datahub_binary 0.7.6__cp312-cp312-win_amd64.whl → 0.7.8__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 +3844 -0
- datahub/protos/common_pb2.pyi +603 -0
- datahub/protos/management_pb2.pyi +443 -0
- datahub/protos/martrix_pb2.pyi +12 -13
- datahub/protos/position_pb2.pyi +394 -0
- datahub/protos/query_pb2.pyi +309 -0
- datahub/protos/quote_pb2.pyi +342 -343
- datahub/protos/signal_pb2.pyi +289 -0
- datahub/protos/strategy_pb2.pyi +603 -0
- datahub/protos/trade_pb2.pyi +912 -0
- datahub.cp312-win_amd64.pyd +0 -0
- datahub.pyi +1 -1
- {datahub_binary-0.7.6.dist-info → datahub_binary-0.7.8.dist-info}/METADATA +1 -1
- datahub_binary-0.7.8.dist-info/RECORD +17 -0
- datahub/protos/session_pb2.pyi +0 -69
- datahub_binary-0.7.6.dist-info/RECORD +0 -10
- {datahub_binary-0.7.6.dist-info → datahub_binary-0.7.8.dist-info}/WHEEL +0 -0
- {datahub_binary-0.7.6.dist-info → datahub_binary-0.7.8.dist-info}/top_level.txt +0 -0
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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 typing import ClassVar as _ClassVar, Iterable as _Iterable, Mapping as _Mapping, Optional as _Optional, Union as _Union
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DESCRIPTOR: _descriptor.FileDescriptor
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class AlgoParams(_message.Message):
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__slots__ = ["algo_name", "begin_time", "custom_param", "duration_seconds", "end_time", "expire_time", "interval_seconds", "max_active_order_nums", "order_price_level", "price_cage", "price_limit", "shift_price_tick"]
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ALGO_NAME_FIELD_NUMBER: _ClassVar[int]
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BEGIN_TIME_FIELD_NUMBER: _ClassVar[int]
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CUSTOM_PARAM_FIELD_NUMBER: _ClassVar[int]
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DURATION_SECONDS_FIELD_NUMBER: _ClassVar[int]
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END_TIME_FIELD_NUMBER: _ClassVar[int]
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EXPIRE_TIME_FIELD_NUMBER: _ClassVar[int]
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INTERVAL_SECONDS_FIELD_NUMBER: _ClassVar[int]
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MAX_ACTIVE_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
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ORDER_PRICE_LEVEL_FIELD_NUMBER: _ClassVar[int]
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PRICE_CAGE_FIELD_NUMBER: _ClassVar[int]
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PRICE_LIMIT_FIELD_NUMBER: _ClassVar[int]
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SHIFT_PRICE_TICK_FIELD_NUMBER: _ClassVar[int]
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algo_name: str
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begin_time: int
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custom_param: str
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duration_seconds: int
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end_time: int
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expire_time: int
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interval_seconds: int
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max_active_order_nums: int
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order_price_level: int
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price_cage: float
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price_limit: float
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shift_price_tick: 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 CounterAccount(_message.Message):
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__slots__ = ["account_id", "counter_id", "investor_flag", "investor_id", "ip", "params", "password", "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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ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
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COUNTER_ID_FIELD_NUMBER: _ClassVar[int]
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INVESTOR_FLAG_FIELD_NUMBER: _ClassVar[int]
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INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
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IP_FIELD_NUMBER: _ClassVar[int]
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PARAMS_FIELD_NUMBER: _ClassVar[int]
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PASSWORD_FIELD_NUMBER: _ClassVar[int]
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PROPS_FIELD_NUMBER: _ClassVar[int]
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account_id: str
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counter_id: str
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investor_flag: str
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investor_id: str
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ip: str
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params: str
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password: str
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props: _containers.ScalarMap[str, str]
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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: ...
