datahub_binary 0.7.15__cp312-cp312-win_amd64.whl → 0.7.17__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 (15) hide show
  1. datahub/protos/client_pb2.pyi +3158 -3199
  2. datahub/protos/common_pb2.pyi +604 -604
  3. datahub/protos/management_pb2.pyi +444 -444
  4. datahub/protos/position_pb2.pyi +416 -416
  5. datahub/protos/query_pb2.pyi +310 -310
  6. datahub/protos/quote_pb2.pyi +459 -459
  7. datahub/protos/signal_pb2.pyi +295 -295
  8. datahub/protos/strategy_pb2.pyi +615 -615
  9. datahub/protos/trade_pb2.pyi +921 -921
  10. datahub.cp312-win_amd64.pyd +0 -0
  11. {datahub_binary-0.7.15.dist-info → datahub_binary-0.7.17.dist-info}/METADATA +1 -1
  12. datahub_binary-0.7.17.dist-info/RECORD +16 -0
  13. datahub_binary-0.7.15.dist-info/RECORD +0 -16
  14. {datahub_binary-0.7.15.dist-info → datahub_binary-0.7.17.dist-info}/WHEEL +0 -0
  15. {datahub_binary-0.7.15.dist-info → datahub_binary-0.7.17.dist-info}/top_level.txt +0 -0
datahub/protos/strategy_pb2.pyi CHANGED
@@ -1,615 +1,615 @@
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 Ping(_message.Message):
12
- __slots__ = ("msg_type", "msg_sequence")
13
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
14
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
15
- msg_type: int
16
- msg_sequence: int
17
- def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ...) -> None: ...
18
-
19
- class Pong(_message.Message):
20
- __slots__ = ("msg_type", "msg_sequence")
21
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
22
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
23
- msg_type: int
24
- msg_sequence: int
25
- def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ...) -> None: ...
26
-
27
- class ManagerNotLogin(_message.Message):
28
- __slots__ = ("msg_type", "last_timestamp")
29
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
30
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
31
- msg_type: int
32
- last_timestamp: int
33
- def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
34
-
35
- class ManagerErrorMsg(_message.Message):
36
- __slots__ = ("msg_type", "error_msg", "last_timestamp", "request_id")
37
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
38
- ERROR_MSG_FIELD_NUMBER: _ClassVar[int]
39
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
40
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
41
- msg_type: int
42
- error_msg: str
43
- last_timestamp: int
44
- request_id: str
45
- def __init__(self, msg_type: _Optional[int] = ..., error_msg: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
46
-
47
- class LoginReq(_message.Message):
48
- __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id")
49
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
50
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
51
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
52
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
53
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
54
- msg_type: int
55
- node_name: str
56
- node_type: int
57
- last_timestamp: int
58
- request_id: str
59
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
60
-
61
- class LoginRsp(_message.Message):
62
- __slots__ = ("msg_type", "node_name", "node_type", "request_id", "is_succ", "text")
63
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
64
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
65
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
66
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
67
- IS_SUCC_FIELD_NUMBER: _ClassVar[int]
68
- TEXT_FIELD_NUMBER: _ClassVar[int]
69
- msg_type: int
70
- node_name: str
71
- node_type: int
72
- request_id: str
73
- is_succ: bool
74
- text: str
75
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., request_id: _Optional[str] = ..., is_succ: bool = ..., text: _Optional[str] = ...) -> None: ...
76
-
77
- class StrategyControlReq(_message.Message):
78
- __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "operate_type", "strategy_id", "strategy_name", "control_type", "op_user")
79
- class ControlType(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
80
- __slots__ = ()
81
- kInit: _ClassVar[StrategyControlReq.ControlType]
82
- kRun: _ClassVar[StrategyControlReq.ControlType]
83
- kPause: _ClassVar[StrategyControlReq.ControlType]
84
- kStop: _ClassVar[StrategyControlReq.ControlType]
85
- kClose: _ClassVar[StrategyControlReq.ControlType]
86
- kInit: StrategyControlReq.ControlType
87
- kRun: StrategyControlReq.ControlType
88
- kPause: StrategyControlReq.ControlType
89
- kStop: StrategyControlReq.ControlType
90
- kClose: StrategyControlReq.ControlType
91
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
92
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
93
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
94
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
95
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
96
- OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
97
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
98
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
99
- CONTROL_TYPE_FIELD_NUMBER: _ClassVar[int]
100
- OP_USER_FIELD_NUMBER: _ClassVar[int]
101
- msg_type: int
102
- node_name: str
103
- node_type: int
104
- last_timestamp: int
105
- request_id: str
106
- operate_type: int
107
- strategy_id: int
108
- strategy_name: str
109
- control_type: StrategyControlReq.ControlType
110
- op_user: _common_pb2.OpUser
111
- 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[int] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., control_type: _Optional[_Union[StrategyControlReq.ControlType, str]] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ...) -> None: ...
112
-
113
- class StrategyControlRsp(_message.Message):
114
- __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "strategy_name", "strategy_id", "status", "text")
115
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
116
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
117
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
118
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
119
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
120
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
121
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
122
- STATUS_FIELD_NUMBER: _ClassVar[int]
123
- TEXT_FIELD_NUMBER: _ClassVar[int]
124
- msg_type: int
125
- node_name: str
126
- node_type: int
127
- last_timestamp: int
128
- request_id: str
129
- strategy_name: str
130
- strategy_id: int
131
- status: int
132
- text: str
133
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., strategy_name: _Optional[str] = ..., strategy_id: _Optional[int] = ..., status: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
134
-
135
- class UpdateStrategyParamsReq(_message.Message):
136
- __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "operate_type", "strategy_name", "strategy_id", "text", "strategy_params", "monitor_params", "strategy_instruments", "signal_id", "signal_name", "target_qty", "op_user")
137
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
138
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
139
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
140
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
141
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
142
- OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
143
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
144
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
145
- TEXT_FIELD_NUMBER: _ClassVar[int]
146
- STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
147
- MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
148
- STRATEGY_INSTRUMENTS_FIELD_NUMBER: _ClassVar[int]
149
- SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
150
- SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
151
- TARGET_QTY_FIELD_NUMBER: _ClassVar[int]
152
- OP_USER_FIELD_NUMBER: _ClassVar[int]
153
- msg_type: int
154
- node_name: str
155
- node_type: int
156
- last_timestamp: int
157
- request_id: str
158
- operate_type: int
159
- strategy_name: str
160
- strategy_id: int
161
- text: str
162
- strategy_params: str
163
- monitor_params: str
164
- strategy_instruments: _containers.RepeatedCompositeFieldContainer[_common_pb2.StrategyInstrument]
165
- signal_id: int
166
- signal_name: str
167
- target_qty: int
168
- op_user: _common_pb2.OpUser
169
- 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[int] = ..., strategy_name: _Optional[str] = ..., strategy_id: _Optional[int] = ..., text: _Optional[str] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ..., strategy_instruments: _Optional[_Iterable[_Union[_common_pb2.StrategyInstrument, _Mapping]]] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., target_qty: _Optional[int] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ...) -> None: ...
