datahub_binary 0.7.7__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-0.7.7.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-0.7.7.dist-info/RECORD +0 -10
- {datahub_binary-0.7.7.dist-info → datahub_binary-0.7.8.dist-info}/WHEEL +0 -0
- {datahub_binary-0.7.7.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.internal import enum_type_wrapper as _enum_type_wrapper
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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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kCash: PosAccountType
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kDelta: PosReqType
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kInit: PosReqType
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kPosTypeApplyAvl: PosType
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kPosTypeBuyIn: PosType
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kPosTypeEod: PosType
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kPosTypeFrozen: PosType
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kPosTypeIntraday: PosType
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kPosTypeSellOut: PosType
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kPosTypeSod: PosType
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kPosTypeTransAvl: PosType
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kPosTypeTransIn: PosType
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kPosTypeTransOut: PosType
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kPosTypeUndefined: PosType
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kQuery: PosReqType
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kReplace: PosReqType
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kSec: PosAccountType
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kTransIn: PosReqType
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kTransOut: PosReqType
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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 AppendBasketOrder(_message.Message):
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__slots__ = ["algo_params", "algo_type", "basket_cl_order_id", "msg_type", "request_id"]
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ALGO_PARAMS_FIELD_NUMBER: _ClassVar[int]
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ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
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BASKET_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
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REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
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algo_params: AlgoParams
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algo_type: int
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basket_cl_order_id: str
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msg_type: int
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request_id: str
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def __init__(self, msg_type: _Optional[int] = ..., basket_cl_order_id: _Optional[str] = ..., algo_type: _Optional[int] = ..., algo_params: _Optional[_Union[AlgoParams, _Mapping]] = ..., request_id: _Optional[str] = ...) -> None: ...
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class AppendBasketOrderRsp(_message.Message):
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__slots__ = ["basket_cl_order_id", "msg_type", "reason", "request_id", "status"]
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BASKET_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
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REASON_FIELD_NUMBER: _ClassVar[int]
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REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
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STATUS_FIELD_NUMBER: _ClassVar[int]
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basket_cl_order_id: str
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msg_type: int
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reason: str
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request_id: str
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status: int
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def __init__(self, msg_type: _Optional[int] = ..., basket_cl_order_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
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class ApplyDefaultStrategyParamsReq(_message.Message):
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__slots__ = ["msg_type", "request_id", "strategy_id_list"]
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MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
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REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
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STRATEGY_ID_LIST_FIELD_NUMBER: _ClassVar[int]
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msg_type: int
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request_id: str
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strategy_id_list: _containers.RepeatedScalarFieldContainer[int]
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def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., strategy_id_list: _Optional[_Iterable[int]] = ...) -> None: ...
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class ApplyDefaultStrategyParamsRsp(_message.Message):
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__slots__ = ["last_timestamp", "msg_type", "request_id", "status", "strategy_id_list", "text"]
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LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
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MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
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REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
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STATUS_FIELD_NUMBER: _ClassVar[int]
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STRATEGY_ID_LIST_FIELD_NUMBER: _ClassVar[int]
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TEXT_FIELD_NUMBER: _ClassVar[int]
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last_timestamp: int
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msg_type: int
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request_id: str
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status: int
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strategy_id_list: _containers.RepeatedScalarFieldContainer[int]
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text: str
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def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., strategy_id_list: _Optional[_Iterable[int]] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
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class ArbitrageOrder(_message.Message):
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__slots__ = ["algo_params", "algo_type", "arbitrage_cl_order_id", "arbitrage_order_id", "arbitrage_type", "attachment", "leg_cl_order_id", "leg_exec_seq", "leg_id", "leg_order_amt", "leg_type", "order_qty", "order_source", "order_time", "process_amt", "process_qty", "reason", "side", "status", "strategy_id", "strategy_name", "user_id"]
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ALGO_PARAMS_FIELD_NUMBER: _ClassVar[int]
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ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
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ARBITRAGE_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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ARBITRAGE_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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ARBITRAGE_TYPE_FIELD_NUMBER: _ClassVar[int]
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ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
