
|
|
4602
|
-
ts_in_delta=0,
|
|
4603
|
-
channel_id=0,
|
|
4604
|
-
update_action=None,
|
|
4605
|
-
stat_flags=0,
|
|
4552
|
+
publisher_id: int,
|
|
4553
|
+
instrument_id: int,
|
|
4554
|
+
ts_event: int,
|
|
4555
|
+
ts_recv: int,
|
|
4556
|
+
ts_ref: int,
|
|
4557
|
+
price: int,
|
|
4558
|
+
quantity: int,
|
|
4559
|
+
stat_type: StatType,
|
|
4560
|
+
sequence: int = 0,
|
|
4561
|
+
ts_in_delta: int = 0,
|
|
4562
|
+
channel_id: int = 0,
|
|
4563
|
+
update_action: StatUpdateAction | None = None,
|
|
4564
|
+
stat_flags: int = 0,
|
|
4606
4565
|
) -> None: ...
|
|
4607
4566
|
@property
|
|
4608
4567
|
def pretty_ts_recv(self) -> dt.datetime | None:
|
|
@@ -4777,13 +4736,7 @@ class ErrorMsg(Record):
|
|
|
4777
4736
|
"""
|
|
4778
4737
|
|
|
4779
4738
|
def __init__(
|
|
4780
|
-
self,
|
|
4781
|
-
publisher_id,
|
|
4782
|
-
instrument_id,
|
|
4783
|
-
ts_event,
|
|
4784
|
-
err,
|
|
4785
|
-
code,
|
|
4786
|
-
is_last,
|
|
4739
|
+
self, ts_event: int, err: str, is_last: bool = True, code: ErrorCode | None = None
|
|
4787
4740
|
) -> None: ...
|
|
4788
4741
|
@property
|
|
4789
4742
|
def err(self) -> str:
|
|
@@ -4828,15 +4781,15 @@ class SymbolMappingMsg(Record):
|
|
|
4828
4781
|
|
|
4829
4782
|
def __init__(
|
|
4830
4783
|
self,
|
|
4831
|
-
publisher_id,
|
|
4832
|
-
instrument_id,
|
|
4833
|
-
ts_event,
|
|
4834
|
-
stype_in,
|
|
4835
|
-
stype_in_symbol,
|
|
4836
|
-
stype_out,
|
|
4837
|
-
stype_out_symbol,
|
|
4838
|
-
start_ts,
|
|
4839
|
-
end_ts,
|
|
4784
|
+
publisher_id: int,
|
|
4785
|
+
instrument_id: int,
|
|
4786
|
+
ts_event: int,
|
|
4787
|
+
stype_in: SType,
|
|
4788
|
+
stype_in_symbol: str,
|
|
4789
|
+
stype_out: SType,
|
|
4790
|
+
stype_out_symbol: str,
|
|
4791
|
+
start_ts: int,
|
|
4792
|
+
end_ts: int,
|
|
4840
4793
|
) -> None: ...
|
|
4841
4794
|
@property
|
|
4842
4795
|
def stype_in(self) -> SType:
|
|
@@ -4937,14 +4890,7 @@ class SystemMsg(Record):
|
|
|
4937
4890
|
|
|
4938
4891
|
"""
|
|
4939
4892
|
|
|
4940
|
-
def __init__(
|
|
4941
|
-
self,
|
|
4942
|
-
publisher_id,
|
|
4943
|
-
instrument_id,
|
|
4944
|
-
ts_event,
|
|
4945
|
-
msg,
|
|
4946
|
-
code,
|
|
4947
|
-
) -> None: ...
|
|
4893
|
+
def __init__(self, ts_event: int, msg: str, code: SystemCode | None = None) -> None: ...