170
-
171
- class UpdateStrategyParamsRsp(_message.Message):
172
- __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "strategy_name", "strategy_id", "status", "request_id", "text", "strategy_params", "monitor_params", "strategy_instruments", "signal_id", "signal_name", "target_qty")
173
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
174
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
175
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
176
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
177
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
178
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
179
- STATUS_FIELD_NUMBER: _ClassVar[int]
180
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
181
- TEXT_FIELD_NUMBER: _ClassVar[int]
182
- STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
183
- MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
184
- STRATEGY_INSTRUMENTS_FIELD_NUMBER: _ClassVar[int]
185
- SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
186
- SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
187
- TARGET_QTY_FIELD_NUMBER: _ClassVar[int]
188
- msg_type: int
189
- node_name: str
190
- node_type: int
191
- last_timestamp: int
192
- strategy_name: str
193
- strategy_id: int
194
- status: int
195
- request_id: str
196
- text: str
197
- strategy_params: str
198
- monitor_params: str
199
- strategy_instruments: _containers.RepeatedCompositeFieldContainer[_common_pb2.StrategyInstrument]
200
- signal_id: int
201
- signal_name: str
202
- target_qty: int
203
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., strategy_name: _Optional[str] = ..., strategy_id: _Optional[int] = ..., status: _Optional[int] = ..., request_id: _Optional[str] = ..., text: _Optional[str] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ..., strategy_instruments: _Optional[_Iterable[_Union[_common_pb2.StrategyInstrument, _Mapping]]] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., target_qty: _Optional[int] = ...) -> None: ...
204
-
205
- class UpdateStrategyGlobalParamsReq(_message.Message):
206
- __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "operate_type", "strategy_template_id", "text", "strategy_params", "monitor_params", "op_user")
207
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
208
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
209
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
210
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
211
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
212
- OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
213
- STRATEGY_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
214
- TEXT_FIELD_NUMBER: _ClassVar[int]
215
- STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
216
- MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
217
- OP_USER_FIELD_NUMBER: _ClassVar[int]
218
- msg_type: int
219
- node_name: str
220
- node_type: int
221
- last_timestamp: int
222
- request_id: str
223
- operate_type: int
224
- strategy_template_id: str
225
- text: str
226
- strategy_params: str
227
- monitor_params: str
228
- op_user: _common_pb2.OpUser
229
- 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[int] = ..., strategy_template_id: _Optional[str] = ..., text: _Optional[str] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ...) -> None: ...
230
-
231
- class UpdateStrategyGlobalParamsRsp(_message.Message):
232
- __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "strategy_template_id", "status", "request_id", "text", "strategy_params", "monitor_params")
233
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
234
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
235
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
236
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
237
- STRATEGY_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
238
- STATUS_FIELD_NUMBER: _ClassVar[int]
239
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
240
- TEXT_FIELD_NUMBER: _ClassVar[int]
241
- STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
242
- MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
243
- msg_type: int
244
- node_name: str
245
- node_type: int
246
- last_timestamp: int
247
- strategy_template_id: str
248
- status: int
249
- request_id: str
250
- text: str
251
- strategy_params: str
252
- monitor_params: str
253
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., strategy_template_id: _Optional[str] = ..., status: _Optional[int] = ..., request_id: _Optional[str] = ..., text: _Optional[str] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ...) -> None: ...
254
-
255
- class StrategyStatDetail(_message.Message):
256
- __slots__ = ("strategy_id", "strategy_name", "status", "instrument_id", "sod_amount", "sod_qty", "current_qty", "posi_amount", "last_px", "buy_amount", "sell_amount", "buy_qty", "sell_qty", "exposure", "active_order_nums", "text", "avail_qty", "posi_side", "target_qty", "depth_quote", "bid_premium_rate", "ask_premium_rate", "impact_factor", "theory_price", "original_price", "cost_price", "pre_close_price", "float_pnl", "contract_unit", "posi_adjust_rate", "signal_id", "signal_name", "active_order_qty", "total_order_qty", "bid_price", "ask_price", "stat_fields", "stat_status", "account_id", "total_order_nums", "total_cancel_nums")
257
- class QuoteLevelData(_message.Message):
258
- __slots__ = ("bid_price", "bid_volume", "ask_price", "ask_volume")
259
- BID_PRICE_FIELD_NUMBER: _ClassVar[int]
260
- BID_VOLUME_FIELD_NUMBER: _ClassVar[int]
261
- ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
262
- ASK_VOLUME_FIELD_NUMBER: _ClassVar[int]
263
- bid_price: int
264
- bid_volume: int
265
- ask_price: int
266
- ask_volume: int
267
- def __init__(self, bid_price: _Optional[int] = ..., bid_volume: _Optional[int] = ..., ask_price: _Optional[int] = ..., ask_volume: _Optional[int] = ...) -> None: ...
268
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
269
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
270
- STATUS_FIELD_NUMBER: _ClassVar[int]
271
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
272
- SOD_AMOUNT_FIELD_NUMBER: _ClassVar[int]
273
- SOD_QTY_FIELD_NUMBER: _ClassVar[int]
274
- CURRENT_QTY_FIELD_NUMBER: _ClassVar[int]
275
- POSI_AMOUNT_FIELD_NUMBER: _ClassVar[int]
276
- LAST_PX_FIELD_NUMBER: _ClassVar[int]
277
- BUY_AMOUNT_FIELD_NUMBER: _ClassVar[int]
278
- SELL_AMOUNT_FIELD_NUMBER: _ClassVar[int]
279
- BUY_QTY_FIELD_NUMBER: _ClassVar[int]
280
- SELL_QTY_FIELD_NUMBER: _ClassVar[int]
281
- EXPOSURE_FIELD_NUMBER: _ClassVar[int]
282
- ACTIVE_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
283
- TEXT_FIELD_NUMBER: _ClassVar[int]
284
- AVAIL_QTY_FIELD_NUMBER: _ClassVar[int]
285
- POSI_SIDE_FIELD_NUMBER: _ClassVar[int]
286
- TARGET_QTY_FIELD_NUMBER: _ClassVar[int]
287
- DEPTH_QUOTE_FIELD_NUMBER: _ClassVar[int]
288
- BID_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
289
- ASK_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
290
- IMPACT_FACTOR_FIELD_NUMBER: _ClassVar[int]
291
- THEORY_PRICE_FIELD_NUMBER: _ClassVar[int]
292
- ORIGINAL_PRICE_FIELD_NUMBER: _ClassVar[int]
293
- COST_PRICE_FIELD_NUMBER: _ClassVar[int]
294
- PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
295
- FLOAT_PNL_FIELD_NUMBER: _ClassVar[int]
296
- CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
297
- POSI_ADJUST_RATE_FIELD_NUMBER: _ClassVar[int]
298
- SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
299
- SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
300
- ACTIVE_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
301
- TOTAL_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
302
- BID_PRICE_FIELD_NUMBER: _ClassVar[int]
303
- ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
304
- STAT_FIELDS_FIELD_NUMBER: _ClassVar[int]
305
- STAT_STATUS_FIELD_NUMBER: _ClassVar[int]
306
- ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
307
- TOTAL_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
308
- TOTAL_CANCEL_NUMS_FIELD_NUMBER: _ClassVar[int]
309
- strategy_id: int
310
- strategy_name: str
311
- status: str
312
- instrument_id: str
313
- sod_amount: float
314
- sod_qty: int
315
- current_qty: int
316
- posi_amount: float
317
- last_px: float
318
- buy_amount: float
319
- sell_amount: float
320
- buy_qty: int
321
- sell_qty: int
322
- exposure: float
323
- active_order_nums: int
324
- text: str
325
- avail_qty: int
326
- posi_side: int
327
- target_qty: int
328
- depth_quote: _containers.RepeatedCompositeFieldContainer[StrategyStatDetail.QuoteLevelData]
329
- bid_premium_rate: float
330
- ask_premium_rate: float
331
- impact_factor: float
332
- theory_price: float
333
- original_price: float
334
- cost_price: float
335
- pre_close_price: float
336
- float_pnl: float
337
- contract_unit: float
338
- posi_adjust_rate: float
339
- signal_id: int
340
- signal_name: str
341
- active_order_qty: int
342
- total_order_qty: int
343
- bid_price: float
344
- ask_price: float
345
- stat_fields: str
346
- stat_status: int
347
- account_id: str
348
- total_order_nums: int
349
- total_cancel_nums: int
350
- def __init__(self, strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., status: _Optional[str] = ..., instrument_id: _Optional[str] = ..., sod_amount: _Optional[float] = ..., sod_qty: _Optional[int] = ..., current_qty: _Optional[int] = ..., posi_amount: _Optional[float] = ..., last_px: _Optional[float] = ..., buy_amount: _Optional[float] = ..., sell_amount: _Optional[float] = ..., buy_qty: _Optional[int] = ..., sell_qty: _Optional[int] = ..., exposure: _Optional[float] = ..., active_order_nums: _Optional[int] = ..., text: _Optional[str] = ..., avail_qty: _Optional[int] = ..., posi_side: _Optional[int] = ..., target_qty: _Optional[int] = ..., depth_quote: _Optional[_Iterable[_Union[StrategyStatDetail.QuoteLevelData, _Mapping]]] = ..., bid_premium_rate: _Optional[float] = ..., ask_premium_rate: _Optional[float] = ..., impact_factor: _Optional[float] = ..., theory_price: _Optional[float] = ..., original_price: _Optional[float] = ..., cost_price: _Optional[float] = ..., pre_close_price: _Optional[float] = ..., float_pnl: _Optional[float] = ..., contract_unit: _Optional[float] = ..., posi_adjust_rate: _Optional[float] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., active_order_qty: _Optional[int] = ..., total_order_qty: _Optional[int] = ..., bid_price: _Optional[float] = ..., ask_price: _Optional[float] = ..., stat_fields: _Optional[str] = ..., stat_status: _Optional[int] = ..., account_id: _Optional[str] = ..., total_order_nums: _Optional[int] = ..., total_cancel_nums: _Optional[int] = ...) -> None: ...