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class Currency(_message.Message):
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__slots__ = ["comments", "currency_id", "fx_rate_cny", "update_time"]
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COMMENTS_FIELD_NUMBER: _ClassVar[int]
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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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UPDATE_TIME_FIELD_NUMBER: _ClassVar[int]
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comments: str
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currency_id: str
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fx_rate_cny: float
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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 Fund(_message.Message):
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__slots__ = ["account_id", "available", "balance", "currency_id", "frozen", "intraday", "investor_id", "sod", "trans_in", "trans_out", "version"]
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ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
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AVAILABLE_FIELD_NUMBER: _ClassVar[int]
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BALANCE_FIELD_NUMBER: _ClassVar[int]
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CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
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FROZEN_FIELD_NUMBER: _ClassVar[int]
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INTRADAY_FIELD_NUMBER: _ClassVar[int]
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INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
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SOD_FIELD_NUMBER: _ClassVar[int]
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TRANS_IN_FIELD_NUMBER: _ClassVar[int]
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TRANS_OUT_FIELD_NUMBER: _ClassVar[int]
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VERSION_FIELD_NUMBER: _ClassVar[int]
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account_id: str
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available: float
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balance: float
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currency_id: str
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frozen: float
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intraday: float
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investor_id: str
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sod: float
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trans_in: float
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trans_out: float
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version: int
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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: ...
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class Instrument(_message.Message):
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__slots__ = ["chain_codes", "comments", "contract_unit", "delist_date", "fund_etfpr_estcash", "fund_etfpr_minnav", "instrument_id", "instrument_sub_type", "instrument_type", "intraday_open_limit", "intraday_trading", "is_replace_price", "is_sub", "is_withdraw", "list_date", "long_posi_limit", "lot_size", "market", "max_down", "max_size", "max_up", "min_size", "posi_qty_ratio_limit", "price_cage", "price_tick", "quote_currency_id", "replace_price", "security_id", "security_type", "settle_currency_id", "settle_date", "short_posi_limit", "symbol", "total_share", "underlying_instrument_id", "wind_market", "withdraw_basket_volume"]
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CHAIN_CODES_FIELD_NUMBER: _ClassVar[int]
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COMMENTS_FIELD_NUMBER: _ClassVar[int]
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CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
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DELIST_DATE_FIELD_NUMBER: _ClassVar[int]
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FUND_ETFPR_ESTCASH_FIELD_NUMBER: _ClassVar[int]
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FUND_ETFPR_MINNAV_FIELD_NUMBER: _ClassVar[int]
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INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
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INSTRUMENT_SUB_TYPE_FIELD_NUMBER: _ClassVar[int]
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INSTRUMENT_TYPE_FIELD_NUMBER: _ClassVar[int]
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INTRADAY_OPEN_LIMIT_FIELD_NUMBER: _ClassVar[int]
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INTRADAY_TRADING_FIELD_NUMBER: _ClassVar[int]
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IS_REPLACE_PRICE_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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LIST_DATE_FIELD_NUMBER: _ClassVar[int]
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LONG_POSI_LIMIT_FIELD_NUMBER: _ClassVar[int]
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LOT_SIZE_FIELD_NUMBER: _ClassVar[int]
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MARKET_FIELD_NUMBER: _ClassVar[int]
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MAX_DOWN_FIELD_NUMBER: _ClassVar[int]
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MAX_SIZE_FIELD_NUMBER: _ClassVar[int]
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MAX_UP_FIELD_NUMBER: _ClassVar[int]
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MIN_SIZE_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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PRICE_TICK_FIELD_NUMBER: _ClassVar[int]
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QUOTE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
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REPLACE_PRICE_FIELD_NUMBER: _ClassVar[int]
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SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
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SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