|
|
4948
4894
|
def is_heartbeat(self) -> bool:
|
|
4949
4895
|
"""
|
|
4950
4896
|
Return `true` if this message is a heartbeat, used to indicate the connection
|
|
@@ -4984,13 +4930,7 @@ class ErrorMsgV1(Record):
|
|
|
4984
4930
|
|
|
4985
4931
|
"""
|
|
4986
4932
|
|
|
4987
|
-
def __init__(
|
|
4988
|
-
self,
|
|
4989
|
-
publisher_id,
|
|
4990
|
-
instrument_id,
|
|
4991
|
-
ts_event,
|
|
4992
|
-
err,
|
|
4993
|
-
) -> None: ...
|
|
4933
|
+
def __init__(self, ts_event: int, err: str) -> None: ...
|
|
4994
4934
|
@property
|
|
4995
4935
|
def err(self) -> str:
|
|
4996
4936
|
"""
|
|
@@ -5010,69 +4950,69 @@ class InstrumentDefMsgV1(Record):
|
|
|
5010
4950
|
|
|
5011
4951
|
def __init__(
|
|
5012
4952
|
self,
|
|
5013
|
-
publisher_id,
|
|
5014
|
-
instrument_id,
|
|
5015
|
-
ts_event,
|
|
5016
|
-
ts_recv,
|
|
5017
|
-
min_price_increment,
|
|
5018
|
-
display_factor,
|
|
5019
|
-
expiration,
|
|
5020
|
-
activation,
|
|
5021
|
-
high_limit_price,
|
|
5022
|
-
low_limit_price,
|
|
5023
|
-
max_price_variation,
|
|
5024
|
-
trading_reference_price,
|
|
5025
|
-
unit_of_measure_qty,
|
|
5026
|
-
min_price_increment_amount,
|
|
5027
|
-
price_ratio,
|
|
5028
|
-
inst_attrib_value,
|
|
5029
|
-
underlying_id,
|
|
5030
|
-
raw_instrument_id,
|
|
5031
|
-
market_depth_implied,
|
|
5032
|
-
market_depth,
|
|
5033
|
-
market_segment_id,
|
|
5034
|
-
max_trade_vol,
|
|
5035
|
-
min_lot_size,
|
|
5036
|
-
min_lot_size_block,
|
|
5037
|
-
min_lot_size_round_lot,
|
|
5038
|
-
min_trade_vol,
|
|
5039
|
-
contract_multiplier,
|
|
5040
|
-
decay_quantity,
|
|
5041
|
-
original_contract_size,
|
|
5042
|
-
trading_reference_date,
|
|
5043
|
-
appl_id,
|
|
5044
|
-
maturity_year,
|
|
5045
|
-
decay_start_date,
|
|
5046
|
-
channel_id,
|
|
5047
|
-
currency,
|
|
5048
|
-
settl_currency,
|
|
5049
|
-
secsubtype,
|
|
5050
|
-
raw_symbol,
|
|
5051
|
-
group,
|
|
5052
|
-
exchange,
|
|
5053
|
-
asset,
|
|
5054
|
-
cfi,
|
|
5055
|
-
security_type,
|
|
5056
|
-
unit_of_measure,
|
|
5057
|
-
underlying,
|
|
5058
|
-
strike_price_currency,
|
|
5059
|
-
instrument_class,
|
|
5060
|
-
strike_price,
|
|
5061
|
-
match_algorithm,
|
|
5062
|
-
md_security_trading_status,
|
|
5063
|
-
main_fraction,
|
|
5064
|
-
price_display_format,
|
|
5065
|
-
settl_price_type,
|
|
5066
|
-
sub_fraction,
|
|
5067
|
-
underlying_product,
|
|
5068
|
-
security_update_action,
|
|
5069
|
-
maturity_month,
|
|
5070
|
-
maturity_day,
|
|
5071
|
-
maturity_week,
|
|
5072
|
-
user_defined_instrument,
|
|
5073
|
-
contract_multiplier_unit,
|
|
5074
|
-
flow_schedule_type,
|
|
5075
|
-
tick_rule,
|
|
4953
|
+
publisher_id: int,
|
|
4954
|
+
instrument_id: int,
|
|
4955
|
+
ts_event: int,
|
|
4956
|
+
ts_recv: int,
|
|
4957
|
+
min_price_increment: int,
|
|
4958
|
+
display_factor: int,
|
|
4959
|
+
expiration: int,
|
|
4960
|
+
activation: int,
|
|
4961
|
+
high_limit_price: int,
|
|
4962
|
+
low_limit_price: int,
|
|
4963
|
+
