datahub_binary 0.7.17__cp312-cp312-win_amd64.whl → 0.7.19__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.
- datahub/protos/client_pb2.pyi +3199 -3152
- datahub/protos/common_pb2.pyi +604 -604
- datahub/protos/management_pb2.pyi +444 -444
- datahub/protos/position_pb2.pyi +416 -416
- datahub/protos/query_pb2.pyi +310 -310
- datahub/protos/quote_pb2.pyi +459 -459
- datahub/protos/signal_pb2.pyi +295 -295
- datahub/protos/strategy_pb2.pyi +615 -615
- datahub/protos/trade_pb2.pyi +921 -921
- datahub.cp312-win_amd64.pyd +0 -0
- {datahub_binary-0.7.17.dist-info → datahub_binary-0.7.19.dist-info}/METADATA +1 -1
- datahub_binary-0.7.19.dist-info/RECORD +16 -0
- datahub_binary-0.7.17.dist-info/RECORD +0 -16
- {datahub_binary-0.7.17.dist-info → datahub_binary-0.7.19.dist-info}/WHEEL +0 -0
- {datahub_binary-0.7.17.dist-info → datahub_binary-0.7.19.dist-info}/top_level.txt +0 -0
datahub/protos/common_pb2.pyi
CHANGED
@@ -1,604 +1,604 @@
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from google.protobuf.internal import containers as _containers
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from google.protobuf import descriptor as _descriptor
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from google.protobuf import message as _message
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from collections.abc import Iterable as _Iterable, Mapping as _Mapping
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from typing import ClassVar as _ClassVar, Optional as _Optional, Union as _Union
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DESCRIPTOR: _descriptor.FileDescriptor
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class OpUser(_message.Message):
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__slots__ = ("user_id", "party_id", "post_id", "datetime", "region_id", "ip", "mac", "sn", "uuid", "local_ip", "cpu", "sno", "pcn", "pi", "vol", "osv", "terminal_type", "text", "props")
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class PropsEntry(_message.Message):
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__slots__ = ("key", "value")
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KEY_FIELD_NUMBER: _ClassVar[int]
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VALUE_FIELD_NUMBER: _ClassVar[int]
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key: str
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value: str
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def __init__(self, key: _Optional[str] = ..., value: _Optional[str] = ...) -> None: ...
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USER_ID_FIELD_NUMBER: _ClassVar[int]
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PARTY_ID_FIELD_NUMBER: _ClassVar[int]
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POST_ID_FIELD_NUMBER: _ClassVar[int]
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DATETIME_FIELD_NUMBER: _ClassVar[int]
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REGION_ID_FIELD_NUMBER: _ClassVar[int]
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IP_FIELD_NUMBER: _ClassVar[int]
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MAC_FIELD_NUMBER: _ClassVar[int]
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SN_FIELD_NUMBER: _ClassVar[int]
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UUID_FIELD_NUMBER: _ClassVar[int]
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LOCAL_IP_FIELD_NUMBER: _ClassVar[int]
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CPU_FIELD_NUMBER: _ClassVar[int]
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SNO_FIELD_NUMBER: _ClassVar[int]
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PCN_FIELD_NUMBER: _ClassVar[int]
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PI_FIELD_NUMBER: _ClassVar[int]
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VOL_FIELD_NUMBER: _ClassVar[int]
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OSV_FIELD_NUMBER: _ClassVar[int]
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TERMINAL_TYPE_FIELD_NUMBER: _ClassVar[int]
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TEXT_FIELD_NUMBER: _ClassVar[int]
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PROPS_FIELD_NUMBER: _ClassVar[int]
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user_id: str
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party_id: str
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post_id: str
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datetime: str
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region_id: int
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ip: str
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mac: str
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sn: str
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uuid: str
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local_ip: str
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cpu: str
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sno: str
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pcn: str
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pi: str
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vol: str
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osv: str
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terminal_type: str
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text: str
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props: _containers.ScalarMap[str, str]
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def __init__(self, user_id: _Optional[str] = ..., party_id: _Optional[str] = ..., post_id: _Optional[str] = ..., datetime: _Optional[str] = ..., region_id: _Optional[int] = ..., ip: _Optional[str] = ..., mac: _Optional[str] = ..., sn: _Optional[str] = ..., uuid: _Optional[str] = ..., local_ip: _Optional[str] = ..., cpu: _Optional[str] = ..., sno: _Optional[str] = ..., pcn: _Optional[str] = ..., pi: _Optional[str] = ..., vol: _Optional[str] = ..., osv: _Optional[str] = ..., terminal_type: _Optional[str] = ..., text: _Optional[str] = ..., props: _Optional[_Mapping[str, str]] = ...) -> None: ...
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class OpStatus(_message.Message):
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__slots__ = ("status", "reason", "data")
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STATUS_FIELD_NUMBER: _ClassVar[int]
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REASON_FIELD_NUMBER: _ClassVar[int]
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DATA_FIELD_NUMBER: _ClassVar[int]
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status: int
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reason: str
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data: str
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def __init__(self, status: _Optional[int] = ..., reason: _Optional[str] = ..., data: _Optional[str] = ...) -> None: ...
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class PackageInfo(_message.Message):
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__slots__ = ("instrument_id", "component_instrument_id", "component_qty", "is_sub_cash_replace", "is_sub_cash_replace_amount", "is_withdraw_cash", "is_withdraw_cash_replace_amount")
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INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
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COMPONENT_INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
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COMPONENT_QTY_FIELD_NUMBER: _ClassVar[int]
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IS_SUB_CASH_REPLACE_FIELD_NUMBER: _ClassVar[int]
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IS_SUB_CASH_REPLACE_AMOUNT_FIELD_NUMBER: _ClassVar[int]
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IS_WITHDRAW_CASH_FIELD_NUMBER: _ClassVar[int]
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IS_WITHDRAW_CASH_REPLACE_AMOUNT_FIELD_NUMBER: _ClassVar[int]
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instrument_id: str
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component_instrument_id: str
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component_qty: int
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is_sub_cash_replace: int
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is_sub_cash_replace_amount: float
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is_withdraw_cash: int
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is_withdraw_cash_replace_amount: float
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def __init__(self, instrument_id: _Optional[str] = ..., component_instrument_id: _Optional[str] = ..., component_qty: _Optional[int] = ..., is_sub_cash_replace: _Optional[int] = ..., is_sub_cash_replace_amount: _Optional[float] = ..., is_withdraw_cash: _Optional[int] = ..., is_withdraw_cash_replace_amount: _Optional[float] = ...) -> None: ...
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class SignalInfoL2(_message.Message):
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__slots__ = ("l2_signal_id", "source_signal_id", "l2_signal_name", "comments", "weight", "source_signal_name")
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L2_SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
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SOURCE_SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
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L2_SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
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COMMENTS_FIELD_NUMBER: _ClassVar[int]
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WEIGHT_FIELD_NUMBER: _ClassVar[int]
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SOURCE_SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
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l2_signal_id: int
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source_signal_id: int
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l2_signal_name: str
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comments: str
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weight: float
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source_signal_name: str
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def __init__(self, l2_signal_id: _Optional[int] = ..., source_signal_id: _Optional[int] = ..., l2_signal_name: _Optional[str] = ..., comments: _Optional[str] = ..., weight: _Optional[float] = ..., source_signal_name: _Optional[str] = ...) -> None: ...
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class Currency(_message.Message):
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__slots__ = ("currency_id", "fx_rate_cny", "comments", "update_time")
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CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
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FX_RATE_CNY_FIELD_NUMBER: _ClassVar[int]
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COMMENTS_FIELD_NUMBER: _ClassVar[int]
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UPDATE_TIME_FIELD_NUMBER: _ClassVar[int]
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currency_id: str
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fx_rate_cny: float
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comments: str
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update_time: str
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def __init__(self, currency_id: _Optional[str] = ..., fx_rate_cny: _Optional[float] = ..., comments: _Optional[str] = ..., update_time: _Optional[str] = ...) -> None: ...
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class Instrument(_message.Message):
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__slots__ = ("instrument_id", "market", "security_id", "symbol", "instrument_type", "security_type", "lot_size", "price_tick", "contract_unit", "intraday_trading", "is_sub", "is_withdraw", "fund_etfpr_minnav", "withdraw_basket_volume", "long_posi_limit", "short_posi_limit", "intraday_open_limit", "max_up", "max_down", "underlying_instrument_id", "chain_codes", "fund_etfpr_estcash", "wind_market", "comments", "is_replace_price", "replace_price", "quote_currency_id", "settle_currency_id", "total_share", "posi_qty_ratio_limit", "price_cage", "instrument_sub_type", "min_size", "max_size", "list_date", "delist_date", "settle_date")
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INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
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MARKET_FIELD_NUMBER: _ClassVar[int]
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SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
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SYMBOL_FIELD_NUMBER: _ClassVar[int]
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INSTRUMENT_TYPE_FIELD_NUMBER: _ClassVar[int]
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SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
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LOT_SIZE_FIELD_NUMBER: _ClassVar[int]
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PRICE_TICK_FIELD_NUMBER: _ClassVar[int]
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CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
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INTRADAY_TRADING_FIELD_NUMBER: _ClassVar[int]
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IS_SUB_FIELD_NUMBER: _ClassVar[int]
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IS_WITHDRAW_FIELD_NUMBER: _ClassVar[int]
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FUND_ETFPR_MINNAV_FIELD_NUMBER: _ClassVar[int]
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WITHDRAW_BASKET_VOLUME_FIELD_NUMBER: _ClassVar[int]
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LONG_POSI_LIMIT_FIELD_NUMBER: _ClassVar[int]
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SHORT_POSI_LIMIT_FIELD_NUMBER: _ClassVar[int]
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INTRADAY_OPEN_LIMIT_FIELD_NUMBER: _ClassVar[int]
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MAX_UP_FIELD_NUMBER: _ClassVar[int]
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MAX_DOWN_FIELD_NUMBER: _ClassVar[int]
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UNDERLYING_INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
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CHAIN_CODES_FIELD_NUMBER: _ClassVar[int]
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FUND_ETFPR_ESTCASH_FIELD_NUMBER: _ClassVar[int]
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WIND_MARKET_FIELD_NUMBER: _ClassVar[int]
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COMMENTS_FIELD_NUMBER: _ClassVar[int]
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IS_REPLACE_PRICE_FIELD_NUMBER: _ClassVar[int]
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REPLACE_PRICE_FIELD_NUMBER: _ClassVar[int]
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QUOTE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
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SETTLE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
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TOTAL_SHARE_FIELD_NUMBER: _ClassVar[int]
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POSI_QTY_RATIO_LIMIT_FIELD_NUMBER: _ClassVar[int]
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PRICE_CAGE_FIELD_NUMBER: _ClassVar[int]
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INSTRUMENT_SUB_TYPE_FIELD_NUMBER: _ClassVar[int]
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MIN_SIZE_FIELD_NUMBER: _ClassVar[int]
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MAX_SIZE_FIELD_NUMBER: _ClassVar[int]
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LIST_DATE_FIELD_NUMBER: _ClassVar[int]
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DELIST_DATE_FIELD_NUMBER: _ClassVar[int]
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SETTLE_DATE_FIELD_NUMBER: _ClassVar[int]
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instrument_id: str
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market: str
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security_id: str
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symbol: str
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instrument_type: str
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security_type: str
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lot_size: int
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price_tick: float
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contract_unit: float
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intraday_trading: int
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is_sub: int
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is_withdraw: int
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fund_etfpr_minnav: int
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withdraw_basket_volume: int
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long_posi_limit: int
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short_posi_limit: int
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intraday_open_limit: int
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max_up: float
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max_down: float
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underlying_instrument_id: str
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chain_codes: _containers.RepeatedScalarFieldContainer[str]
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fund_etfpr_estcash: float
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wind_market: str
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comments: str
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is_replace_price: int
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replace_price: float
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quote_currency_id: str
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settle_currency_id: str
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total_share: int
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posi_qty_ratio_limit: float
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price_cage: float
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instrument_sub_type: str
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min_size: int
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max_size: int
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list_date: str
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delist_date: str
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settle_date: str
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def __init__(self, instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., symbol: _Optional[str] = ..., instrument_type: _Optional[str] = ..., security_type: _Optional[str] = ..., lot_size: _Optional[int] = ..., price_tick: _Optional[float] = ..., contract_unit: _Optional[float] = ..., intraday_trading: _Optional[int] = ..., is_sub: _Optional[int] = ..., is_withdraw: _Optional[int] = ..., fund_etfpr_minnav: _Optional[int] = ..., withdraw_basket_volume: _Optional[int] = ..., long_posi_limit: _Optional[int] = ..., short_posi_limit: _Optional[int] = ..., intraday_open_limit: _Optional[int] = ..., max_up: _Optional[float] = ..., max_down: _Optional[float] = ..., underlying_instrument_id: _Optional[str] = ..., chain_codes: _Optional[_Iterable[str]] = ..., fund_etfpr_estcash: _Optional[float] = ..., wind_market: _Optional[str] = ..., comments: _Optional[str] = ..., is_replace_price: _Optional[int] = ..., replace_price: _Optional[float] = ..., quote_currency_id: _Optional[str] = ..., settle_currency_id: _Optional[str] = ..., total_share: _Optional[int] = ..., posi_qty_ratio_limit: _Optional[float] = ..., price_cage: _Optional[float] = ..., instrument_sub_type: _Optional[str] = ..., min_size: _Optional[int] = ..., max_size: _Optional[int] = ..., list_date: _Optional[str] = ..., delist_date: _Optional[str] = ..., settle_date: _Optional[str] = ...) -> None: ...
