datahub_binary 0.7.10__cp312-cp312-win_amd64.whl → 0.7.11__cp312-cp312-win_amd64.whl

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (17) hide show
  1. datahub/protos/client_pb2.pyi +3906 -3844
  2. datahub/protos/common_pb2.pyi +604 -603
  3. datahub/protos/management_pb2.pyi +444 -443
  4. datahub/protos/position_pb2.pyi +416 -394
  5. datahub/protos/query_pb2.pyi +310 -309
  6. datahub/protos/quote_pb2.pyi +477 -458
  7. datahub/protos/signal_pb2.pyi +295 -289
  8. datahub/protos/strategy_pb2.pyi +615 -603
  9. datahub/protos/trade_pb2.pyi +921 -912
  10. datahub.cp312-win_amd64.pyd +0 -0
  11. datahub.pyi +4 -1
  12. {datahub_binary-0.7.10.dist-info → datahub_binary-0.7.11.dist-info}/METADATA +1 -1
  13. datahub_binary-0.7.11.dist-info/RECORD +16 -0
  14. datahub/protos/martrix_pb2.pyi +0 -24
  15. datahub_binary-0.7.10.dist-info/RECORD +0 -17
  16. {datahub_binary-0.7.10.dist-info → datahub_binary-0.7.11.dist-info}/WHEEL +0 -0
  17. {datahub_binary-0.7.10.dist-info → datahub_binary-0.7.11.dist-info}/top_level.txt +0 -0
datahub/protos/quote_pb2.pyi CHANGED
@@ -1,458 +1,477 @@
1
- from google.protobuf.internal import containers as _containers
2
- from google.protobuf import descriptor as _descriptor
3
- from google.protobuf import message as _message
4
- from typing import ClassVar as _ClassVar, Iterable as _Iterable, Mapping as _Mapping, Optional as _Optional, Union as _Union
5
-
6
- DESCRIPTOR: _descriptor.FileDescriptor
7
-
8
- class ETFQuoteSnapshot(_message.Message):
9
- __slots__ = ["ask_iopv", "bid_iopv", "constituent_nums", "currency_id", "down_limit_nums", "etf_ask_premium_rate", "etf_ask_price", "etf_bid_premium_rate", "etf_bid_price", "etf_deviation", "etf_last_price", "etf_pct_change", "etf_pre_close_price", "etf_premium_rate", "index_deviation", "index_last_price", "index_pct_change", "index_pre_close_price", "instrument_id", "iopv", "iopv_pct_change", "last_timestamp", "market", "md_date", "md_time", "msg_sequence", "msg_type", "node_name", "node_type", "pre_close_iopv", "security_id", "security_type", "signal_id", "suspension_nums", "symbol", "up_limit_nums"]
10
- ASK_IOPV_FIELD_NUMBER: _ClassVar[int]
11
- BID_IOPV_FIELD_NUMBER: _ClassVar[int]
12
- CONSTITUENT_NUMS_FIELD_NUMBER: _ClassVar[int]
13
- CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
14
- DOWN_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
15
- ETF_ASK_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
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- ETF_ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
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- ETF_BID_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
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- ETF_BID_PRICE_FIELD_NUMBER: _ClassVar[int]
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- ETF_DEVIATION_FIELD_NUMBER: _ClassVar[int]
20
- ETF_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
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- ETF_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
22
- ETF_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
23
- ETF_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
24
- INDEX_DEVIATION_FIELD_NUMBER: _ClassVar[int]
25
- INDEX_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
26
- INDEX_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
27
- INDEX_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
28
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
29
- IOPV_FIELD_NUMBER: _ClassVar[int]
30
- IOPV_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
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- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
32
- MARKET_FIELD_NUMBER: _ClassVar[int]
33
- MD_DATE_FIELD_NUMBER: _ClassVar[int]
34
- MD_TIME_FIELD_NUMBER: _ClassVar[int]
35
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
36
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
37
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
38
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
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- PRE_CLOSE_IOPV_FIELD_NUMBER: _ClassVar[int]
40
- SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
41
- SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
42
- SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
43
- SUSPENSION_NUMS_FIELD_NUMBER: _ClassVar[int]
44
- SYMBOL_FIELD_NUMBER: _ClassVar[int]
45
- UP_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
46
- ask_iopv: int
47
- bid_iopv: int
48
- constituent_nums: int
49
- currency_id: str
50
- down_limit_nums: int
51
- etf_ask_premium_rate: float
52
- etf_ask_price: int
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- etf_bid_premium_rate: float
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- etf_bid_price: int
55
- etf_deviation: float
56
- etf_last_price: int
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- etf_pct_change: float
58
- etf_pre_close_price: int
59
- etf_premium_rate: float
60
- index_deviation: float
61
- index_last_price: int
62
- index_pct_change: float
63
- index_pre_close_price: int
64
- instrument_id: str
65
- iopv: int
66
- iopv_pct_change: float
67
- last_timestamp: int
68
- market: str
69
- md_date: int
70
- md_time: int
71
- msg_sequence: int
72
- msg_type: int
73
- node_name: str
74
- node_type: int
75
- pre_close_iopv: int
76
- security_id: str
77
- security_type: str
78
- signal_id: int
79
- suspension_nums: int
80
- symbol: str
81
- up_limit_nums: int
82
- def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., currency_id: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., constituent_nums: _Optional[int] = ..., suspension_nums: _Optional[int] = ..., up_limit_nums: _Optional[int] = ..., down_limit_nums: _Optional[int] = ..., bid_iopv: _Optional[int] = ..., ask_iopv: _Optional[int] = ..., iopv: _Optional[int] = ..., pre_close_iopv: _Optional[int] = ..., iopv_pct_change: _Optional[float] = ..., etf_last_price: _Optional[int] = ..., etf_bid_price: _Optional[int] = ..., etf_ask_price: _Optional[int] = ..., etf_pre_close_price: _Optional[int] = ..., etf_pct_change: _Optional[float] = ..., index_last_price: _Optional[int] = ..., index_pre_close_price: _Optional[int] = ..., index_pct_change: _Optional[float] = ..., index_deviation: _Optional[float] = ..., etf_deviation: _Optional[float] = ..., etf_bid_premium_rate: _Optional[float] = ..., etf_ask_premium_rate: _Optional[float] = ..., etf_premium_rate: _Optional[float] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., signal_id: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ...) -> None: ...