351
-
352
- class QryStrategyStatReq(_message.Message):
353
- __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "strategy_id", "strategy_name", "text", "op_user")
354
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
355
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
356
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
357
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
358
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
359
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
360
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
361
- TEXT_FIELD_NUMBER: _ClassVar[int]
362
- OP_USER_FIELD_NUMBER: _ClassVar[int]
363
- msg_type: int
364
- node_name: str
365
- node_type: int
366
- last_timestamp: int
367
- request_id: str
368
- strategy_id: int
369
- strategy_name: str
370
- text: str
371
- op_user: _common_pb2.OpUser
372
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., text: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ...) -> None: ...
373
-
374
- class QryStrategyStatRsp(_message.Message):
375
- __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "strategy_id", "strategy_name", "strategy_stat")
376
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
377
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
378
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
379
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
380
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
381
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
382
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
383
- STRATEGY_STAT_FIELD_NUMBER: _ClassVar[int]
384
- msg_type: int
385
- node_name: str
386
- node_type: int
387
- last_timestamp: int
388
- request_id: str
389
- strategy_id: int
390
- strategy_name: str
391
- strategy_stat: _containers.RepeatedCompositeFieldContainer[StrategyStatDetail]
392
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., strategy_stat: _Optional[_Iterable[_Union[StrategyStatDetail, _Mapping]]] = ...) -> None: ...
393
-
394
- class StrategyStatEvent(_message.Message):
395
- __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "msg_sequence", "strategy_id", "strategy_name", "strategy_stat")
396
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
397
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
398
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
399
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
400
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
401
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
402
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
403
- STRATEGY_STAT_FIELD_NUMBER: _ClassVar[int]
404
- msg_type: int
405
- node_name: str
406
- node_type: int
407
- last_timestamp: int
408
- msg_sequence: int
409
- strategy_id: int
410
- strategy_name: str
411
- strategy_stat: _containers.RepeatedCompositeFieldContainer[StrategyStatDetail]
412
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., strategy_stat: _Optional[_Iterable[_Union[StrategyStatDetail, _Mapping]]] = ...) -> None: ...
413
-
414
- class StrategyLogEvent(_message.Message):
415
- __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "strategy_id", "strategy_name", "log_level", "occur_time", "file_name", "function_name", "line", "text")
416
- class LogLevel(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
417
- __slots__ = ()
418
- TRACE: _ClassVar[StrategyLogEvent.LogLevel]
419
- DEBUG: _ClassVar[StrategyLogEvent.LogLevel]
420
- INFO: _ClassVar[StrategyLogEvent.LogLevel]
421
- WARN: _ClassVar[StrategyLogEvent.LogLevel]
422
- ERROR: _ClassVar[StrategyLogEvent.LogLevel]
423
- FATAL: _ClassVar[StrategyLogEvent.LogLevel]
424
- TRACE: StrategyLogEvent.LogLevel
425
- DEBUG: StrategyLogEvent.LogLevel
426
- INFO: StrategyLogEvent.LogLevel
427
- WARN: StrategyLogEvent.LogLevel
428
- ERROR: StrategyLogEvent.LogLevel
429
- FATAL: StrategyLogEvent.LogLevel
430
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
431
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
432
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
433
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
434
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
435
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
436
- LOG_LEVEL_FIELD_NUMBER: _ClassVar[int]
437
- OCCUR_TIME_FIELD_NUMBER: _ClassVar[int]
438
- FILE_NAME_FIELD_NUMBER: _ClassVar[int]
439
- FUNCTION_NAME_FIELD_NUMBER: _ClassVar[int]
440
- LINE_FIELD_NUMBER: _ClassVar[int]
441
- TEXT_FIELD_NUMBER: _ClassVar[int]
442
- msg_type: int
443
- node_name: str
444
- node_type: int
445
- last_timestamp: int
446
- strategy_id: int
447
- strategy_name: str
448
- log_level: StrategyLogEvent.LogLevel
449
- occur_time: int
450
- file_name: str
451
- function_name: str
452
- line: int
453
- text: str
454
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., log_level: _Optional[_Union[StrategyLogEvent.LogLevel, str]] = ..., occur_time: _Optional[int] = ..., file_name: _Optional[str] = ..., function_name: _Optional[str] = ..., line: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
455
-
456
- class StrategyEvent(_message.Message):
457
- __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "control_status", "text")
458
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
459
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
460
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
461
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
462
- CONTROL_STATUS_FIELD_NUMBER: _ClassVar[int]
463
- TEXT_FIELD_NUMBER: _ClassVar[int]
464
- msg_type: int
465
- node_name: str
466
- node_type: int
467
- last_timestamp: int
468
- control_status: int
469
- text: str
470
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., control_status: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
471
-
472
- class MonitorEvent(_message.Message):
473
- __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "metric_name", "labels", "value")
474
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
475
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
476
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
477
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
478
- METRIC_NAME_FIELD_NUMBER: _ClassVar[int]
479
- LABELS_FIELD_NUMBER: _ClassVar[int]
480
- VALUE_FIELD_NUMBER: _ClassVar[int]
481
- msg_type: int
482
- node_name: str
483
- node_type: int
484
- last_timestamp: int
485
- metric_name: str
486
- labels: str
487
- value: float
488
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., metric_name: _Optional[str] = ..., labels: _Optional[str] = ..., value: _Optional[float] = ...) -> None: ...
