datahub_binary 0.7.10__cp312-cp312-win_amd64.whl → 0.7.12__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 +3916 -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 +459 -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-0.7.12.dist-info}/METADATA +1 -1
  13. datahub_binary-0.7.12.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-0.7.12.dist-info}/WHEEL +0 -0
  17. {datahub_binary-0.7.10.dist-info → datahub_binary-0.7.12.dist-info}/top_level.txt +0 -0
datahub/protos/trade_pb2.pyi CHANGED
@@ -1,912 +1,921 @@
1
- import common_pb2 as _common_pb2
2
- from google.protobuf.internal import containers as _containers
3
- from google.protobuf.internal import enum_type_wrapper as _enum_type_wrapper
4
- from google.protobuf import descriptor as _descriptor
5
- from google.protobuf import message as _message
6
- from typing import ClassVar as _ClassVar, Iterable as _Iterable, Mapping as _Mapping, Optional as _Optional, Union as _Union
7
-
8
- DESCRIPTOR: _descriptor.FileDescriptor
9
-
10
- class BizInstructions(_message.Message):
11
- __slots__ = ["instruction", "instruction_id", "instruction_type", "msg_sequence", "msg_type", "node_name", "node_type"]
12
- INSTRUCTION_FIELD_NUMBER: _ClassVar[int]
13
- INSTRUCTION_ID_FIELD_NUMBER: _ClassVar[int]
14
- INSTRUCTION_TYPE_FIELD_NUMBER: _ClassVar[int]
15
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
16
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
17
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
18
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
19
- instruction: str
20
- instruction_id: str
21
- instruction_type: int
22
- msg_sequence: int
23
- msg_type: int
24
- node_name: str
25
- node_type: int
26
- def __init__(self, msg_type: _Optional[int] = ..., node_type: _Optional[int] = ..., node_name: _Optional[str] = ..., msg_sequence: _Optional[int] = ..., instruction_type: _Optional[int] = ..., instruction_id: _Optional[str] = ..., instruction: _Optional[str] = ...) -> None: ...
27
-
28
- class BlankPoint(_message.Message):
29
- __slots__ = ["msg_sequence", "msg_type", "node_name", "node_type"]
30
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
31
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
32
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
33
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
34
- msg_sequence: int
35
- msg_type: int
36
- node_name: str
37
- node_type: int
38
- def __init__(self, msg_type: _Optional[int] = ..., node_type: _Optional[int] = ..., node_name: _Optional[str] = ..., msg_sequence: _Optional[int] = ...) -> None: ...
39
-
40
- class Breakpoint(_message.Message):
41
- __slots__ = ["msg_sequence", "msg_type", "node_name", "node_type"]
42
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
43
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
44
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
45
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
46
- msg_sequence: int
47
- msg_type: int
48
- node_name: str
49
- node_type: int
50
- def __init__(self, msg_type: _Optional[int] = ..., node_type: _Optional[int] = ..., node_name: _Optional[str] = ..., msg_sequence: _Optional[int] = ...) -> None: ...
51
-
52
- class CancelAllOrder(_message.Message):
53
- __slots__ = ["account_id", "cl_order_id", "instrument_id", "investor_id", "market", "msg_sequence", "msg_type", "node_name", "node_type", "op_user", "owner_type", "security_id", "strategy_id", "strategy_name"]
54
- ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
55
- CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
56
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
57
- INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
58
- MARKET_FIELD_NUMBER: _ClassVar[int]
59
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
60
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
61
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
62
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
63
- OP_USER_FIELD_NUMBER: _ClassVar[int]
64
- OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
65
- SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
66
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
67
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
68
- account_id: str
69
- cl_order_id: str
70
- instrument_id: str
71
- investor_id: str
72
- market: str
73
- msg_sequence: int
74
- msg_type: int
75
- node_name: str
76
- node_type: int
77
- op_user: _common_pb2.OpUser
78
- owner_type: int
79
- security_id: str
80
- strategy_id: int
81
- strategy_name: str
82
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., cl_order_id: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., owner_type: _Optional[int] = ...) -> None: ...
83
-
84
- class CancelConfirm(_message.Message):
85
- __slots__ = ["account_id", "appl_id", "cancel_qty", "cl_order_id", "instrument_id", "investor_id", "market", "msg_sequence", "msg_type", "node_name", "node_type", "original_cl_order_id", "original_counter_order_id", "original_order_id", "reason", "security_id", "strategy_id", "strategy_name", "text"]
86
- ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
87
- APPL_ID_FIELD_NUMBER: _ClassVar[int]
88
- CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
89
- CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
90
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
91
- INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
92
- MARKET_FIELD_NUMBER: _ClassVar[int]
93
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
94
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
95
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
96
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
97
- ORIGINAL_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
98
- ORIGINAL_COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
99
- ORIGINAL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
100
- REASON_FIELD_NUMBER: _ClassVar[int]
101
- SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
102
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
103
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
104
- TEXT_FIELD_NUMBER: _ClassVar[int]
105
- account_id: str
106
- appl_id: str
107
- cancel_qty: int
108
- cl_order_id: str
109
- instrument_id: str
110
- investor_id: str
111
- market: str
112
- msg_sequence: int
113
- msg_type: int
114
- node_name: str
115
- node_type: int
116
- original_cl_order_id: str
117
- original_counter_order_id: str
118
- original_order_id: str
119
- reason: int
120
- security_id: str
121
- strategy_id: int
122
- strategy_name: str
123
- text: str
124
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., original_order_id: _Optional[str] = ..., original_cl_order_id: _Optional[str] = ..., original_counter_order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., cancel_qty: _Optional[int] = ..., reason: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
125
-
126
- class CancelOrder(_message.Message):
127
- __slots__ = ["account_id", "appl_id", "cl_order_id", "instrument_id", "investor_id", "market", "msg_sequence", "msg_type", "node_name", "node_type", "op_user", "original_cl_order_id", "original_order_id", "owner_type", "parent_order_id", "security_id", "strategy_id", "strategy_name"]
128
- ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
129
- APPL_ID_FIELD_NUMBER: _ClassVar[int]
130
- CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
131
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
132
- INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
133
- MARKET_FIELD_NUMBER: _ClassVar[int]
134
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
135
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
136
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
137
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
138
- OP_USER_FIELD_NUMBER: _ClassVar[int]
139
- ORIGINAL_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
140
- ORIGINAL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
141
- OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
142
- PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
143
- SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
144
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
145
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
146
- account_id: str
147
- appl_id: str
148
- cl_order_id: str
149
- instrument_id: str
150
- investor_id: str
151
- market: str
152
- msg_sequence: int
153
- msg_type: int
154
- node_name: str
155
- node_type: int
156
- op_user: _common_pb2.OpUser
157
- original_cl_order_id: str
158
- original_order_id: str
159
- owner_type: int
160
- parent_order_id: str
161
- security_id: str
162
- strategy_id: int
163
- strategy_name: str
164
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., cl_order_id: _Optional[str] = ..., original_order_id: _Optional[str] = ..., original_cl_order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., owner_type: _Optional[int] = ..., parent_order_id: _Optional[str] = ...) -> None: ...
165
-
166
- class CancelPendingConfirm(_message.Message):
167
- __slots__ = ["account_id", "appl_id", "cancel_qty", "cl_order_id", "instrument_id", "investor_id", "market", "msg_sequence", "msg_type", "node_name", "node_type", "original_cl_order_id", "original_counter_order_id", "original_order_id", "reason", "security_id", "strategy_id", "strategy_name", "text"]
168
- ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
169
- APPL_ID_FIELD_NUMBER: _ClassVar[int]
170
- CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
171
- CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
172
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
173
- INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
174
- MARKET_FIELD_NUMBER: _ClassVar[int]
175
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
176
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
177
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
178
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
179
- ORIGINAL_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
180
- ORIGINAL_COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
181
- ORIGINAL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
182
- REASON_FIELD_NUMBER: _ClassVar[int]
183
- SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
184
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
185
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
186
- TEXT_FIELD_NUMBER: _ClassVar[int]
187
- account_id: str
188
- appl_id: str
189
- cancel_qty: int
190
- cl_order_id: str
191
- instrument_id: str
192
- investor_id: str
193
- market: str
194
- msg_sequence: int
195
- msg_type: int
196
- node_name: str
197
- node_type: int
198
- original_cl_order_id: str
199
- original_counter_order_id: str
200
- original_order_id: str
201
- reason: int
202
- security_id: str
203
- strategy_id: int
204
- strategy_name: str
205
- text: str
206
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., original_order_id: _Optional[str] = ..., original_cl_order_id: _Optional[str] = ..., original_counter_order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., cancel_qty: _Optional[int] = ..., reason: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
207
-
208
- class CancelReject(_message.Message):
209
- __slots__ = ["account_id", "appl_id", "cl_order_id", "instrument_id", "investor_id", "market", "msg_sequence", "msg_type", "node_name", "node_type", "original_cl_order_id", "original_counter_order_id", "original_order_id", "reject_reason", "security_id", "strategy_id", "strategy_name", "text"]
210
- ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
211
- APPL_ID_FIELD_NUMBER: _ClassVar[int]
212
- CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
213
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
214
- INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
215
- MARKET_FIELD_NUMBER: _ClassVar[int]
216
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
217
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
218
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
219
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
220
- ORIGINAL_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
221
- ORIGINAL_COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
222
- ORIGINAL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
223
- REJECT_REASON_FIELD_NUMBER: _ClassVar[int]
224
- SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
225
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
226
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
227
- TEXT_FIELD_NUMBER: _ClassVar[int]
228
- account_id: str
229
- appl_id: str
230
- cl_order_id: str
231
- instrument_id: str
232
- investor_id: str
233
- market: str
234
- msg_sequence: int
235
- msg_type: int
236
- node_name: str
237
- node_type: int
238
- original_cl_order_id: str
239
- original_counter_order_id: str
240
- original_order_id: str
241
- reject_reason: int
242
- security_id: str
243
- strategy_id: int
244
- strategy_name: str
245
- text: str
246
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., original_order_id: _Optional[str] = ..., original_cl_order_id: _Optional[str] = ..., original_counter_order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., reject_reason: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
247
-
248
- class ExternalOrderEvent(_message.Message):
249
- __slots__ = ["account_id", "appl_id", "cl_order_id", "instrument_id", "investor_id", "market", "msg_sequence", "msg_type", "node_name", "node_type", "order_date", "order_id", "order_price", "order_qty", "order_type", "owner_type", "position_effect", "purpose", "security_id", "security_type", "side", "stop_px", "strategy_id", "time_in_force"]
250
- ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
251
- APPL_ID_FIELD_NUMBER: _ClassVar[int]
252
- CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
253
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
254
- INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
255
- MARKET_FIELD_NUMBER: _ClassVar[int]
256
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
257
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
258
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
259
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
260
- ORDER_DATE_FIELD_NUMBER: _ClassVar[int]
261
- ORDER_ID_FIELD_NUMBER: _ClassVar[int]
262
- ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
263
- ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
264
- ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
265
- OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
266
- POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
267
- PURPOSE_FIELD_NUMBER: _ClassVar[int]
268
- SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
269
- SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
270
- SIDE_FIELD_NUMBER: _ClassVar[int]
271
- STOP_PX_FIELD_NUMBER: _ClassVar[int]
272
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
273
- TIME_IN_FORCE_FIELD_NUMBER: _ClassVar[int]
274
- account_id: str
275
- appl_id: str
276
- cl_order_id: str
277
- instrument_id: str
278
- investor_id: str
279
- market: str
280
- msg_sequence: int
281
- msg_type: int
282
- node_name: str
283
- node_type: int
284
- order_date: int
285
- order_id: str
286
- order_price: float
287
- order_qty: int
288
- order_type: int
289
- owner_type: int
290
- position_effect: int
291
- purpose: int
292
- security_id: str
293
- security_type: str
294
- side: int
295
- stop_px: float
296
- strategy_id: int
297
- time_in_force: int
298
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., order_date: _Optional[int] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., security_type: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., order_type: _Optional[int] = ..., side: _Optional[int] = ..., position_effect: _Optional[int] = ..., time_in_force: _Optional[int] = ..., purpose: _Optional[int] = ..., stop_px: _Optional[float] = ..., order_qty: _Optional[int] = ..., order_price: _Optional[float] = ..., owner_type: _Optional[int] = ...) -> None: ...