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class AlgoParams(_message.Message):
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__slots__ = ("algo_name", "begin_time", "end_time", "duration_seconds", "interval_seconds", "order_price_level", "shift_price_tick", "price_limit", "max_active_order_nums", "price_cage", "custom_param", "expire_time")
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ALGO_NAME_FIELD_NUMBER: _ClassVar[int]
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BEGIN_TIME_FIELD_NUMBER: _ClassVar[int]
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END_TIME_FIELD_NUMBER: _ClassVar[int]
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DURATION_SECONDS_FIELD_NUMBER: _ClassVar[int]
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INTERVAL_SECONDS_FIELD_NUMBER: _ClassVar[int]
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ORDER_PRICE_LEVEL_FIELD_NUMBER: _ClassVar[int]
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SHIFT_PRICE_TICK_FIELD_NUMBER: _ClassVar[int]
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PRICE_LIMIT_FIELD_NUMBER: _ClassVar[int]
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MAX_ACTIVE_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
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PRICE_CAGE_FIELD_NUMBER: _ClassVar[int]
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CUSTOM_PARAM_FIELD_NUMBER: _ClassVar[int]
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EXPIRE_TIME_FIELD_NUMBER: _ClassVar[int]
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algo_name: str
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begin_time: int
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end_time: int
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duration_seconds: int
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interval_seconds: int
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order_price_level: int
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shift_price_tick: int
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price_limit: float
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max_active_order_nums: int
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price_cage: float
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custom_param: str
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expire_time: int
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def __init__(self, algo_name: _Optional[str] = ..., begin_time: _Optional[int] = ..., end_time: _Optional[int] = ..., duration_seconds: _Optional[int] = ..., interval_seconds: _Optional[int] = ..., order_price_level: _Optional[int] = ..., shift_price_tick: _Optional[int] = ..., price_limit: _Optional[float] = ..., max_active_order_nums: _Optional[int] = ..., price_cage: _Optional[float] = ..., custom_param: _Optional[str] = ..., expire_time: _Optional[int] = ...) -> None: ...
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class Order(_message.Message):
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__slots__ = ("order_id", "cl_order_id", "counter_order_id", "order_date", "order_time", "security_id", "market", "security_type", "instrument_id", "appl_id", "contract_unit", "strategy_id", "strategy_name", "account_id", "investor_id", "order_type", "side", "position_effect", "time_in_force", "purpose", "business_type", "order_qty", "order_price", "order_amt", "order_status", "match_qty", "match_amt", "cancel_qty", "reject_qty", "is_pass", "owner_type", "reject_reason", "text", "is_pre_order", "trigger_time", "parent_order_id", "algo_type", "algo_params", "order_source", "attachment", "cancel_time", "user_id", "risk_info", "op_marks", "symbol", "basket_id")
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ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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ORDER_DATE_FIELD_NUMBER: _ClassVar[int]
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ORDER_TIME_FIELD_NUMBER: _ClassVar[int]
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SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
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MARKET_FIELD_NUMBER: _ClassVar[int]
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SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
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INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
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APPL_ID_FIELD_NUMBER: _ClassVar[int]
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CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
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STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
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STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
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ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
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INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
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ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
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SIDE_FIELD_NUMBER: _ClassVar[int]
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POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
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TIME_IN_FORCE_FIELD_NUMBER: _ClassVar[int]
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PURPOSE_FIELD_NUMBER: _ClassVar[int]
|
242
|
-
BUSINESS_TYPE_FIELD_NUMBER: _ClassVar[int]
|
243
|
-
ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
|
244
|
-
ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
|
245
|
-
ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
|
246
|
-
ORDER_STATUS_FIELD_NUMBER: _ClassVar[int]
|
247
|
-
MATCH_QTY_FIELD_NUMBER: _ClassVar[int]
|
248
|
-
MATCH_AMT_FIELD_NUMBER: _ClassVar[int]
|
249
|
-
CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
|
250
|
-
REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
|
251
|
-
IS_PASS_FIELD_NUMBER: _ClassVar[int]
|
252
|
-
OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
|
253
|
-
REJECT_REASON_FIELD_NUMBER: _ClassVar[int]
|
254
|
-
TEXT_FIELD_NUMBER: _ClassVar[int]
|
255
|
-
IS_PRE_ORDER_FIELD_NUMBER: _ClassVar[int]
|
256
|
-
TRIGGER_TIME_FIELD_NUMBER: _ClassVar[int]
|
257
|
-
PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
258
|
-
ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
|
259
|
-
ALGO_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
260
|
-
ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
|
261
|
-
ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
|
262
|
-
CANCEL_TIME_FIELD_NUMBER: _ClassVar[int]
|
263
|
-
USER_ID_FIELD_NUMBER: _ClassVar[int]
|
264
|
-
RISK_INFO_FIELD_NUMBER: _ClassVar[int]
|
265
|
-
OP_MARKS_FIELD_NUMBER: _ClassVar[int]
|
266
|
-
SYMBOL_FIELD_NUMBER: _ClassVar[int]
|
267
|
-
BASKET_ID_FIELD_NUMBER: _ClassVar[int]
|
268
|
-
order_id: str
|
269
|
-
cl_order_id: str
|
270
|
-
counter_order_id: str
|
271
|
-
order_date: int
|
272
|
-
order_time: int
|
273
|
-
security_id: str
|
274
|
-
market: str
|
275
|
-
security_type: str
|
276
|
-
instrument_id: str
|
277
|
-
appl_id: str
|
278
|
-
contract_unit: float
|
279
|
-
strategy_id: int
|
280
|
-
strategy_name: str
|
281
|
-
account_id: str
|
282
|
-
investor_id: str
|
283
|
-
order_type: int
|
284
|
-
side: int
|
285
|
-
position_effect: int
|
286
|
-
time_in_force: int
|
287
|
-
purpose: int
|
288
|
-
business_type: str
|
289
|
-
order_qty: int
|
290
|
-
order_price: float
|
291
|
-
order_amt: float
|
292
|
-
order_status: int
|
293
|
-
match_qty: int
|
294
|
-
match_amt: float
|
295
|
-
cancel_qty: int
|
296
|
-
reject_qty: int
|
297
|
-
is_pass: int
|
298
|
-
owner_type: int
|
299
|
-
reject_reason: int
|
300
|
-
text: str
|
301
|
-
is_pre_order: int
|
302
|
-
trigger_time: int
|
303
|
-
parent_order_id: str
|
304
|
-
algo_type: int
|
305
|
-
algo_params: AlgoParams
|
306
|
-
order_source: str
|
307
|
-
attachment: str
|
308
|
-
cancel_time: int
|
309
|
-
user_id: str
|
310
|
-
risk_info: str
|
311
|
-
op_marks: str
|
312
|
-
symbol: str
|
313
|
-
basket_id: str
|
314
|
-
def __init__(self, order_id: _Optional[str] = ..., cl_order_id: _Optional[str] = ..., counter_order_id: _Optional[str] = ..., order_date: _Optional[int] = ..., order_time: _Optional[int] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., security_type: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., contract_unit: _Optional[float] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., 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] = ..., business_type: _Optional[str] = ..., order_qty: _Optional[int] = ..., order_price: _Optional[float] = ..., order_amt: _Optional[float] = ..., order_status: _Optional[int] = ..., match_qty: _Optional[int] = ..., match_amt: _Optional[float] = ..., cancel_qty: _Optional[int] = ..., reject_qty: _Optional[int] = ..., is_pass: _Optional[int] = ..., owner_type: _Optional[int] = ..., reject_reason: _Optional[int] = ..., text: _Optional[str] = ..., is_pre_order: _Optional[int] = ..., trigger_time: _Optional[int] = ..., parent_order_id: _Optional[str] = ..., algo_type: _Optional[int] = ..., algo_params: _Optional[_Union[AlgoParams, _Mapping]] = ..., order_source: _Optional[str] = ..., attachment: _Optional[str] = ..., cancel_time: _Optional[int] = ..., user_id: _Optional[str] = ..., risk_info: _Optional[str] = ..., op_marks: _Optional[str] = ..., symbol: _Optional[str] = ..., basket_id: _Optional[str] = ...) -> None: ...