489
-
490
- class BookStatDetail(_message.Message):
491
- __slots__ = ("strategy_name", "instrument_id", "sod_qty", "avail_qty", "trade_date", "strategy_id", "current_qty", "posi_amount", "last_px", "contract_unit", "posi_side", "buy_qty", "sell_qty", "buy_amount", "sell_amount", "active_order_nums", "sod_amount", "status")
492
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
493
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
494
- SOD_QTY_FIELD_NUMBER: _ClassVar[int]
495
- AVAIL_QTY_FIELD_NUMBER: _ClassVar[int]
496
- TRADE_DATE_FIELD_NUMBER: _ClassVar[int]
497
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
498
- CURRENT_QTY_FIELD_NUMBER: _ClassVar[int]
499
- POSI_AMOUNT_FIELD_NUMBER: _ClassVar[int]
500
- LAST_PX_FIELD_NUMBER: _ClassVar[int]
501
- CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
502
- POSI_SIDE_FIELD_NUMBER: _ClassVar[int]
503
- BUY_QTY_FIELD_NUMBER: _ClassVar[int]
504
- SELL_QTY_FIELD_NUMBER: _ClassVar[int]
505
- BUY_AMOUNT_FIELD_NUMBER: _ClassVar[int]
506
- SELL_AMOUNT_FIELD_NUMBER: _ClassVar[int]
507
- ACTIVE_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
508
- SOD_AMOUNT_FIELD_NUMBER: _ClassVar[int]
509
- STATUS_FIELD_NUMBER: _ClassVar[int]
510
- strategy_name: str
511
- instrument_id: str
512
- sod_qty: int
513
- avail_qty: int
514
- trade_date: str
515
- strategy_id: int
516
- current_qty: int
517
- posi_amount: float
518
- last_px: float
519
- contract_unit: float
520
- posi_side: int
521
- buy_qty: int
522
- sell_qty: int
523
- buy_amount: float
524
- sell_amount: float
525
- active_order_nums: int
526
- sod_amount: float
527
- status: str
528
- def __init__(self, strategy_name: _Optional[str] = ..., instrument_id: _Optional[str] = ..., sod_qty: _Optional[int] = ..., avail_qty: _Optional[int] = ..., trade_date: _Optional[str] = ..., strategy_id: _Optional[int] = ..., current_qty: _Optional[int] = ..., posi_amount: _Optional[float] = ..., last_px: _Optional[float] = ..., contract_unit: _Optional[float] = ..., posi_side: _Optional[int] = ..., buy_qty: _Optional[int] = ..., sell_qty: _Optional[int] = ..., buy_amount: _Optional[float] = ..., sell_amount: _Optional[float] = ..., active_order_nums: _Optional[int] = ..., sod_amount: _Optional[float] = ..., status: _Optional[str] = ...) -> None: ...
529
-
530
- class BookStatEvent(_message.Message):
531
- __slots__ = ("msg_type", "book_id", "comments", "settle_currency_id", "exposure", "mock_book", "is_auto_hedge", "auto_hedge_strategy_id", "book_stat_details")
532
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
533
- BOOK_ID_FIELD_NUMBER: _ClassVar[int]
534
- COMMENTS_FIELD_NUMBER: _ClassVar[int]
535
- SETTLE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
536
- EXPOSURE_FIELD_NUMBER: _ClassVar[int]
537
- MOCK_BOOK_FIELD_NUMBER: _ClassVar[int]
538
- IS_AUTO_HEDGE_FIELD_NUMBER: _ClassVar[int]
539
- AUTO_HEDGE_STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
540
- BOOK_STAT_DETAILS_FIELD_NUMBER: _ClassVar[int]
541
- msg_type: int
542
- book_id: str
543
- comments: str
544
- settle_currency_id: str
545
- exposure: float
546
- mock_book: str
547
- is_auto_hedge: int
548
- auto_hedge_strategy_id: int
549
- book_stat_details: _containers.RepeatedCompositeFieldContainer[BookStatDetail]
550
- def __init__(self, msg_type: _Optional[int] = ..., book_id: _Optional[str] = ..., comments: _Optional[str] = ..., settle_currency_id: _Optional[str] = ..., exposure: _Optional[float] = ..., mock_book: _Optional[str] = ..., is_auto_hedge: _Optional[int] = ..., auto_hedge_strategy_id: _Optional[int] = ..., book_stat_details: _Optional[_Iterable[_Union[BookStatDetail, _Mapping]]] = ...) -> None: ...
551
-
552
- class QryBookStatReq(_message.Message):
553
- __slots__ = ("msg_type", "book_id", "request_id")
554
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
555
- BOOK_ID_FIELD_NUMBER: _ClassVar[int]
556
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
557
- msg_type: int
558
- book_id: str
559
- request_id: str
560
- def __init__(self, msg_type: _Optional[int] = ..., book_id: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
561
-
562
- class QryBookStatRsp(_message.Message):
563
- __slots__ = ("msg_type", "books", "request_id", "status", "text")
564
- class Book(_message.Message):
565
- __slots__ = ("book_id", "comments", "settle_currency_id", "exposure", "mock_book", "is_auto_hedge", "auto_hedge_strategy_id", "book_stat_details")
566
- BOOK_ID_FIELD_NUMBER: _ClassVar[int]
567
- COMMENTS_FIELD_NUMBER: _ClassVar[int]
568
- SETTLE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
569
- EXPOSURE_FIELD_NUMBER: _ClassVar[int]
570
- MOCK_BOOK_FIELD_NUMBER: _ClassVar[int]
571
- IS_AUTO_HEDGE_FIELD_NUMBER: _ClassVar[int]
572
- AUTO_HEDGE_STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
573
- BOOK_STAT_DETAILS_FIELD_NUMBER: _ClassVar[int]
574
- book_id: str
575
- comments: str
576
- settle_currency_id: str
577
- exposure: float
578
- mock_book: str
579
- is_auto_hedge: int
580
- auto_hedge_strategy_id: int
581
- book_stat_details: _containers.RepeatedCompositeFieldContainer[BookStatDetail]
582
- def __init__(self, book_id: _Optional[str] = ..., comments: _Optional[str] = ..., settle_currency_id: _Optional[str] = ..., exposure: _Optional[float] = ..., mock_book: _Optional[str] = ..., is_auto_hedge: _Optional[int] = ..., auto_hedge_strategy_id: _Optional[int] = ..., book_stat_details: _Optional[_Iterable[_Union[BookStatDetail, _Mapping]]] = ...) -> None: ...
583
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
584
- BOOKS_FIELD_NUMBER: _ClassVar[int]
585
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
586
- STATUS_FIELD_NUMBER: _ClassVar[int]
587
- TEXT_FIELD_NUMBER: _ClassVar[int]
588
- msg_type: int
589
- books: _containers.RepeatedCompositeFieldContainer[QryBookStatRsp.Book]
590
- request_id: str
591
- status: int
592
- text: str
593
- def __init__(self, msg_type: _Optional[int] = ..., books: _Optional[_Iterable[_Union[QryBookStatRsp.Book, _Mapping]]] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
594
-
595
- class ArbitrageStrategyStatEvent(_message.Message):
596
- __slots__ = ("msg_type", "node_name", "node_type", "strategy_id", "strategy_name", "signal_id", "status", "reason", "last_timestamp")
597
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
598
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
599
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
600
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
601
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
602
- SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
603
- STATUS_FIELD_NUMBER: _ClassVar[int]
604
- REASON_FIELD_NUMBER: _ClassVar[int]
605
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
606
- msg_type: int
607
- node_name: str
608
- node_type: int
609
- strategy_id: int
610
- strategy_name: str
611
- signal_id: int
612
- status: str
613
- reason: str
614
- last_timestamp: int
615
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., signal_id: _Optional[int] = ..., status: _Optional[str] = ..., reason: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> 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 Ping(_message.Message):
12
+ __slots__ = ("msg_type", "msg_sequence")
13
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
14
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
15
+ msg_type: int
16
+ msg_sequence: int
17
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ...) -> None: ...