83
-
84
- class ETFQuoteTick(_message.Message):
85
- __slots__ = ["ask_iopv", "bid_iopv", "constituent_nums", "down_limit_nums", "etf_ask_price", "etf_bid_price", "etf_last_price", "etf_pct_change", "etf_pre_close_price", "etf_premium_rate", "instrument_id", "iopv", "last_timestamp", "market", "md_date", "md_time", "msg_sequence", "msg_type", "node_name", "node_type", "security_id", "security_type", "signal_id", "suspension_nums", "symbol", "up_limit_nums"]
86
- ASK_IOPV_FIELD_NUMBER: _ClassVar[int]
87
- BID_IOPV_FIELD_NUMBER: _ClassVar[int]
88
- CONSTITUENT_NUMS_FIELD_NUMBER: _ClassVar[int]
89
- DOWN_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
90
- ETF_ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
91
- ETF_BID_PRICE_FIELD_NUMBER: _ClassVar[int]
92
- ETF_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
93
- ETF_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
94
- ETF_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
95
- ETF_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
96
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
97
- IOPV_FIELD_NUMBER: _ClassVar[int]
98
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
99
- MARKET_FIELD_NUMBER: _ClassVar[int]
100
- MD_DATE_FIELD_NUMBER: _ClassVar[int]
101
- MD_TIME_FIELD_NUMBER: _ClassVar[int]
102
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
103
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
104
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
105
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
106
- SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
107
- SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
108
- SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
109
- SUSPENSION_NUMS_FIELD_NUMBER: _ClassVar[int]
110
- SYMBOL_FIELD_NUMBER: _ClassVar[int]
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- UP_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
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- ask_iopv: int
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- bid_iopv: int
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- constituent_nums: int
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- down_limit_nums: int
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- etf_ask_price: int
117
- etf_bid_price: int
118
- etf_last_price: int
119
- etf_pct_change: float
120
- etf_pre_close_price: int
121
- etf_premium_rate: float
122
- instrument_id: str
123
- iopv: int
124
- last_timestamp: int
125
- market: str
126
- md_date: int
127
- md_time: int
128
- msg_sequence: int
129
- msg_type: int
130
- node_name: str
131
- node_type: int
132
- security_id: str
133
- security_type: str
134
- signal_id: int
135
- suspension_nums: int
136
- symbol: str
137
- up_limit_nums: int
138
- def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., constituent_nums: _Optional[int] = ..., suspension_nums: _Optional[int] = ..., up_limit_nums: _Optional[int] = ..., down_limit_nums: _Optional[int] = ..., iopv: _Optional[int] = ..., etf_premium_rate: _Optional[float] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., etf_last_price: _Optional[int] = ..., etf_bid_price: _Optional[int] = ..., etf_ask_price: _Optional[int] = ..., etf_pre_close_price: _Optional[int] = ..., etf_pct_change: _Optional[float] = ..., signal_id: _Optional[int] = ..., bid_iopv: _Optional[int] = ..., ask_iopv: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ...) -> None: ...
139
-
140
- class FXSnapshot(_message.Message):
141
- __slots__ = ["currency_id", "fx_market", "fx_rate", "last_timestamp", "md_date", "md_time", "msg_sequence", "msg_type", "node_name", "node_type", "opposite_currency_id"]
142
- CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
143
- FX_MARKET_FIELD_NUMBER: _ClassVar[int]
144
- FX_RATE_FIELD_NUMBER: _ClassVar[int]
145
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
146
- MD_DATE_FIELD_NUMBER: _ClassVar[int]
147
- MD_TIME_FIELD_NUMBER: _ClassVar[int]
148
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
149
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
150
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
151
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
152
- OPPOSITE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
153
- currency_id: str
154
- fx_market: str
155
- fx_rate: float
156
- last_timestamp: int
157
- md_date: int
158
- md_time: int
159
- msg_sequence: int
160
- msg_type: int
161
- node_name: str
162
- node_type: int
163
- opposite_currency_id: str
164
- def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., currency_id: _Optional[str] = ..., opposite_currency_id: _Optional[str] = ..., fx_market: _Optional[str] = ..., fx_rate: _Optional[float] = ...) -> None: ...
165
-
166
- class MDOrder(_message.Message):
167
- __slots__ = ["biz_index", "bs_flag", "channel_id", "instrument_id", "last_timestamp", "market", "md_date", "md_time", "msg_sequence", "msg_type", "node_name", "node_type", "order_id", "order_price", "order_qty", "order_type", "security_id", "security_type", "status"]
168
- BIZ_INDEX_FIELD_NUMBER: _ClassVar[int]
169
- BS_FLAG_FIELD_NUMBER: _ClassVar[int]
170
- CHANNEL_ID_FIELD_NUMBER: _ClassVar[int]
171
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
172
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
173
- MARKET_FIELD_NUMBER: _ClassVar[int]
174
- MD_DATE_FIELD_NUMBER: _ClassVar[int]
175
- MD_TIME_FIELD_NUMBER: _ClassVar[int]
176
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
177
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
178
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
179
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
180
- ORDER_ID_FIELD_NUMBER: _ClassVar[int]
181
- ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
182
- ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
183
- ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
184
- SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
185
- SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
186
- STATUS_FIELD_NUMBER: _ClassVar[int]
187
- biz_index: int
188
- bs_flag: str
189
- channel_id: int
190
- instrument_id: str
191
- last_timestamp: int
192
- market: str
193
- md_date: int
194
- md_time: int
195
- msg_sequence: int
196
- msg_type: int
197
- node_name: str
198
- node_type: int
199
- order_id: int
200
- order_price: int
201
- order_qty: int
202
- order_type: str
203
- security_id: str
204
- security_type: str
205
- status: int
206
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., security_type: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., order_id: _Optional[int] = ..., bs_flag: _Optional[str] = ..., order_price: _Optional[int] = ..., order_qty: _Optional[int] = ..., order_type: _Optional[str] = ..., channel_id: _Optional[int] = ..., biz_index: _Optional[int] = ..., status: _Optional[int] = ...) -> None: ...