max_price_variation: int,
|
|
4964
|
+
trading_reference_price: int,
|
|
4965
|
+
unit_of_measure_qty: int,
|
|
4966
|
+
min_price_increment_amount: int,
|
|
4967
|
+
price_ratio: int,
|
|
4968
|
+
inst_attrib_value: int,
|
|
4969
|
+
underlying_id: int,
|
|
4970
|
+
raw_instrument_id: int,
|
|
4971
|
+
market_depth_implied: int,
|
|
4972
|
+
market_depth: int,
|
|
4973
|
+
market_segment_id: int,
|
|
4974
|
+
max_trade_vol: int,
|
|
4975
|
+
min_lot_size: int,
|
|
4976
|
+
min_lot_size_block: int,
|
|
4977
|
+
min_lot_size_round_lot: int,
|
|
4978
|
+
min_trade_vol: int,
|
|
4979
|
+
contract_multiplier: int,
|
|
4980
|
+
decay_quantity: int,
|
|
4981
|
+
original_contract_size: int,
|
|
4982
|
+
trading_reference_date: int,
|
|
4983
|
+
appl_id: int,
|
|
4984
|
+
maturity_year: int,
|
|
4985
|
+
decay_start_date: int,
|
|
4986
|
+
channel_id: int,
|
|
4987
|
+
currency: str,
|
|
4988
|
+
settl_currency: str,
|
|
4989
|
+
secsubtype: str,
|
|
4990
|
+
raw_symbol: str,
|
|
4991
|
+
group: str,
|
|
4992
|
+
exchange: str,
|
|
4993
|
+
asset: str,
|
|
4994
|
+
cfi: str,
|
|
4995
|
+
security_type: str,
|
|
4996
|
+
unit_of_measure: str,
|
|
4997
|
+
underlying: str,
|
|
4998
|
+
strike_price_currency: str,
|
|
4999
|
+
instrument_class: InstrumentClass,
|
|
5000
|
+
strike_price: int,
|
|
5001
|
+
match_algorithm: MatchAlgorithm,
|
|
5002
|
+
md_security_trading_status: int,
|
|
5003
|
+
main_fraction: int,
|
|
5004
|
+
price_display_format: int,
|
|
5005
|
+
settl_price_type: int,
|
|
5006
|
+
sub_fraction: int,
|
|
5007
|
+
underlying_product: int,
|
|
5008
|
+
security_update_action: SecurityUpdateAction,
|
|
5009
|
+
maturity_month: int,
|
|
5010
|
+
maturity_day: int,
|
|
5011
|
+
maturity_week: int,
|
|
5012
|
+
user_defined_instrument: UserDefinedInstrument,
|
|
5013
|
+
contract_multiplier_unit: int,
|
|
5014
|
+
flow_schedule_type: int,
|
|
5015
|
+
tick_rule: int,
|
|
5076
5016
|
) -> None: ...
|
|
5077
5017
|
@property
|
|
5078
5018
|
def pretty_ts_recv(self) -> dt.datetime | None:
|
|
@@ -6015,19 +5955,19 @@ class StatMsgV1(Record):
|
|
|
6015
5955
|
|
|
6016
5956
|
def __init__(
|
|
6017
5957
|
self,
|
|
6018
|
-
publisher_id,
|
|
6019
|
-
instrument_id,
|
|
6020
|
-
ts_event,
|
|
6021
|
-
ts_recv,
|
|
6022
|
-
ts_ref,
|
|
6023
|
-
price,
|
|
6024
|
-
quantity,
|
|
6025
|
-
stat_type,
|
|
6026
|
-
sequence=0,
|
|
6027
|
-
ts_in_delta=0,
|
|
6028
|
-
channel_id=0,
|
|
6029
|
-
update_action=None,
|
|
6030
|
-
stat_flags=0,
|
|
5958
|
+
publisher_id: int,
|
|
5959
|
+
instrument_id: int,
|
|
5960
|
+
ts_event: int,
|
|
5961
|
+
ts_recv: int,
|
|
5962
|
+
ts_ref: int,
|
|
5963
|
+
price: int,
|
|
5964
|
+
quantity: int,
|
|
5965
|
+
stat_type: StatType,
|
|
5966
|
+
sequence: int = 0,
|
|
5967
|
+
ts_in_delta: int = 0,
|
|
5968
|
+
channel_id: int = 0,
|
|
5969
|
+
update_action: StatUpdateAction | None = None,
|
|
5970
|
+
stat_flags: int = 0,
|
|
6031
5971
|
) -> None: ...