18
+
19
+ class Pong(_message.Message):
20
+ __slots__ = ("msg_type", "msg_sequence")
21
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
22
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
23
+ msg_type: int
24
+ msg_sequence: int
25
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ...) -> None: ...
26
+
27
+ class ManagerNotLogin(_message.Message):
28
+ __slots__ = ("msg_type", "last_timestamp")
29
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
30
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
31
+ msg_type: int
32
+ last_timestamp: int
33
+ def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
34
+
35
+ class ManagerErrorMsg(_message.Message):
36
+ __slots__ = ("msg_type", "error_msg", "last_timestamp", "request_id")
37
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
38
+ ERROR_MSG_FIELD_NUMBER: _ClassVar[int]
39
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
40
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
41
+ msg_type: int
42
+ error_msg: str
43
+ last_timestamp: int
44
+ request_id: str
45
+ def __init__(self, msg_type: _Optional[int] = ..., error_msg: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
46
+
47
+ class LoginReq(_message.Message):
48
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id")
49
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
50
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
51
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
52
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
53
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
54
+ msg_type: int
55
+ node_name: str
56
+ node_type: int
57
+ last_timestamp: int
58
+ request_id: str
59
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
60
+
61
+ class LoginRsp(_message.Message):
62
+ __slots__ = ("msg_type", "node_name", "node_type", "request_id", "is_succ", "text")
63
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
64
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
65
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
66
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
67
+ IS_SUCC_FIELD_NUMBER: _ClassVar[int]
68
+ TEXT_FIELD_NUMBER: _ClassVar[int]
69
+ msg_type: int
70
+ node_name: str
71
+ node_type: int
72
+ request_id: str
73
+ is_succ: bool
74
+ text: str
75
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., request_id: _Optional[str] = ..., is_succ: bool = ..., text: _Optional[str] = ...) -> None: ...
76
+
77
+ class StrategyControlReq(_message.Message):
78
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "operate_type", "strategy_id", "strategy_name", "control_type", "op_user")
79
+ class ControlType(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
80
+ __slots__ = ()
81
+ kInit: _ClassVar[StrategyControlReq.ControlType]
82
+ kRun: _ClassVar[StrategyControlReq.ControlType]
83
+ kPause: _ClassVar[StrategyControlReq.ControlType]
84
+ kStop: _ClassVar[StrategyControlReq.ControlType]
85
+ kClose: _ClassVar[StrategyControlReq.ControlType]
86
+ kInit: StrategyControlReq.ControlType
87
+ kRun: StrategyControlReq.ControlType
88
+ kPause: StrategyControlReq.ControlType
89
+ kStop: StrategyControlReq.ControlType
90
+ kClose: StrategyControlReq.ControlType
91
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
92
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
93
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
94
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
95
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
96
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
97
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
98
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
99
+ CONTROL_TYPE_FIELD_NUMBER: _ClassVar[int]
100
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
101
+ msg_type: int
102
+ node_name: str
103
+ node_type: int
104
+ last_timestamp: int
105
+ request_id: str
106
+ operate_type: int
107
+ strategy_id: int
108
+ strategy_name: str
109
+ control_type: StrategyControlReq.ControlType
110
+ op_user: _common_pb2.OpUser
111
+ 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[int] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., control_type: _Optional[_Union[StrategyControlReq.ControlType, str]] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ...) -> None: ...
112
+
113
+ class StrategyControlRsp(_message.Message):
114
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "strategy_name", "strategy_id", "status", "text")
115
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
116
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
117
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
118
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
119
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
120
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
121
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
122
+ STATUS_FIELD_NUMBER: _ClassVar[int]
123
+ TEXT_FIELD_NUMBER: _ClassVar[int]
124
+ msg_type: int
125
+ node_name: str
126
+ node_type: int
127
+ last_timestamp: int
128
+ request_id: str
129
+ strategy_name: str
130
+ strategy_id: int
131
+ status: int
132
+ text: str
133
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., strategy_name: _Optional[str] = ..., strategy_id: _Optional[int] = ..., status: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
134
+
135
+ class UpdateStrategyParamsReq(_message.Message):
136
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "operate_type", "strategy_name", "strategy_id", "text", "strategy_params", "monitor_params", "strategy_instruments", "signal_id", "signal_name", "target_qty", "op_user")
137
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
138
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
139
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
140
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
141
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
142
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
143
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
144
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
145
+ TEXT_FIELD_NUMBER: _ClassVar[int]
146
+ STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
147
+ MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
148
+ STRATEGY_INSTRUMENTS_FIELD_NUMBER: _ClassVar[int]
149
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
150
+ SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
151
+ TARGET_QTY_FIELD_NUMBER: _ClassVar[int]
152
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
153
+ msg_type: int
154
+ node_name: str
155
+ node_type: int
156
+ last_timestamp: int
157
+ request_id: str
158
+ operate_type: int
159
+ strategy_name: str
160
+ strategy_id: int
161
+ text: str
162
+ strategy_params: str
163
+ monitor_params: str
164
+ strategy_instruments: _containers.RepeatedCompositeFieldContainer[_common_pb2.StrategyInstrument]
165
+ signal_id: int
166
+ signal_name: str
167
+ target_qty: int
168
+ op_user: _common_pb2.OpUser
169
+ 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[int] = ..., strategy_name: _Optional[str] = ..., strategy_id: _Optional[int] = ..., text: _Optional[str] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ..., strategy_instruments: _Optional[_Iterable[_Union[_common_pb2.StrategyInstrument, _Mapping]]] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., target_qty: _Optional[int] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ...) -> None: ...
170
+
171
+ class UpdateStrategyParamsRsp(_message.Message):
172
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "strategy_name", "strategy_id", "status", "request_id", "text", "strategy_params", "monitor_params", "strategy_instruments", "signal_id", "signal_name", "target_qty")
173
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
174
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
175
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
176
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
177
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
178
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
179
+ STATUS_FIELD_NUMBER: _ClassVar[int]
180
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
181
+ TEXT_FIELD_NUMBER: _ClassVar[int]
182
+ STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
183
+ MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
184
+ STRATEGY_INSTRUMENTS_FIELD_NUMBER: _ClassVar[int]
185
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
186
+ SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
187
+ TARGET_QTY_FIELD_NUMBER: _ClassVar[int]
188
+ msg_type: int
189
+ node_name: str
190
+ node_type: int
191
+ last_timestamp: int
192
+ strategy_name: str
193
+ strategy_id: int
194
+ status: int
195
+ request_id: str
196
+ text: str
197
+ strategy_params: str
198
+ monitor_params: str
199
+ strategy_instruments: _containers.RepeatedCompositeFieldContainer[_common_pb2.StrategyInstrument]
200
+ signal_id: int
201
+ signal_name: str
202
+ target_qty: int
203
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., strategy_name: _Optional[str] = ..., strategy_id: _Optional[int] = ..., status: _Optional[int] = ..., request_id: _Optional[str] = ..., text: _Optional[str] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ..., strategy_instruments: _Optional[_Iterable[_Union[_common_pb2.StrategyInstrument, _Mapping]]] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., target_qty: _Optional[int] = ...) -> None: ...