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SETTLE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
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SETTLE_DATE_FIELD_NUMBER: _ClassVar[int]
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SHORT_POSI_LIMIT_FIELD_NUMBER: _ClassVar[int]
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SYMBOL_FIELD_NUMBER: _ClassVar[int]
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TOTAL_SHARE_FIELD_NUMBER: _ClassVar[int]
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UNDERLYING_INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
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WIND_MARKET_FIELD_NUMBER: _ClassVar[int]
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WITHDRAW_BASKET_VOLUME_FIELD_NUMBER: _ClassVar[int]
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chain_codes: _containers.RepeatedScalarFieldContainer[str]
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comments: str
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contract_unit: float
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delist_date: str
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fund_etfpr_estcash: float
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fund_etfpr_minnav: int
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instrument_id: str
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instrument_sub_type: str
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instrument_type: str
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intraday_open_limit: int
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intraday_trading: int
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is_replace_price: int
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is_sub: int
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is_withdraw: int
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list_date: str
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long_posi_limit: int
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lot_size: int
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market: str
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max_down: float
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max_size: int
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max_up: float
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min_size: int
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posi_qty_ratio_limit: float
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price_cage: float
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price_tick: float
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quote_currency_id: str
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replace_price: float
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security_id: str
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security_type: str
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settle_currency_id: str
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settle_date: str
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short_posi_limit: int
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symbol: str
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total_share: int
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underlying_instrument_id: str
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wind_market: str
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withdraw_basket_volume: int
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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 OpStatus(_message.Message):
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__slots__ = ["data", "reason", "status"]
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DATA_FIELD_NUMBER: _ClassVar[int]
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REASON_FIELD_NUMBER: _ClassVar[int]
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STATUS_FIELD_NUMBER: _ClassVar[int]
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data: str
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reason: str
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status: int
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def __init__(self, status: _Optional[int] = ..., reason: _Optional[str] = ..., data: _Optional[str] = ...) -> None: ...
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class OpUser(_message.Message):
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__slots__ = ["cpu", "datetime", "ip", "local_ip", "mac", "osv", "party_id", "pcn", "pi", "post_id", "props", "region_id", "sn", "sno", "terminal_type", "text", "user_id", "uuid", "vol"]
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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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CPU_FIELD_NUMBER: _ClassVar[int]
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DATETIME_FIELD_NUMBER: _ClassVar[int]
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IP_FIELD_NUMBER: _ClassVar[int]
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LOCAL_IP_FIELD_NUMBER: _ClassVar[int]
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MAC_FIELD_NUMBER: _ClassVar[int]
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OSV_FIELD_NUMBER: _ClassVar[int]
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PARTY_ID_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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POST_ID_FIELD_NUMBER: _ClassVar[int]
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PROPS_FIELD_NUMBER: _ClassVar[int]
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REGION_ID_FIELD_NUMBER: _ClassVar[int]
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SNO_FIELD_NUMBER: _ClassVar[int]
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SN_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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USER_ID_FIELD_NUMBER: _ClassVar[int]
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UUID_FIELD_NUMBER: _ClassVar[int]
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VOL_FIELD_NUMBER: _ClassVar[int]