|
315
|
-
|
316
|
-
class Trade(_message.Message):
|
317
|
-
__slots__ = ("order_id", "cl_order_id", "order_date", "order_time", "trade_id", "trade_time", "order_type", "side", "position_effect", "owner_type", "security_id", "market", "security_type", "instrument_id", "appl_id", "contract_unit", "strategy_id", "strategy_name", "account_id", "investor_id", "business_type", "last_qty", "last_px", "last_amt", "match_place", "algo_type", "order_source", "attachment", "user_id", "counter_cl_order_id", "counter_order_id", "symbol", "parent_order_id", "basket_id")
|
318
|
-
ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
319
|
-
CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
320
|
-
ORDER_DATE_FIELD_NUMBER: _ClassVar[int]
|
321
|
-
ORDER_TIME_FIELD_NUMBER: _ClassVar[int]
|
322
|
-
TRADE_ID_FIELD_NUMBER: _ClassVar[int]
|
323
|
-
TRADE_TIME_FIELD_NUMBER: _ClassVar[int]
|
324
|
-
ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
|
325
|
-
SIDE_FIELD_NUMBER: _ClassVar[int]
|
326
|
-
POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
|
327
|
-
OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
|
328
|
-
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
329
|
-
MARKET_FIELD_NUMBER: _ClassVar[int]
|
330
|
-
SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
|
331
|
-
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
332
|
-
APPL_ID_FIELD_NUMBER: _ClassVar[int]
|
333
|
-
CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
|
334
|
-
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
335
|
-
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
336
|
-
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
337
|
-
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
338
|
-
BUSINESS_TYPE_FIELD_NUMBER: _ClassVar[int]
|
339
|
-
LAST_QTY_FIELD_NUMBER: _ClassVar[int]
|
340
|
-
LAST_PX_FIELD_NUMBER: _ClassVar[int]
|
341
|
-
LAST_AMT_FIELD_NUMBER: _ClassVar[int]
|
342
|
-
MATCH_PLACE_FIELD_NUMBER: _ClassVar[int]
|
343
|
-
ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
|
344
|
-
ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
|
345
|
-
ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
|
346
|
-
USER_ID_FIELD_NUMBER: _ClassVar[int]
|
347
|
-
COUNTER_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
348
|
-
COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
349
|
-
SYMBOL_FIELD_NUMBER: _ClassVar[int]
|
350
|
-
PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
351
|
-
BASKET_ID_FIELD_NUMBER: _ClassVar[int]
|
352
|
-
order_id: str
|
353
|
-
cl_order_id: str
|
354
|
-
order_date: int
|
355
|
-
order_time: int
|
356
|
-
trade_id: str
|
357
|
-
trade_time: int
|
358
|
-
order_type: int
|
359
|
-
side: int
|
360
|
-
position_effect: int
|
361
|
-
owner_type: int
|
362
|
-
security_id: str
|
363
|
-
market: str
|
364
|
-
security_type: str
|
365
|
-
instrument_id: str
|
366
|
-
appl_id: str
|
367
|
-
contract_unit: float
|
368
|
-
strategy_id: int
|
369
|
-
strategy_name: str
|
370
|
-
account_id: str
|
371
|
-
investor_id: str
|
372
|
-
business_type: str
|
373
|
-
last_qty: int
|
374
|
-
last_px: float
|
375
|
-
last_amt: float
|
376
|
-
match_place: int
|
377
|
-
algo_type: int
|
378
|
-
order_source: str
|
379
|
-
attachment: str
|
380
|
-
user_id: str
|
381
|
-
counter_cl_order_id: str
|
382
|
-
counter_order_id: str
|
383
|
-
symbol: str
|
384
|
-
parent_order_id: str
|
385
|
-
basket_id: str
|
386
|
-
def __init__(self, order_id: _Optional[str] = ..., cl_order_id: _Optional[str] = ..., order_date: _Optional[int] = ..., order_time: _Optional[int] = ..., trade_id: _Optional[str] = ..., trade_time: _Optional[int] = ..., order_type: _Optional[int] = ..., side: _Optional[int] = ..., position_effect: _Optional[int] = ..., owner_type: _Optional[int] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., security_type: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., contract_unit: _Optional[float] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., business_type: _Optional[str] = ..., last_qty: _Optional[int] = ..., last_px: _Optional[float] = ..., last_amt: _Optional[float] = ..., match_place: _Optional[int] = ..., algo_type: _Optional[int] = ..., order_source: _Optional[str] = ..., attachment: _Optional[str] = ..., user_id: _Optional[str] = ..., counter_cl_order_id: _Optional[str] = ..., counter_order_id: _Optional[str] = ..., symbol: _Optional[str] = ..., parent_order_id: _Optional[str] = ..., basket_id: _Optional[str] = ...) -> None: ...
|
387
|
-
|
388
|
-
class Fund(_message.Message):
|
389
|
-
__slots__ = ("account_id", "investor_id", "currency_id", "sod", "balance", "frozen", "available", "intraday", "trans_in", "trans_out", "version")
|
390
|
-
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
391
|
-
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
392
|
-
CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
|
393
|
-
SOD_FIELD_NUMBER: _ClassVar[int]
|
394
|
-
BALANCE_FIELD_NUMBER: _ClassVar[int]
|
395
|
-
FROZEN_FIELD_NUMBER: _ClassVar[int]
|
396
|
-
AVAILABLE_FIELD_NUMBER: _ClassVar[int]
|
397
|
-
INTRADAY_FIELD_NUMBER: _ClassVar[int]
|
398
|
-
TRANS_IN_FIELD_NUMBER: _ClassVar[int]
|
399
|
-
TRANS_OUT_FIELD_NUMBER: _ClassVar[int]
|
400
|
-
VERSION_FIELD_NUMBER: _ClassVar[int]
|
401
|
-
account_id: str
|
402
|
-
investor_id: str
|
403
|
-
currency_id: str
|
404
|
-
sod: float
|
405
|
-
balance: float
|
406
|
-
frozen: float
|
407
|
-
available: float
|
408
|
-
intraday: float
|
409
|
-
trans_in: float
|
410
|
-
trans_out: float
|
411
|
-
version: int
|
412
|
-
def __init__(self, account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., currency_id: _Optional[str] = ..., sod: _Optional[float] = ..., balance: _Optional[float] = ..., frozen: _Optional[float] = ..., available: _Optional[float] = ..., intraday: _Optional[float] = ..., trans_in: _Optional[float] = ..., trans_out: _Optional[float] = ..., version: _Optional[int] = ...) -> None: ...
|
413
|
-
|
414
|
-
class Position(_message.Message):
|
415
|
-
__slots__ = ("account_id", "investor_id", "market", "security_id", "security_type", "symbol", "posi_side", "instrument_id", "sod", "balance", "available", "frozen", "buy_in", "sell_out", "trans_in", "trans_out", "trans_avl", "apply_avl", "cost_price", "realized_pnl", "version", "cost_amt", "intraday_trading", "buy_in_nodeal")
|
416
|
-
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
417
|
-
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
418
|
-
MARKET_FIELD_NUMBER: _ClassVar[int]
|
419
|
-
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
420
|
-
SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
|
421
|
-
SYMBOL_FIELD_NUMBER: _ClassVar[int]
|
422
|
-
POSI_SIDE_FIELD_NUMBER: _ClassVar[int]
|
423
|
-
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
424
|
-
SOD_FIELD_NUMBER: _ClassVar[int]
|
425
|
-
BALANCE_FIELD_NUMBER: _ClassVar[int]
|
426
|
-
AVAILABLE_FIELD_NUMBER: _ClassVar[int]
|
427
|
-
FROZEN_FIELD_NUMBER: _ClassVar[int]
|
428
|
-
BUY_IN_FIELD_NUMBER: _ClassVar[int]
|
429
|
-
SELL_OUT_FIELD_NUMBER: _ClassVar[int]
|
430
|
-
TRANS_IN_FIELD_NUMBER: _ClassVar[int]
|
431
|
-
TRANS_OUT_FIELD_NUMBER: _ClassVar[int]
|
432
|
-
TRANS_AVL_FIELD_NUMBER: _ClassVar[int]
|
433
|
-
APPLY_AVL_FIELD_NUMBER: _ClassVar[int]
|
434
|
-
COST_PRICE_FIELD_NUMBER: _ClassVar[int]
|
435
|
-
REALIZED_PNL_FIELD_NUMBER: _ClassVar[int]
|
436
|
-
VERSION_FIELD_NUMBER: _ClassVar[int]
|
437
|
-
COST_AMT_FIELD_NUMBER: _ClassVar[int]
|
438
|
-
INTRADAY_TRADING_FIELD_NUMBER: _ClassVar[int]
|
439
|
-
BUY_IN_NODEAL_FIELD_NUMBER: _ClassVar[int]
|
440
|
-
account_id: str
|
441
|
-
investor_id: str
|
442
|
-
market: str
|
443
|
-
security_id: str
|
444
|
-
security_type: str
|
445
|
-
symbol: str
|
446
|
-
posi_side: int
|
447
|
-
instrument_id: str
|
448
|
-
sod: int
|
449
|
-
balance: int
|
450
|
-
available: int
|
451
|
-
frozen: int
|
452
|
-
buy_in: int
|
453
|
-
sell_out: int
|
454
|
-
trans_in: int
|
455
|
-
trans_out: int
|
456
|
-
trans_avl: int
|
457
|
-
apply_avl: int
|
458
|
-
cost_price: float
|
459
|
-
realized_pnl: float
|
460
|
-
version: int
|
461
|
-
cost_amt: float
|
462
|
-
intraday_trading: int
|
463
|
-
buy_in_nodeal: int
|
464
|
-
def __init__(self, account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., posi_side: _Optional[int] = ..., instrument_id: _Optional[str] = ..., sod: _Optional[int] = ..., balance: _Optional[int] = ..., available: _Optional[int] = ..., frozen: _Optional[int] = ..., buy_in: _Optional[int] = ..., sell_out: _Optional[int] = ..., trans_in: _Optional[int] = ..., trans_out: _Optional[int] = ..., trans_avl: _Optional[int] = ..., apply_avl: _Optional[int] = ..., cost_price: _Optional[float] = ..., realized_pnl: _Optional[float] = ..., version: _Optional[int] = ..., cost_amt: _Optional[float] = ..., intraday_trading: _Optional[int] = ..., buy_in_nodeal: _Optional[int] = ...) -> None: ...
|
465
|
-
|
466
|
-
class StrategyInstrument(_message.Message):
|
467
|
-
__slots__ = ("instrument_id", "market", "security_id", "sod_qty", "sod_amount")
|
468
|
-
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
469
|
-
MARKET_FIELD_NUMBER: _ClassVar[int]
|
470
|
-
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
471
|
-
SOD_QTY_FIELD_NUMBER: _ClassVar[int]
|
472
|
-
SOD_AMOUNT_FIELD_NUMBER: _ClassVar[int]
|
473
|
-
instrument_id: str
|
474
|
-
market: str
|
475
|
-
security_id: str
|
476
|
-
sod_qty: int
|
477
|
-
sod_amount: float
|
478
|
-
def __init__(self, instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., sod_qty: _Optional[int] = ..., sod_amount: _Optional[float] = ...) -> None: ...