207
-
208
- class MDSnapshot(_message.Message):
209
- __slots__ = ["close_price", "depth_quote", "down_limit", "high_price", "instrument_id", "iopv", "last_price", "last_timestamp", "low_price", "market", "md_date", "md_time", "md_type", "msg_sequence", "msg_type", "node_name", "node_type", "open_interest", "open_price", "phase_code", "pre_close_price", "security_id", "security_type", "signal_id", "signal_name", "signal_value", "status", "trade_nums", "turnover", "up_limit", "volume"]
210
- CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
211
- DEPTH_QUOTE_FIELD_NUMBER: _ClassVar[int]
212
- DOWN_LIMIT_FIELD_NUMBER: _ClassVar[int]
213
- HIGH_PRICE_FIELD_NUMBER: _ClassVar[int]
214
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
215
- IOPV_FIELD_NUMBER: _ClassVar[int]
216
- LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
217
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
218
- LOW_PRICE_FIELD_NUMBER: _ClassVar[int]
219
- MARKET_FIELD_NUMBER: _ClassVar[int]
220
- MD_DATE_FIELD_NUMBER: _ClassVar[int]
221
- MD_TIME_FIELD_NUMBER: _ClassVar[int]
222
- MD_TYPE_FIELD_NUMBER: _ClassVar[int]
223
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
224
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
225
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
226
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
227
- OPEN_INTEREST_FIELD_NUMBER: _ClassVar[int]
228
- OPEN_PRICE_FIELD_NUMBER: _ClassVar[int]
229
- PHASE_CODE_FIELD_NUMBER: _ClassVar[int]
230
- PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
231
- SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
232
- SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
233
- SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
234
- SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
235
- SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
236
- STATUS_FIELD_NUMBER: _ClassVar[int]
237
- TRADE_NUMS_FIELD_NUMBER: _ClassVar[int]
238
- TURNOVER_FIELD_NUMBER: _ClassVar[int]
239
- UP_LIMIT_FIELD_NUMBER: _ClassVar[int]
240
- VOLUME_FIELD_NUMBER: _ClassVar[int]
241
- close_price: int
242
- depth_quote: _containers.RepeatedCompositeFieldContainer[QuoteLevelData]
243
- down_limit: int
244
- high_price: int
245
- instrument_id: str
246
- iopv: int
247
- last_price: int
248
- last_timestamp: int
249
- low_price: int
250
- market: str
251
- md_date: int
252
- md_time: int
253
- md_type: int
254
- msg_sequence: int
255
- msg_type: int
256
- node_name: str
257
- node_type: int
258
- open_interest: int
259
- open_price: int
260
- phase_code: int
261
- pre_close_price: int
262
- security_id: str
263
- security_type: str
264
- signal_id: int
265
- signal_name: str
266
- signal_value: int
267
- status: int
268
- trade_nums: int
269
- turnover: int
270
- up_limit: int
271
- volume: int
272
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., security_type: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., md_type: _Optional[int] = ..., last_price: _Optional[int] = ..., volume: _Optional[int] = ..., turnover: _Optional[int] = ..., high_price: _Optional[int] = ..., low_price: _Optional[int] = ..., open_price: _Optional[int] = ..., close_price: _Optional[int] = ..., pre_close_price: _Optional[int] = ..., up_limit: _Optional[int] = ..., down_limit: _Optional[int] = ..., iopv: _Optional[int] = ..., open_interest: _Optional[int] = ..., trade_nums: _Optional[int] = ..., status: _Optional[int] = ..., phase_code: _Optional[int] = ..., signal_value: _Optional[int] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., depth_quote: _Optional[_Iterable[_Union[QuoteLevelData, _Mapping]]] = ...) -> None: ...
273
-
274
- class MDTransaction(_message.Message):
275
- __slots__ = ["ask_order_id", "bid_order_id", "biz_index", "bs_flag", "channel_id", "instrument_id", "last_timestamp", "market", "md_date", "md_time", "msg_sequence", "msg_type", "node_name", "node_type", "security_id", "security_type", "status", "trade_index", "trade_price", "trade_qty", "trade_type"]
276
- ASK_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
277
- BID_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
278
- BIZ_INDEX_FIELD_NUMBER: _ClassVar[int]
279
- BS_FLAG_FIELD_NUMBER: _ClassVar[int]
280
- CHANNEL_ID_FIELD_NUMBER: _ClassVar[int]
281
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
282
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
283
- MARKET_FIELD_NUMBER: _ClassVar[int]
284
- MD_DATE_FIELD_NUMBER: _ClassVar[int]
285
- MD_TIME_FIELD_NUMBER: _ClassVar[int]
286
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
287
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
288
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
289
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
290
- SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
291
- SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
292
- STATUS_FIELD_NUMBER: _ClassVar[int]
293
- TRADE_INDEX_FIELD_NUMBER: _ClassVar[int]
294
- TRADE_PRICE_FIELD_NUMBER: _ClassVar[int]
295
- TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
296
- TRADE_TYPE_FIELD_NUMBER: _ClassVar[int]
297
- ask_order_id: int
298
- bid_order_id: int
299
- biz_index: int
300
- bs_flag: str
301
- channel_id: int
302
- instrument_id: str
303
- last_timestamp: int
304
- market: str
305
- md_date: int
306
- md_time: int
307
- msg_sequence: int
308
- msg_type: int
309
- node_name: str
310
- node_type: int
311
- security_id: str
312
- security_type: str
313
- status: int
314
- trade_index: int
315
- trade_price: int
316
- trade_qty: int
317
- trade_type: str
318
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., security_type: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., trade_index: _Optional[int] = ..., trade_price: _Optional[int] = ..., trade_qty: _Optional[int] = ..., bs_flag: _Optional[str] = ..., ask_order_id: _Optional[int] = ..., bid_order_id: _Optional[int] = ..., trade_type: _Optional[str] = ..., channel_id: _Optional[int] = ..., biz_index: _Optional[int] = ..., status: _Optional[int] = ...) -> None: ...
319
-
320
- class QuoteLevelData(_message.Message):
321
- __slots__ = ["ask_price", "ask_volume", "bid_price", "bid_volume"]
322
- ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
323
- ASK_VOLUME_FIELD_NUMBER: _ClassVar[int]
324
- BID_PRICE_FIELD_NUMBER: _ClassVar[int]
325
- BID_VOLUME_FIELD_NUMBER: _ClassVar[int]
326
- ask_price: int
327
- ask_volume: int
328
- bid_price: int
329
- bid_volume: int
330
- def __init__(self, bid_price: _Optional[int] = ..., bid_volume: _Optional[int] = ..., ask_price: _Optional[int] = ..., ask_volume: _Optional[int] = ...) -> None: ...