299
-
300
- class Heartbeat(_message.Message):
301
- __slots__ = ["is_login", "msg_type", "node_name", "node_type", "request_id", "timestamp"]
302
- IS_LOGIN_FIELD_NUMBER: _ClassVar[int]
303
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
304
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
305
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
306
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
307
- TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
308
- is_login: int
309
- msg_type: int
310
- node_name: str
311
- node_type: int
312
- request_id: str
313
- timestamp: int
314
- def __init__(self, msg_type: _Optional[int] = ..., node_type: _Optional[int] = ..., node_name: _Optional[str] = ..., timestamp: _Optional[int] = ..., is_login: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
315
-
316
- class OrderConfirm(_message.Message):
317
- __slots__ = ["account_id", "appl_id", "cl_order_id", "confirm_qty", "contract_unit", "counter_order_id", "instrument_id", "investor_id", "is_pass", "market", "msg_sequence", "msg_type", "node_name", "node_type", "order_id", "order_price", "position_effect", "reject_qty", "security_id", "strategy_id", "strategy_name"]
318
- ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
319
- APPL_ID_FIELD_NUMBER: _ClassVar[int]
320
- CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
321
- CONFIRM_QTY_FIELD_NUMBER: _ClassVar[int]
322
- CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
323
- COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
324
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
325
- INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
326
- IS_PASS_FIELD_NUMBER: _ClassVar[int]
327
- MARKET_FIELD_NUMBER: _ClassVar[int]
328
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
329
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
330
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
331
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
332
- ORDER_ID_FIELD_NUMBER: _ClassVar[int]
333
- ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
334
- POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
335
- REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
336
- SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
337
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
338
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
339
- account_id: str
340
- appl_id: str
341
- cl_order_id: str
342
- confirm_qty: int
343
- contract_unit: float
344
- counter_order_id: str
345
- instrument_id: str
346
- investor_id: str
347
- is_pass: int
348
- market: str
349
- msg_sequence: int
350
- msg_type: int
351
- node_name: str
352
- node_type: int
353
- order_id: str
354
- order_price: float
355
- position_effect: int
356
- reject_qty: int
357
- security_id: str
358
- strategy_id: int
359
- strategy_name: str
360
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., counter_order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., confirm_qty: _Optional[int] = ..., reject_qty: _Optional[int] = ..., is_pass: _Optional[int] = ..., order_price: _Optional[float] = ..., contract_unit: _Optional[float] = ..., position_effect: _Optional[int] = ...) -> None: ...
361
-
362
- class OrderEvent(_message.Message):
363
- __slots__ = ["msg_sequence", "msg_type", "node_name", "node_type", "order"]
364
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
365
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
366
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
367
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
368
- ORDER_FIELD_NUMBER: _ClassVar[int]
369
- msg_sequence: int
370
- msg_type: int
371
- node_name: str
372
- node_type: int
373
- order: _common_pb2.Order
374
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., order: _Optional[_Union[_common_pb2.Order, _Mapping]] = ...) -> None: ...
375
-
376
- class OrderPendingConfirm(_message.Message):
377
- __slots__ = ["account_id", "appl_id", "cl_order_id", "confirm_qty", "contract_unit", "instrument_id", "investor_id", "is_pass", "market", "msg_sequence", "msg_type", "node_name", "node_type", "order_id", "order_price", "position_effect", "reject_qty", "security_id", "strategy_id", "strategy_name"]
378
- ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
379
- APPL_ID_FIELD_NUMBER: _ClassVar[int]
380
- CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
381
- CONFIRM_QTY_FIELD_NUMBER: _ClassVar[int]
382
- CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
383
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
384
- INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
385
- IS_PASS_FIELD_NUMBER: _ClassVar[int]
386
- MARKET_FIELD_NUMBER: _ClassVar[int]
387
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
388
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
389
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
390
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
391
- ORDER_ID_FIELD_NUMBER: _ClassVar[int]
392
- ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
393
- POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
394
- REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
395
- SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
396
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
397
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
398
- account_id: str
399
- appl_id: str
400
- cl_order_id: str
401
- confirm_qty: int
402
- contract_unit: float
403
- instrument_id: str
404
- investor_id: str
405
- is_pass: int
406
- market: str
407
- msg_sequence: int
408
- msg_type: int
409
- node_name: str
410
- node_type: int
411
- order_id: str
412
- order_price: float
413
- position_effect: int
414
- reject_qty: int
415
- security_id: str
416
- strategy_id: int
417
- strategy_name: str
418
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., confirm_qty: _Optional[int] = ..., reject_qty: _Optional[int] = ..., is_pass: _Optional[int] = ..., order_price: _Optional[float] = ..., contract_unit: _Optional[float] = ..., position_effect: _Optional[int] = ...) -> None: ...
419
-
420
- class OrderReject(_message.Message):
421
- __slots__ = ["account_id", "appl_id", "cl_order_id", "contract_unit", "exchange_reject_reason", "instrument_id", "investor_id", "is_pass", "market", "msg_sequence", "msg_type", "node_name", "node_type", "order_id", "order_price", "reject_qty", "reject_reason", "security_id", "strategy_id", "strategy_name", "text"]
422
- ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
423
- APPL_ID_FIELD_NUMBER: _ClassVar[int]
424
- CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
425
- CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
426
- EXCHANGE_REJECT_REASON_FIELD_NUMBER: _ClassVar[int]
427
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
428
- INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
429
- IS_PASS_FIELD_NUMBER: _ClassVar[int]
430
- MARKET_FIELD_NUMBER: _ClassVar[int]
431
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
432
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
433
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
434
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
435
- ORDER_ID_FIELD_NUMBER: _ClassVar[int]
436
- ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
437
- REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
438
- REJECT_REASON_FIELD_NUMBER: _ClassVar[int]
439
- SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
440
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
441
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
442
- TEXT_FIELD_NUMBER: _ClassVar[int]
443
- account_id: str
444
- appl_id: str
445
- cl_order_id: str
446
- contract_unit: float
447
- exchange_reject_reason: int
448
- instrument_id: str
449
- investor_id: str
450
- is_pass: int
451
- market: str
452
- msg_sequence: int
453
- msg_type: int
454
- node_name: str
455
- node_type: int
456
- order_id: str
457
- order_price: float
458
- reject_qty: int
459
- reject_reason: int
460
- security_id: str
461
- strategy_id: int
462
- strategy_name: str
463
- text: str
464
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., reject_reason: _Optional[int] = ..., text: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., reject_qty: _Optional[int] = ..., is_pass: _Optional[int] = ..., order_price: _Optional[float] = ..., contract_unit: _Optional[float] = ..., exchange_reject_reason: _Optional[int] = ...) -> None: ...