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cpu: str
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datetime: str
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ip: str
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local_ip: str
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mac: str
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osv: str
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party_id: str
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pcn: str
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pi: str
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post_id: str
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props: _containers.ScalarMap[str, str]
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region_id: int
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sn: str
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sno: str
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terminal_type: str
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text: str
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user_id: str
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uuid: str
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vol: 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 Order(_message.Message):
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__slots__ = ["account_id", "algo_params", "algo_type", "appl_id", "attachment", "basket_id", "business_type", "cancel_qty", "cancel_time", "cl_order_id", "contract_unit", "counter_order_id", "instrument_id", "investor_id", "is_pass", "is_pre_order", "market", "match_amt", "match_qty", "op_marks", "order_amt", "order_date", "order_id", "order_price", "order_qty", "order_source", "order_status", "order_time", "order_type", "owner_type", "parent_order_id", "position_effect", "purpose", "reject_qty", "reject_reason", "risk_info", "security_id", "security_type", "side", "strategy_id", "strategy_name", "symbol", "text", "time_in_force", "trigger_time", "user_id"]
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ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
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ALGO_PARAMS_FIELD_NUMBER: _ClassVar[int]
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ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
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APPL_ID_FIELD_NUMBER: _ClassVar[int]
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ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
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BASKET_ID_FIELD_NUMBER: _ClassVar[int]
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|
+
BUSINESS_TYPE_FIELD_NUMBER: _ClassVar[int]
|
247
|
+
CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
|
248
|
+
CANCEL_TIME_FIELD_NUMBER: _ClassVar[int]
|
249
|
+
CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
250
|
+
CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
|
251
|
+
COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
252
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
253
|
+
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
254
|
+
IS_PASS_FIELD_NUMBER: _ClassVar[int]
|
255
|
+
IS_PRE_ORDER_FIELD_NUMBER: _ClassVar[int]
|
256
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
257
|
+
MATCH_AMT_FIELD_NUMBER: _ClassVar[int]
|
258
|
+
MATCH_QTY_FIELD_NUMBER: _ClassVar[int]
|
259
|
+
OP_MARKS_FIELD_NUMBER: _ClassVar[int]
|
260
|
+
ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
|
261
|
+
ORDER_DATE_FIELD_NUMBER: _ClassVar[int]
|
262
|
+
ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
263
|
+
ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
|
264
|
+
ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
|
265
|
+
ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
|
266
|
+
ORDER_STATUS_FIELD_NUMBER: _ClassVar[int]
|
267
|
+
ORDER_TIME_FIELD_NUMBER: _ClassVar[int]
|
268
|
+
ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
|
269
|
+
OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
|
270
|
+
PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
271
|
+
POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
|
272
|
+
PURPOSE_FIELD_NUMBER: _ClassVar[int]
|
273
|
+
REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
|
274
|
+
REJECT_REASON_FIELD_NUMBER: _ClassVar[int]
|
275
|
+
RISK_INFO_FIELD_NUMBER: _ClassVar[int]
|
276
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
277
|
+
SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
|
278
|
+
SIDE_FIELD_NUMBER: _ClassVar[int]
|
279
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
280
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
281
|
+
SYMBOL_FIELD_NUMBER: _ClassVar[int]
|
282
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
283
|
+
TIME_IN_FORCE_FIELD_NUMBER: _ClassVar[int]
|
284
|
+
TRIGGER_TIME_FIELD_NUMBER: _ClassVar[int]
|
285
|
+
USER_ID_FIELD_NUMBER: _ClassVar[int]
|
286
|
+
account_id: str
|
287
|
+
algo_params: AlgoParams
|
288
|
+
algo_type: int
|
289
|
+
appl_id: str
|
290
|
+
attachment: str
|
291
|
+
basket_id: str
|
292
|
+
business_type: str
|
293
|
+
cancel_qty: int
|
294
|
+
cancel_time: int
|
295
|
+
cl_order_id: str
|
296
|
+
contract_unit: float
|
297
|
+
counter_order_id: str
|
298
|
+
instrument_id: str
|
299
|
+
investor_id: str
|
300
|
+
is_pass: int
|
301
|
+
is_pre_order: int
|
302
|
+
market: str
|
303
|
+
match_amt: float
|
304
|
+
match_qty: int
|
305
|
+
op_marks: str
|
306
|
+
order_amt: float
|
307
|
+
order_date: int
|
308
|
+
order_id: str
|
309
|
+
order_price: float
|
310
|
+
order_qty: int
|
311
|
+
order_source: str
|
312
|
+
order_status: int
|
313
|
+
order_time: int
|
314
|
+
order_type: int
|
315
|
+
owner_type: int
|
316
|
+
parent_order_id: str
|
317
|
+
position_effect: int
|
318
|
+
purpose: int
|
319
|
+
reject_qty: int
|
320
|
+
reject_reason: int
|
321
|
+
risk_info: str
|
322
|
+
security_id: str
|
323
|
+
security_type: str
|
324
|
+
side: int
|
325
|
+
strategy_id: int
|
326
|
+
strategy_name: str
|
327
|
+
symbol: str
|
328
|
+
text: str
|
329
|
+
time_in_force: int
|
330
|
+
trigger_time: int
|
331
|
+
user_id: str
|
332
|
+
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: ...