|
479
|
-
|
480
|
-
class RiskItem(_message.Message):
|
481
|
-
__slots__ = ("account_id", "instrument_id", "status", "single_order_qty", "long_posi_qty_up", "short_posi_qty_up", "prev_price_deviation", "last_price_deviation", "best_price_deviation", "posi_concentration", "fund_available", "total_buy_order_qty", "total_sell_order_qty", "total_buy_order_amt", "total_sell_order_amt", "total_buy_trade_qty", "total_sell_trade_qty", "total_buy_trade_amt", "total_sell_trade_amt", "total_buy_active_qty", "total_sell_active_qty", "total_buy_order_nums", "total_sell_order_nums", "warning_ratio")
|
482
|
-
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
483
|
-
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
484
|
-
STATUS_FIELD_NUMBER: _ClassVar[int]
|
485
|
-
SINGLE_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
|
486
|
-
LONG_POSI_QTY_UP_FIELD_NUMBER: _ClassVar[int]
|
487
|
-
SHORT_POSI_QTY_UP_FIELD_NUMBER: _ClassVar[int]
|
488
|
-
PREV_PRICE_DEVIATION_FIELD_NUMBER: _ClassVar[int]
|
489
|
-
LAST_PRICE_DEVIATION_FIELD_NUMBER: _ClassVar[int]
|
490
|
-
BEST_PRICE_DEVIATION_FIELD_NUMBER: _ClassVar[int]
|
491
|
-
POSI_CONCENTRATION_FIELD_NUMBER: _ClassVar[int]
|
492
|
-
FUND_AVAILABLE_FIELD_NUMBER: _ClassVar[int]
|
493
|
-
TOTAL_BUY_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
|
494
|
-
TOTAL_SELL_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
|
495
|
-
TOTAL_BUY_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
|
496
|
-
TOTAL_SELL_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
|
497
|
-
TOTAL_BUY_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
|
498
|
-
TOTAL_SELL_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
|
499
|
-
TOTAL_BUY_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
|
500
|
-
TOTAL_SELL_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
|
501
|
-
TOTAL_BUY_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
|
502
|
-
TOTAL_SELL_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
|
503
|
-
TOTAL_BUY_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
|
504
|
-
TOTAL_SELL_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
|
505
|
-
WARNING_RATIO_FIELD_NUMBER: _ClassVar[int]
|
506
|
-
account_id: str
|
507
|
-
instrument_id: str
|
508
|
-
status: int
|
509
|
-
single_order_qty: int
|
510
|
-
long_posi_qty_up: int
|
511
|
-
short_posi_qty_up: int
|
512
|
-
prev_price_deviation: float
|
513
|
-
last_price_deviation: float
|
514
|
-
best_price_deviation: float
|
515
|
-
posi_concentration: float
|
516
|
-
fund_available: float
|
517
|
-
total_buy_order_qty: int
|
518
|
-
total_sell_order_qty: int
|
519
|
-
total_buy_order_amt: float
|
520
|
-
total_sell_order_amt: float
|
521
|
-
total_buy_trade_qty: int
|
522
|
-
total_sell_trade_qty: int
|
523
|
-
total_buy_trade_amt: float
|
524
|
-
total_sell_trade_amt: float
|
525
|
-
total_buy_active_qty: int
|
526
|
-
total_sell_active_qty: int
|
527
|
-
total_buy_order_nums: int
|
528
|
-
total_sell_order_nums: int
|
529
|
-
warning_ratio: float
|
530
|
-
def __init__(self, account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., status: _Optional[int] = ..., single_order_qty: _Optional[int] = ..., long_posi_qty_up: _Optional[int] = ..., short_posi_qty_up: _Optional[int] = ..., prev_price_deviation: _Optional[float] = ..., last_price_deviation: _Optional[float] = ..., best_price_deviation: _Optional[float] = ..., posi_concentration: _Optional[float] = ..., fund_available: _Optional[float] = ..., total_buy_order_qty: _Optional[int] = ..., total_sell_order_qty: _Optional[int] = ..., total_buy_order_amt: _Optional[float] = ..., total_sell_order_amt: _Optional[float] = ..., total_buy_trade_qty: _Optional[int] = ..., total_sell_trade_qty: _Optional[int] = ..., total_buy_trade_amt: _Optional[float] = ..., total_sell_trade_amt: _Optional[float] = ..., total_buy_active_qty: _Optional[int] = ..., total_sell_active_qty: _Optional[int] = ..., total_buy_order_nums: _Optional[int] = ..., total_sell_order_nums: _Optional[int] = ..., warning_ratio: _Optional[float] = ...) -> None: ...
|
531
|
-
|
532
|
-
class RiskMarketParams(_message.Message):
|
533
|
-
__slots__ = ("account_id", "market", "risk_code", "risk_name", "control_type", "control_point", "status", "set_value", "params", "comments", "create_by", "update_by", "create_time", "update_time")
|
534
|
-
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
535
|
-
MARKET_FIELD_NUMBER: _ClassVar[int]
|
536
|
-
RISK_CODE_FIELD_NUMBER: _ClassVar[int]
|
537
|
-
RISK_NAME_FIELD_NUMBER: _ClassVar[int]
|
538
|
-
CONTROL_TYPE_FIELD_NUMBER: _ClassVar[int]
|
539
|
-
CONTROL_POINT_FIELD_NUMBER: _ClassVar[int]
|
540
|
-
STATUS_FIELD_NUMBER: _ClassVar[int]
|
541
|
-
SET_VALUE_FIELD_NUMBER: _ClassVar[int]
|
542
|
-
PARAMS_FIELD_NUMBER: _ClassVar[int]
|
543
|
-
COMMENTS_FIELD_NUMBER: _ClassVar[int]
|
544
|
-
CREATE_BY_FIELD_NUMBER: _ClassVar[int]
|
545
|
-
UPDATE_BY_FIELD_NUMBER: _ClassVar[int]
|
546
|
-
CREATE_TIME_FIELD_NUMBER: _ClassVar[int]
|
547
|
-
UPDATE_TIME_FIELD_NUMBER: _ClassVar[int]
|
548
|
-
account_id: str
|
549
|
-
market: str
|
550
|
-
risk_code: str
|
551
|
-
risk_name: str
|
552
|
-
control_type: str
|
553
|
-
control_point: str
|
554
|
-
status: int
|
555
|
-
set_value: float
|
556
|
-
params: str
|
557
|
-
comments: str
|
558
|
-
create_by: str
|
559
|
-
update_by: str
|
560
|
-
create_time: str
|
561
|
-
update_time: str
|
562
|
-
def __init__(self, account_id: _Optional[str] = ..., market: _Optional[str] = ..., risk_code: _Optional[str] = ..., risk_name: _Optional[str] = ..., control_type: _Optional[str] = ..., control_point: _Optional[str] = ..., status: _Optional[int] = ..., set_value: _Optional[float] = ..., params: _Optional[str] = ..., comments: _Optional[str] = ..., create_by: _Optional[str] = ..., update_by: _Optional[str] = ..., create_time: _Optional[str] = ..., update_time: _Optional[str] = ...) -> None: ...
|
563
|
-
|
564
|
-
class TradingSession(_message.Message):
|
565
|
-
__slots__ = ("market", "time_slices")
|
566
|
-
class TimeSlice(_message.Message):
|
567
|
-
__slots__ = ("start_time", "end_time")
|
568
|
-
START_TIME_FIELD_NUMBER: _ClassVar[int]
|
569
|
-
END_TIME_FIELD_NUMBER: _ClassVar[int]
|
570
|
-
start_time: str
|
571
|
-
end_time: str
|
572
|
-
def __init__(self, start_time: _Optional[str] = ..., end_time: _Optional[str] = ...) -> None: ...
|
573
|
-
MARKET_FIELD_NUMBER: _ClassVar[int]
|
574
|
-
TIME_SLICES_FIELD_NUMBER: _ClassVar[int]
|
575
|
-
market: str
|
576
|
-
time_slices: _containers.RepeatedCompositeFieldContainer[TradingSession.TimeSlice]
|
577
|
-
def __init__(self, market: _Optional[str] = ..., time_slices: _Optional[_Iterable[_Union[TradingSession.TimeSlice, _Mapping]]] = ...) -> None: ...
|
578
|
-
|
579
|
-
class CounterAccount(_message.Message):
|
580
|
-
__slots__ = ("counter_id", "account_id", "investor_id", "investor_flag", "ip", "password", "props", "params")
|
581
|
-
class PropsEntry(_message.Message):
|
582
|
-
__slots__ = ("key", "value")
|
583
|
-
KEY_FIELD_NUMBER: _ClassVar[int]
|
584
|
-
VALUE_FIELD_NUMBER: _ClassVar[int]
|
585
|
-
key: str
|
586
|
-
value: str
|
587
|
-
def __init__(self, key: _Optional[str] = ..., value: _Optional[str] = ...) -> None: ...
|
588
|
-
COUNTER_ID_FIELD_NUMBER: _ClassVar[int]
|
589
|
-
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
590
|
-
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
591
|
-
INVESTOR_FLAG_FIELD_NUMBER: _ClassVar[int]
|
592
|
-
IP_FIELD_NUMBER: _ClassVar[int]
|
593
|
-
PASSWORD_FIELD_NUMBER: _ClassVar[int]
|
594
|
-
PROPS_FIELD_NUMBER: _ClassVar[int]
|
595
|
-
PARAMS_FIELD_NUMBER: _ClassVar[int]
|
596
|
-
counter_id: str
|
597
|
-
account_id: str
|
598
|
-
investor_id: str
|
599
|
-
investor_flag: str
|
600
|
-
ip: str
|
601
|
-
password: str
|
602
|
-
props: _containers.ScalarMap[str, str]
|
603
|
-
params: str
|
604
|
-
def __init__(self, counter_id: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., investor_flag: _Optional[str] = ..., ip: _Optional[str] = ..., password: _Optional[str] = ..., props: _Optional[_Mapping[str, str]] = ..., params: _Optional[str] = ...) -> None: ...
|
1
|
+
from google.protobuf.internal import containers as _containers
|
2
|
+
from google.protobuf import descriptor as _descriptor
|
3
|
+
from google.protobuf import message as _message
|
4
|
+
from collections.abc import Iterable as _Iterable, Mapping as _Mapping
|
5
|
+
from typing import ClassVar as _ClassVar, Optional as _Optional, Union as _Union
|
6
|
+
|
7
|
+
DESCRIPTOR: _descriptor.FileDescriptor
|
8
|
+
|
9
|
+
class OpUser(_message.Message):
|
10
|
+
__slots__ = ("user_id", "party_id", "post_id", "datetime", "region_id", "ip", "mac", "sn", "uuid", "local_ip", "cpu", "sno", "pcn", "pi", "vol", "osv", "terminal_type", "text", "props")
|
11
|
+
class PropsEntry(_message.Message):
|
12
|
+
__slots__ = ("key", "value")
|
13
|
+
KEY_FIELD_NUMBER: _ClassVar[int]
|
14
|
+
VALUE_FIELD_NUMBER: _ClassVar[int]
|
15
|
+
key: str
|
16
|
+
value: str
|
17
|
+
def __init__(self, key: _Optional[str] = ..., value: _Optional[str] = ...) -> None: ...