465
-
466
- class PlaceOrder(_message.Message):
467
- __slots__ = ["account_id", "algo_params", "algo_type", "appl_id", "attachment", "basket_id", "cl_order_id", "instrument_id", "investor_id", "is_pass", "is_pre_order", "market", "msg_sequence", "msg_type", "node_name", "node_type", "op_user", "order_price", "order_qty", "order_source", "order_type", "owner_type", "parent_order_id", "position_effect", "purpose", "security_id", "security_type", "side", "stop_px", "strategy_id", "strategy_name", "time_in_force", "trigger_time", "user_id"]
468
- ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
469
- ALGO_PARAMS_FIELD_NUMBER: _ClassVar[int]
470
- ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
471
- APPL_ID_FIELD_NUMBER: _ClassVar[int]
472
- ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
473
- BASKET_ID_FIELD_NUMBER: _ClassVar[int]
474
- CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
475
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
476
- INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
477
- IS_PASS_FIELD_NUMBER: _ClassVar[int]
478
- IS_PRE_ORDER_FIELD_NUMBER: _ClassVar[int]
479
- MARKET_FIELD_NUMBER: _ClassVar[int]
480
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
481
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
482
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
483
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
484
- OP_USER_FIELD_NUMBER: _ClassVar[int]
485
- ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
486
- ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
487
- ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
488
- ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
489
- OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
490
- PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
491
- POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
492
- PURPOSE_FIELD_NUMBER: _ClassVar[int]
493
- SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
494
- SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
495
- SIDE_FIELD_NUMBER: _ClassVar[int]
496
- STOP_PX_FIELD_NUMBER: _ClassVar[int]
497
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
498
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
499
- TIME_IN_FORCE_FIELD_NUMBER: _ClassVar[int]
500
- TRIGGER_TIME_FIELD_NUMBER: _ClassVar[int]
501
- USER_ID_FIELD_NUMBER: _ClassVar[int]
502
- account_id: str
503
- algo_params: _common_pb2.AlgoParams
504
- algo_type: int
505
- appl_id: str
506
- attachment: str
507
- basket_id: str
508
- cl_order_id: str
509
- instrument_id: str
510
- investor_id: str
511
- is_pass: int
512
- is_pre_order: int
513
- market: str
514
- msg_sequence: int
515
- msg_type: int
516
- node_name: str
517
- node_type: int
518
- op_user: _common_pb2.OpUser
519
- order_price: float
520
- order_qty: int
521
- order_source: str
522
- order_type: int
523
- owner_type: int
524
- parent_order_id: str
525
- position_effect: int
526
- purpose: int
527
- security_id: str
528
- security_type: str
529
- side: int
530
- stop_px: float
531
- strategy_id: int
532
- strategy_name: str
533
- time_in_force: int
534
- trigger_time: int
535
- user_id: str
536
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., security_type: _Optional[str] = ..., appl_id: _Optional[str] = ..., user_id: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., is_pre_order: _Optional[int] = ..., trigger_time: _Optional[int] = ..., order_type: _Optional[int] = ..., side: _Optional[int] = ..., position_effect: _Optional[int] = ..., time_in_force: _Optional[int] = ..., purpose: _Optional[int] = ..., stop_px: _Optional[float] = ..., order_price: _Optional[float] = ..., order_qty: _Optional[int] = ..., is_pass: _Optional[int] = ..., owner_type: _Optional[int] = ..., algo_type: _Optional[int] = ..., algo_params: _Optional[_Union[_common_pb2.AlgoParams, _Mapping]] = ..., order_source: _Optional[str] = ..., attachment: _Optional[str] = ..., parent_order_id: _Optional[str] = ..., basket_id: _Optional[str] = ...) -> None: ...
537
-
538
- class RiskEvent(_message.Message):
539
- __slots__ = ["msg_sequence", "msg_type", "node_name", "node_type", "risk_result", "timestamp"]
540
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
541
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
542
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
543
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
544
- RISK_RESULT_FIELD_NUMBER: _ClassVar[int]
545
- TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
546
- msg_sequence: int
547
- msg_type: int
548
- node_name: str
549
- node_type: int
550
- risk_result: _containers.RepeatedCompositeFieldContainer[RiskResult]
551
- timestamp: int
552
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., timestamp: _Optional[int] = ..., risk_result: _Optional[_Iterable[_Union[RiskResult, _Mapping]]] = ...) -> None: ...
553
-
554
- class RiskResult(_message.Message):
555
- __slots__ = ["account_id", "instrument_id", "order_action", "order_id", "real_value", "risk_code", "risk_id", "risk_info", "risk_status", "set_value"]
556
- ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
557
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
558
- ORDER_ACTION_FIELD_NUMBER: _ClassVar[int]
559
- ORDER_ID_FIELD_NUMBER: _ClassVar[int]
560
- REAL_VALUE_FIELD_NUMBER: _ClassVar[int]
561
- RISK_CODE_FIELD_NUMBER: _ClassVar[int]
562
- RISK_ID_FIELD_NUMBER: _ClassVar[int]
563
- RISK_INFO_FIELD_NUMBER: _ClassVar[int]
564
- RISK_STATUS_FIELD_NUMBER: _ClassVar[int]
565
- SET_VALUE_FIELD_NUMBER: _ClassVar[int]
566
- account_id: str
567
- instrument_id: str
568
- order_action: int
569
- order_id: str
570
- real_value: float
571
- risk_code: str
572
- risk_id: int
573
- risk_info: str
574
- risk_status: int
575
- set_value: float
576
- def __init__(self, risk_code: _Optional[str] = ..., risk_info: _Optional[str] = ..., risk_status: _Optional[int] = ..., order_action: _Optional[int] = ..., order_id: _Optional[str] = ..., account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., risk_id: _Optional[int] = ..., set_value: _Optional[float] = ..., real_value: _Optional[float] = ...) -> None: ...
577
-
578
- class TradeConfirm(_message.Message):
579
- __slots__ = ["account_id", "algo_type", "appl_id", "attachment", "basket_id", "business_type", "cl_order_id", "contract_unit", "counter_cl_order_id", "counter_order_id", "counterparty_id", "instrument_id", "investor_id", "is_maker", "last_px", "last_qty", "market", "match_place", "msg_sequence", "msg_type", "node_name", "node_type", "order_id", "order_price", "order_qty", "order_source", "order_type", "owner_type", "parent_order_id", "position_effect", "security_id", "side", "strategy_id", "strategy_name", "symbol", "trade_amt", "trade_id", "trade_time", "user_id"]
580
- ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
581
- ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
582
- APPL_ID_FIELD_NUMBER: _ClassVar[int]
583
- ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
584
- BASKET_ID_FIELD_NUMBER: _ClassVar[int]
585
- BUSINESS_TYPE_FIELD_NUMBER: _ClassVar[int]
586
- CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
587
- CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
588
- COUNTERPARTY_ID_FIELD_NUMBER: _ClassVar[int]
589
- COUNTER_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
590
- COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
591
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
592
- INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
593
- IS_MAKER_FIELD_NUMBER: _ClassVar[int]
594
- LAST_PX_FIELD_NUMBER: _ClassVar[int]
595
- LAST_QTY_FIELD_NUMBER: _ClassVar[int]
596
- MARKET_FIELD_NUMBER: _ClassVar[int]
597
- MATCH_PLACE_FIELD_NUMBER: _ClassVar[int]
598
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
599
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
600
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
601
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
602
- ORDER_ID_FIELD_NUMBER: _ClassVar[int]
603
- ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
604
- ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
605
- ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
606
- ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
607
- OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
608
- PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
609
- POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
610
- SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
611
- SIDE_FIELD_NUMBER: _ClassVar[int]
612
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
613
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
614
- SYMBOL_FIELD_NUMBER: _ClassVar[int]
615
- TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
616
- TRADE_ID_FIELD_NUMBER: _ClassVar[int]
617
- TRADE_TIME_FIELD_NUMBER: _ClassVar[int]
618
- USER_ID_FIELD_NUMBER: _ClassVar[int]
619
- account_id: str
620
- algo_type: int
621
- appl_id: str
622
- attachment: str
623
- basket_id: str
624
- business_type: str
625
- cl_order_id: str
626
- contract_unit: float
627
- counter_cl_order_id: str
628
- counter_order_id: str
629
- counterparty_id: str
630
- instrument_id: str
631
- investor_id: str
632
- is_maker: int
633
- last_px: float
634
- last_qty: int
635
- market: str
636
- match_place: int
637
- msg_sequence: int
638
- msg_type: int
639
- node_name: str
640
- node_type: int
641
- order_id: str
642
- order_price: float
643
- order_qty: int
644
- order_source: str
645
- order_type: int
646
- owner_type: int
647
- parent_order_id: str
648
- position_effect: int
649
- security_id: str
650
- side: int
651
- strategy_id: int
652
- strategy_name: str
653
- symbol: str
654
- trade_amt: float
655
- trade_id: str
656
- trade_time: int
657
- user_id: str
658
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., counter_order_id: _Optional[str] = ..., trade_id: _Optional[str] = ..., trade_time: _Optional[int] = ..., last_px: _Optional[float] = ..., last_qty: _Optional[int] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., match_place: _Optional[int] = ..., counterparty_id: _Optional[str] = ..., is_maker: _Optional[int] = ..., side: _Optional[int] = ..., position_effect: _Optional[int] = ..., trade_amt: _Optional[float] = ..., order_qty: _Optional[int] = ..., order_price: _Optional[float] = ..., contract_unit: _Optional[float] = ..., order_type: _Optional[int] = ..., order_source: _Optional[str] = ..., user_id: _Optional[str] = ..., counter_cl_order_id: _Optional[str] = ..., owner_type: _Optional[int] = ..., business_type: _Optional[str] = ..., symbol: _Optional[str] = ..., parent_order_id: _Optional[str] = ..., algo_type: _Optional[int] = ..., attachment: _Optional[str] = ..., basket_id: _Optional[str] = ...) -> None: ...
659
-
660
- class UpdateNodeConfigReq(_message.Message):
661
- __slots__ = ["counter_account", "last_timestamp", "msg_type", "node_name", "node_type", "op_user", "operate_type", "request_id", "trading_session"]
662
- COUNTER_ACCOUNT_FIELD_NUMBER: _ClassVar[int]
663
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
664
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
665
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
666
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
667
- OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
668
- OP_USER_FIELD_NUMBER: _ClassVar[int]
669
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
670
- TRADING_SESSION_FIELD_NUMBER: _ClassVar[int]
671
- counter_account: _containers.RepeatedCompositeFieldContainer[_common_pb2.CounterAccount]
672
- last_timestamp: int
673
- msg_type: int
674
- node_name: str
675
- node_type: int
676
- op_user: _common_pb2.OpUser
677
- operate_type: str
678
- request_id: str
679
- trading_session: _containers.RepeatedCompositeFieldContainer[_common_pb2.TradingSession]
680
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., trading_session: _Optional[_Iterable[_Union[_common_pb2.TradingSession, _Mapping]]] = ..., counter_account: _Optional[_Iterable[_Union[_common_pb2.CounterAccount, _Mapping]]] = ...) -> None: ...
