datahub_binary 0.7.18__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.
@@ -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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-
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- DESCRIPTOR: _descriptor.FileDescriptor
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-
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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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-
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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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-
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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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-
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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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-
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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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-
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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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-
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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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-
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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]
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- BUSINESS_TYPE_FIELD_NUMBER: _ClassVar[int]
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- ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
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- ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
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- ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
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- ORDER_STATUS_FIELD_NUMBER: _ClassVar[int]
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- MATCH_QTY_FIELD_NUMBER: _ClassVar[int]
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- MATCH_AMT_FIELD_NUMBER: _ClassVar[int]
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- CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
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- REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
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- IS_PASS_FIELD_NUMBER: _ClassVar[int]
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- OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
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- REJECT_REASON_FIELD_NUMBER: _ClassVar[int]
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- TEXT_FIELD_NUMBER: _ClassVar[int]
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- IS_PRE_ORDER_FIELD_NUMBER: _ClassVar[int]
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- TRIGGER_TIME_FIELD_NUMBER: _ClassVar[int]
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- PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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- ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
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- ALGO_PARAMS_FIELD_NUMBER: _ClassVar[int]
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- ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
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- ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
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- CANCEL_TIME_FIELD_NUMBER: _ClassVar[int]
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- USER_ID_FIELD_NUMBER: _ClassVar[int]
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- RISK_INFO_FIELD_NUMBER: _ClassVar[int]
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- OP_MARKS_FIELD_NUMBER: _ClassVar[int]
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- SYMBOL_FIELD_NUMBER: _ClassVar[int]
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- BASKET_ID_FIELD_NUMBER: _ClassVar[int]
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- order_id: str
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- cl_order_id: str
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- counter_order_id: str
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- order_date: int
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- order_time: int
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- security_id: str
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- market: str
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- security_type: str
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- instrument_id: str
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- appl_id: str
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- contract_unit: float
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- strategy_id: int
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- strategy_name: str
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- account_id: str
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- investor_id: str
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- order_type: int
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- side: int
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- position_effect: int
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- time_in_force: int
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- purpose: int
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- business_type: str
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- order_qty: int
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- order_price: float
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- order_amt: float
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- order_status: int
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- match_qty: int
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- match_amt: float
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- cancel_qty: int
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- reject_qty: int
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- is_pass: int
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- owner_type: int
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- reject_reason: int
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- text: str
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- is_pre_order: int
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- trigger_time: int
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- parent_order_id: str
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- algo_type: int
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- algo_params: AlgoParams
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- order_source: str
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- attachment: str
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- cancel_time: int
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- user_id: str
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- risk_info: str
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- op_marks: str
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- symbol: str
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- basket_id: str
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- 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: ...
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-
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- class Trade(_message.Message):
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- __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")
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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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- ORDER_DATE_FIELD_NUMBER: _ClassVar[int]
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- ORDER_TIME_FIELD_NUMBER: _ClassVar[int]
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- TRADE_ID_FIELD_NUMBER: _ClassVar[int]
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- TRADE_TIME_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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- OWNER_TYPE_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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- BUSINESS_TYPE_FIELD_NUMBER: _ClassVar[int]
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- LAST_QTY_FIELD_NUMBER: _ClassVar[int]
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- 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: ...