|
18
|
+
USER_ID_FIELD_NUMBER: _ClassVar[int]
|
19
|
+
PARTY_ID_FIELD_NUMBER: _ClassVar[int]
|
20
|
+
POST_ID_FIELD_NUMBER: _ClassVar[int]
|
21
|
+
DATETIME_FIELD_NUMBER: _ClassVar[int]
|
22
|
+
REGION_ID_FIELD_NUMBER: _ClassVar[int]
|
23
|
+
IP_FIELD_NUMBER: _ClassVar[int]
|
24
|
+
MAC_FIELD_NUMBER: _ClassVar[int]
|
25
|
+
SN_FIELD_NUMBER: _ClassVar[int]
|
26
|
+
UUID_FIELD_NUMBER: _ClassVar[int]
|
27
|
+
LOCAL_IP_FIELD_NUMBER: _ClassVar[int]
|
28
|
+
CPU_FIELD_NUMBER: _ClassVar[int]
|
29
|
+
SNO_FIELD_NUMBER: _ClassVar[int]
|
30
|
+
PCN_FIELD_NUMBER: _ClassVar[int]
|
31
|
+
PI_FIELD_NUMBER: _ClassVar[int]
|
32
|
+
VOL_FIELD_NUMBER: _ClassVar[int]
|
33
|
+
OSV_FIELD_NUMBER: _ClassVar[int]
|
34
|
+
TERMINAL_TYPE_FIELD_NUMBER: _ClassVar[int]
|
35
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
36
|
+
PROPS_FIELD_NUMBER: _ClassVar[int]
|
37
|
+
user_id: str
|
38
|
+
party_id: str
|
39
|
+
post_id: str
|
40
|
+
datetime: str
|
41
|
+
region_id: int
|
42
|
+
ip: str
|
43
|
+
mac: str
|
44
|
+
sn: str
|
45
|
+
uuid: str
|
46
|
+
local_ip: str
|
47
|
+
cpu: str
|
48
|
+
sno: str
|
49
|
+
pcn: str
|
50
|
+
pi: str
|
51
|
+
vol: str
|
52
|
+
osv: str
|
53
|
+
terminal_type: str
|
54
|
+
text: str
|
55
|
+
props: _containers.ScalarMap[str, str]
|
56
|
+
def __init__(self, user_id: _Optional[str] = ..., party_id: _Optional[str] = ..., post_id: _Optional[str] = ..., datetime: _Optional[str] = ..., region_id: _Optional[int] = ..., ip: _Optional[str] = ..., mac: _Optional[str] = ..., sn: _Optional[str] = ..., uuid: _Optional[str] = ..., local_ip: _Optional[str] = ..., cpu: _Optional[str] = ..., sno: _Optional[str] = ..., pcn: _Optional[str] = ..., pi: _Optional[str] = ..., vol: _Optional[str] = ..., osv: _Optional[str] = ..., terminal_type: _Optional[str] = ..., text: _Optional[str] = ..., props: _Optional[_Mapping[str, str]] = ...) -> None: ...
|
57
|
+
|
58
|
+
class OpStatus(_message.Message):
|
59
|
+
__slots__ = ("status", "reason", "data")
|
60
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
61
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
62
|
+
DATA_FIELD_NUMBER: _ClassVar[int]
|
63
|
+
status: int
|
64
|
+
reason: str
|
65
|
+
data: str
|
66
|
+
def __init__(self, status: _Optional[int] = ..., reason: _Optional[str] = ..., data: _Optional[str] = ...) -> None: ...
|
67
|
+
|
68
|
+
class PackageInfo(_message.Message):
|
69
|
+
__slots__ = ("instrument_id", "component_instrument_id", "component_qty", "is_sub_cash_replace", "is_sub_cash_replace_amount", "is_withdraw_cash", "is_withdraw_cash_replace_amount")
|
70
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
71
|
+
COMPONENT_INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
72
|
+
COMPONENT_QTY_FIELD_NUMBER: _ClassVar[int]
|
73
|
+
IS_SUB_CASH_REPLACE_FIELD_NUMBER: _ClassVar[int]
|
74
|
+
IS_SUB_CASH_REPLACE_AMOUNT_FIELD_NUMBER: _ClassVar[int]
|
75
|
+
IS_WITHDRAW_CASH_FIELD_NUMBER: _ClassVar[int]
|
76
|
+
IS_WITHDRAW_CASH_REPLACE_AMOUNT_FIELD_NUMBER: _ClassVar[int]
|
77
|
+
instrument_id: str
|
78
|
+
component_instrument_id: str
|
79
|
+
component_qty: int
|
80
|
+
is_sub_cash_replace: int
|
81
|
+
is_sub_cash_replace_amount: float
|
82
|
+
is_withdraw_cash: int
|
83
|
+
is_withdraw_cash_replace_amount: float
|
84
|
+
def __init__(self, instrument_id: _Optional[str] = ..., component_instrument_id: _Optional[str] = ..., component_qty: _Optional[int] = ..., is_sub_cash_replace: _Optional[int] = ..., is_sub_cash_replace_amount: _Optional[float] = ..., is_withdraw_cash: _Optional[int] = ..., is_withdraw_cash_replace_amount: _Optional[float] = ...) -> None: ...
|
85
|
+
|
86
|
+
class SignalInfoL2(_message.Message):
|
87
|
+
__slots__ = ("l2_signal_id", "source_signal_id", "l2_signal_name", "comments", "weight", "source_signal_name")
|
88
|
+
L2_SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
89
|
+
SOURCE_SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
90
|
+
L2_SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
|
91
|
+
COMMENTS_FIELD_NUMBER: _ClassVar[int]
|
92
|
+
WEIGHT_FIELD_NUMBER: _ClassVar[int]
|
93
|
+
SOURCE_SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
|
94
|
+
l2_signal_id: int
|
95
|
+
source_signal_id: int
|
96
|
+
l2_signal_name: str
|
97
|
+
comments: str
|
98
|
+
weight: float
|
99
|
+
source_signal_name: str
|
100
|
+
def __init__(self, l2_signal_id: _Optional[int] = ..., source_signal_id: _Optional[int] = ..., l2_signal_name: _Optional[str] = ..., comments: _Optional[str] = ..., weight: _Optional[float] = ..., source_signal_name: _Optional[str] = ...) -> None: ...
|
101
|
+
|
102
|
+
class Currency(_message.Message):
|
103
|
+
__slots__ = ("currency_id", "fx_rate_cny", "comments", "update_time")
|
104
|
+
CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
|
105
|
+
FX_RATE_CNY_FIELD_NUMBER: _ClassVar[int]
|
106
|
+
COMMENTS_FIELD_NUMBER: _ClassVar[int]
|
107
|
+
UPDATE_TIME_FIELD_NUMBER: _ClassVar[int]
|
108
|
+
currency_id: str
|
109
|
+
fx_rate_cny: float
|
110
|
+
comments: str
|
111
|
+
update_time: str
|
112
|
+
def __init__(self, currency_id: _Optional[str] = ..., fx_rate_cny: _Optional[float] = ..., comments: _Optional[str] = ..., update_time: _Optional[str] = ...) -> None: ...
|
113
|
+
|
114
|
+
class Instrument(_message.Message):
|
115
|
+
__slots__ = ("instrument_id", "market", "security_id", "symbol", "instrument_type", "security_type", "lot_size", "price_tick", "contract_unit", "intraday_trading", "is_sub", "is_withdraw", "fund_etfpr_minnav", "withdraw_basket_volume", "long_posi_limit", "short_posi_limit", "intraday_open_limit", "max_up", "max_down", "underlying_instrument_id", "chain_codes", "fund_etfpr_estcash", "wind_market", "comments", "is_replace_price", "replace_price", "quote_currency_id", "settle_currency_id", "total_share", "posi_qty_ratio_limit", "price_cage", "instrument_sub_type", "min_size", "max_size", "list_date", "delist_date", "settle_date")
|
116
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
117
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
118
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
119
|
+
SYMBOL_FIELD_NUMBER: _ClassVar[int]
|
120
|
+
INSTRUMENT_TYPE_FIELD_NUMBER: _ClassVar[int]
|
121
|
+
SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
|
122
|
+
LOT_SIZE_FIELD_NUMBER: _ClassVar[int]
|
123
|
+
PRICE_TICK_FIELD_NUMBER: _ClassVar[int]
|
124
|
+
CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
|
125
|
+
INTRADAY_TRADING_FIELD_NUMBER: _ClassVar[int]
|
126
|
+
IS_SUB_FIELD_NUMBER: _ClassVar[int]
|
127
|
+
IS_WITHDRAW_FIELD_NUMBER: _ClassVar[int]
|
128
|
+
FUND_ETFPR_MINNAV_FIELD_NUMBER: _ClassVar[int]
|
129
|
+
WITHDRAW_BASKET_VOLUME_FIELD_NUMBER: _ClassVar[int]
|
130
|
+
LONG_POSI_LIMIT_FIELD_NUMBER: _ClassVar[int]
|
131
|
+
SHORT_POSI_LIMIT_FIELD_NUMBER: _ClassVar[int]
|
132
|
+
INTRADAY_OPEN_LIMIT_FIELD_NUMBER: _ClassVar[int]
|
133
|
+
MAX_UP_FIELD_NUMBER: _ClassVar[int]
|
134
|
+
MAX_DOWN_FIELD_NUMBER: _ClassVar[int]
|
135
|
+
UNDERLYING_INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
136
|
+
CHAIN_CODES_FIELD_NUMBER: _ClassVar[int]
|
137
|
+
FUND_ETFPR_ESTCASH_FIELD_NUMBER: _ClassVar[int]
|
138
|
+
WIND_MARKET_FIELD_NUMBER: _ClassVar[int]
|
139
|
+
COMMENTS_FIELD_NUMBER: _ClassVar[int]
|
140
|
+
IS_REPLACE_PRICE_FIELD_NUMBER: _ClassVar[int]
|
141
|
+
REPLACE_PRICE_FIELD_NUMBER: _ClassVar[int]
|
142
|
+
QUOTE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
|
143
|
+
SETTLE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
|
144
|
+
TOTAL_SHARE_FIELD_NUMBER: _ClassVar[int]
|
145
|
+
POSI_QTY_RATIO_LIMIT_FIELD_NUMBER: _ClassVar[int]
|
146
|
+
PRICE_CAGE_FIELD_NUMBER: _ClassVar[int]
|
147
|
+
INSTRUMENT_SUB_TYPE_FIELD_NUMBER: _ClassVar[int]
|
148
|
+
MIN_SIZE_FIELD_NUMBER: _ClassVar[int]
|
149
|
+
MAX_SIZE_FIELD_NUMBER: _ClassVar[int]
|
150
|
+
LIST_DATE_FIELD_NUMBER: _ClassVar[int]
|
151
|
+
DELIST_DATE_FIELD_NUMBER: _ClassVar[int]
|
152
|
+
SETTLE_DATE_FIELD_NUMBER: _ClassVar[int]
|
153
|
+
instrument_id: str
|
154
|
+
market: str
|
155
|
+
security_id: str
|
156
|
+
symbol: str
|
157
|
+
instrument_type: str
|
158
|
+
security_type: str
|
159
|
+
lot_size: int
|
160
|
+
price_tick: float
|
161
|
+
contract_unit: float
|
162
|
+
intraday_trading: int
|
163
|
+
is_sub: int
|
164
|
+
is_withdraw: int
|
165
|
+
fund_etfpr_minnav: int
|
166
|
+
withdraw_basket_volume: int
|
167
|
+
long_posi_limit: int
|
168
|
+
short_posi_limit: int
|
169
|
+
intraday_open_limit: int
|
170
|
+
max_up: float
|
171
|
+
max_down: float
|
172
|
+
underlying_instrument_id: str
|
173
|
+
chain_codes: _containers.RepeatedScalarFieldContainer[str]
|
174
|
+
fund_etfpr_estcash: float
|
175
|
+
wind_market: str
|
176
|
+
comments: str
|
177
|
+
is_replace_price: int
|
178
|
+
replace_price: float
|
179
|
+
quote_currency_id: str
|
180
|
+
settle_currency_id: str
|
181
|
+
total_share: int
|
182
|
+
posi_qty_ratio_limit: float
|
183
|
+
price_cage: float
|
184
|
+
instrument_sub_type: str
|
185
|
+
min_size: int
|
186
|
+
max_size: int
|
187
|
+
list_date: str
|
188
|
+
delist_date: str
|
189
|
+
settle_date: str
|
190
|
+