681
-
682
- class UpdateNodeConfigRsp(_message.Message):
683
- __slots__ = ["counter_account", "last_timestamp", "msg_type", "node_name", "node_type", "operate_type", "request_id", "status", "text", "trading_session"]
684
- COUNTER_ACCOUNT_FIELD_NUMBER: _ClassVar[int]
685
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
686
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
687
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
688
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
689
- OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
690
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
691
- STATUS_FIELD_NUMBER: _ClassVar[int]
692
- TEXT_FIELD_NUMBER: _ClassVar[int]
693
- TRADING_SESSION_FIELD_NUMBER: _ClassVar[int]
694
- counter_account: _containers.RepeatedCompositeFieldContainer[_common_pb2.CounterAccount]
695
- last_timestamp: int
696
- msg_type: int
697
- node_name: str
698
- node_type: int
699
- operate_type: str
700
- request_id: str
701
- status: int
702
- text: str
703
- trading_session: _containers.RepeatedCompositeFieldContainer[_common_pb2.TradingSession]
704
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., trading_session: _Optional[_Iterable[_Union[_common_pb2.TradingSession, _Mapping]]] = ..., counter_account: _Optional[_Iterable[_Union[_common_pb2.CounterAccount, _Mapping]]] = ...) -> None: ...
705
-
706
- class UpdateOrderReq(_message.Message):
707
- __slots__ = ["last_timestamp", "msg_type", "node_name", "node_type", "op_user", "order", "order_action", "request_id", "trade"]
708
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
709
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
710
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
711
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
712
- OP_USER_FIELD_NUMBER: _ClassVar[int]
713
- ORDER_ACTION_FIELD_NUMBER: _ClassVar[int]
714
- ORDER_FIELD_NUMBER: _ClassVar[int]
715
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
716
- TRADE_FIELD_NUMBER: _ClassVar[int]
717
- last_timestamp: int
718
- msg_type: int
719
- node_name: str
720
- node_type: int
721
- op_user: _common_pb2.OpUser
722
- order: _common_pb2.Order
723
- order_action: str
724
- request_id: str
725
- trade: _containers.RepeatedCompositeFieldContainer[_common_pb2.Trade]
726
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., order_action: _Optional[str] = ..., order: _Optional[_Union[_common_pb2.Order, _Mapping]] = ..., trade: _Optional[_Iterable[_Union[_common_pb2.Trade, _Mapping]]] = ...) -> None: ...
727
-
728
- class UpdateOrderRsp(_message.Message):
729
- __slots__ = ["last_timestamp", "msg_type", "node_name", "node_type", "request_id", "status", "text"]
730
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
731
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
732
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
733
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
734
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
735
- STATUS_FIELD_NUMBER: _ClassVar[int]
736
- TEXT_FIELD_NUMBER: _ClassVar[int]
737
- last_timestamp: int
738
- msg_type: int
739
- node_name: str
740
- node_type: int
741
- request_id: str
742
- status: int
743
- text: str
744
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
745
-
746
- class UpdateRiskMarketParamsReq(_message.Message):
747
- __slots__ = ["last_timestamp", "msg_type", "node_name", "node_type", "op_user", "operate_type", "request_id", "risk_params"]
748
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
749
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
750
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
751
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
752
- OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
753
- OP_USER_FIELD_NUMBER: _ClassVar[int]
754
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
755
- RISK_PARAMS_FIELD_NUMBER: _ClassVar[int]
756
- last_timestamp: int
757
- msg_type: int
758
- node_name: str
759
- node_type: int
760
- op_user: _common_pb2.OpUser
761
- operate_type: str
762
- request_id: str
763
- risk_params: _containers.RepeatedCompositeFieldContainer[_common_pb2.RiskMarketParams]
764
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., risk_params: _Optional[_Iterable[_Union[_common_pb2.RiskMarketParams, _Mapping]]] = ...) -> None: ...
765
-
766
- class UpdateRiskMarketParamsRsp(_message.Message):
767
- __slots__ = ["last_timestamp", "msg_type", "node_name", "node_type", "operate_type", "request_id", "risk_params", "status", "text"]
768
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
769
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
770
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
771
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
772
- OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
773
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
774
- RISK_PARAMS_FIELD_NUMBER: _ClassVar[int]
775
- STATUS_FIELD_NUMBER: _ClassVar[int]
776
- TEXT_FIELD_NUMBER: _ClassVar[int]
777
- last_timestamp: int
778
- msg_type: int
779
- node_name: str
780
- node_type: int
781
- operate_type: str
782
- request_id: str
783
- risk_params: _containers.RepeatedCompositeFieldContainer[_common_pb2.RiskMarketParams]
784
- status: int
785
- text: str
786
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., risk_params: _Optional[_Iterable[_Union[_common_pb2.RiskMarketParams, _Mapping]]] = ...) -> None: ...
787
-
788
- class UpdateRiskParamsReq(_message.Message):
789
- __slots__ = ["last_timestamp", "msg_type", "node_name", "node_type", "op_user", "operate_type", "request_id", "risk_item"]
790
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
791
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
792
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
793
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
794
- OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
795
- OP_USER_FIELD_NUMBER: _ClassVar[int]
796
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
797
- RISK_ITEM_FIELD_NUMBER: _ClassVar[int]
798
- last_timestamp: int
799
- msg_type: int
800
- node_name: str
801
- node_type: int
802
- op_user: _common_pb2.OpUser
803
- operate_type: str
804
- request_id: str
805
- risk_item: _containers.RepeatedCompositeFieldContainer[_common_pb2.RiskItem]
806
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., risk_item: _Optional[_Iterable[_Union[_common_pb2.RiskItem, _Mapping]]] = ...) -> None: ...
807
-
808
- class UpdateRiskParamsRsp(_message.Message):
809
- __slots__ = ["last_timestamp", "msg_type", "node_name", "node_type", "operate_type", "request_id", "risk_item", "status", "text"]
810
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
811
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
812
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
813
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
814
- OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
815
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
816
- RISK_ITEM_FIELD_NUMBER: _ClassVar[int]
817
- STATUS_FIELD_NUMBER: _ClassVar[int]
818
- TEXT_FIELD_NUMBER: _ClassVar[int]
819
- last_timestamp: int
820
- msg_type: int
821
- node_name: str
822
- node_type: int
823
- operate_type: str
824
- request_id: str
825
- risk_item: _containers.RepeatedCompositeFieldContainer[_common_pb2.RiskItem]
826
- status: int
827
- text: str
828
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., risk_item: _Optional[_Iterable[_Union[_common_pb2.RiskItem, _Mapping]]] = ...) -> None: ...
829
-
830
- class UpdateRiskStatReq(_message.Message):
831
- __slots__ = ["account_id", "instrument_id", "last_timestamp", "msg_type", "node_name", "node_type", "op_user", "request_id", "risk_code", "risk_stat_value"]
832
- ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
833
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
834
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
835
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
836
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
837
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
838
- OP_USER_FIELD_NUMBER: _ClassVar[int]
839
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
840
- RISK_CODE_FIELD_NUMBER: _ClassVar[int]
841
- RISK_STAT_VALUE_FIELD_NUMBER: _ClassVar[int]
842
- account_id: str
843
- instrument_id: str
844
- last_timestamp: int
845
- msg_type: int
846
- node_name: str
847
- node_type: int
848
- op_user: _common_pb2.OpUser
849
- request_id: str
850
- risk_code: str
851
- risk_stat_value: float
852
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., risk_code: _Optional[str] = ..., risk_stat_value: _Optional[float] = ...) -> None: ...
853
-
854
- class UpdateRiskStatRsp(_message.Message):
855
- __slots__ = ["account_id", "instrument_id", "last_timestamp", "msg_type", "node_name", "node_type", "request_id", "risk_code", "risk_stat_value", "status", "text"]
856
- ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
857
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
858
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
859
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
860
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
861
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
862
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
863
- RISK_CODE_FIELD_NUMBER: _ClassVar[int]
864
- RISK_STAT_VALUE_FIELD_NUMBER: _ClassVar[int]
865
- STATUS_FIELD_NUMBER: _ClassVar[int]
866
- TEXT_FIELD_NUMBER: _ClassVar[int]
867
- account_id: str
868
- instrument_id: str
869
- last_timestamp: int
870
- msg_type: int
871
- node_name: str
872
- node_type: int
873
- request_id: str
874
- risk_code: str
875
- risk_stat_value: float
876
- status: int
877
- text: str
878
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., risk_code: _Optional[str] = ..., risk_stat_value: _Optional[float] = ...) -> None: ...
879
-
880
- class UserMockRequest(_message.Message):
881
- __slots__ = ["account_id", "cancel_qty", "exec_type", "msg_type", "orig_cl_order_id", "reject_qty", "sequence", "trade_id", "trade_price", "trade_qty"]
882
- class ExecType(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
883
- __slots__ = []
884
- ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
885
- CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
886
- EXEC_TYPE_FIELD_NUMBER: _ClassVar[int]
887
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
888
- ORIG_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
889
- REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
890
- SEQUENCE_FIELD_NUMBER: _ClassVar[int]
891
- TRADE_ID_FIELD_NUMBER: _ClassVar[int]
892
- TRADE_PRICE_FIELD_NUMBER: _ClassVar[int]
893
- TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
894
- account_id: str
895
- cancel_qty: int
896
- exec_type: UserMockRequest.ExecType
897
- kCancelRejected: UserMockRequest.ExecType
898
- kCanceled: UserMockRequest.ExecType
899
- kNew: UserMockRequest.ExecType
900
- kPendingCancel: UserMockRequest.ExecType
901
- kPendingNew: UserMockRequest.ExecType
902
- kRejected: UserMockRequest.ExecType
903
- kTrade: UserMockRequest.ExecType
904
- kUnknown: UserMockRequest.ExecType
905
- msg_type: int
906
- orig_cl_order_id: str
907
- reject_qty: int
908
- sequence: int
909
- trade_id: str
910
- trade_price: float
911
- trade_qty: int
912
- def __init__(self, msg_type: _Optional[int] = ..., sequence: _Optional[int] = ..., orig_cl_order_id: _Optional[str] = ..., exec_type: _Optional[_Union[UserMockRequest.ExecType, str]] = ..., trade_id: _Optional[str] = ..., trade_price: _Optional[float] = ..., trade_qty: _Optional[int] = ..., cancel_qty: _Optional[int] = ..., reject_qty: _Optional[int] = ..., account_id: _Optional[str] = ...) -> None: ...