|
333
|
+
|
334
|
+
class PackageInfo(_message.Message):
|
335
|
+
__slots__ = ["component_instrument_id", "component_qty", "instrument_id", "is_sub_cash_replace", "is_sub_cash_replace_amount", "is_withdraw_cash", "is_withdraw_cash_replace_amount"]
|
336
|
+
COMPONENT_INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
337
|
+
COMPONENT_QTY_FIELD_NUMBER: _ClassVar[int]
|
338
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
339
|
+
IS_SUB_CASH_REPLACE_AMOUNT_FIELD_NUMBER: _ClassVar[int]
|
340
|
+
IS_SUB_CASH_REPLACE_FIELD_NUMBER: _ClassVar[int]
|
341
|
+
IS_WITHDRAW_CASH_FIELD_NUMBER: _ClassVar[int]
|
342
|
+
IS_WITHDRAW_CASH_REPLACE_AMOUNT_FIELD_NUMBER: _ClassVar[int]
|
343
|
+
component_instrument_id: str
|
344
|
+
component_qty: int
|
345
|
+
instrument_id: str
|
346
|
+
is_sub_cash_replace: int
|
347
|
+
is_sub_cash_replace_amount: float
|
348
|
+
is_withdraw_cash: int
|
349
|
+
is_withdraw_cash_replace_amount: float
|
350
|
+
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: ...
|
351
|
+
|
352
|
+
class Position(_message.Message):
|
353
|
+
__slots__ = ["account_id", "apply_avl", "available", "balance", "buy_in", "buy_in_nodeal", "cost_amt", "cost_price", "frozen", "instrument_id", "intraday_trading", "investor_id", "market", "posi_side", "realized_pnl", "security_id", "security_type", "sell_out", "sod", "symbol", "trans_avl", "trans_in", "trans_out", "version"]
|
354
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
355
|
+
APPLY_AVL_FIELD_NUMBER: _ClassVar[int]
|
356
|
+
AVAILABLE_FIELD_NUMBER: _ClassVar[int]
|
357
|
+
BALANCE_FIELD_NUMBER: _ClassVar[int]
|
358
|
+
BUY_IN_FIELD_NUMBER: _ClassVar[int]
|
359
|
+
BUY_IN_NODEAL_FIELD_NUMBER: _ClassVar[int]
|
360
|
+
COST_AMT_FIELD_NUMBER: _ClassVar[int]
|
361
|
+
COST_PRICE_FIELD_NUMBER: _ClassVar[int]
|
362
|
+
FROZEN_FIELD_NUMBER: _ClassVar[int]
|
363
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
364
|
+
INTRADAY_TRADING_FIELD_NUMBER: _ClassVar[int]
|
365
|
+
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
366
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
367
|
+
POSI_SIDE_FIELD_NUMBER: _ClassVar[int]
|
368
|
+
REALIZED_PNL_FIELD_NUMBER: _ClassVar[int]
|
369
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
370
|
+
SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
|
371
|
+
SELL_OUT_FIELD_NUMBER: _ClassVar[int]
|
372
|
+
SOD_FIELD_NUMBER: _ClassVar[int]
|
373
|
+
SYMBOL_FIELD_NUMBER: _ClassVar[int]
|
374
|
+
TRANS_AVL_FIELD_NUMBER: _ClassVar[int]
|
375
|
+
TRANS_IN_FIELD_NUMBER: _ClassVar[int]
|
376
|
+
TRANS_OUT_FIELD_NUMBER: _ClassVar[int]
|
377
|
+
VERSION_FIELD_NUMBER: _ClassVar[int]
|
378
|
+
account_id: str
|
379
|
+
apply_avl: int
|
380
|
+
available: int
|
381
|
+
balance: int
|
382
|
+
buy_in: int
|
383
|
+
buy_in_nodeal: int
|
384
|
+
cost_amt: float
|
385
|
+
cost_price: float
|
386
|
+
frozen: int
|
387
|
+
instrument_id: str
|
388
|
+
intraday_trading: int
|
389
|
+
investor_id: str
|
390
|
+
market: str
|
391
|
+
posi_side: int
|
392
|
+
realized_pnl: float
|
393
|
+
security_id: str
|
394
|
+
security_type: str
|
395
|
+
sell_out: int
|
396
|
+
sod: int
|
397
|
+
symbol: str
|
398
|
+
trans_avl: int
|
399
|
+
trans_in: int
|
400
|
+
trans_out: int
|
401
|
+
version: int
|
402
|
+
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: ...