def __init__(self, instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., symbol: _Optional[str] = ..., instrument_type: _Optional[str] = ..., security_type: _Optional[str] = ..., lot_size: _Optional[int] = ..., price_tick: _Optional[float] = ..., contract_unit: _Optional[float] = ..., intraday_trading: _Optional[int] = ..., is_sub: _Optional[int] = ..., is_withdraw: _Optional[int] = ..., fund_etfpr_minnav: _Optional[int] = ..., withdraw_basket_volume: _Optional[int] = ..., long_posi_limit: _Optional[int] = ..., short_posi_limit: _Optional[int] = ..., intraday_open_limit: _Optional[int] = ..., max_up: _Optional[float] = ..., max_down: _Optional[float] = ..., underlying_instrument_id: _Optional[str] = ..., chain_codes: _Optional[_Iterable[str]] = ..., fund_etfpr_estcash: _Optional[float] = ..., wind_market: _Optional[str] = ..., comments: _Optional[str] = ..., is_replace_price: _Optional[int] = ..., replace_price: _Optional[float] = ..., quote_currency_id: _Optional[str] = ..., settle_currency_id: _Optional[str] = ..., total_share: _Optional[int] = ..., posi_qty_ratio_limit: _Optional[float] = ..., price_cage: _Optional[float] = ..., instrument_sub_type: _Optional[str] = ..., min_size: _Optional[int] = ..., max_size: _Optional[int] = ..., list_date: _Optional[str] = ..., delist_date: _Optional[str] = ..., settle_date: _Optional[str] = ...) -> None: ...
|
191
|
+
|
192
|
+
class AlgoParams(_message.Message):
|
193
|
+
__slots__ = ("algo_name", "begin_time", "end_time", "duration_seconds", "interval_seconds", "order_price_level", "shift_price_tick", "price_limit", "max_active_order_nums", "price_cage", "custom_param", "expire_time")
|
194
|
+
ALGO_NAME_FIELD_NUMBER: _ClassVar[int]
|
195
|
+
BEGIN_TIME_FIELD_NUMBER: _ClassVar[int]
|
196
|
+
END_TIME_FIELD_NUMBER: _ClassVar[int]
|
197
|
+
DURATION_SECONDS_FIELD_NUMBER: _ClassVar[int]
|
198
|
+
INTERVAL_SECONDS_FIELD_NUMBER: _ClassVar[int]
|
199
|
+
ORDER_PRICE_LEVEL_FIELD_NUMBER: _ClassVar[int]
|
200
|
+
SHIFT_PRICE_TICK_FIELD_NUMBER: _ClassVar[int]
|
201
|
+
PRICE_LIMIT_FIELD_NUMBER: _ClassVar[int]
|
202
|
+
MAX_ACTIVE_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
|
203
|
+
PRICE_CAGE_FIELD_NUMBER: _ClassVar[int]
|
204
|
+
CUSTOM_PARAM_FIELD_NUMBER: _ClassVar[int]
|
205
|
+
EXPIRE_TIME_FIELD_NUMBER: _ClassVar[int]
|
206
|
+
algo_name: str
|
207
|
+
begin_time: int
|
208
|
+
end_time: int
|
209
|
+
duration_seconds: int
|
210
|
+
interval_seconds: int
|
211
|
+
order_price_level: int
|
212
|
+
shift_price_tick: int
|
213
|
+
price_limit: float
|
214
|
+
max_active_order_nums: int
|
215
|
+
price_cage: float
|
216
|
+
custom_param: str
|
217
|
+
expire_time: int
|
218
|
+
def __init__(self, algo_name: _Optional[str] = ..., begin_time: _Optional[int] = ..., end_time: _Optional[int] = ..., duration_seconds: _Optional[int] = ..., interval_seconds: _Optional[int] = ..., order_price_level: _Optional[int] = ..., shift_price_tick: _Optional[int] = ..., price_limit: _Optional[float] = ..., max_active_order_nums: _Optional[int] = ..., price_cage: _Optional[float] = ..., custom_param: _Optional[str] = ..., expire_time: _Optional[int] = ...) -> None: ...
|
219
|
+
|
220
|
+
class Order(_message.Message):
|
221
|
+
__slots__ = ("order_id", "cl_order_id", "counter_order_id", "order_date", "order_time", "security_id", "market", "security_type", "instrument_id", "appl_id", "contract_unit", "strategy_id", "strategy_name", "account_id", "investor_id", "order_type", "side", "position_effect", "time_in_force", "purpose", "business_type", "order_qty", "order_price", "order_amt", "order_status", "match_qty", "match_amt", "cancel_qty", "reject_qty", "is_pass", "owner_type", "reject_reason", "text", "is_pre_order", "trigger_time", "parent_order_id", "algo_type", "algo_params", "order_source", "attachment", "cancel_time", "user_id", "risk_info", "op_marks", "symbol", "basket_id")
|
222
|
+
ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
223
|
+
CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
224
|
+
COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
225
|
+
ORDER_DATE_FIELD_NUMBER: _ClassVar[int]
|
226
|
+
ORDER_TIME_FIELD_NUMBER: _ClassVar[int]
|
227
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
228
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
229
|
+
SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
|
230
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
231
|
+
APPL_ID_FIELD_NUMBER: _ClassVar[int]
|
232
|
+
CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
|
233
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
234
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
235
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
236
|
+
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
237
|
+
ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
|
238
|
+
SIDE_FIELD_NUMBER: _ClassVar[int]
|
239
|
+
POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
|
240
|
+
TIME_IN_FORCE_FIELD_NUMBER: _ClassVar[int]
|
241
|
+
PURPOSE_FIELD_NUMBER: _ClassVar[int]
|
242
|
+
BUSINESS_TYPE_FIELD_NUMBER: _ClassVar[int]
|
243
|
+
ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
|
244
|
+
ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
|
245
|
+
ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
|
246
|
+
ORDER_STATUS_FIELD_NUMBER: _ClassVar[int]
|
247
|
+
MATCH_QTY_FIELD_NUMBER: _ClassVar[int]
|
248
|
+
MATCH_AMT_FIELD_NUMBER: _ClassVar[int]
|
249
|
+
CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
|
250
|
+
REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
|
251
|
+
IS_PASS_FIELD_NUMBER: _ClassVar[int]
|
252
|
+
OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
|
253
|
+
REJECT_REASON_FIELD_NUMBER: _ClassVar[int]
|
254
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
255
|
+
IS_PRE_ORDER_FIELD_NUMBER: _ClassVar[int]
|
256
|
+
TRIGGER_TIME_FIELD_NUMBER: _ClassVar[int]
|
257
|
+
PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
258
|
+
ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
|
259
|
+
ALGO_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
260
|
+
ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
|
261
|
+
ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
|
262
|
+
CANCEL_TIME_FIELD_NUMBER: _ClassVar[int]
|
263
|
+
USER_ID_FIELD_NUMBER: _ClassVar[int]
|
264
|
+
RISK_INFO_FIELD_NUMBER: _ClassVar[int]
|
265
|
+
OP_MARKS_FIELD_NUMBER: _ClassVar[int]
|
266
|
+
SYMBOL_FIELD_NUMBER: _ClassVar[int]
|
267
|
+
BASKET_ID_FIELD_NUMBER: _ClassVar[int]
|
268
|
+
order_id: str
|
269
|
+
cl_order_id: str
|
270
|
+
counter_order_id: str
|
271
|
+
order_date: int
|
272
|
+
order_time: int
|
273
|
+
security_id: str
|
274
|
+
market: str
|
275
|
+
security_type: str
|
276
|
+
instrument_id: str
|
277
|
+
appl_id: str
|
278
|
+
contract_unit: float
|
279
|
+
strategy_id: int
|
280
|
+
strategy_name: str
|
281
|
+
account_id: str
|
282
|
+
investor_id: str
|
283
|
+
order_type: int
|
284
|
+
side: int
|
285
|
+
position_effect: int
|
286
|
+
time_in_force: int
|
287
|
+
purpose: int
|
288
|
+
business_type: str
|
289
|
+
order_qty: int
|
290
|
+
order_price: float
|
291
|
+
order_amt: float
|
292
|
+
order_status: int
|
293
|
+
match_qty: int
|
294
|
+
match_amt: float
|
295
|
+
cancel_qty: int
|
296
|
+
reject_qty: int
|
297
|
+
is_pass: int
|
298
|
+
owner_type: int
|
299
|
+
reject_reason: int
|
300
|
+
text: str
|
301
|
+
is_pre_order: int
|
302
|
+
trigger_time: int
|
303
|
+
parent_order_id: str
|
304
|
+
algo_type: int
|
305
|
+
algo_params: AlgoParams
|
306
|
+
order_source: str
|
307
|
+
attachment: str
|
308
|
+
cancel_time: int
|
309
|
+
user_id: str
|
310
|
+
risk_info: str
|
311
|
+
op_marks: str
|
312
|
+
symbol: str
|
313
|
+
basket_id: str
|
314
|
+
def __init__(self, order_id: _Optional[str] = ..., cl_order_id: _Optional[str] = ..., counter_order_id: _Optional[str] = ..., order_date: _Optional[int] = ..., order_time: _Optional[int] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., security_type: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., contract_unit: _Optional[float] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., 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] = ..., business_type: _Optional[str] = ..., order_qty: _Optional[int] = ..., order_price: _Optional[float] = ..., order_amt: _Optional[float] = ..., order_status: _Optional[int] = ..., match_qty: _Optional[int] = ..., match_amt: _Optional[float] = ..., cancel_qty: _Optional[int] = ..., reject_qty: _Optional[int] = ..., is_pass: _Optional[int] = ..., owner_type: _Optional[int] = ..., reject_reason: _Optional[int] = ..., text: _Optional[str] = ..., is_pre_order: _Optional[int] = ..., trigger_time: _Optional[int] = ..., parent_order_id: _Optional[str] = ..., algo_type: _Optional[int] = ..., algo_params: _Optional[_Union[AlgoParams, _Mapping]] = ..., order_source: _Optional[str] = ..., attachment: _Optional[str] = ..., cancel_time: _Optional[int] = ..., user_id: _Optional[str] = ..., risk_info: _Optional[str] = ..., op_marks: _Optional[str] = ..., symbol: _Optional[str] = ..., basket_id: _Optional[str] = ...) -> None: ...