1
+ import common_pb2 as _common_pb2
2
+ from google.protobuf.internal import containers as _containers
3
+ from google.protobuf.internal import enum_type_wrapper as _enum_type_wrapper
4
+ from google.protobuf import descriptor as _descriptor
5
+ from google.protobuf import message as _message
6
+ from collections.abc import Iterable as _Iterable, Mapping as _Mapping
7
+ from typing import ClassVar as _ClassVar, Optional as _Optional, Union as _Union
8
+
9
+ DESCRIPTOR: _descriptor.FileDescriptor
10
+
11
+ class PlaceOrder(_message.Message):
12
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "cl_order_id", "market", "security_id", "instrument_id", "security_type", "appl_id", "user_id", "op_user", "strategy_id", "strategy_name", "account_id", "investor_id", "is_pre_order", "trigger_time", "order_type", "side", "position_effect", "time_in_force", "purpose", "stop_px", "order_price", "order_qty", "is_pass", "owner_type", "algo_type", "algo_params", "order_source", "attachment", "parent_order_id", "basket_id")
13
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
14
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
15
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
16
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
17
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
18
+ MARKET_FIELD_NUMBER: _ClassVar[int]
19
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
20
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
21
+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
22
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
23
+ USER_ID_FIELD_NUMBER: _ClassVar[int]
24
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
25
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
26
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
27
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
28
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
29
+ IS_PRE_ORDER_FIELD_NUMBER: _ClassVar[int]
30
+ TRIGGER_TIME_FIELD_NUMBER: _ClassVar[int]
31
+ ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
32
+ SIDE_FIELD_NUMBER: _ClassVar[int]
33
+ POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
34
+ TIME_IN_FORCE_FIELD_NUMBER: _ClassVar[int]
35
+ PURPOSE_FIELD_NUMBER: _ClassVar[int]
36
+ STOP_PX_FIELD_NUMBER: _ClassVar[int]
37
+ ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
38
+ ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
39
+ IS_PASS_FIELD_NUMBER: _ClassVar[int]
40
+ OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
41
+ ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
42
+ ALGO_PARAMS_FIELD_NUMBER: _ClassVar[int]
43
+ ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
44
+ ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
45
+ PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
46
+ BASKET_ID_FIELD_NUMBER: _ClassVar[int]
47
+ msg_type: int
48
+ node_name: str
49
+ node_type: int
50
+ msg_sequence: int
51
+ cl_order_id: str
52
+ market: str
53
+ security_id: str
54
+ instrument_id: str
55
+ security_type: str
56
+ appl_id: str
57
+ user_id: str
58
+ op_user: _common_pb2.OpUser
59
+ strategy_id: int
60
+ strategy_name: str
61
+ account_id: str
62
+ investor_id: str
63
+ is_pre_order: int
64
+ trigger_time: int
65
+ order_type: int
66
+ side: int
67
+ position_effect: int
68
+ time_in_force: int
69
+ purpose: int
70
+ stop_px: float
71
+ order_price: float
72
+ order_qty: int
73
+ is_pass: int
74
+ owner_type: int
75
+ algo_type: int
76
+ algo_params: _common_pb2.AlgoParams
77
+ order_source: str
78
+ attachment: str
79
+ parent_order_id: str
80
+ basket_id: str
81
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., security_type: _Optional[str] = ..., appl_id: _Optional[str] = ..., user_id: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., is_pre_order: _Optional[int] = ..., trigger_time: _Optional[int] = ..., order_type: _Optional[int] = ..., side: _Optional[int] = ..., position_effect: _Optional[int] = ..., time_in_force: _Optional[int] = ..., purpose: _Optional[int] = ..., stop_px: _Optional[float] = ..., order_price: _Optional[float] = ..., order_qty: _Optional[int] = ..., is_pass: _Optional[int] = ..., owner_type: _Optional[int] = ..., algo_type: _Optional[int] = ..., algo_params: _Optional[_Union[_common_pb2.AlgoParams, _Mapping]] = ..., order_source: _Optional[str] = ..., attachment: _Optional[str] = ..., parent_order_id: _Optional[str] = ..., basket_id: _Optional[str] = ...) -> None: ...
82
+
83
+ class OrderPendingConfirm(_message.Message):
84
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "cl_order_id", "order_id", "security_id", "market", "instrument_id", "appl_id", "strategy_id", "strategy_name", "account_id", "investor_id", "confirm_qty", "reject_qty", "is_pass", "order_price", "contract_unit", "position_effect")
85
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
86
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
87
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
88
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
89
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
90
+ ORDER_ID_FIELD_NUMBER: _ClassVar[int]
91
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
92
+ MARKET_FIELD_NUMBER: _ClassVar[int]
93
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
94
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
95
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
96
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
97
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
98
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
99
+ CONFIRM_QTY_FIELD_NUMBER: _ClassVar[int]
100
+ REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
101
+ IS_PASS_FIELD_NUMBER: _ClassVar[int]
102
+ ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
103
+ CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
104
+ POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
105
+ msg_type: int
106
+ node_name: str
107
+ node_type: int
108
+ msg_sequence: int
109
+ cl_order_id: str
110
+ order_id: str
111
+ security_id: str
112
+ market: str
113
+ instrument_id: str
114
+ appl_id: str
115
+ strategy_id: int
116
+ strategy_name: str
117
+ account_id: str
118
+ investor_id: str
119
+ confirm_qty: int
120
+ reject_qty: int
121
+ is_pass: int
122
+ order_price: float
123
+ contract_unit: float
124
+ position_effect: int
125
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., confirm_qty: _Optional[int] = ..., reject_qty: _Optional[int] = ..., is_pass: _Optional[int] = ..., order_price: _Optional[float] = ..., contract_unit: _Optional[float] = ..., position_effect: _Optional[int] = ...) -> None: ...
126
+
127
+ class OrderConfirm(_message.Message):
128
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "cl_order_id", "order_id", "counter_order_id", "security_id", "market", "instrument_id", "appl_id", "strategy_id", "strategy_name", "account_id", "investor_id", "confirm_qty", "reject_qty", "is_pass", "order_price", "contract_unit", "position_effect")
129
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
130
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
131
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
132
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
133
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
134
+ ORDER_ID_FIELD_NUMBER: _ClassVar[int]
135
+ COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
136
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
137
+ MARKET_FIELD_NUMBER: _ClassVar[int]
138
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
139
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
140
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
141
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
142
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
143
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
144
+ CONFIRM_QTY_FIELD_NUMBER: _ClassVar[int]
145
+ REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
146
+ IS_PASS_FIELD_NUMBER: _ClassVar[int]
147
+ ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
148
+ CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
149
+ POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
150
+ msg_type: int
151
+ node_name: str
152
+ node_type: int
153
+ msg_sequence: int
154
+ cl_order_id: str
155
+ order_id: str
156
+ counter_order_id: str
157
+ security_id: str
158
+ market: str
159
+ instrument_id: str
160
+ appl_id: str
161
+ strategy_id: int
162
+ strategy_name: str
163
+ account_id: str
164
+ investor_id: str
165
+ confirm_qty: int
166
+ reject_qty: int
167
+ is_pass: int
168
+ order_price: float
169
+ contract_unit: float
170
+ position_effect: int
171
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., counter_order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., confirm_qty: _Optional[int] = ..., reject_qty: _Optional[int] = ..., is_pass: _Optional[int] = ..., order_price: _Optional[float] = ..., contract_unit: _Optional[float] = ..., position_effect: _Optional[int] = ...) -> None: ...
172
+
173
+ class OrderReject(_message.Message):
174
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "cl_order_id", "order_id", "reject_reason", "text", "security_id", "market", "instrument_id", "appl_id", "strategy_id", "strategy_name", "account_id", "investor_id", "reject_qty", "is_pass", "order_price", "contract_unit", "exchange_reject_reason")
175
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
176
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
177
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
178
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
179
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
180
+ ORDER_ID_FIELD_NUMBER: _ClassVar[int]
181
+ REJECT_REASON_FIELD_NUMBER: _ClassVar[int]
182
+ TEXT_FIELD_NUMBER: _ClassVar[int]
183
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
184
+ MARKET_FIELD_NUMBER: _ClassVar[int]
185
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
186
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
187
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
188
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
189
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
190
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
191
+ REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
192
+ IS_PASS_FIELD_NUMBER: _ClassVar[int]
193
+ ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
194
+ CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
195
+ EXCHANGE_REJECT_REASON_FIELD_NUMBER: _ClassVar[int]
196
+ msg_type: int
197
+ node_name: str
198
+ node_type: int
199
+ msg_sequence: int
200
+ cl_order_id: str
201
+ order_id: str
202
+ reject_reason: int
203
+ text: str
204
+ security_id: str
205
+ market: str
206
+ instrument_id: str
207
+ appl_id: str
208
+ strategy_id: int
209
+ strategy_name: str
210
+ account_id: str
211
+ investor_id: str
212
+ reject_qty: int
213
+ is_pass: int
214
+ order_price: float
215
+ contract_unit: float
216
+ exchange_reject_reason: int
217
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., reject_reason: _Optional[int] = ..., text: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., reject_qty: _Optional[int] = ..., is_pass: _Optional[int] = ..., order_price: _Optional[float] = ..., contract_unit: _Optional[float] = ..., exchange_reject_reason: _Optional[int] = ...) -> None: ...