331
-
332
- class RCParam(_message.Message):
333
- __slots__ = ["account_id", "buy_active_amt", "buy_active_qty", "buy_cancel_num", "buy_order_amt", "buy_order_num", "buy_order_qty", "buy_trade_amt", "buy_trade_qty", "instrument_id", "last_timestamp", "market", "msg_sequence", "msg_type", "node_name", "node_type", "security_id", "sell_active_amt", "sell_active_qty", "sell_cancel_num", "sell_order_amt", "sell_order_num", "sell_order_qty", "sell_trade_amt", "sell_trade_qty"]
334
- ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
335
- BUY_ACTIVE_AMT_FIELD_NUMBER: _ClassVar[int]
336
- BUY_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
337
- BUY_CANCEL_NUM_FIELD_NUMBER: _ClassVar[int]
338
- BUY_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
339
- BUY_ORDER_NUM_FIELD_NUMBER: _ClassVar[int]
340
- BUY_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
341
- BUY_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
342
- BUY_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
343
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
344
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
345
- MARKET_FIELD_NUMBER: _ClassVar[int]
346
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
347
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
348
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
349
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
350
- SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
351
- SELL_ACTIVE_AMT_FIELD_NUMBER: _ClassVar[int]
352
- SELL_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
353
- SELL_CANCEL_NUM_FIELD_NUMBER: _ClassVar[int]
354
- SELL_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
355
- SELL_ORDER_NUM_FIELD_NUMBER: _ClassVar[int]
356
- SELL_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
357
- SELL_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
358
- SELL_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
359
- account_id: str
360
- buy_active_amt: float
361
- buy_active_qty: int
362
- buy_cancel_num: int
363
- buy_order_amt: float
364
- buy_order_num: int
365
- buy_order_qty: int
366
- buy_trade_amt: float
367
- buy_trade_qty: int
368
- instrument_id: str
369
- last_timestamp: int
370
- market: str
371
- msg_sequence: int
372
- msg_type: int
373
- node_name: str
374
- node_type: int
375
- security_id: str
376
- sell_active_amt: float
377
- sell_active_qty: int
378
- sell_cancel_num: int
379
- sell_order_amt: float
380
- sell_order_num: int
381
- sell_order_qty: int
382
- sell_trade_amt: float
383
- sell_trade_qty: int
384
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., buy_order_num: _Optional[int] = ..., sell_order_num: _Optional[int] = ..., buy_cancel_num: _Optional[int] = ..., sell_cancel_num: _Optional[int] = ..., buy_order_qty: _Optional[int] = ..., sell_order_qty: _Optional[int] = ..., buy_order_amt: _Optional[float] = ..., sell_order_amt: _Optional[float] = ..., buy_active_qty: _Optional[int] = ..., sell_active_qty: _Optional[int] = ..., buy_active_amt: _Optional[float] = ..., sell_active_amt: _Optional[float] = ..., buy_trade_qty: _Optional[int] = ..., sell_trade_qty: _Optional[int] = ..., buy_trade_amt: _Optional[float] = ..., sell_trade_amt: _Optional[float] = ...) -> None: ...
385
-
386
- class SignalQuoteData(_message.Message):
387
- __slots__ = ["id", "value"]
388
- ID_FIELD_NUMBER: _ClassVar[int]
389
- VALUE_FIELD_NUMBER: _ClassVar[int]
390
- id: str
391
- value: int
392
- def __init__(self, id: _Optional[str] = ..., value: _Optional[int] = ...) -> None: ...
393
-
394
- class SignalSnapshot(_message.Message):
395
- __slots__ = ["depth_quote", "instrument_id", "last_timestamp", "market", "md_date", "md_time", "msg_sequence", "msg_type", "node_name", "node_type", "security_id", "security_type", "signal_id", "signal_name", "signal_quote", "signal_type", "signal_value", "symbol"]
396
- DEPTH_QUOTE_FIELD_NUMBER: _ClassVar[int]
397
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
398
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
399
- MARKET_FIELD_NUMBER: _ClassVar[int]
400
- MD_DATE_FIELD_NUMBER: _ClassVar[int]
401
- MD_TIME_FIELD_NUMBER: _ClassVar[int]
402
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
403
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
404
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
405
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
406
- SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
407
- SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
408
- SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
409
- SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
410
- SIGNAL_QUOTE_FIELD_NUMBER: _ClassVar[int]
411
- SIGNAL_TYPE_FIELD_NUMBER: _ClassVar[int]
412
- SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
413
- SYMBOL_FIELD_NUMBER: _ClassVar[int]
414
- depth_quote: _containers.RepeatedCompositeFieldContainer[QuoteLevelData]
415
- instrument_id: str
416
- last_timestamp: int
417
- market: str
418
- md_date: int
419
- md_time: int
420
- msg_sequence: int
421
- msg_type: int
422
- node_name: str
423
- node_type: int
424
- security_id: str
425
- security_type: str
426
- signal_id: int
427
- signal_name: str
428
- signal_quote: _containers.RepeatedCompositeFieldContainer[SignalQuoteData]
429
- signal_type: int
430
- signal_value: int
431
- symbol: str
432
- def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., instrument_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., signal_type: _Optional[int] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., signal_value: _Optional[int] = ..., signal_quote: _Optional[_Iterable[_Union[SignalQuoteData, _Mapping]]] = ..., depth_quote: _Optional[_Iterable[_Union[QuoteLevelData, _Mapping]]] = ...) -> None: ...
433
-
434
- class SignalTick(_message.Message):
435
- __slots__ = ["instrument_id", "last_timestamp", "md_date", "md_time", "msg_sequence", "msg_type", "node_name", "node_type", "signal_id", "signal_type", "signal_value"]
436
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
437
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
438
- MD_DATE_FIELD_NUMBER: _ClassVar[int]
439
- MD_TIME_FIELD_NUMBER: _ClassVar[int]
440
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
441
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
442
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
443
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
444
- SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
445
- SIGNAL_TYPE_FIELD_NUMBER: _ClassVar[int]
446
- SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
447
- instrument_id: str
448
- last_timestamp: int
449
- md_date: int
450
- md_time: int
451
- msg_sequence: int
452
- msg_type: int
453
- node_name: str
454
- node_type: int
455
- signal_id: int
456
- signal_type: int
457
- signal_value: int
458
- def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., instrument_id: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., signal_type: _Optional[int] = ..., signal_id: _Optional[int] = ..., signal_value: _Optional[int] = ...) -> None: ...