|
403
|
+
|
404
|
+
class RiskItem(_message.Message):
|
405
|
+
__slots__ = ["account_id", "best_price_deviation", "fund_available", "instrument_id", "last_price_deviation", "long_posi_qty_up", "posi_concentration", "prev_price_deviation", "short_posi_qty_up", "single_order_qty", "status", "total_buy_active_qty", "total_buy_order_amt", "total_buy_order_nums", "total_buy_order_qty", "total_buy_trade_amt", "total_buy_trade_qty", "total_sell_active_qty", "total_sell_order_amt", "total_sell_order_nums", "total_sell_order_qty", "total_sell_trade_amt", "total_sell_trade_qty", "warning_ratio"]
|
406
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
407
|
+
BEST_PRICE_DEVIATION_FIELD_NUMBER: _ClassVar[int]
|
408
|
+
FUND_AVAILABLE_FIELD_NUMBER: _ClassVar[int]
|
409
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
410
|
+
LAST_PRICE_DEVIATION_FIELD_NUMBER: _ClassVar[int]
|
411
|
+
LONG_POSI_QTY_UP_FIELD_NUMBER: _ClassVar[int]
|
412
|
+
POSI_CONCENTRATION_FIELD_NUMBER: _ClassVar[int]
|
413
|
+
PREV_PRICE_DEVIATION_FIELD_NUMBER: _ClassVar[int]
|
414
|
+
SHORT_POSI_QTY_UP_FIELD_NUMBER: _ClassVar[int]
|
415
|
+
SINGLE_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
|
416
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
417
|
+
TOTAL_BUY_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
|
418
|
+
TOTAL_BUY_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
|
419
|
+
TOTAL_BUY_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
|
420
|
+
TOTAL_BUY_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
|
421
|
+
TOTAL_BUY_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
|
422
|
+
TOTAL_BUY_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
|
423
|
+
TOTAL_SELL_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
|
424
|
+
TOTAL_SELL_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
|
425
|
+
TOTAL_SELL_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
|
426
|
+
TOTAL_SELL_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
|
427
|
+
TOTAL_SELL_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
|
428
|
+
TOTAL_SELL_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
|
429
|
+
WARNING_RATIO_FIELD_NUMBER: _ClassVar[int]
|
430
|
+
account_id: str
|
431
|
+
best_price_deviation: float
|
432
|
+
fund_available: float
|
433
|
+
instrument_id: str
|
434
|
+
last_price_deviation: float
|
435
|
+
long_posi_qty_up: int
|
436
|
+
posi_concentration: float
|
437
|
+
prev_price_deviation: float
|
438
|
+
short_posi_qty_up: int
|
439
|
+
single_order_qty: int
|
440
|
+
status: int
|
441
|
+
total_buy_active_qty: int
|
442
|
+
total_buy_order_amt: float
|
443
|
+
total_buy_order_nums: int
|
444
|
+
total_buy_order_qty: int
|
445
|
+
total_buy_trade_amt: float
|
446
|
+
total_buy_trade_qty: int
|
447
|
+
total_sell_active_qty: int
|
448
|
+
total_sell_order_amt: float
|
449
|
+
total_sell_order_nums: int
|
450
|
+
total_sell_order_qty: int
|
451
|
+
total_sell_trade_amt: float
|
452
|
+
total_sell_trade_qty: int
|
453
|
+
warning_ratio: float
|
454
|
+
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: ...