218
+
219
+ class TradeConfirm(_message.Message):
220
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "cl_order_id", "order_id", "counter_order_id", "trade_id", "trade_time", "last_px", "last_qty", "security_id", "market", "instrument_id", "appl_id", "strategy_id", "strategy_name", "account_id", "investor_id", "match_place", "counterparty_id", "is_maker", "side", "position_effect", "trade_amt", "order_qty", "order_price", "contract_unit", "order_type", "order_source", "user_id", "counter_cl_order_id", "owner_type", "business_type", "symbol", "parent_order_id", "algo_type", "attachment", "basket_id")
221
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
222
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
223
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
224
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
225
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
226
+ ORDER_ID_FIELD_NUMBER: _ClassVar[int]
227
+ COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
228
+ TRADE_ID_FIELD_NUMBER: _ClassVar[int]
229
+ TRADE_TIME_FIELD_NUMBER: _ClassVar[int]
230
+ LAST_PX_FIELD_NUMBER: _ClassVar[int]
231
+ LAST_QTY_FIELD_NUMBER: _ClassVar[int]
232
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
233
+ MARKET_FIELD_NUMBER: _ClassVar[int]
234
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
235
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
236
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
237
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
238
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
239
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
240
+ MATCH_PLACE_FIELD_NUMBER: _ClassVar[int]
241
+ COUNTERPARTY_ID_FIELD_NUMBER: _ClassVar[int]
242
+ IS_MAKER_FIELD_NUMBER: _ClassVar[int]
243
+ SIDE_FIELD_NUMBER: _ClassVar[int]
244
+ POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
245
+ TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
246
+ ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
247
+ ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
248
+ CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
249
+ ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
250
+ ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
251
+ USER_ID_FIELD_NUMBER: _ClassVar[int]
252
+ COUNTER_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
253
+ OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
254
+ BUSINESS_TYPE_FIELD_NUMBER: _ClassVar[int]
255
+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
256
+ PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
257
+ ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
258
+ ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
259
+ BASKET_ID_FIELD_NUMBER: _ClassVar[int]
260
+ msg_type: int
261
+ node_name: str
262
+ node_type: int
263
+ msg_sequence: int
264
+ cl_order_id: str
265
+ order_id: str
266
+ counter_order_id: str
267
+ trade_id: str
268
+ trade_time: int
269
+ last_px: float
270
+ last_qty: int
271
+ security_id: str
272
+ market: str
273
+ instrument_id: str
274
+ appl_id: str
275
+ strategy_id: int
276
+ strategy_name: str
277
+ account_id: str
278
+ investor_id: str
279
+ match_place: int
280
+ counterparty_id: str
281
+ is_maker: int
282
+ side: int
283
+ position_effect: int
284
+ trade_amt: float
285
+ order_qty: int
286
+ order_price: float
287
+ contract_unit: float
288
+ order_type: int
289
+ order_source: str
290
+ user_id: str
291
+ counter_cl_order_id: str
292
+ owner_type: int
293
+ business_type: str
294
+ symbol: str
295
+ parent_order_id: str
296
+ algo_type: int
297
+ attachment: str
298
+ basket_id: str
299
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., counter_order_id: _Optional[str] = ..., trade_id: _Optional[str] = ..., trade_time: _Optional[int] = ..., last_px: _Optional[float] = ..., last_qty: _Optional[int] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., match_place: _Optional[int] = ..., counterparty_id: _Optional[str] = ..., is_maker: _Optional[int] = ..., side: _Optional[int] = ..., position_effect: _Optional[int] = ..., trade_amt: _Optional[float] = ..., order_qty: _Optional[int] = ..., order_price: _Optional[float] = ..., contract_unit: _Optional[float] = ..., order_type: _Optional[int] = ..., order_source: _Optional[str] = ..., user_id: _Optional[str] = ..., counter_cl_order_id: _Optional[str] = ..., owner_type: _Optional[int] = ..., business_type: _Optional[str] = ..., symbol: _Optional[str] = ..., parent_order_id: _Optional[str] = ..., algo_type: _Optional[int] = ..., attachment: _Optional[str] = ..., basket_id: _Optional[str] = ...) -> None: ...
300
+
301
+ class CancelOrder(_message.Message):
302
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "account_id", "investor_id", "cl_order_id", "original_order_id", "original_cl_order_id", "security_id", "market", "instrument_id", "appl_id", "op_user", "strategy_id", "strategy_name", "owner_type", "parent_order_id")
303
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
304
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
305
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
306
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
307
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
308
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
309
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
310
+ ORIGINAL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
311
+ ORIGINAL_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
312
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
313
+ MARKET_FIELD_NUMBER: _ClassVar[int]
314
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
315
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
316
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
317
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
318
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
319
+ OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
320
+ PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
321
+ msg_type: int
322
+ node_name: str
323
+ node_type: int
324
+ msg_sequence: int
325
+ account_id: str
326
+ investor_id: str
327
+ cl_order_id: str
328
+ original_order_id: str
329
+ original_cl_order_id: str
330
+ security_id: str
331
+ market: str
332
+ instrument_id: str
333
+ appl_id: str
334
+ op_user: _common_pb2.OpUser
335
+ strategy_id: int
336
+ strategy_name: str
337
+ owner_type: int
338
+ parent_order_id: str
339
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., cl_order_id: _Optional[str] = ..., original_order_id: _Optional[str] = ..., original_cl_order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., owner_type: _Optional[int] = ..., parent_order_id: _Optional[str] = ...) -> None: ...
340
+
341
+ class CancelAllOrder(_message.Message):
342
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "op_user", "cl_order_id", "account_id", "investor_id", "security_id", "market", "instrument_id", "strategy_id", "strategy_name", "owner_type")
343
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
344
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
345
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
346
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
347
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
348
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
349
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
350
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
351
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
352
+ MARKET_FIELD_NUMBER: _ClassVar[int]
353
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
354
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
355
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
356
+ OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
357
+ msg_type: int
358
+ node_name: str
359
+ node_type: int
360
+ msg_sequence: int
361
+ op_user: _common_pb2.OpUser
362
+ cl_order_id: str
363
+ account_id: str
364
+ investor_id: str
365
+ security_id: str
366
+ market: str
367
+ instrument_id: str
368
+ strategy_id: int
369
+ strategy_name: str
370
+ owner_type: int
371
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., cl_order_id: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., owner_type: _Optional[int] = ...) -> None: ...
372
+
373
+ class CancelPendingConfirm(_message.Message):
374
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "cl_order_id", "original_order_id", "original_cl_order_id", "original_counter_order_id", "security_id", "market", "instrument_id", "appl_id", "strategy_id", "strategy_name", "account_id", "investor_id", "cancel_qty", "reason", "text")
375
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
376
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
377
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
378
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
379
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
380
+ ORIGINAL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
381
+ ORIGINAL_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
382
+ ORIGINAL_COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
383
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
384
+ MARKET_FIELD_NUMBER: _ClassVar[int]
385
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
386
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
387
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
388
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
389
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
390
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
391
+ CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
392
+ REASON_FIELD_NUMBER: _ClassVar[int]
393
+ TEXT_FIELD_NUMBER: _ClassVar[int]
394
+ msg_type: int
395
+ node_name: str
396
+ node_type: int
397
+ msg_sequence: int
398
+ cl_order_id: str
399
+ original_order_id: str
400
+ original_cl_order_id: str
401
+ original_counter_order_id: str
402
+ security_id: str
403
+ market: str
404
+ instrument_id: str
405
+ appl_id: str
406
+ strategy_id: int
407
+ strategy_name: str
408
+ account_id: str
409
+ investor_id: str
410
+ cancel_qty: int
411
+ reason: int
412
+ text: str
413
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., original_order_id: _Optional[str] = ..., original_cl_order_id: _Optional[str] = ..., original_counter_order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., cancel_qty: _Optional[int] = ..., reason: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
414
+
415
+ class CancelConfirm(_message.Message):
416
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "cl_order_id", "original_order_id", "original_cl_order_id", "original_counter_order_id", "security_id", "market", "instrument_id", "appl_id", "strategy_id", "strategy_name", "account_id", "investor_id", "cancel_qty", "reason", "text")
417
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
418
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
419
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
420
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
421
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
422
+ ORIGINAL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
423
+ ORIGINAL_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
424
+ ORIGINAL_COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
425
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
426
+ MARKET_FIELD_NUMBER: _ClassVar[int]
427
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
428
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
429
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
430
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
431
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
432
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
433
+ CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
434
+ REASON_FIELD_NUMBER: _ClassVar[int]
435
+ TEXT_FIELD_NUMBER: _ClassVar[int]
436
+ msg_type: int
437
+ node_name: str
438
+ node_type: int
439
+ msg_sequence: int
440