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LEG_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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LEG_EXEC_SEQ_FIELD_NUMBER: _ClassVar[int]
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LEG_ID_FIELD_NUMBER: _ClassVar[int]
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LEG_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
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LEG_TYPE_FIELD_NUMBER: _ClassVar[int]
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ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
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ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
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ORDER_TIME_FIELD_NUMBER: _ClassVar[int]
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PROCESS_AMT_FIELD_NUMBER: _ClassVar[int]
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PROCESS_QTY_FIELD_NUMBER: _ClassVar[int]
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REASON_FIELD_NUMBER: _ClassVar[int]
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SIDE_FIELD_NUMBER: _ClassVar[int]
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STATUS_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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USER_ID_FIELD_NUMBER: _ClassVar[int]
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algo_params: AlgoParams
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algo_type: int
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arbitrage_cl_order_id: str
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arbitrage_order_id: str
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arbitrage_type: str
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attachment: str
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leg_cl_order_id: str
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leg_exec_seq: str
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leg_id: str
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leg_order_amt: float
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leg_type: str
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order_qty: int
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order_source: str
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order_time: int
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process_amt: float
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process_qty: float
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reason: str
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side: int
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status: int
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strategy_id: int
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strategy_name: str
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user_id: str
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def __init__(self, arbitrage_order_id: _Optional[str] = ..., arbitrage_cl_order_id: _Optional[str] = ..., arbitrage_type: _Optional[str] = ..., order_source: _Optional[str] = ..., attachment: _Optional[str] = ..., process_qty: _Optional[float] = ..., process_amt: _Optional[float] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., strategy_id: _Optional[int] = ..., leg_exec_seq: _Optional[str] = ..., user_id: _Optional[str] = ..., order_time: _Optional[int] = ..., strategy_name: _Optional[str] = ..., leg_id: _Optional[str] = ..., leg_type: _Optional[str] = ..., order_qty: _Optional[int] = ..., side: _Optional[int] = ..., leg_order_amt: _Optional[float] = ..., leg_cl_order_id: _Optional[str] = ..., algo_type: _Optional[int] = ..., algo_params: _Optional[_Union[AlgoParams, _Mapping]] = ...) -> None: ...
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class ArbitrageOrderEvent(_message.Message):
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__slots__ = ["msg_type", "order"]
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MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
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ORDER_FIELD_NUMBER: _ClassVar[int]
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msg_type: int
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order: ArbitrageOrder
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def __init__(self, msg_type: _Optional[int] = ..., order: _Optional[_Union[ArbitrageOrder, _Mapping]] = ...) -> None: ...
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class ArbitrageStrategyStatEvent(_message.Message):
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__slots__ = ["last_timestamp", "msg_type", "reason", "signal_id", "status", "strategy_id", "strategy_name"]
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LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
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MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
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REASON_FIELD_NUMBER: _ClassVar[int]
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SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
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STATUS_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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last_timestamp: int
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msg_type: int
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reason: str
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signal_id: int
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status: str
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strategy_id: int
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strategy_name: str
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def __init__(self, msg_type: _Optional[int] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., signal_id: _Optional[int] = ..., status: _Optional[str] = ..., reason: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
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class BasketInfo(_message.Message):
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__slots__ = ["basket_info_details", "comments", "etf_instrument_id", "etf_unit", "strategy_id", "strategy_name", "template_id", "template_type"]
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BASKET_INFO_DETAILS_FIELD_NUMBER: _ClassVar[int]
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COMMENTS_FIELD_NUMBER: _ClassVar[int]
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ETF_INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
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ETF_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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TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
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TEMPLATE_TYPE_FIELD_NUMBER: _ClassVar[int]
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basket_info_details: _containers.RepeatedCompositeFieldContainer[BasketInfoDetail]
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comments: str
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etf_instrument_id: str
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etf_unit: int
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strategy_id: int
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strategy_name: str
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template_id: str
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template_type: str
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def __init__(self, template_id: _Optional[str] = ..., basket_info_details: _Optional[_Iterable[_Union[BasketInfoDetail, _Mapping]]] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., etf_instrument_id: _Optional[str] = ..., etf_unit: _Optional[int] = ..., template_type: _Optional[str] = ..., comments: _Optional[str] = ...) -> None: ...