1
+ from google.protobuf.internal import containers as _containers
2
+ from google.protobuf import descriptor as _descriptor
3
+ from google.protobuf import message as _message
4
+ from collections.abc import Iterable as _Iterable, Mapping as _Mapping
5
+ from typing import ClassVar as _ClassVar, Optional as _Optional, Union as _Union
6
+
7
+ DESCRIPTOR: _descriptor.FileDescriptor
8
+
9
+ class QuoteLevelData(_message.Message):
10
+ __slots__ = ("bid_price", "bid_volume", "ask_price", "ask_volume")
11
+ BID_PRICE_FIELD_NUMBER: _ClassVar[int]
12
+ BID_VOLUME_FIELD_NUMBER: _ClassVar[int]
13
+ ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
14
+ ASK_VOLUME_FIELD_NUMBER: _ClassVar[int]
15
+ bid_price: int
16
+ bid_volume: int
17
+ ask_price: int
18
+ ask_volume: int
19
+ def __init__(self, bid_price: _Optional[int] = ..., bid_volume: _Optional[int] = ..., ask_price: _Optional[int] = ..., ask_volume: _Optional[int] = ...) -> None: ...
20
+
21
+ class SignalQuoteData(_message.Message):
22
+ __slots__ = ("id", "value")
23
+ ID_FIELD_NUMBER: _ClassVar[int]
24
+ VALUE_FIELD_NUMBER: _ClassVar[int]
25
+ id: str
26
+ value: int
27
+ def __init__(self, id: _Optional[str] = ..., value: _Optional[int] = ...) -> None: ...
28
+
29
+ class MDSnapshot(_message.Message):
30
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "last_timestamp", "instrument_id", "market", "security_id", "security_type", "md_date", "md_time", "md_type", "last_price", "volume", "turnover", "high_price", "low_price", "open_price", "close_price", "pre_close_price", "up_limit", "down_limit", "iopv", "open_interest", "trade_nums", "status", "phase_code", "signal_value", "signal_id", "signal_name", "depth_quote")
31
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
32
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
33
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
34
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
35
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
36
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
37
+ MARKET_FIELD_NUMBER: _ClassVar[int]
38
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
39
+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
40
+ MD_DATE_FIELD_NUMBER: _ClassVar[int]
41
+ MD_TIME_FIELD_NUMBER: _ClassVar[int]
42
+ MD_TYPE_FIELD_NUMBER: _ClassVar[int]
43
+ LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
44
+ VOLUME_FIELD_NUMBER: _ClassVar[int]
45
+ TURNOVER_FIELD_NUMBER: _ClassVar[int]
46
+ HIGH_PRICE_FIELD_NUMBER: _ClassVar[int]
47
+ LOW_PRICE_FIELD_NUMBER: _ClassVar[int]
48
+ OPEN_PRICE_FIELD_NUMBER: _ClassVar[int]
49
+ CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
50
+ PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
51
+ UP_LIMIT_FIELD_NUMBER: _ClassVar[int]
52
+ DOWN_LIMIT_FIELD_NUMBER: _ClassVar[int]
53
+ IOPV_FIELD_NUMBER: _ClassVar[int]
54
+ OPEN_INTEREST_FIELD_NUMBER: _ClassVar[int]
55
+ TRADE_NUMS_FIELD_NUMBER: _ClassVar[int]
56
+ STATUS_FIELD_NUMBER: _ClassVar[int]
57
+ PHASE_CODE_FIELD_NUMBER: _ClassVar[int]
58
+ SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
59
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
60
+ SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
61
+ DEPTH_QUOTE_FIELD_NUMBER: _ClassVar[int]
62
+ msg_type: int
63
+ node_name: str
64
+ node_type: int
65
+ msg_sequence: int
66
+ last_timestamp: int
67
+ instrument_id: str
68
+ market: str
69
+ security_id: str
70
+ security_type: str
71
+ md_date: int
72
+ md_time: int
73
+ md_type: int
74
+ last_price: int
75
+ volume: int
76
+ turnover: int
77
+ high_price: int
78
+ low_price: int
79
+ open_price: int
80
+ close_price: int
81
+ pre_close_price: int
82
+ up_limit: int
83
+ down_limit: int
84
+ iopv: int
85
+ open_interest: int
86
+ trade_nums: int
87
+ status: int
88
+ phase_code: int
89
+ signal_value: int
90
+ signal_id: int
91
+ signal_name: str
92
+ depth_quote: _containers.RepeatedCompositeFieldContainer[QuoteLevelData]
93
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., security_type: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., md_type: _Optional[int] = ..., last_price: _Optional[int] = ..., volume: _Optional[int] = ..., turnover: _Optional[int] = ..., high_price: _Optional[int] = ..., low_price: _Optional[int] = ..., open_price: _Optional[int] = ..., close_price: _Optional[int] = ..., pre_close_price: _Optional[int] = ..., up_limit: _Optional[int] = ..., down_limit: _Optional[int] = ..., iopv: _Optional[int] = ..., open_interest: _Optional[int] = ..., trade_nums: _Optional[int] = ..., status: _Optional[int] = ..., phase_code: _Optional[int] = ..., signal_value: _Optional[int] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., depth_quote: _Optional[_Iterable[_Union[QuoteLevelData, _Mapping]]] = ...) -> None: ...