|
|
6032
5972
|
@property
|
|
6033
5973
|
def pretty_ts_recv(self) -> dt.datetime | None:
|
|
@@ -6203,13 +6143,13 @@ class SymbolMappingMsgV1(Record):
|
|
|
6203
6143
|
|
|
6204
6144
|
def __init__(
|
|
6205
6145
|
self,
|
|
6206
|
-
publisher_id,
|
|
6207
|
-
instrument_id,
|
|
6208
|
-
ts_event,
|
|
6209
|
-
stype_in_symbol,
|
|
6210
|
-
stype_out_symbol,
|
|
6211
|
-
start_ts,
|
|
6212
|
-
end_ts,
|
|
6146
|
+
publisher_id: int,
|
|
6147
|
+
instrument_id: int,
|
|
6148
|
+
ts_event: int,
|
|
6149
|
+
stype_in_symbol: str,
|
|
6150
|
+
stype_out_symbol: str,
|
|
6151
|
+
start_ts: int,
|
|
6152
|
+
end_ts: int,
|
|
6213
6153
|
) -> None: ...
|
|
6214
6154
|
@property
|
|
6215
6155
|
def stype_in_symbol(self) -> str:
|
|
@@ -6288,13 +6228,7 @@ class SystemMsgV1(Record):
|
|
|
6288
6228
|
|
|
6289
6229
|
"""
|
|
6290
6230
|
|
|
6291
|
-
def __init__(
|
|
6292
|
-
self,
|
|
6293
|
-
publisher_id,
|
|
6294
|
-
instrument_id,
|
|
6295
|
-
ts_event,
|
|
6296
|
-
msg,
|
|
6297
|
-
) -> None: ...
|
|
6231
|
+
def __init__(self, ts_event: int, msg: str) -> None: ...
|
|
6298
6232
|
def is_heartbeat(self) -> bool:
|
|
6299
6233
|
"""
|
|
6300
6234
|
Return `true` if this message is a heartbeat, used to indicate the connection
|
|
@@ -6325,69 +6259,69 @@ class InstrumentDefMsgV2(Record):
|
|
|
6325
6259
|
|
|
6326
6260
|
def __init__(
|
|
6327
6261
|
self,
|
|
6328
|
-
publisher_id,
|
|
6329
|
-
instrument_id,
|
|
6330
|
-
ts_event,
|
|
6331
|
-
ts_recv,
|
|
6332
|
-
min_price_increment,
|
|
6333
|
-
display_factor,
|
|
6334
|
-
expiration,
|
|
6335
|
-
activation,
|
|
6336
|
-
high_limit_price,
|
|
6337
|
-
low_limit_price,
|
|
6338
|
-
max_price_variation,
|
|
6339
|
-
trading_reference_price,
|
|
6340
|
-
unit_of_measure_qty,
|
|
6341
|
-
min_price_increment_amount,
|
|
6342
|
-
price_ratio,
|
|
6343
|
-
strike_price,
|
|
6344
|
-
inst_attrib_value,
|
|
6345
|
-
underlying_id,
|
|
6346
|
-
raw_instrument_id,
|
|
6347
|
-
market_depth_implied,
|
|
6348
|
-
market_depth,
|
|
6349
|
-
market_segment_id,
|
|
6350
|
-
max_trade_vol,
|
|
6351
|
-
min_lot_size,
|
|
6352
|
-
min_lot_size_block,
|
|
6353
|
-
min_lot_size_round_lot,
|
|
6354
|
-
min_trade_vol,
|
|
6355
|
-
contract_multiplier,
|
|
6356
|
-
decay_quantity,
|
|
6357
|
-
original_contract_size,
|
|
6358
|
-
trading_reference_date,
|
|
6359
|
-
appl_id,
|
|
6360
|
-
maturity_year,