|
455
|
+
|
456
|
+
class RiskMarketParams(_message.Message):
|
457
|
+
__slots__ = ["account_id", "comments", "control_point", "control_type", "create_by", "create_time", "market", "params", "risk_code", "risk_name", "set_value", "status", "update_by", "update_time"]
|
458
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
459
|
+
COMMENTS_FIELD_NUMBER: _ClassVar[int]
|
460
|
+
CONTROL_POINT_FIELD_NUMBER: _ClassVar[int]
|
461
|
+
CONTROL_TYPE_FIELD_NUMBER: _ClassVar[int]
|
462
|
+
CREATE_BY_FIELD_NUMBER: _ClassVar[int]
|
463
|
+
CREATE_TIME_FIELD_NUMBER: _ClassVar[int]
|
464
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
465
|
+
PARAMS_FIELD_NUMBER: _ClassVar[int]
|
466
|
+
RISK_CODE_FIELD_NUMBER: _ClassVar[int]
|
467
|
+
RISK_NAME_FIELD_NUMBER: _ClassVar[int]
|
468
|
+
SET_VALUE_FIELD_NUMBER: _ClassVar[int]
|
469
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
470
|
+
UPDATE_BY_FIELD_NUMBER: _ClassVar[int]
|
471
|
+
UPDATE_TIME_FIELD_NUMBER: _ClassVar[int]
|
472
|
+
account_id: str
|
473
|
+
comments: str
|
474
|
+
control_point: str
|
475
|
+
control_type: str
|
476
|
+
create_by: str
|
477
|
+
create_time: str
|
478
|
+
market: str
|
479
|
+
params: str
|
480
|
+
risk_code: str
|
481
|
+
risk_name: str
|
482
|
+
set_value: float
|
483
|
+
status: int
|
484
|
+
update_by: str
|
485
|
+
update_time: str
|
486
|
+
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: ...
|
487
|
+
|
488
|
+
class SignalInfoL2(_message.Message):
|
489
|
+
__slots__ = ["comments", "l2_signal_id", "l2_signal_name", "source_signal_id", "source_signal_name", "weight"]
|
490
|
+
COMMENTS_FIELD_NUMBER: _ClassVar[int]
|
491
|
+
L2_SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
492
|
+
L2_SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
|
493
|
+
SOURCE_SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
494
|
+
SOURCE_SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
|
495
|
+
WEIGHT_FIELD_NUMBER: _ClassVar[int]
|
496
|
+
comments: str
|
497
|
+
l2_signal_id: int
|
498
|
+
l2_signal_name: str
|
499
|
+
source_signal_id: int
|
500
|
+
source_signal_name: str
|
501
|
+
weight: float
|
502
|
+
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: ...
|
503
|
+
|
504
|
+
class StrategyInstrument(_message.Message):
|
505
|
+
__slots__ = ["instrument_id", "market", "security_id", "sod_amount", "sod_qty"]
|
506
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
507
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
508
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
509
|
+
SOD_AMOUNT_FIELD_NUMBER: _ClassVar[int]
|
510
|
+
SOD_QTY_FIELD_NUMBER: _ClassVar[int]
|
511
|
+
instrument_id: str
|
512
|
+
market: str
|
513
|
+
security_id: str
|
514
|
+
sod_amount: float
|
515
|
+
sod_qty: int
|
516
|
+
def __init__(self, instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., sod_qty: _Optional[int] = ..., sod_amount: _Optional[float] = ...) -> None: ...