94
+
95
+ class MDTransaction(_message.Message):
96
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "last_timestamp", "instrument_id", "market", "security_id", "security_type", "md_date", "md_time", "trade_index", "trade_price", "trade_qty", "bs_flag", "ask_order_id", "bid_order_id", "trade_type", "channel_id", "biz_index", "status")
97
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
98
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
99
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
100
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
101
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
102
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
103
+ MARKET_FIELD_NUMBER: _ClassVar[int]
104
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
105
+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
106
+ MD_DATE_FIELD_NUMBER: _ClassVar[int]
107
+ MD_TIME_FIELD_NUMBER: _ClassVar[int]
108
+ TRADE_INDEX_FIELD_NUMBER: _ClassVar[int]
109
+ TRADE_PRICE_FIELD_NUMBER: _ClassVar[int]
110
+ TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
111
+ BS_FLAG_FIELD_NUMBER: _ClassVar[int]
112
+ ASK_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
113
+ BID_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
114
+ TRADE_TYPE_FIELD_NUMBER: _ClassVar[int]
115
+ CHANNEL_ID_FIELD_NUMBER: _ClassVar[int]
116
+ BIZ_INDEX_FIELD_NUMBER: _ClassVar[int]
117
+ STATUS_FIELD_NUMBER: _ClassVar[int]
118
+ msg_type: int
119
+ node_name: str
120
+ node_type: int
121
+ msg_sequence: int
122
+ last_timestamp: int
123
+ instrument_id: str
124
+ market: str
125
+ security_id: str
126
+ security_type: str
127
+ md_date: int
128
+ md_time: int
129
+ trade_index: int
130
+ trade_price: int
131
+ trade_qty: int
132
+ bs_flag: str
133
+ ask_order_id: int
134
+ bid_order_id: int
135
+ trade_type: str
136
+ channel_id: int
137
+ biz_index: int
138
+ status: int
139
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., security_type: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., trade_index: _Optional[int] = ..., trade_price: _Optional[int] = ..., trade_qty: _Optional[int] = ..., bs_flag: _Optional[str] = ..., ask_order_id: _Optional[int] = ..., bid_order_id: _Optional[int] = ..., trade_type: _Optional[str] = ..., channel_id: _Optional[int] = ..., biz_index: _Optional[int] = ..., status: _Optional[int] = ...) -> None: ...
140
+
141
+ class MDOrder(_message.Message):
142
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "last_timestamp", "instrument_id", "market", "security_id", "security_type", "md_date", "md_time", "order_id", "bs_flag", "order_price", "order_qty", "order_type", "channel_id", "biz_index", "status")
143
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
144
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
145
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
146
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
147
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
148
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
149
+ MARKET_FIELD_NUMBER: _ClassVar[int]
150
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
151
+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
152
+ MD_DATE_FIELD_NUMBER: _ClassVar[int]
153
+ MD_TIME_FIELD_NUMBER: _ClassVar[int]
154
+ ORDER_ID_FIELD_NUMBER: _ClassVar[int]
155
+ BS_FLAG_FIELD_NUMBER: _ClassVar[int]
156
+ ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
157
+ ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
158
+ ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
159
+ CHANNEL_ID_FIELD_NUMBER: _ClassVar[int]
160
+ BIZ_INDEX_FIELD_NUMBER: _ClassVar[int]
161
+ STATUS_FIELD_NUMBER: _ClassVar[int]
162
+ msg_type: int
163
+ node_name: str
164
+ node_type: int
165
+ msg_sequence: int
166
+ last_timestamp: int
167
+ instrument_id: str
168
+ market: str
169
+ security_id: str
170
+ security_type: str
171
+ md_date: int
172
+ md_time: int
173
+ order_id: int
174
+ bs_flag: str
175
+ order_price: int
176
+ order_qty: int
177
+ order_type: str
178
+ channel_id: int
179
+ biz_index: int
180
+ status: int
181
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., security_type: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., order_id: _Optional[int] = ..., bs_flag: _Optional[str] = ..., order_price: _Optional[int] = ..., order_qty: _Optional[int] = ..., order_type: _Optional[str] = ..., channel_id: _Optional[int] = ..., biz_index: _Optional[int] = ..., status: _Optional[int] = ...) -> None: ...
182
+
183
+ class BarMatrix(_message.Message):
184
+ __slots__ = ("msg_type", "msg_sequence", "trade_time", "last_timestamp", "instrument_ids", "cols", "data_matrix")
185
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
186
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
187
+ TRADE_TIME_FIELD_NUMBER: _ClassVar[int]
188
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
189
+ INSTRUMENT_IDS_FIELD_NUMBER: _ClassVar[int]
190
+ COLS_FIELD_NUMBER: _ClassVar[int]
191
+ DATA_MATRIX_FIELD_NUMBER: _ClassVar[int]
192
+ msg_type: int
193
+ msg_sequence: int
194
+ trade_time: int
195
+ last_timestamp: int
196
+ instrument_ids: _containers.RepeatedScalarFieldContainer[str]
197
+ cols: _containers.RepeatedScalarFieldContainer[str]
198
+ data_matrix: _containers.RepeatedScalarFieldContainer[int]
199
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., trade_time: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_ids: _Optional[_Iterable[str]] = ..., cols: _Optional[_Iterable[str]] = ..., data_matrix: _Optional[_Iterable[int]] = ...) -> None: ...
200
+
201
+ class RCParam(_message.Message):
202
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "last_timestamp", "account_id", "instrument_id", "market", "security_id", "buy_order_num", "sell_order_num", "buy_cancel_num", "sell_cancel_num", "buy_order_qty", "sell_order_qty", "buy_order_amt", "sell_order_amt", "buy_active_qty", "sell_active_qty", "buy_active_amt", "sell_active_amt", "buy_trade_qty", "sell_trade_qty", "buy_trade_amt", "sell_trade_amt")
203
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
204
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
205
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
206
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
207
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
208
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
209
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
210
+ MARKET_FIELD_NUMBER: _ClassVar[int]
211
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
212
+ BUY_ORDER_NUM_FIELD_NUMBER: _ClassVar[int]
213
+ SELL_ORDER_NUM_FIELD_NUMBER: _ClassVar[int]
214
+ BUY_CANCEL_NUM_FIELD_NUMBER: _ClassVar[int]
215
+ SELL_CANCEL_NUM_FIELD_NUMBER: _ClassVar[int]
216
+ BUY_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
217
+ SELL_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
218
+ BUY_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
219
+ SELL_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
220
+ BUY_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
221
+ SELL_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
222
+ BUY_ACTIVE_AMT_FIELD_NUMBER: _ClassVar[int]
223
+ SELL_ACTIVE_AMT_FIELD_NUMBER: _ClassVar[int]
224
+ BUY_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
225
+ SELL_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
226
+ BUY_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
227
+ SELL_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
228
+ msg_type: int
229
+ node_name: str
230
+ node_type: int
231
+ msg_sequence: int
232
+ last_timestamp: int
233
+ account_id: str
234
+ instrument_id: str
235
+ market: str
236
+ security_id: str
237
+ buy_order_num: int
238
+ sell_order_num: int
239
+ buy_cancel_num: int
240
+ sell_cancel_num: int
241
+ buy_order_qty: int
242
+ sell_order_qty: int
243
+ buy_order_amt: float
244
+ sell_order_amt: float
245
+ buy_active_qty: int
246
+ sell_active_qty: int
247
+ buy_active_amt: float
248
+ sell_active_amt: float
249
+ buy_trade_qty: int
250
+ sell_trade_qty: int
251
+ buy_trade_amt: float
252
+ sell_trade_amt: float
253
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., buy_order_num: _Optional[int] = ..., sell_order_num: _Optional[int] = ..., buy_cancel_num: _Optional[int] = ..., sell_cancel_num: _Optional[int] = ..., buy_order_qty: _Optional[int] = ..., sell_order_qty: _Optional[int] = ..., buy_order_amt: _Optional[float] = ..., sell_order_amt: _Optional[float] = ..., buy_active_qty: _Optional[int] = ..., sell_active_qty: _Optional[int] = ..., buy_active_amt: _Optional[float] = ..., sell_active_amt: _Optional[float] = ..., buy_trade_qty: _Optional[int] = ..., sell_trade_qty: _Optional[int] = ..., buy_trade_amt: _Optional[float] = ..., sell_trade_amt: _Optional[float] = ...) -> None: ...