|
|
6361
|
-
decay_start_date,
|
|
6362
|
-
channel_id,
|
|
6363
|
-
currency,
|
|
6364
|
-
settl_currency,
|
|
6365
|
-
secsubtype,
|
|
6366
|
-
raw_symbol,
|
|
6367
|
-
group,
|
|
6368
|
-
exchange,
|
|
6369
|
-
asset,
|
|
6370
|
-
cfi,
|
|
6371
|
-
security_type,
|
|
6372
|
-
unit_of_measure,
|
|
6373
|
-
underlying,
|
|
6374
|
-
strike_price_currency,
|
|
6375
|
-
instrument_class,
|
|
6376
|
-
match_algorithm,
|
|
6377
|
-
md_security_trading_status,
|
|
6378
|
-
main_fraction,
|
|
6379
|
-
price_display_format,
|
|
6380
|
-
settl_price_type,
|
|
6381
|
-
sub_fraction,
|
|
6382
|
-
underlying_product,
|
|
6383
|
-
security_update_action,
|
|
6384
|
-
maturity_month,
|
|
6385
|
-
maturity_day,
|
|
6386
|
-
maturity_week,
|
|
6387
|
-
user_defined_instrument,
|
|
6388
|
-
contract_multiplier_unit,
|
|
6389
|
-
flow_schedule_type,
|
|
6390
|
-
tick_rule,
|
|
6262
|
+
publisher_id: int,
|
|
6263
|
+
instrument_id: int,
|
|
6264
|
+
ts_event: int,
|
|
6265
|
+
ts_recv: int,
|
|
6266
|
+
min_price_increment: int,
|
|
6267
|
+
display_factor: int,
|
|
6268
|
+
expiration: int,
|
|
6269
|
+
activation: int,
|
|
6270
|
+
high_limit_price: int,
|
|
6271
|
+
low_limit_price: int,
|
|
6272
|
+
max_price_variation: int,
|
|
6273
|
+
trading_reference_price: int,
|
|
6274
|
+
unit_of_measure_qty: int,
|
|
6275
|
+
min_price_increment_amount: int,
|
|
6276
|
+
price_ratio: int,
|
|
6277
|
+
strike_price: int,
|
|
6278
|
+
inst_attrib_value: int,
|
|
6279
|
+
underlying_id: int,
|
|
6280
|
+
raw_instrument_id: int,
|
|
6281
|
+
market_depth_implied: int,
|
|
6282
|
+
market_depth: int,
|
|
6283
|
+
market_segment_id: int,
|
|
6284
|
+
max_trade_vol: int,
|
|
6285
|
+
min_lot_size: int,
|
|
6286
|
+
min_lot_size_block: int,
|
|
6287
|
+
min_lot_size_round_lot: int,
|
|
6288
|
+
min_trade_vol: int,
|
|
6289
|
+
contract_multiplier: int,
|
|
6290
|
+
decay_quantity: int,
|
|
6291
|
+
original_contract_size: int,
|
|
6292
|
+
trading_reference_date: int,
|
|
6293
|
+
appl_id: int,
|
|
6294
|
+
maturity_year: int,
|
|
6295
|
+
decay_start_date: int,
|
|
6296
|
+
channel_id: int,
|
|
6297
|
+
currency: str,
|
|
6298
|
+
settl_currency: str,
|
|
6299
|
+
secsubtype: str,
|
|
6300
|
+
raw_symbol: str,
|
|
6301
|
+
group: str,
|
|
6302
|
+
exchange: str,
|
|
6303
|
+
asset: str,
|
|
6304
|
+
cfi: str,
|
|
6305
|
+
security_type: str,
|
|