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class BasketInfoDetail(_message.Message):
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__slots__ = ["comments", "component_instrument_id", "component_qty", "side"]
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COMMENTS_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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SIDE_FIELD_NUMBER: _ClassVar[int]
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comments: str
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component_instrument_id: str
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component_qty: int
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side: int
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def __init__(self, component_instrument_id: _Optional[str] = ..., component_qty: _Optional[int] = ..., side: _Optional[int] = ..., comments: _Optional[str] = ...) -> None: ...
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class BasketOrderEvent(_message.Message):
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__slots__ = ["algo_params", "algo_type", "basket_amt", "basket_cl_order_id", "basket_id", "basket_qty", "cancel_qty", "create_time", "msg_type", "order_qty", "process_amt", "process_qty", "reason", "reject_qty", "side", "status", "strategy_id", "strategy_name", "template_id", "trade_amt", "trade_qty", "user_id"]
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ALGO_PARAMS_FIELD_NUMBER: _ClassVar[int]
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ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
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BASKET_AMT_FIELD_NUMBER: _ClassVar[int]
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BASKET_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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BASKET_ID_FIELD_NUMBER: _ClassVar[int]
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BASKET_QTY_FIELD_NUMBER: _ClassVar[int]
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CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
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CREATE_TIME_FIELD_NUMBER: _ClassVar[int]
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MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
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ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
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PROCESS_AMT_FIELD_NUMBER: _ClassVar[int]
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PROCESS_QTY_FIELD_NUMBER: _ClassVar[int]
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REASON_FIELD_NUMBER: _ClassVar[int]
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REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
232
|
+
SIDE_FIELD_NUMBER: _ClassVar[int]
|
|
233
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
234
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
235
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
236
|
+
TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
237
|
+
TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
238
|
+
TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
239
|
+
USER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
240
|
+
algo_params: AlgoParams
|
|
241
|
+
algo_type: int
|
|
242
|
+
basket_amt: float
|
|
243
|
+
basket_cl_order_id: str
|
|
244
|
+
basket_id: str
|
|
245
|
+
basket_qty: int
|
|
246
|
+
cancel_qty: int
|
|
247
|
+
create_time: int
|
|
248
|
+
msg_type: int
|
|
249
|
+
order_qty: int
|
|
250
|
+
process_amt: float
|
|
251
|
+
process_qty: float
|
|
252
|
+
reason: str
|
|
253
|
+
reject_qty: int
|
|
254
|
+
side: int
|
|
255
|
+
status: int
|
|
256
|
+
strategy_id: int
|
|
257
|
+
strategy_name: str
|
|
258
|
+
template_id: str
|
|
259
|
+
trade_amt: float
|
|
260
|
+
trade_qty: int
|
|
261
|
+
user_id: str
|
|
262
|
+
def __init__(self, msg_type: _Optional[int] = ..., basket_cl_order_id: _Optional[str] = ..., basket_id: _Optional[str] = ..., template_id: _Optional[str] = ..., status: _Optional[int] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., side: _Optional[int] = ..., basket_amt: _Optional[float] = ..., trade_amt: _Optional[float] = ..., basket_qty: _Optional[int] = ..., process_qty: _Optional[float] = ..., process_amt: _Optional[float] = ..., create_time: _Optional[int] = ..., algo_type: _Optional[int] = ..., algo_params: _Optional[_Union[AlgoParams, _Mapping]] = ..., reason: _Optional[str] = ..., user_id: _Optional[str] = ..., order_qty: _Optional[int] = ..., trade_qty: _Optional[int] = ..., reject_qty: _Optional[int] = ..., cancel_qty: _Optional[int] = ...) -> None: ...