204
+
205
+ class UpdateStrategyGlobalParamsReq(_message.Message):
206
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "operate_type", "strategy_template_id", "text", "strategy_params", "monitor_params", "op_user")
207
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
208
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
209
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
210
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
211
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
212
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
213
+ STRATEGY_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
214
+ TEXT_FIELD_NUMBER: _ClassVar[int]
215
+ STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
216
+ MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
217
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
218
+ msg_type: int
219
+ node_name: str
220
+ node_type: int
221
+ last_timestamp: int
222
+ request_id: str
223
+ operate_type: int
224
+ strategy_template_id: str
225
+ text: str
226
+ strategy_params: str
227
+ monitor_params: str
228
+ op_user: _common_pb2.OpUser
229
+ 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[int] = ..., strategy_template_id: _Optional[str] = ..., text: _Optional[str] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ...) -> None: ...
230
+
231
+ class UpdateStrategyGlobalParamsRsp(_message.Message):
232
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "strategy_template_id", "status", "request_id", "text", "strategy_params", "monitor_params")
233
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
234
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
235
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
236
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
237
+ STRATEGY_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
238
+ STATUS_FIELD_NUMBER: _ClassVar[int]
239
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
240
+ TEXT_FIELD_NUMBER: _ClassVar[int]
241
+ STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
242
+ MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
243
+ msg_type: int
244
+ node_name: str
245
+ node_type: int
246
+ last_timestamp: int
247
+ strategy_template_id: str
248
+ status: int
249
+ request_id: str
250
+ text: str
251
+ strategy_params: str
252
+ monitor_params: str
253
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., strategy_template_id: _Optional[str] = ..., status: _Optional[int] = ..., request_id: _Optional[str] = ..., text: _Optional[str] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ...) -> None: ...
254
+
255
+ class StrategyStatDetail(_message.Message):
256
+ __slots__ = ("strategy_id", "strategy_name", "status", "instrument_id", "sod_amount", "sod_qty", "current_qty", "posi_amount", "last_px", "buy_amount", "sell_amount", "buy_qty", "sell_qty", "exposure", "active_order_nums", "text", "avail_qty", "posi_side", "target_qty", "depth_quote", "bid_premium_rate", "ask_premium_rate", "impact_factor", "theory_price", "original_price", "cost_price", "pre_close_price", "float_pnl", "contract_unit", "posi_adjust_rate", "signal_id", "signal_name", "active_order_qty", "total_order_qty", "bid_price", "ask_price", "stat_fields", "stat_status", "account_id", "total_order_nums", "total_cancel_nums")
257
+ class QuoteLevelData(_message.Message):
258
+ __slots__ = ("bid_price", "bid_volume", "ask_price", "ask_volume")
259
+ BID_PRICE_FIELD_NUMBER: _ClassVar[int]
260
+ BID_VOLUME_FIELD_NUMBER: _ClassVar[int]
261
+ ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
262
+ ASK_VOLUME_FIELD_NUMBER: _ClassVar[int]
263
+ bid_price: int
264
+ bid_volume: int
265
+ ask_price: int
266
+ ask_volume: int
267
+ def __init__(self, bid_price: _Optional[int] = ..., bid_volume: _Optional[int] = ..., ask_price: _Optional[int] = ..., ask_volume: _Optional[int] = ...) -> None: ...
268
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
269
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
270
+ STATUS_FIELD_NUMBER: _ClassVar[int]
271
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
272
+ SOD_AMOUNT_FIELD_NUMBER: _ClassVar[int]
273
+ SOD_QTY_FIELD_NUMBER: _ClassVar[int]
274
+ CURRENT_QTY_FIELD_NUMBER: _ClassVar[int]
275
+ POSI_AMOUNT_FIELD_NUMBER: _ClassVar[int]
276
+ LAST_PX_FIELD_NUMBER: _ClassVar[int]
277
+ BUY_AMOUNT_FIELD_NUMBER: _ClassVar[int]
278
+ SELL_AMOUNT_FIELD_NUMBER: _ClassVar[int]
279
+ BUY_QTY_FIELD_NUMBER: _ClassVar[int]
280
+ SELL_QTY_FIELD_NUMBER: _ClassVar[int]
281
+ EXPOSURE_FIELD_NUMBER: _ClassVar[int]
282
+ ACTIVE_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
283
+ TEXT_FIELD_NUMBER: _ClassVar[int]
284
+ AVAIL_QTY_FIELD_NUMBER: _ClassVar[int]
285
+ POSI_SIDE_FIELD_NUMBER: _ClassVar[int]
286
+ TARGET_QTY_FIELD_NUMBER: _ClassVar[int]
287
+ DEPTH_QUOTE_FIELD_NUMBER: _ClassVar[int]
288
+ BID_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
289
+ ASK_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
290
+ IMPACT_FACTOR_FIELD_NUMBER: _ClassVar[int]
291
+ THEORY_PRICE_FIELD_NUMBER: _ClassVar[int]
292
+ ORIGINAL_PRICE_FIELD_NUMBER: _ClassVar[int]
293
+ COST_PRICE_FIELD_NUMBER: _ClassVar[int]
294
+ PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
295
+ FLOAT_PNL_FIELD_NUMBER: _ClassVar[int]
296
+ CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
297
+ POSI_ADJUST_RATE_FIELD_NUMBER: _ClassVar[int]
298
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
299
+ SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
300
+ ACTIVE_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
301
+ TOTAL_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
302
+ BID_PRICE_FIELD_NUMBER: _ClassVar[int]
303
+ ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
304
+ STAT_FIELDS_FIELD_NUMBER: _ClassVar[int]
305
+ STAT_STATUS_FIELD_NUMBER: _ClassVar[int]
306
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
307
+ TOTAL_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
308
+ TOTAL_CANCEL_NUMS_FIELD_NUMBER: _ClassVar[int]
309
+ strategy_id: int
310
+ strategy_name: str
311
+ status: str
312
+ instrument_id: str
313
+ sod_amount: float
314
+ sod_qty: int
315
+ current_qty: int
316
+ posi_amount: float
317
+ last_px: float
318
+ buy_amount: float
319
+ sell_amount: float
320
+ buy_qty: int
321
+ sell_qty: int
322
+ exposure: float
323
+ active_order_nums: int
324
+ text: str
325
+ avail_qty: int
326
+ posi_side: int
327
+ target_qty: int
328
+ depth_quote: _containers.RepeatedCompositeFieldContainer[StrategyStatDetail.QuoteLevelData]
329
+ bid_premium_rate: float
330
+ ask_premium_rate: float
331
+ impact_factor: float
332
+ theory_price: float
333
+ original_price: float
334
+ cost_price: float
335
+ pre_close_price: float
336
+ float_pnl: float
337
+ contract_unit: float
338
+ posi_adjust_rate: float
339
+ signal_id: int
340
+ signal_name: str
341
+ active_order_qty: int
342
+ total_order_qty: int
343
+ bid_price: float
344
+ ask_price: float
345
+ stat_fields: str
346
+ stat_status: int
347
+ account_id: str
348
+ total_order_nums: int
349
+ total_cancel_nums: int
350
+ def __init__(self, strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., status: _Optional[str] = ..., instrument_id: _Optional[str] = ..., sod_amount: _Optional[float] = ..., sod_qty: _Optional[int] = ..., current_qty: _Optional[int] = ..., posi_amount: _Optional[float] = ..., last_px: _Optional[float] = ..., buy_amount: _Optional[float] = ..., sell_amount: _Optional[float] = ..., buy_qty: _Optional[int] = ..., sell_qty: _Optional[int] = ..., exposure: _Optional[float] = ..., active_order_nums: _Optional[int] = ..., text: _Optional[str] = ..., avail_qty: _Optional[int] = ..., posi_side: _Optional[int] = ..., target_qty: _Optional[int] = ..., depth_quote: _Optional[_Iterable[_Union[StrategyStatDetail.QuoteLevelData, _Mapping]]] = ..., bid_premium_rate: _Optional[float] = ..., ask_premium_rate: _Optional[float] = ..., impact_factor: _Optional[float] = ..., theory_price: _Optional[float] = ..., original_price: _Optional[float] = ..., cost_price: _Optional[float] = ..., pre_close_price: _Optional[float] = ..., float_pnl: _Optional[float] = ..., contract_unit: _Optional[float] = ..., posi_adjust_rate: _Optional[float] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., active_order_qty: _Optional[int] = ..., total_order_qty: _Optional[int] = ..., bid_price: _Optional[float] = ..., ask_price: _Optional[float] = ..., stat_fields: _Optional[str] = ..., stat_status: _Optional[int] = ..., account_id: _Optional[str] = ..., total_order_nums: _Optional[int] = ..., total_cancel_nums: _Optional[int] = ...) -> None: ...