|
315
|
+
|
316
|
+
class Trade(_message.Message):
|
317
|
+
__slots__ = ("order_id", "cl_order_id", "order_date", "order_time", "trade_id", "trade_time", "order_type", "side", "position_effect", "owner_type", "security_id", "market", "security_type", "instrument_id", "appl_id", "contract_unit", "strategy_id", "strategy_name", "account_id", "investor_id", "business_type", "last_qty", "last_px", "last_amt", "match_place", "algo_type", "order_source", "attachment", "user_id", "counter_cl_order_id", "counter_order_id", "symbol", "parent_order_id", "basket_id")
|
318
|
+
ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
319
|
+
CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
320
|
+
ORDER_DATE_FIELD_NUMBER: _ClassVar[int]
|
321
|
+
ORDER_TIME_FIELD_NUMBER: _ClassVar[int]
|
322
|
+
TRADE_ID_FIELD_NUMBER: _ClassVar[int]
|
323
|
+
TRADE_TIME_FIELD_NUMBER: _ClassVar[int]
|
324
|
+
ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
|
325
|
+
SIDE_FIELD_NUMBER: _ClassVar[int]
|
326
|
+
POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
|
327
|
+
OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
|
328
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
329
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
330
|
+
SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
|
331
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
332
|
+
APPL_ID_FIELD_NUMBER: _ClassVar[int]
|
333
|
+
CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
|
334
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
335
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
336
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
337
|
+
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
338
|
+
BUSINESS_TYPE_FIELD_NUMBER: _ClassVar[int]
|
339
|
+
LAST_QTY_FIELD_NUMBER: _ClassVar[int]
|
340
|
+
LAST_PX_FIELD_NUMBER: _ClassVar[int]
|
341
|
+
LAST_AMT_FIELD_NUMBER: _ClassVar[int]
|
342
|
+
MATCH_PLACE_FIELD_NUMBER: _ClassVar[int]
|
343
|
+
ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
|
344
|
+
ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
|
345
|
+
ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
|
346
|
+
USER_ID_FIELD_NUMBER: _ClassVar[int]
|
347
|
+
COUNTER_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
348
|
+
COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
349
|
+
SYMBOL_FIELD_NUMBER: _ClassVar[int]
|
350
|
+
PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
351
|
+
BASKET_ID_FIELD_NUMBER: _ClassVar[int]
|
352
|
+
order_id: str
|
353
|
+
cl_order_id: str
|
354
|
+
order_date: int
|
355
|
+
order_time: int
|
356
|
+
trade_id: str
|
357
|
+
trade_time: int
|
358
|
+
order_type: int
|
359
|
+
side: int
|
360
|
+
position_effect: int
|
361
|
+
owner_type: int
|
362
|
+
security_id: str
|
363
|
+
market: str
|
364
|
+
security_type: str
|
365
|
+
instrument_id: str
|
366
|
+
appl_id: str
|
367
|
+
contract_unit: float
|
368
|
+
strategy_id: int
|
369
|
+
strategy_name: str
|
370
|
+
account_id: str
|
371
|
+
investor_id: str
|
372
|
+
business_type: str
|
373
|
+
last_qty: int
|
374
|
+
last_px: float
|
375
|
+
last_amt: float
|
376
|
+
match_place: int
|
377
|
+
algo_type: int
|
378
|
+
order_source: str
|
379
|
+
attachment: str
|
380
|
+
user_id: str
|
381
|
+
counter_cl_order_id: str
|
382
|
+
counter_order_id: str
|
383
|
+
symbol: str
|
384
|
+
parent_order_id: str
|
385
|
+
basket_id: str
|
386
|
+
def __init__(self, order_id: _Optional[str] = ..., cl_order_id: _Optional[str] = ..., order_date: _Optional[int] = ..., order_time: _Optional[int] = ..., trade_id: _Optional[str] = ..., trade_time: _Optional[int] = ..., order_type: _Optional[int] = ..., side: _Optional[int] = ..., position_effect: _Optional[int] = ..., owner_type: _Optional[int] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., security_type: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., contract_unit: _Optional[float] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., business_type: _Optional[str] = ..., last_qty: _Optional[int] = ..., last_px: _Optional[float] = ..., last_amt: _Optional[float] = ..., match_place: _Optional[int] = ..., algo_type: _Optional[int] = ..., order_source: _Optional[str] = ..., attachment: _Optional[str] = ..., user_id: _Optional[str] = ..., counter_cl_order_id: _Optional[str] = ..., counter_order_id: _Optional[str] = ..., symbol: _Optional[str] = ..., parent_order_id: _Optional[str] = ..., basket_id: _Optional[str] = ...) -> None: ...
|
387
|
+
|
388
|
+
class Fund(_message.Message):
|
389
|
+
__slots__ = ("account_id", "investor_id", "currency_id", "sod", "balance", "frozen", "available", "intraday", "trans_in", "trans_out", "version")
|
390
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
391
|
+
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
392
|
+
CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
|
393
|
+
SOD_FIELD_NUMBER: _ClassVar[int]
|
394
|
+
BALANCE_FIELD_NUMBER: _ClassVar[int]
|
395
|
+
FROZEN_FIELD_NUMBER: _ClassVar[int]
|
396
|
+
AVAILABLE_FIELD_NUMBER: _ClassVar[int]
|
397
|
+
INTRADAY_FIELD_NUMBER: _ClassVar[int]
|
398
|
+
TRANS_IN_FIELD_NUMBER: _ClassVar[int]
|
399
|
+
TRANS_OUT_FIELD_NUMBER: _ClassVar[int]
|
400
|
+
VERSION_FIELD_NUMBER: _ClassVar[int]
|
401
|
+
account_id: str
|
402
|
+
investor_id: str
|
403
|
+
currency_id: str
|
404
|
+
sod: float
|
405
|
+
balance: float
|
406
|
+
frozen: float
|
407
|
+
available: float
|
408
|
+
intraday: float
|
409
|
+
trans_in: float
|
410
|
+
trans_out: float
|
411
|
+
version: int
|
412
|
+
def __init__(self, account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., currency_id: _Optional[str] = ..., sod: _Optional[float] = ..., balance: _Optional[float] = ..., frozen: _Optional[float] = ..., available: _Optional[float] = ..., intraday: _Optional[float] = ..., trans_in: _Optional[float] = ..., trans_out: _Optional[float] = ..., version: _Optional[int] = ...) -> None: ...
|
413
|
+
|
414
|
+
class Position(_message.Message):
|
415
|
+
__slots__ = ("account_id", "investor_id", "market", "security_id", "security_type", "symbol", "posi_side", "instrument_id", "sod", "balance", "available", "frozen", "buy_in", "sell_out", "trans_in", "trans_out", "trans_avl", "apply_avl", "cost_price", "realized_pnl", "version", "cost_amt", "intraday_trading", "buy_in_nodeal")
|
416
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
417
|
+
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
418
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
419
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
420
|
+
SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
|
421
|
+
SYMBOL_FIELD_NUMBER: _ClassVar[int]
|
422
|
+
POSI_SIDE_FIELD_NUMBER: _ClassVar[int]
|
423
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
424
|
+
SOD_FIELD_NUMBER: _ClassVar[int]
|
425
|
+
BALANCE_FIELD_NUMBER: _ClassVar[int]
|
426
|
+
AVAILABLE_FIELD_NUMBER: _ClassVar[int]
|
427
|
+
FROZEN_FIELD_NUMBER: _ClassVar[int]
|
428
|
+
BUY_IN_FIELD_NUMBER: _ClassVar[int]
|
429
|
+
SELL_OUT_FIELD_NUMBER: _ClassVar[int]
|
430
|
+
TRANS_IN_FIELD_NUMBER: _ClassVar[int]
|
431
|
+
TRANS_OUT_FIELD_NUMBER: _ClassVar[int]
|
432
|
+
TRANS_AVL_FIELD_NUMBER: _ClassVar[int]
|
433
|
+
APPLY_AVL_FIELD_NUMBER: _ClassVar[int]
|
434
|
+
COST_PRICE_FIELD_NUMBER: _ClassVar[int]
|
435
|
+
REALIZED_PNL_FIELD_NUMBER: _ClassVar[int]
|
436
|
+
VERSION_FIELD_NUMBER: _ClassVar[int]
|
437
|
+
COST_AMT_FIELD_NUMBER: _ClassVar[int]
|
438
|
+
INTRADAY_TRADING_FIELD_NUMBER: _ClassVar[int]
|
439
|
+
BUY_IN_NODEAL_FIELD_NUMBER: _ClassVar[int]
|
440
|
+
account_id: str
|
441
|
+
investor_id: str
|
442
|
+
market: str
|
443
|
+
security_id: str
|
444
|
+
security_type: str
|
445
|
+
symbol: str
|
446
|
+
posi_side: int
|
447
|
+
instrument_id: str
|
448
|
+
sod: int
|
449
|
+
balance: int
|
450
|
+
available: int
|
451
|
+
frozen: int
|
452
|
+
buy_in: int
|
453
|
+
sell_out: int
|
454
|
+
trans_in: int
|
455
|
+
trans_out: int
|
456
|
+
trans_avl: int
|
457
|
+
apply_avl: int
|
458
|
+
cost_price: float
|
459
|
+
realized_pnl: float
|
460
|
+
version: int
|
461
|
+
cost_amt: float
|
462
|
+
intraday_trading: int
|
463
|
+
buy_in_nodeal: int
|
464
|
+
def __init__(self, account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., posi_side: _Optional[int] = ..., instrument_id: _Optional[str] = ..., sod: _Optional[int] = ..., balance: _Optional[int] = ..., available: _Optional[int] = ..., frozen: _Optional[int] = ..., buy_in: _Optional[int] = ..., sell_out: _Optional[int] = ..., trans_in: _Optional[int] = ..., trans_out: _Optional[int] = ..., trans_avl: _Optional[int] = ..., apply_avl: _Optional[int] = ..., cost_price: _Optional[float] = ..., realized_pnl: _Optional[float] = ..., version: _Optional[int] = ..., cost_amt: _Optional[float] = ..., intraday_trading: _Optional[int] = ..., buy_in_nodeal: _Optional[int] = ...) -> None: ...