|
|
263
|
+
|
|
264
|
+
class BasketOrderStat(_message.Message):
|
|
265
|
+
__slots__ = ["active_qty", "cancel_qty", "component_instrument_id", "cost_price", "fill_amt", "fill_qty", "order_amt", "order_qty", "order_stat_details", "order_status", "process_amt", "process_qty", "reject_qty", "side"]
|
|
266
|
+
ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
267
|
+
CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
268
|
+
COMPONENT_INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
269
|
+
COST_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
270
|
+
FILL_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
271
|
+
FILL_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
272
|
+
ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
273
|
+
ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
274
|
+
ORDER_STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
275
|
+
ORDER_STAT_DETAILS_FIELD_NUMBER: _ClassVar[int]
|
|
276
|
+
PROCESS_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
277
|
+
PROCESS_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
278
|
+
REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
279
|
+
SIDE_FIELD_NUMBER: _ClassVar[int]
|
|
280
|
+
active_qty: int
|
|
281
|
+
cancel_qty: int
|
|
282
|
+
component_instrument_id: str
|
|
283
|
+
cost_price: float
|
|
284
|
+
fill_amt: float
|
|
285
|
+
fill_qty: int
|
|
286
|
+
order_amt: float
|
|
287
|
+
order_qty: int
|
|
288
|
+
order_stat_details: _containers.RepeatedCompositeFieldContainer[BasketOrderStatDetail]
|
|
289
|
+
order_status: int
|
|
290
|
+
process_amt: float
|
|
291
|
+
process_qty: float
|
|
292
|
+
reject_qty: int
|
|
293
|
+
side: int
|
|
294
|
+
def __init__(self, component_instrument_id: _Optional[str] = ..., order_qty: _Optional[int] = ..., fill_qty: _Optional[int] = ..., active_qty: _Optional[int] = ..., reject_qty: _Optional[int] = ..., cancel_qty: _Optional[int] = ..., order_status: _Optional[int] = ..., process_qty: _Optional[float] = ..., process_amt: _Optional[float] = ..., cost_price: _Optional[float] = ..., fill_amt: _Optional[float] = ..., order_amt: _Optional[float] = ..., order_stat_details: _Optional[_Iterable[_Union[BasketOrderStatDetail, _Mapping]]] = ..., side: _Optional[int] = ...) -> None: ...
|
|
295
|
+
|
|
296
|
+
class BasketOrderStatDetail(_message.Message):
|
|
297
|
+
__slots__ = ["active_qty", "cost_price", "fill_amt", "fill_qty", "instrument_id", "order_amt", "order_id", "order_msg", "order_qty", "order_status", "order_time", "reject_qty", "side"]
|
|
298
|
+
ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
299
|
+
COST_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
300
|
+
FILL_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
301
|
+
FILL_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
302
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
303
|
+
ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
304
|
+
ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
305
|
+
ORDER_MSG_FIELD_NUMBER: _ClassVar[int]
|
|
306
|
+
ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
307
|
+
ORDER_STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
308
|
+
ORDER_TIME_FIELD_NUMBER: _ClassVar[int]
|
|
309
|
+
REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
310
|
+
SIDE_FIELD_NUMBER: _ClassVar[int]
|
|
311
|
+
active_qty: int
|
|
312
|
+
cost_price: float
|
|
313
|
+
fill_amt: float
|
|
314
|
+
fill_qty: int
|
|
315
|
+
instrument_id: str
|
|
316
|
+
order_amt: float
|
|
317
|
+
order_id: str
|
|
318
|
+
order_msg: str
|
|
319
|
+
order_qty: int
|
|
320
|
+
order_status: int
|
|
321
|
+
order_time: int
|
|
322
|
+
reject_qty: int
|
|
323
|
+
side: int
|
|
324
|
+
def __init__(self, instrument_id: _Optional[str] = ..., order_qty: _Optional[int] = ..., fill_qty: _Optional[int] = ..., active_qty: _Optional[int] = ..., order_status: _Optional[int] = ..., order_msg: _Optional[str] = ..., cost_price: _Optional[float] = ..., fill_amt: _Optional[float] = ..., order_amt: _Optional[float] = ..., order_id: _Optional[str] = ..., reject_qty: _Optional[int] = ..., order_time: _Optional[int] = ..., side: _Optional[int] = ...) -> None: ...