351
+
352
+ class QryStrategyStatReq(_message.Message):
353
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "strategy_id", "strategy_name", "text", "op_user")
354
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
355
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
356
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
357
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
358
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
359
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
360
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
361
+ TEXT_FIELD_NUMBER: _ClassVar[int]
362
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
363
+ msg_type: int
364
+ node_name: str
365
+ node_type: int
366
+ last_timestamp: int
367
+ request_id: str
368
+ strategy_id: int
369
+ strategy_name: str
370
+ text: str
371
+ op_user: _common_pb2.OpUser
372
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., text: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ...) -> None: ...
373
+
374
+ class QryStrategyStatRsp(_message.Message):
375
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "strategy_id", "strategy_name", "strategy_stat")
376
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
377
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
378
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
379
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
380
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
381
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
382
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
383
+ STRATEGY_STAT_FIELD_NUMBER: _ClassVar[int]
384
+ msg_type: int
385
+ node_name: str
386
+ node_type: int
387
+ last_timestamp: int
388
+ request_id: str
389
+ strategy_id: int
390
+ strategy_name: str
391
+ strategy_stat: _containers.RepeatedCompositeFieldContainer[StrategyStatDetail]
392
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., strategy_stat: _Optional[_Iterable[_Union[StrategyStatDetail, _Mapping]]] = ...) -> None: ...
393
+
394
+ class StrategyStatEvent(_message.Message):
395
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "msg_sequence", "strategy_id", "strategy_name", "strategy_stat")
396
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
397
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
398
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
399
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
400
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
401
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
402
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
403
+ STRATEGY_STAT_FIELD_NUMBER: _ClassVar[int]
404
+ msg_type: int
405
+ node_name: str
406
+ node_type: int
407
+ last_timestamp: int
408
+ msg_sequence: int
409
+ strategy_id: int
410
+ strategy_name: str
411
+ strategy_stat: _containers.RepeatedCompositeFieldContainer[StrategyStatDetail]
412
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., strategy_stat: _Optional[_Iterable[_Union[StrategyStatDetail, _Mapping]]] = ...) -> None: ...
413
+
414
+ class StrategyLogEvent(_message.Message):
415
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "strategy_id", "strategy_name", "log_level", "occur_time", "file_name", "function_name", "line", "text")
416
+ class LogLevel(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
417
+ __slots__ = ()
418
+ TRACE: _ClassVar[StrategyLogEvent.LogLevel]
419
+ DEBUG: _ClassVar[StrategyLogEvent.LogLevel]
420
+ INFO: _ClassVar[StrategyLogEvent.LogLevel]
421
+ WARN: _ClassVar[StrategyLogEvent.LogLevel]
422
+ ERROR: _ClassVar[StrategyLogEvent.LogLevel]
423
+ FATAL: _ClassVar[StrategyLogEvent.LogLevel]
424
+ TRACE: StrategyLogEvent.LogLevel
425
+ DEBUG: StrategyLogEvent.LogLevel
426
+ INFO: StrategyLogEvent.LogLevel
427
+ WARN: StrategyLogEvent.LogLevel
428
+ ERROR: StrategyLogEvent.LogLevel
429
+ FATAL: StrategyLogEvent.LogLevel
430
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
431
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
432
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
433
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
434
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
435
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
436
+ LOG_LEVEL_FIELD_NUMBER: _ClassVar[int]
437
+ OCCUR_TIME_FIELD_NUMBER: _ClassVar[int]
438
+ FILE_NAME_FIELD_NUMBER: _ClassVar[int]
439
+ FUNCTION_NAME_FIELD_NUMBER: _ClassVar[int]
440
+ LINE_FIELD_NUMBER: _ClassVar[int]
441
+ TEXT_FIELD_NUMBER: _ClassVar[int]
442
+ msg_type: int
443
+ node_name: str
444
+ node_type: int
445
+ last_timestamp: int
446
+ strategy_id: int
447
+ strategy_name: str
448
+ log_level: StrategyLogEvent.LogLevel
449
+ occur_time: int
450
+ file_name: str
451
+ function_name: str
452
+ line: int
453
+ text: str
454
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., log_level: _Optional[_Union[StrategyLogEvent.LogLevel, str]] = ..., occur_time: _Optional[int] = ..., file_name: _Optional[str] = ..., function_name: _Optional[str] = ..., line: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
455
+
456
+ class StrategyEvent(_message.Message):
457
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "control_status", "text")
458
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
459
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
460
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
461
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
462
+ CONTROL_STATUS_FIELD_NUMBER: _ClassVar[int]
463
+ TEXT_FIELD_NUMBER: _ClassVar[int]
464
+ msg_type: int
465
+ node_name: str
466
+ node_type: int
467
+ last_timestamp: int
468
+ control_status: int
469
+ text: str
470
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., control_status: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
471
+
472
+ class MonitorEvent(_message.Message):
473
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "metric_name", "labels", "value")
474
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
475
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
476
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
477
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
478
+ METRIC_NAME_FIELD_NUMBER: _ClassVar[int]
479
+ LABELS_FIELD_NUMBER: _ClassVar[int]
480
+ VALUE_FIELD_NUMBER: _ClassVar[int]
481
+ msg_type: int
482
+ node_name: str
483
+ node_type: int
484
+ last_timestamp: int
485
+ metric_name: str
486
+ labels: str
487
+ value: float
488
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., metric_name: _Optional[str] = ..., labels: _Optional[str] = ..., value: _Optional[float] = ...) -> None: ...