+ cl_order_id: str
441
+ original_order_id: str
442
+ original_cl_order_id: str
443
+ original_counter_order_id: str
444
+ security_id: str
445
+ market: str
446
+ instrument_id: str
447
+ appl_id: str
448
+ strategy_id: int
449
+ strategy_name: str
450
+ account_id: str
451
+ investor_id: str
452
+ cancel_qty: int
453
+ reason: int
454
+ text: str
455
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., original_order_id: _Optional[str] = ..., original_cl_order_id: _Optional[str] = ..., original_counter_order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., cancel_qty: _Optional[int] = ..., reason: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
456
+
457
+ class CancelReject(_message.Message):
458
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "cl_order_id", "original_order_id", "original_cl_order_id", "original_counter_order_id", "security_id", "market", "instrument_id", "appl_id", "strategy_id", "strategy_name", "account_id", "investor_id", "reject_reason", "text")
459
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
460
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
461
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
462
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
463
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
464
+ ORIGINAL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
465
+ ORIGINAL_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
466
+ ORIGINAL_COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
467
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
468
+ MARKET_FIELD_NUMBER: _ClassVar[int]
469
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
470
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
471
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
472
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
473
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
474
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
475
+ REJECT_REASON_FIELD_NUMBER: _ClassVar[int]
476
+ TEXT_FIELD_NUMBER: _ClassVar[int]
477
+ msg_type: int
478
+ node_name: str
479
+ node_type: int
480
+ msg_sequence: int
481
+ cl_order_id: str
482
+ original_order_id: str
483
+ original_cl_order_id: str
484
+ original_counter_order_id: str
485
+ security_id: str
486
+ market: str
487
+ instrument_id: str
488
+ appl_id: str
489
+ strategy_id: int
490
+ strategy_name: str
491
+ account_id: str
492
+ investor_id: str
493
+ reject_reason: int
494
+ text: str
495
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., original_order_id: _Optional[str] = ..., original_cl_order_id: _Optional[str] = ..., original_counter_order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., reject_reason: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
496
+
497
+ class ExternalOrderEvent(_message.Message):
498
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "cl_order_id", "order_id", "order_date", "security_id", "market", "instrument_id", "security_type", "appl_id", "strategy_id", "account_id", "investor_id", "order_type", "side", "position_effect", "time_in_force", "purpose", "stop_px", "order_qty", "order_price", "owner_type")
499
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
500
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
501
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
502
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
503
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
504
+ ORDER_ID_FIELD_NUMBER: _ClassVar[int]
505
+ ORDER_DATE_FIELD_NUMBER: _ClassVar[int]
506
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
507
+ MARKET_FIELD_NUMBER: _ClassVar[int]
508
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
509
+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
510
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
511
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
512
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
513
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
514
+ ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
515
+ SIDE_FIELD_NUMBER: _ClassVar[int]
516
+ POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
517
+ TIME_IN_FORCE_FIELD_NUMBER: _ClassVar[int]
518
+ PURPOSE_FIELD_NUMBER: _ClassVar[int]
519
+ STOP_PX_FIELD_NUMBER: _ClassVar[int]
520
+ ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
521
+ ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
522
+ OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
523
+ msg_type: int
524
+ node_name: str
525
+ node_type: int
526
+ msg_sequence: int
527
+ cl_order_id: str
528
+ order_id: str
529
+ order_date: int
530
+ security_id: str
531
+ market: str
532
+ instrument_id: str
533
+ security_type: str
534
+ appl_id: str
535
+ strategy_id: int
536
+ account_id: str
537
+ investor_id: str
538
+ order_type: int
539
+ side: int
540
+ position_effect: int
541
+ time_in_force: int
542
+ purpose: int
543
+ stop_px: float
544
+ order_qty: int
545
+ order_price: float
546
+ owner_type: int
547
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., order_date: _Optional[int] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., security_type: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., order_type: _Optional[int] = ..., side: _Optional[int] = ..., position_effect: _Optional[int] = ..., time_in_force: _Optional[int] = ..., purpose: _Optional[int] = ..., stop_px: _Optional[float] = ..., order_qty: _Optional[int] = ..., order_price: _Optional[float] = ..., owner_type: _Optional[int] = ...) -> None: ...
548
+
549
+ class Heartbeat(_message.Message):
550
+ __slots__ = ("msg_type", "node_type", "node_name", "timestamp", "is_login", "request_id")
551
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
552
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
553
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
554
+ TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
555
+ IS_LOGIN_FIELD_NUMBER: _ClassVar[int]
556
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
557
+ msg_type: int
558
+ node_type: int
559
+ node_name: str
560
+ timestamp: int
561
+ is_login: int
562
+ request_id: str
563
+ def __init__(self, msg_type: _Optional[int] = ..., node_type: _Optional[int] = ..., node_name: _Optional[str] = ..., timestamp: _Optional[int] = ..., is_login: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
564
+
565
+ class Breakpoint(_message.Message):
566
+ __slots__ = ("msg_type", "node_type", "node_name", "msg_sequence")
567
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
568
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
569
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
570
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
571
+ msg_type: int
572
+ node_type: int
573
+ node_name: str
574
+ msg_sequence: int
575
+ def __init__(self, msg_type: _Optional[int] = ..., node_type: _Optional[int] = ..., node_name: _Optional[str] = ..., msg_sequence: _Optional[int] = ...) -> None: ...
576
+
577
+ class BlankPoint(_message.Message):
578
+ __slots__ = ("msg_type", "node_type", "node_name", "msg_sequence")
579
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
580
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
581
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
582
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
583
+ msg_type: int
584
+ node_type: int
585
+ node_name: str
586
+ msg_sequence: int
587
+ def __init__(self, msg_type: _Optional[int] = ..., node_type: _Optional[int] = ..., node_name: _Optional[str] = ..., msg_sequence: _Optional[int] = ...) -> None: ...
588
+
589
+ class BizInstructions(_message.Message):
590
+ __slots__ = ("msg_type", "node_type", "node_name", "msg_sequence", "instruction_type", "instruction_id", "instruction")
591
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
592
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
593
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
594
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
595
+ INSTRUCTION_TYPE_FIELD_NUMBER: _ClassVar[int]
596
+ INSTRUCTION_ID_FIELD_NUMBER: _ClassVar[int]
597
+ INSTRUCTION_FIELD_NUMBER: _ClassVar[int]
598
+ msg_type: int
599
+ node_type: int
600
+ node_name: str
601
+ msg_sequence: int
602
+ instruction_type: int
603
+ instruction_id: str
604
+ instruction: str
605
+ def __init__(self, msg_type: _Optional[int] = ..., node_type: _Optional[int] = ..., node_name: _Optional[str] = ..., msg_sequence: _Optional[int] = ..., instruction_type: _Optional[int] = ..., instruction_id: _Optional[str] = ..., instruction: _Optional[str] = ...) -> None: ...
606
+
607
+ class UserMockRequest(_message.Message):
608
+ __slots__ = ("msg_type", "sequence", "orig_cl_order_id", "exec_type", "trade_id", "trade_price", "trade_qty", "cancel_qty", "reject_qty", "account_id")
609
+ class ExecType(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
610
+ __slots__ = ()
611
+ kUnknown: _ClassVar[UserMockRequest.ExecType]
612
+ kNew: _ClassVar[UserMockRequest.ExecType]
613
+ kCanceled: _ClassVar[UserMockRequest.ExecType]
614
+ kPendingCancel: _ClassVar[UserMockRequest.ExecType]
615
+ kRejected: _ClassVar[UserMockRequest.ExecType]
616
+ kPendingNew: _ClassVar[UserMockRequest.ExecType]
617
+ kTrade: _ClassVar[UserMockRequest.ExecType]
618
+ kCancelRejected: _ClassVar[UserMockRequest.ExecType]
619
+ kUnknown: UserMockRequest.ExecType
620
+ kNew: UserMockRequest.ExecType
621
+ kCanceled: UserMockRequest.ExecType
622
+ kPendingCancel: UserMockRequest.ExecType
623
+ kRejected: UserMockRequest.ExecType
624
+ kPendingNew: UserMockRequest.ExecType
625
+ kTrade: UserMockRequest.ExecType
626
+ kCancelRejected: UserMockRequest.ExecType
627
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
628
+ SEQUENCE_FIELD_NUMBER: _ClassVar[int]
629
+ ORIG_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
630
+ EXEC_TYPE_FIELD_NUMBER: _ClassVar[int]
631
+ TRADE_ID_FIELD_NUMBER: _ClassVar[int]
632
+ TRADE_PRICE_FIELD_NUMBER: _ClassVar[int]
633
+ TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
634
+ CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
635
+ REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
636
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
637
+ msg_type: int
638
+ sequence: int
639
+ orig_cl_order_id: str
640
+ exec_type: UserMockRequest.ExecType
641
+ trade_id: str
642
+ trade_price: float
643
+ trade_qty: int
644
+ cancel_qty: int
645
+ reject_qty: int
646
+ account_id: str
647
+ def __init__(self, msg_type: _Optional[int] = ..., sequence: _Optional[int] = ..., orig_cl_order_id: _Optional[str] = ..., exec_type: _Optional[_Union[UserMockRequest.ExecType, str]] = ..., trade_id: _Optional[str] = ..., trade_price: _Optional[float] = ..., trade_qty: _Optional[int] = ..., cancel_qty: _Optional[int] = ..., reject_qty: _Optional[int] = ..., account_id: _Optional[str] = ...) -> None: ...
648
+
649
+ class UpdateOrderReq(_message.Message):
650
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "op_user", "order_action", "order", "trade")
651
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
652
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
653
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
654
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
655
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
656
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
657
+ ORDER_ACTION_FIELD_NUMBER: _ClassVar[int]
658
+ ORDER_FIELD_NUMBER: _ClassVar[int]
659
+ TRADE_FIELD_NUMBER: _ClassVar[int]
660
+ msg_type: int
661
+ node_name: str
662
+ node_type: int
663
+ last_timestamp: int
664
+ request_id: str
665
+ op_user: _common_pb2.OpUser
666
+ order_action: str
667
+ order: _common_pb2.Order
668
+ trade: _containers.RepeatedCompositeFieldContainer[_common_pb2.Trade]
669
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., order_action: _Optional[str] = ..., order: _Optional[_Union[_common_pb2.Order, _Mapping]] = ..., trade: _Optional[_Iterable[_Union[_common_pb2.Trade, _Mapping]]] = ...) -> None: ...