254
+
255
+ class ETFQuoteSnapshot(_message.Message):
256
+ __slots__ = ("msg_type", "msg_sequence", "last_timestamp", "instrument_id", "security_id", "market", "currency_id", "security_type", "symbol", "constituent_nums", "suspension_nums", "up_limit_nums", "down_limit_nums", "bid_iopv", "ask_iopv", "iopv", "pre_close_iopv", "iopv_pct_change", "etf_last_price", "etf_bid_price", "etf_ask_price", "etf_pre_close_price", "etf_pct_change", "index_last_price", "index_pre_close_price", "index_pct_change", "index_deviation", "etf_deviation", "etf_bid_premium_rate", "etf_ask_premium_rate", "etf_premium_rate", "md_date", "md_time", "signal_id", "node_name", "node_type")
257
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
258
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
259
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
260
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
261
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
262
+ MARKET_FIELD_NUMBER: _ClassVar[int]
263
+ CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
264
+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
265
+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
266
+ CONSTITUENT_NUMS_FIELD_NUMBER: _ClassVar[int]
267
+ SUSPENSION_NUMS_FIELD_NUMBER: _ClassVar[int]
268
+ UP_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
269
+ DOWN_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
270
+ BID_IOPV_FIELD_NUMBER: _ClassVar[int]
271
+ ASK_IOPV_FIELD_NUMBER: _ClassVar[int]
272
+ IOPV_FIELD_NUMBER: _ClassVar[int]
273
+ PRE_CLOSE_IOPV_FIELD_NUMBER: _ClassVar[int]
274
+ IOPV_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
275
+ ETF_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
276
+ ETF_BID_PRICE_FIELD_NUMBER: _ClassVar[int]
277
+ ETF_ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
278
+ ETF_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
279
+ ETF_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
280
+ INDEX_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
281
+ INDEX_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
282
+ INDEX_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
283
+ INDEX_DEVIATION_FIELD_NUMBER: _ClassVar[int]
284
+ ETF_DEVIATION_FIELD_NUMBER: _ClassVar[int]
285
+ ETF_BID_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
286
+ ETF_ASK_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
287
+ ETF_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
288
+ MD_DATE_FIELD_NUMBER: _ClassVar[int]
289
+ MD_TIME_FIELD_NUMBER: _ClassVar[int]
290
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
291
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
292
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
293
+ msg_type: int
294
+ msg_sequence: int
295
+ last_timestamp: int
296
+ instrument_id: str
297
+ security_id: str
298
+ market: str
299
+ currency_id: str
300
+ security_type: str
301
+ symbol: str
302
+ constituent_nums: int
303
+ suspension_nums: int
304
+ up_limit_nums: int
305
+ down_limit_nums: int
306
+ bid_iopv: int
307
+ ask_iopv: int
308
+ iopv: int
309
+ pre_close_iopv: int
310
+ iopv_pct_change: float
311
+ etf_last_price: int
312
+ etf_bid_price: int
313
+ etf_ask_price: int
314
+ etf_pre_close_price: int
315
+ etf_pct_change: float
316
+ index_last_price: int
317
+ index_pre_close_price: int
318
+ index_pct_change: float
319
+ index_deviation: float
320
+ etf_deviation: float
321
+ etf_bid_premium_rate: float
322
+ etf_ask_premium_rate: float
323
+ etf_premium_rate: float
324
+ md_date: int
325
+ md_time: int
326
+ signal_id: int
327
+ node_name: str
328
+ node_type: int
329
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., currency_id: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., constituent_nums: _Optional[int] = ..., suspension_nums: _Optional[int] = ..., up_limit_nums: _Optional[int] = ..., down_limit_nums: _Optional[int] = ..., bid_iopv: _Optional[int] = ..., ask_iopv: _Optional[int] = ..., iopv: _Optional[int] = ..., pre_close_iopv: _Optional[int] = ..., iopv_pct_change: _Optional[float] = ..., etf_last_price: _Optional[int] = ..., etf_bid_price: _Optional[int] = ..., etf_ask_price: _Optional[int] = ..., etf_pre_close_price: _Optional[int] = ..., etf_pct_change: _Optional[float] = ..., index_last_price: _Optional[int] = ..., index_pre_close_price: _Optional[int] = ..., index_pct_change: _Optional[float] = ..., index_deviation: _Optional[float] = ..., etf_deviation: _Optional[float] = ..., etf_bid_premium_rate: _Optional[float] = ..., etf_ask_premium_rate: _Optional[float] = ..., etf_premium_rate: _Optional[float] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., signal_id: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ...) -> None: ...