|
517
|
+
|
518
|
+
class Trade(_message.Message):
|
519
|
+
__slots__ = ["account_id", "algo_type", "appl_id", "attachment", "basket_id", "business_type", "cl_order_id", "contract_unit", "counter_cl_order_id", "counter_order_id", "instrument_id", "investor_id", "last_amt", "last_px", "last_qty", "market", "match_place", "order_date", "order_id", "order_source", "order_time", "order_type", "owner_type", "parent_order_id", "position_effect", "security_id", "security_type", "side", "strategy_id", "strategy_name", "symbol", "trade_id", "trade_time", "user_id"]
|
520
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
521
|
+
ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
|
522
|
+
APPL_ID_FIELD_NUMBER: _ClassVar[int]
|
523
|
+
ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
|
524
|
+
BASKET_ID_FIELD_NUMBER: _ClassVar[int]
|
525
|
+
BUSINESS_TYPE_FIELD_NUMBER: _ClassVar[int]
|
526
|
+
CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
527
|
+
CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
|
528
|
+
COUNTER_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
529
|
+
COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
530
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
531
|
+
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
532
|
+
LAST_AMT_FIELD_NUMBER: _ClassVar[int]
|
533
|
+
LAST_PX_FIELD_NUMBER: _ClassVar[int]
|
534
|
+
LAST_QTY_FIELD_NUMBER: _ClassVar[int]
|
535
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
536
|
+
MATCH_PLACE_FIELD_NUMBER: _ClassVar[int]
|
537
|
+
ORDER_DATE_FIELD_NUMBER: _ClassVar[int]
|
538
|
+
ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
539
|
+
ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
|
540
|
+
ORDER_TIME_FIELD_NUMBER: _ClassVar[int]
|
541
|
+
ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
|
542
|
+
OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
|
543
|
+
PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
544
|
+
POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
|
545
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
546
|
+
SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
|
547
|
+
SIDE_FIELD_NUMBER: _ClassVar[int]
|
548
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
549
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
550
|
+
SYMBOL_FIELD_NUMBER: _ClassVar[int]
|
551
|
+
TRADE_ID_FIELD_NUMBER: _ClassVar[int]
|
552
|
+
TRADE_TIME_FIELD_NUMBER: _ClassVar[int]
|
553
|
+
USER_ID_FIELD_NUMBER: _ClassVar[int]
|
554
|
+
account_id: str
|
555
|
+
algo_type: int
|
556
|
+
appl_id: str
|
557
|
+
attachment: str
|
558
|
+
basket_id: str
|
559
|
+
business_type: str
|
560
|
+
cl_order_id: str
|
561
|
+
contract_unit: float
|
562
|
+
counter_cl_order_id: str
|
563
|
+
counter_order_id: str
|
564
|
+
instrument_id: str
|
565
|
+
investor_id: str
|
566
|
+
last_amt: float
|
567
|
+
last_px: float
|
568
|
+
last_qty: int
|
569
|
+
market: str
|
570
|
+
match_place: int
|
571
|
+
order_date: int
|
572
|
+
order_id: str
|
573
|
+
order_source: str
|
574
|
+
order_time: int
|
575
|
+
order_type: int
|
576
|
+
owner_type: int
|
577
|
+
parent_order_id: str
|
578
|
+
position_effect: int
|
579
|
+
security_id: str
|
580
|
+
security_type: str
|
581
|
+
side: int
|
582
|
+
strategy_id: int
|
583
|
+
strategy_name: str
|
584
|
+
symbol: str
|
585
|
+
trade_id: str
|
586
|
+
trade_time: int
|
587
|
+
user_id: str
|
588
|
+
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: ...
|
589
|
+
|
590
|
+
class TradingSession(_message.Message):
|
591
|
+
__slots__ = ["market", "time_slices"]
|
592
|
+
class TimeSlice(_message.Message):
|
593
|
+
__slots__ = ["end_time", "start_time"]
|
594
|
+
END_TIME_FIELD_NUMBER: _ClassVar[int]
|
595
|
+
START_TIME_FIELD_NUMBER: _ClassVar[int]
|
596
|
+
end_time: str
|
597
|
+
start_time: str
|
598
|
+
def __init__(self, start_time: _Optional[str] = ..., end_time: _Optional[str] = ...) -> None: ...
|
599
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
600
|
+
TIME_SLICES_FIELD_NUMBER: _ClassVar[int]
|
601
|
+
market: str
|
602
|
+
time_slices: _containers.RepeatedCompositeFieldContainer[TradingSession.TimeSlice]
|
603
|
+
def __init__(self, market: _Optional[str] = ..., time_slices: _Optional[_Iterable[_Union[TradingSession.TimeSlice, _Mapping]]] = ...) -> None: ...
|