670
+
671
+ class UpdateOrderRsp(_message.Message):
672
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "status", "text")
673
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
674
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
675
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
676
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
677
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
678
+ STATUS_FIELD_NUMBER: _ClassVar[int]
679
+ TEXT_FIELD_NUMBER: _ClassVar[int]
680
+ msg_type: int
681
+ node_name: str
682
+ node_type: int
683
+ last_timestamp: int
684
+ request_id: str
685
+ status: int
686
+ text: str
687
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
688
+
689
+ class OrderEvent(_message.Message):
690
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "order")
691
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
692
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
693
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
694
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
695
+ ORDER_FIELD_NUMBER: _ClassVar[int]
696
+ msg_type: int
697
+ node_name: str
698
+ node_type: int
699
+ msg_sequence: int
700
+ order: _common_pb2.Order
701
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., order: _Optional[_Union[_common_pb2.Order, _Mapping]] = ...) -> None: ...
702
+
703
+ class RiskResult(_message.Message):
704
+ __slots__ = ("risk_code", "risk_info", "risk_status", "order_action", "order_id", "account_id", "instrument_id", "risk_id", "set_value", "real_value")
705
+ RISK_CODE_FIELD_NUMBER: _ClassVar[int]
706
+ RISK_INFO_FIELD_NUMBER: _ClassVar[int]
707
+ RISK_STATUS_FIELD_NUMBER: _ClassVar[int]
708
+ ORDER_ACTION_FIELD_NUMBER: _ClassVar[int]
709
+ ORDER_ID_FIELD_NUMBER: _ClassVar[int]
710
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
711
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
712
+ RISK_ID_FIELD_NUMBER: _ClassVar[int]
713
+ SET_VALUE_FIELD_NUMBER: _ClassVar[int]
714
+ REAL_VALUE_FIELD_NUMBER: _ClassVar[int]
715
+ risk_code: str
716
+ risk_info: str
717
+ risk_status: int
718
+ order_action: int
719
+ order_id: str
720
+ account_id: str
721
+ instrument_id: str
722
+ risk_id: int
723
+ set_value: float
724
+ real_value: float
725
+ def __init__(self, risk_code: _Optional[str] = ..., risk_info: _Optional[str] = ..., risk_status: _Optional[int] = ..., order_action: _Optional[int] = ..., order_id: _Optional[str] = ..., account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., risk_id: _Optional[int] = ..., set_value: _Optional[float] = ..., real_value: _Optional[float] = ...) -> None: ...
726
+
727
+ class RiskEvent(_message.Message):
728
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "timestamp", "risk_result")
729
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
730
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
731
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
732
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
733
+ TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
734
+ RISK_RESULT_FIELD_NUMBER: _ClassVar[int]
735
+ msg_type: int
736
+ node_name: str
737
+ node_type: int
738
+ msg_sequence: int
739
+ timestamp: int
740
+ risk_result: _containers.RepeatedCompositeFieldContainer[RiskResult]
741
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., timestamp: _Optional[int] = ..., risk_result: _Optional[_Iterable[_Union[RiskResult, _Mapping]]] = ...) -> None: ...
742
+
743
+ class UpdateRiskParamsReq(_message.Message):
744
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "operate_type", "op_user", "risk_item")
745
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
746
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
747
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
748
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
749
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
750
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
751
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
752
+ RISK_ITEM_FIELD_NUMBER: _ClassVar[int]
753
+ msg_type: int
754
+ node_name: str
755
+ node_type: int
756
+ last_timestamp: int
757
+ request_id: str
758
+ operate_type: str
759
+ op_user: _common_pb2.OpUser
760
+ risk_item: _containers.RepeatedCompositeFieldContainer[_common_pb2.RiskItem]
761
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., risk_item: _Optional[_Iterable[_Union[_common_pb2.RiskItem, _Mapping]]] = ...) -> None: ...
762
+
763
+ class UpdateRiskParamsRsp(_message.Message):
764
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "operate_type", "status", "text", "risk_item")
765
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
766
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
767
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
768
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
769
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
770
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
771
+ STATUS_FIELD_NUMBER: _ClassVar[int]
772
+ TEXT_FIELD_NUMBER: _ClassVar[int]
773
+ RISK_ITEM_FIELD_NUMBER: _ClassVar[int]
774
+ msg_type: int
775
+ node_name: str
776
+ node_type: int
777
+ last_timestamp: int
778
+ request_id: str
779
+ operate_type: str
780
+ status: int
781
+ text: str
782
+ risk_item: _containers.RepeatedCompositeFieldContainer[_common_pb2.RiskItem]
783
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., risk_item: _Optional[_Iterable[_Union[_common_pb2.RiskItem, _Mapping]]] = ...) -> None: ...
784
+
785
+ class UpdateRiskStatReq(_message.Message):
786
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "op_user", "account_id", "instrument_id", "risk_code", "risk_stat_value")
787
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
788
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
789
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
790
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
791
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
792
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
793
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
794
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
795
+ RISK_CODE_FIELD_NUMBER: _ClassVar[int]
796
+ RISK_STAT_VALUE_FIELD_NUMBER: _ClassVar[int]
797
+ msg_type: int
798
+ node_name: str
799
+ node_type: int
800
+ last_timestamp: int
801
+ request_id: str
802
+ op_user: _common_pb2.OpUser
803
+ account_id: str
804
+ instrument_id: str
805
+ risk_code: str
806
+ risk_stat_value: float
807
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., risk_code: _Optional[str] = ..., risk_stat_value: _Optional[float] = ...) -> None: ...
808
+
809
+ class UpdateRiskStatRsp(_message.Message):
810
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "status", "text", "account_id", "instrument_id", "risk_code", "risk_stat_value")
811
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
812
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
813
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
814
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
815
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
816
+ STATUS_FIELD_NUMBER: _ClassVar[int]
817
+ TEXT_FIELD_NUMBER: _ClassVar[int]
818
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
819
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
820
+ RISK_CODE_FIELD_NUMBER: _ClassVar[int]
821
+ RISK_STAT_VALUE_FIELD_NUMBER: _ClassVar[int]
822
+ msg_type: int
823
+ node_name: str
824
+ node_type: int
825
+ last_timestamp: int
826
+ request_id: str
827
+ status: int
828
+ text: str
829
+ account_id: str
830
+ instrument_id: str
831
+ risk_code: str
832
+ risk_stat_value: float
833
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., risk_code: _Optional[str] = ..., risk_stat_value: _Optional[float] = ...) -> None: ...
834
+
835
+ class UpdateRiskMarketParamsReq(_message.Message):
836
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "operate_type", "op_user", "risk_params")
837
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
838
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
839
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
840
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
841
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
842
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
843
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
844
+ RISK_PARAMS_FIELD_NUMBER: _ClassVar[int]
845
+ msg_type: int
846
+ node_name: str
847
+ node_type: int
848
+ last_timestamp: int
849
+ request_id: str
850
+ operate_type: str
851
+ op_user: _common_pb2.OpUser
852
+ risk_params: _containers.RepeatedCompositeFieldContainer[_common_pb2.RiskMarketParams]
853
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., risk_params: _Optional[_Iterable[_Union[_common_pb2.RiskMarketParams, _Mapping]]] = ...) -> None: ...
854
+
855
+ class UpdateRiskMarketParamsRsp(_message.Message):
856
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "operate_type", "status", "text", "risk_params")
857
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
858
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
859
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
860
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
861
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
862
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
863
+ STATUS_FIELD_NUMBER: _ClassVar[int]
864
+ TEXT_FIELD_NUMBER: _ClassVar[int]
865
+ RISK_PARAMS_FIELD_NUMBER: _ClassVar[int]
866
+ msg_type: int
867
+ node_name: str
868
+ node_type: int
869
+ last_timestamp: int
870
+ request_id: str
871
+ operate_type: str
872
+ status: int
873
+ text: str
874
+ risk_params: _containers.RepeatedCompositeFieldContainer[_common_pb2.RiskMarketParams]
875
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., risk_params: _Optional[_Iterable[_Union[_common_pb2.RiskMarketParams, _Mapping]]] = ...) -> None: ...
876
+
877
+ class UpdateNodeConfigReq(_message.Message):
878
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "operate_type", "op_user", "trading_session", "counter_account")
879
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
880
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
881
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
882
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
883
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
884
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
885
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
886
+ TRADING_SESSION_FIELD_NUMBER: _ClassVar[int]
887
+ COUNTER_ACCOUNT_FIELD_NUMBER: _ClassVar[int]
888
+ msg_type: int
889
+ node_name: str
890
+ node_type: int
891
+ last_timestamp: int
892
+ request_id: str
893
+ operate_type: str
894
+ op_user: _common_pb2.OpUser
895
+ trading_session: _containers.RepeatedCompositeFieldContainer[_common_pb2.TradingSession]
896
+ counter_account: _containers.RepeatedCompositeFieldContainer[_common_pb2.CounterAccount]
897
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., trading_session: _Optional[_Iterable[_Union[_common_pb2.TradingSession, _Mapping]]] = ..., counter_account: _Optional[_Iterable[_Union[_common_pb2.CounterAccount, _Mapping]]] = ...) -> None: ...
898
+
899
+ class UpdateNodeConfigRsp(_message.Message):
900
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "operate_type", "status", "text", "trading_session", "counter_account")
901
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
902
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
903
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
904
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
905
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
906
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
907
+ STATUS_FIELD_NUMBER: _ClassVar[int]
908
+ TEXT_FIELD_NUMBER: _ClassVar[int]
909
+ TRADING_SESSION_FIELD_NUMBER: _ClassVar[int]
910
+ COUNTER_ACCOUNT_FIELD_NUMBER: _ClassVar[int]
911
+ msg_type: int
912
+ node_name: str
913
+ node_type: int
914
+ last_timestamp: int
915
+ request_id: str
916
+ operate_type: str
917
+ status: int
918
+ text: str
919
+ trading_session: _containers.RepeatedCompositeFieldContainer[_common_pb2.TradingSession]
920
+ counter_account: _containers.RepeatedCompositeFieldContainer[_common_pb2.CounterAccount]
921
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., trading_session: _Optional[_Iterable[_Union[_common_pb2.TradingSession, _Mapping]]] = ..., counter_account: _Optional[_Iterable[_Union[_common_pb2.CounterAccount, _Mapping]]] = ...) -> None: ...