330
+
331
+ class ETFQuoteTick(_message.Message):
332
+ __slots__ = ("msg_type", "msg_sequence", "last_timestamp", "instrument_id", "security_id", "market", "security_type", "symbol", "constituent_nums", "suspension_nums", "up_limit_nums", "down_limit_nums", "iopv", "etf_premium_rate", "md_date", "md_time", "etf_last_price", "etf_bid_price", "etf_ask_price", "etf_pre_close_price", "etf_pct_change", "signal_id", "bid_iopv", "ask_iopv", "node_name", "node_type")
333
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
334
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
335
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
336
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
337
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
338
+ MARKET_FIELD_NUMBER: _ClassVar[int]
339
+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
340
+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
341
+ CONSTITUENT_NUMS_FIELD_NUMBER: _ClassVar[int]
342
+ SUSPENSION_NUMS_FIELD_NUMBER: _ClassVar[int]
343
+ UP_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
344
+ DOWN_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
345
+ IOPV_FIELD_NUMBER: _ClassVar[int]
346
+ ETF_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
347
+ MD_DATE_FIELD_NUMBER: _ClassVar[int]
348
+ MD_TIME_FIELD_NUMBER: _ClassVar[int]
349
+ ETF_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
350
+ ETF_BID_PRICE_FIELD_NUMBER: _ClassVar[int]
351
+ ETF_ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
352
+ ETF_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
353
+ ETF_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
354
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
355
+ BID_IOPV_FIELD_NUMBER: _ClassVar[int]
356
+ ASK_IOPV_FIELD_NUMBER: _ClassVar[int]
357
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
358
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
359
+ msg_type: int
360
+ msg_sequence: int
361
+ last_timestamp: int
362
+ instrument_id: str
363
+ security_id: str
364
+ market: str
365
+ security_type: str
366
+ symbol: str
367
+ constituent_nums: int
368
+ suspension_nums: int
369
+ up_limit_nums: int
370
+ down_limit_nums: int
371
+ iopv: int
372
+ etf_premium_rate: float
373
+ md_date: int
374
+ md_time: int
375
+ etf_last_price: int
376
+ etf_bid_price: int
377
+ etf_ask_price: int
378
+ etf_pre_close_price: int
379
+ etf_pct_change: float
380
+ signal_id: int
381
+ bid_iopv: int
382
+ ask_iopv: int
383
+ node_name: str
384
+ node_type: int
385
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., constituent_nums: _Optional[int] = ..., suspension_nums: _Optional[int] = ..., up_limit_nums: _Optional[int] = ..., down_limit_nums: _Optional[int] = ..., iopv: _Optional[int] = ..., etf_premium_rate: _Optional[float] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., etf_last_price: _Optional[int] = ..., etf_bid_price: _Optional[int] = ..., etf_ask_price: _Optional[int] = ..., etf_pre_close_price: _Optional[int] = ..., etf_pct_change: _Optional[float] = ..., signal_id: _Optional[int] = ..., bid_iopv: _Optional[int] = ..., ask_iopv: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ...) -> None: ...
386
+
387
+ class FXSnapshot(_message.Message):
388
+ __slots__ = ("msg_type", "msg_sequence", "last_timestamp", "node_name", "node_type", "md_date", "md_time", "currency_id", "opposite_currency_id", "fx_market", "fx_rate")
389
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
390
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
391
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
392
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
393
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
394
+ MD_DATE_FIELD_NUMBER: _ClassVar[int]
395
+ MD_TIME_FIELD_NUMBER: _ClassVar[int]
396
+ CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
397
+ OPPOSITE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
398
+ FX_MARKET_FIELD_NUMBER: _ClassVar[int]
399
+ FX_RATE_FIELD_NUMBER: _ClassVar[int]
400
+ msg_type: int
401
+ msg_sequence: int
402
+ last_timestamp: int
403
+ node_name: str
404
+ node_type: int
405
+ md_date: int
406
+ md_time: int
407
+ currency_id: str
408
+ opposite_currency_id: str
409
+ fx_market: str
410
+ fx_rate: float
411
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., currency_id: _Optional[str] = ..., opposite_currency_id: _Optional[str] = ..., fx_market: _Optional[str] = ..., fx_rate: _Optional[float] = ...) -> None: ...
412
+
413
+ class SignalSnapshot(_message.Message):
414
+ __slots__ = ("msg_type", "msg_sequence", "last_timestamp", "node_name", "node_type", "instrument_id", "security_id", "market", "security_type", "symbol", "md_date", "md_time", "signal_type", "signal_id", "signal_name", "signal_value", "signal_quote", "depth_quote")
415
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
416
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
417
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
418
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
419
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
420
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
421
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
422
+ MARKET_FIELD_NUMBER: _ClassVar[int]
423
+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
424
+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
425
+ MD_DATE_FIELD_NUMBER: _ClassVar[int]
426
+ MD_TIME_FIELD_NUMBER: _ClassVar[int]
427
+ SIGNAL_TYPE_FIELD_NUMBER: _ClassVar[int]
428
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
429
+ SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
430
+ SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
431
+ SIGNAL_QUOTE_FIELD_NUMBER: _ClassVar[int]
432
+ DEPTH_QUOTE_FIELD_NUMBER: _ClassVar[int]
433
+ msg_type: int
434
+ msg_sequence: int
435
+ last_timestamp: int
436
+ node_name: str
437
+ node_type: int
438
+ instrument_id: str
439
+ security_id: str
440
+ market: str
441
+ security_type: str
442
+ symbol: str
443
+ md_date: int
444
+ md_time: int
445
+ signal_type: int
446
+ signal_id: int
447
+ signal_name: str
448
+ signal_value: int
449
+ signal_quote: _containers.RepeatedCompositeFieldContainer[SignalQuoteData]
450
+ depth_quote: _containers.RepeatedCompositeFieldContainer[QuoteLevelData]
451
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., instrument_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., signal_type: _Optional[int] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., signal_value: _Optional[int] = ..., signal_quote: _Optional[_Iterable[_Union[SignalQuoteData, _Mapping]]] = ..., depth_quote: _Optional[_Iterable[_Union[QuoteLevelData, _Mapping]]] = ...) -> None: ...
452
+
453
+ class SignalTick(_message.Message):
454
+ __slots__ = ("msg_type", "msg_sequence", "last_timestamp", "node_name", "node_type", "instrument_id", "md_date", "md_time", "signal_type", "signal_id", "signal_value")
455
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
456
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
457
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
458
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
459
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
460
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
461
+ MD_DATE_FIELD_NUMBER: _ClassVar[int]
462
+ MD_TIME_FIELD_NUMBER: _ClassVar[int]
463
+ SIGNAL_TYPE_FIELD_NUMBER: _ClassVar[int]
464
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
465
+ SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
466
+ msg_type: int
467
+ msg_sequence: int
468
+ last_timestamp: int
469
+ node_name: str
470
+ node_type: int
471
+ instrument_id: str
472
+ md_date: int
473
+ md_time: int
474
+ signal_type: int
475
+ signal_id: int
476
+ signal_value: int
477
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., instrument_id: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., signal_type: _Optional[int] = ..., signal_id: _Optional[int] = ..., signal_value: _Optional[int] = ...) -> None: ...