|
465
|
+
|
466
|
+
class StrategyInstrument(_message.Message):
|
467
|
+
__slots__ = ("instrument_id", "market", "security_id", "sod_qty", "sod_amount")
|
468
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
469
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
470
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
471
|
+
SOD_QTY_FIELD_NUMBER: _ClassVar[int]
|
472
|
+
SOD_AMOUNT_FIELD_NUMBER: _ClassVar[int]
|
473
|
+
instrument_id: str
|
474
|
+
market: str
|
475
|
+
security_id: str
|
476
|
+
sod_qty: int
|
477
|
+
sod_amount: float
|
478
|
+
def __init__(self, instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., sod_qty: _Optional[int] = ..., sod_amount: _Optional[float] = ...) -> None: ...
|
479
|
+
|
480
|
+
class RiskItem(_message.Message):
|
481
|
+
__slots__ = ("account_id", "instrument_id", "status", "single_order_qty", "long_posi_qty_up", "short_posi_qty_up", "prev_price_deviation", "last_price_deviation", "best_price_deviation", "posi_concentration", "fund_available", "total_buy_order_qty", "total_sell_order_qty", "total_buy_order_amt", "total_sell_order_amt", "total_buy_trade_qty", "total_sell_trade_qty", "total_buy_trade_amt", "total_sell_trade_amt", "total_buy_active_qty", "total_sell_active_qty", "total_buy_order_nums", "total_sell_order_nums", "warning_ratio")
|
482
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
483
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
484
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
485
|
+
SINGLE_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
|
486
|
+
LONG_POSI_QTY_UP_FIELD_NUMBER: _ClassVar[int]
|
487
|
+
SHORT_POSI_QTY_UP_FIELD_NUMBER: _ClassVar[int]
|
488
|
+
PREV_PRICE_DEVIATION_FIELD_NUMBER: _ClassVar[int]
|
489
|
+
LAST_PRICE_DEVIATION_FIELD_NUMBER: _ClassVar[int]
|
490
|
+
BEST_PRICE_DEVIATION_FIELD_NUMBER: _ClassVar[int]
|
491
|
+
POSI_CONCENTRATION_FIELD_NUMBER: _ClassVar[int]
|
492
|
+
FUND_AVAILABLE_FIELD_NUMBER: _ClassVar[int]
|
493
|
+
TOTAL_BUY_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
|
494
|
+
TOTAL_SELL_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
|
495
|
+
TOTAL_BUY_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
|
496
|
+
TOTAL_SELL_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
|
497
|
+
TOTAL_BUY_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
|
498
|
+
TOTAL_SELL_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
|
499
|
+
TOTAL_BUY_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
|
500
|
+
TOTAL_SELL_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
|
501
|
+
TOTAL_BUY_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
|
502
|
+
TOTAL_SELL_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
|
503
|
+
TOTAL_BUY_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
|
504
|
+
TOTAL_SELL_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
|
505
|
+
WARNING_RATIO_FIELD_NUMBER: _ClassVar[int]
|
506
|
+
account_id: str
|
507
|
+
instrument_id: str
|
508
|
+
status: int
|
509
|
+
single_order_qty: int
|
510
|
+
long_posi_qty_up: int
|
511
|
+
short_posi_qty_up: int
|
512
|
+
prev_price_deviation: float
|
513
|
+
last_price_deviation: float
|
514
|
+
best_price_deviation: float
|
515
|
+
posi_concentration: float
|
516
|
+
fund_available: float
|
517
|
+
total_buy_order_qty: int
|
518
|
+
total_sell_order_qty: int
|
519
|
+
total_buy_order_amt: float
|
520
|
+
total_sell_order_amt: float
|
521
|
+
total_buy_trade_qty: int
|
522
|
+
total_sell_trade_qty: int
|
523
|
+
total_buy_trade_amt: float
|
524
|
+
total_sell_trade_amt: float
|
525
|
+
total_buy_active_qty: int
|
526
|
+
total_sell_active_qty: int
|
527
|
+
total_buy_order_nums: int
|
528
|
+
total_sell_order_nums: int
|
529
|
+
warning_ratio: float
|
530
|
+
def __init__(self, account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., status: _Optional[int] = ..., single_order_qty: _Optional[int] = ..., long_posi_qty_up: _Optional[int] = ..., short_posi_qty_up: _Optional[int] = ..., prev_price_deviation: _Optional[float] = ..., last_price_deviation: _Optional[float] = ..., best_price_deviation: _Optional[float] = ..., posi_concentration: _Optional[float] = ..., fund_available: _Optional[float] = ..., total_buy_order_qty: _Optional[int] = ..., total_sell_order_qty: _Optional[int] = ..., total_buy_order_amt: _Optional[float] = ..., total_sell_order_amt: _Optional[float] = ..., total_buy_trade_qty: _Optional[int] = ..., total_sell_trade_qty: _Optional[int] = ..., total_buy_trade_amt: _Optional[float] = ..., total_sell_trade_amt: _Optional[float] = ..., total_buy_active_qty: _Optional[int] = ..., total_sell_active_qty: _Optional[int] = ..., total_buy_order_nums: _Optional[int] = ..., total_sell_order_nums: _Optional[int] = ..., warning_ratio: _Optional[float] = ...) -> None: ...
|
531
|
+
|
532
|
+
class RiskMarketParams(_message.Message):
|
533
|
+
__slots__ = ("account_id", "market", "risk_code", "risk_name", "control_type", "control_point", "status", "set_value", "params", "comments", "create_by", "update_by", "create_time", "update_time")
|
534
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
535
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
536
|
+
RISK_CODE_FIELD_NUMBER: _ClassVar[int]
|
537
|
+
RISK_NAME_FIELD_NUMBER: _ClassVar[int]
|
538
|
+
CONTROL_TYPE_FIELD_NUMBER: _ClassVar[int]
|
539
|
+
CONTROL_POINT_FIELD_NUMBER: _ClassVar[int]
|
540
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
541
|
+
SET_VALUE_FIELD_NUMBER: _ClassVar[int]
|
542
|
+
PARAMS_FIELD_NUMBER: _ClassVar[int]
|
543
|
+
COMMENTS_FIELD_NUMBER: _ClassVar[int]
|
544
|
+
CREATE_BY_FIELD_NUMBER: _ClassVar[int]
|
545
|
+
UPDATE_BY_FIELD_NUMBER: _ClassVar[int]
|
546
|
+
CREATE_TIME_FIELD_NUMBER: _ClassVar[int]
|
547
|
+
UPDATE_TIME_FIELD_NUMBER: _ClassVar[int]
|
548
|
+
account_id: str
|
549
|
+
market: str
|
550
|
+
risk_code: str
|
551
|
+
risk_name: str
|
552
|
+
control_type: str
|
553
|
+
control_point: str
|
554
|
+
status: int
|
555
|
+
set_value: float
|
556
|
+
params: str
|
557
|
+
comments: str
|
558
|
+
create_by: str
|
559
|
+
update_by: str
|
560
|
+
create_time: str
|
561
|
+
update_time: str
|
562
|
+
def __init__(self, account_id: _Optional[str] = ..., market: _Optional[str] = ..., risk_code: _Optional[str] = ..., risk_name: _Optional[str] = ..., control_type: _Optional[str] = ..., control_point: _Optional[str] = ..., status: _Optional[int] = ..., set_value: _Optional[float] = ..., params: _Optional[str] = ..., comments: _Optional[str] = ..., create_by: _Optional[str] = ..., update_by: _Optional[str] = ..., create_time: _Optional[str] = ..., update_time: _Optional[str] = ...) -> None: ...
|
563
|
+
|
564
|
+
class TradingSession(_message.Message):
|
565
|
+
__slots__ = ("market", "time_slices")
|
566
|
+
class TimeSlice(_message.Message):
|
567
|
+
__slots__ = ("start_time", "end_time")
|
568
|
+
START_TIME_FIELD_NUMBER: _ClassVar[int]
|
569
|
+
END_TIME_FIELD_NUMBER: _ClassVar[int]
|
570
|
+
start_time: str
|
571
|
+
end_time: str
|
572
|
+
def __init__(self, start_time: _Optional[str] = ..., end_time: _Optional[str] = ...) -> None: ...
|
573
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
574
|
+
TIME_SLICES_FIELD_NUMBER: _ClassVar[int]
|
575
|
+
market: str
|
576
|
+
time_slices: _containers.RepeatedCompositeFieldContainer[TradingSession.TimeSlice]
|
577
|
+
def __init__(self, market: _Optional[str] = ..., time_slices: _Optional[_Iterable[_Union[TradingSession.TimeSlice, _Mapping]]] = ...) -> None: ...
|
578
|
+
|
579
|
+
class CounterAccount(_message.Message):
|
580
|
+
__slots__ = ("counter_id", "account_id", "investor_id", "investor_flag", "ip", "password", "props", "params")
|
581
|
+
class PropsEntry(_message.Message):
|
582
|
+
__slots__ = ("key", "value")
|
583
|
+
KEY_FIELD_NUMBER: _ClassVar[int]
|
584
|
+
VALUE_FIELD_NUMBER: _ClassVar[int]
|
585
|
+
key: str
|
586
|
+
value: str
|
587
|
+
def __init__(self, key: _Optional[str] = ..., value: _Optional[str] = ...) -> None: ...
|
588
|
+
COUNTER_ID_FIELD_NUMBER: _ClassVar[int]
|
589
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
590
|
+
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
591
|
+
INVESTOR_FLAG_FIELD_NUMBER: _ClassVar[int]
|
592
|
+
IP_FIELD_NUMBER: _ClassVar[int]
|
593
|
+
PASSWORD_FIELD_NUMBER: _ClassVar[int]
|
594
|
+
PROPS_FIELD_NUMBER: _ClassVar[int]
|
595
|
+
PARAMS_FIELD_NUMBER: _ClassVar[int]
|
596
|
+
counter_id: str
|
597
|
+
account_id: str
|
598
|
+
investor_id: str
|
599
|
+
investor_flag: str
|
600
|
+
ip: str
|
601
|
+
password: str
|
602
|
+
props: _containers.ScalarMap[str, str]
|
603
|
+
params: str
|
604
|
+
def __init__(self, counter_id: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., investor_flag: _Optional[str] = ..., ip: _Optional[str] = ..., password: _Optional[str] = ..., props: _Optional[_Mapping[str, str]] = ..., params: _Optional[str] = ...) -> None: ...
|