489
+
490
+ class BookStatDetail(_message.Message):
491
+ __slots__ = ("strategy_name", "instrument_id", "sod_qty", "avail_qty", "trade_date", "strategy_id", "current_qty", "posi_amount", "last_px", "contract_unit", "posi_side", "buy_qty", "sell_qty", "buy_amount", "sell_amount", "active_order_nums", "sod_amount", "status")
492
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
493
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
494
+ SOD_QTY_FIELD_NUMBER: _ClassVar[int]
495
+ AVAIL_QTY_FIELD_NUMBER: _ClassVar[int]
496
+ TRADE_DATE_FIELD_NUMBER: _ClassVar[int]
497
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
498
+ CURRENT_QTY_FIELD_NUMBER: _ClassVar[int]
499
+ POSI_AMOUNT_FIELD_NUMBER: _ClassVar[int]
500
+ LAST_PX_FIELD_NUMBER: _ClassVar[int]
501
+ CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
502
+ POSI_SIDE_FIELD_NUMBER: _ClassVar[int]
503
+ BUY_QTY_FIELD_NUMBER: _ClassVar[int]
504
+ SELL_QTY_FIELD_NUMBER: _ClassVar[int]
505
+ BUY_AMOUNT_FIELD_NUMBER: _ClassVar[int]
506
+ SELL_AMOUNT_FIELD_NUMBER: _ClassVar[int]
507
+ ACTIVE_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
508
+ SOD_AMOUNT_FIELD_NUMBER: _ClassVar[int]
509
+ STATUS_FIELD_NUMBER: _ClassVar[int]
510
+ strategy_name: str
511
+ instrument_id: str
512
+ sod_qty: int
513
+ avail_qty: int
514
+ trade_date: str
515
+ strategy_id: int
516
+ current_qty: int
517
+ posi_amount: float
518
+ last_px: float
519
+ contract_unit: float
520
+ posi_side: int
521
+ buy_qty: int
522
+ sell_qty: int
523
+ buy_amount: float
524
+ sell_amount: float
525
+ active_order_nums: int
526
+ sod_amount: float
527
+ status: str
528
+ def __init__(self, strategy_name: _Optional[str] = ..., instrument_id: _Optional[str] = ..., sod_qty: _Optional[int] = ..., avail_qty: _Optional[int] = ..., trade_date: _Optional[str] = ..., strategy_id: _Optional[int] = ..., current_qty: _Optional[int] = ..., posi_amount: _Optional[float] = ..., last_px: _Optional[float] = ..., contract_unit: _Optional[float] = ..., posi_side: _Optional[int] = ..., buy_qty: _Optional[int] = ..., sell_qty: _Optional[int] = ..., buy_amount: _Optional[float] = ..., sell_amount: _Optional[float] = ..., active_order_nums: _Optional[int] = ..., sod_amount: _Optional[float] = ..., status: _Optional[str] = ...) -> None: ...
529
+
530
+ class BookStatEvent(_message.Message):
531
+ __slots__ = ("msg_type", "book_id", "comments", "settle_currency_id", "exposure", "mock_book", "is_auto_hedge", "auto_hedge_strategy_id", "book_stat_details")
532
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
533
+ BOOK_ID_FIELD_NUMBER: _ClassVar[int]
534
+ COMMENTS_FIELD_NUMBER: _ClassVar[int]
535
+ SETTLE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
536
+ EXPOSURE_FIELD_NUMBER: _ClassVar[int]
537
+ MOCK_BOOK_FIELD_NUMBER: _ClassVar[int]
538
+ IS_AUTO_HEDGE_FIELD_NUMBER: _ClassVar[int]
539
+ AUTO_HEDGE_STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
540
+ BOOK_STAT_DETAILS_FIELD_NUMBER: _ClassVar[int]
541
+ msg_type: int
542
+ book_id: str
543
+ comments: str
544
+ settle_currency_id: str
545
+ exposure: float
546
+ mock_book: str
547
+ is_auto_hedge: int
548
+ auto_hedge_strategy_id: int
549
+ book_stat_details: _containers.RepeatedCompositeFieldContainer[BookStatDetail]
550
+ def __init__(self, msg_type: _Optional[int] = ..., book_id: _Optional[str] = ..., comments: _Optional[str] = ..., settle_currency_id: _Optional[str] = ..., exposure: _Optional[float] = ..., mock_book: _Optional[str] = ..., is_auto_hedge: _Optional[int] = ..., auto_hedge_strategy_id: _Optional[int] = ..., book_stat_details: _Optional[_Iterable[_Union[BookStatDetail, _Mapping]]] = ...) -> None: ...
551
+
552
+ class QryBookStatReq(_message.Message):
553
+ __slots__ = ("msg_type", "book_id", "request_id")
554
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
555
+ BOOK_ID_FIELD_NUMBER: _ClassVar[int]
556
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
557
+ msg_type: int
558
+ book_id: str
559
+ request_id: str
560
+ def __init__(self, msg_type: _Optional[int] = ..., book_id: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
561
+
562
+ class QryBookStatRsp(_message.Message):
563
+ __slots__ = ("msg_type", "books", "request_id", "status", "text")
564
+ class Book(_message.Message):
565
+ __slots__ = ("book_id", "comments", "settle_currency_id", "exposure", "mock_book", "is_auto_hedge", "auto_hedge_strategy_id", "book_stat_details")
566
+ BOOK_ID_FIELD_NUMBER: _ClassVar[int]
567
+ COMMENTS_FIELD_NUMBER: _ClassVar[int]
568
+ SETTLE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
569
+ EXPOSURE_FIELD_NUMBER: _ClassVar[int]
570
+ MOCK_BOOK_FIELD_NUMBER: _ClassVar[int]
571
+ IS_AUTO_HEDGE_FIELD_NUMBER: _ClassVar[int]
572
+ AUTO_HEDGE_STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
573
+ BOOK_STAT_DETAILS_FIELD_NUMBER: _ClassVar[int]
574
+ book_id: str
575
+ comments: str
576
+ settle_currency_id: str
577
+ exposure: float
578
+ mock_book: str
579
+ is_auto_hedge: int
580
+ auto_hedge_strategy_id: int
581
+ book_stat_details: _containers.RepeatedCompositeFieldContainer[BookStatDetail]
582
+ def __init__(self, book_id: _Optional[str] = ..., comments: _Optional[str] = ..., settle_currency_id: _Optional[str] = ..., exposure: _Optional[float] = ..., mock_book: _Optional[str] = ..., is_auto_hedge: _Optional[int] = ..., auto_hedge_strategy_id: _Optional[int] = ..., book_stat_details: _Optional[_Iterable[_Union[BookStatDetail, _Mapping]]] = ...) -> None: ...
583
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
584
+ BOOKS_FIELD_NUMBER: _ClassVar[int]
585
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
586
+ STATUS_FIELD_NUMBER: _ClassVar[int]
587
+ TEXT_FIELD_NUMBER: _ClassVar[int]
588
+ msg_type: int
589
+ books: _containers.RepeatedCompositeFieldContainer[QryBookStatRsp.Book]
590
+ request_id: str
591
+ status: int
592
+ text: str
593
+ def __init__(self, msg_type: _Optional[int] = ..., books: _Optional[_Iterable[_Union[QryBookStatRsp.Book, _Mapping]]] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
594
+
595
+ class ArbitrageStrategyStatEvent(_message.Message):
596
+ __slots__ = ("msg_type", "node_name", "node_type", "strategy_id", "strategy_name", "signal_id", "status", "reason", "last_timestamp")
597
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
598
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
599
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
600
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
601
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
602
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
603
+ STATUS_FIELD_NUMBER: _ClassVar[int]
604
+ REASON_FIELD_NUMBER: _ClassVar[int]
605
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
606
+ msg_type: int
607
+ node_name: str
608
+ node_type: int
609
+ strategy_id: int
610
+ strategy_name: str
611
+ signal_id: int
612
+ status: str
613
+ reason: str
614
+ last_timestamp: int
615
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., signal_id: _Optional[int] = ..., status: _Optional[str] = ..., reason: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...