6306
|
+
unit_of_measure: str,
|
|
6307
|
+
underlying: str,
|
|
6308
|
+
strike_price_currency: str,
|
|
6309
|
+
instrument_class: InstrumentClass,
|
|
6310
|
+
match_algorithm: MatchAlgorithm,
|
|
6311
|
+
md_security_trading_status: int,
|
|
6312
|
+
main_fraction: int,
|
|
6313
|
+
price_display_format: int,
|
|
6314
|
+
settl_price_type: int,
|
|
6315
|
+
sub_fraction: int,
|
|
6316
|
+
underlying_product: int,
|
|
6317
|
+
security_update_action: SecurityUpdateAction,
|
|
6318
|
+
maturity_month: int,
|
|
6319
|
+
maturity_day: int,
|
|
6320
|
+
maturity_week: int,
|
|
6321
|
+
user_defined_instrument: UserDefinedInstrument,
|
|
6322
|
+
contract_multiplier_unit: int,
|
|
6323
|
+
flow_schedule_type: int,
|
|
6324
|
+
tick_rule: int,
|
|
6391
6325
|
) -> None: ...
|
|
6392
6326
|
@property
|
|
6393
6327
|
def pretty_ts_recv(self) -> dt.datetime | None:
|
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
Metadata-Version: 2.4
|
|
2
2
|
Name: databento-dbn
|
|
3
|
-
Version: 0.
|
|
3
|
+
Version: 0.41.0
|
|
4
4
|
Classifier: Programming Language :: Rust
|
|
5
5
|
Classifier: Programming Language :: Python :: Implementation :: CPython
|
|
6
6
|
Summary: Python bindings for encoding and decoding Databento Binary Encoding (DBN)
|
|
@@ -1,10 +1,10 @@
|
|
|
1
|
-
databento_dbn-0.
|
|
2
|
-
databento_dbn-0.
|
|
1
|
+
databento_dbn-0.41.0.dist-info/METADATA,sha256=52BkLZOubLAIW1rkO_bK4kNT4i28NPqW92-_ahbhFs8,2111
|
|
2
|
+
databento_dbn-0.41.0.dist-info/WHEEL,sha256=DfU-bXnJK60cJceeC-xy2sa_ryw_ZpNrTnTQMSW4eNA,96
|
|
3
3
|
databento_dbn/__init__.py,sha256=u__7ZrT9051pRmM0mp2wq4w-hoKP-pGlawQZ8E3Q0To,1179
|
|
4
|
-
databento_dbn/_lib.cp313-win_amd64.pyd,sha256=
|
|
5
|
-
databento_dbn/_lib.pyi,sha256=
|
|
4
|
+
databento_dbn/_lib.cp313-win_amd64.pyd,sha256=Taq1V_Cno89arSSCd1MEtAS2g5N9i-WxJefVC7hpwJk,4179968
|
|
5
|
+
databento_dbn/_lib.pyi,sha256=M3m4Au4FzAKBOudjnnn_Got7lopfKpWGEqOMtpgFQd4,168479
|
|
6
6
|
databento_dbn/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
|
|
7
7
|
databento_dbn/v1.py,sha256=J4ivA_575uWlPeOp4pqdGY2Gi7WSRE4UYIIWC1QQuts,682
|
|
8
8
|
databento_dbn/v2.py,sha256=KfTrfuWkUazDDL3pJqPfSmxxun0neHPJLOIuoimwIVk,631
|
|
9
9
|
databento_dbn/v3.py,sha256=dNZ5OeR4_WaB0zEfkjcf6tHIlkKhJXGATal8_-pifu4,596
|
|
10
|
-
databento_dbn-0.
|
|
10
|
+
databento_dbn-0.41.0.dist-info/RECORD,,
|
|
File without changes
|