|
|
325
|
+
|
|
326
|
+
class Book(_message.Message):
|
|
327
|
+
__slots__ = ["auto_hedge_strategy_id", "auto_hedge_strategy_name", "book_id", "book_type", "comments", "exposure", "is_auto_hedge", "last_timestamp", "long_exposure", "settle_currency_id", "short_exposure", "sod_pnl", "strategy_summaries", "total_pnl", "trade_pnl"]
|
|
328
|
+
AUTO_HEDGE_STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
329
|
+
AUTO_HEDGE_STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
330
|
+
BOOK_ID_FIELD_NUMBER: _ClassVar[int]
|
|
331
|
+
BOOK_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
332
|
+
COMMENTS_FIELD_NUMBER: _ClassVar[int]
|
|
333
|
+
EXPOSURE_FIELD_NUMBER: _ClassVar[int]
|
|
334
|
+
IS_AUTO_HEDGE_FIELD_NUMBER: _ClassVar[int]
|
|
335
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
336
|
+
LONG_EXPOSURE_FIELD_NUMBER: _ClassVar[int]
|
|
337
|
+
SETTLE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
338
|
+
SHORT_EXPOSURE_FIELD_NUMBER: _ClassVar[int]
|
|
339
|
+
SOD_PNL_FIELD_NUMBER: _ClassVar[int]
|
|
340
|
+
STRATEGY_SUMMARIES_FIELD_NUMBER: _ClassVar[int]
|
|
341
|
+
TOTAL_PNL_FIELD_NUMBER: _ClassVar[int]
|
|
342
|
+
TRADE_PNL_FIELD_NUMBER: _ClassVar[int]
|
|
343
|
+
auto_hedge_strategy_id: int
|
|
344
|
+
auto_hedge_strategy_name: str
|
|
345
|
+
book_id: str
|
|
346
|
+
book_type: str
|
|
347
|
+
comments: str
|
|
348
|
+
exposure: float
|
|
349
|
+
is_auto_hedge: int
|
|
350
|
+
last_timestamp: int
|
|
351
|
+
long_exposure: float
|
|
352
|
+
settle_currency_id: str
|
|
353
|
+
short_exposure: float
|
|
354
|
+
sod_pnl: float
|
|
355
|
+
strategy_summaries: _containers.RepeatedCompositeFieldContainer[StrategySummary]
|
|
356
|
+
total_pnl: float
|
|
357
|
+
trade_pnl: float
|
|
358
|
+
def __init__(self, book_id: _Optional[str] = ..., comments: _Optional[str] = ..., settle_currency_id: _Optional[str] = ..., exposure: _Optional[float] = ..., trade_pnl: _Optional[float] = ..., total_pnl: _Optional[float] = ..., book_type: _Optional[str] = ..., is_auto_hedge: _Optional[int] = ..., auto_hedge_strategy_id: _Optional[int] = ..., auto_hedge_strategy_name: _Optional[str] = ..., strategy_summaries: _Optional[_Iterable[_Union[StrategySummary, _Mapping]]] = ..., last_timestamp: _Optional[int] = ..., long_exposure: _Optional[float] = ..., short_exposure: _Optional[float] = ..., sod_pnl: _Optional[float] = ...) -> None: ...
|
|
359
|
+
|
|
360
|
+
class BookStatEvent(_message.Message):
|
|
361
|
+
__slots__ = ["book", "msg_type"]
|
|
362
|
+
BOOK_FIELD_NUMBER: _ClassVar[int]
|
|
363
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
364
|
+
book: Book
|
|
365
|
+
msg_type: int
|
|
366
|
+
def __init__(self, msg_type: _Optional[int] = ..., book: _Optional[_Union[Book, _Mapping]] = ...) -> None: ...
|
|
367
|
+
|
|
368
|
+
class BookTradeReq(_message.Message):
|
|
369
|
+
__slots__ = ["business_type", "cl_order_id", "instrument_id", "msg_type", "operate_type", "order_price", "order_qty", "order_source", "order_type", "position_effect", "purpose", "request_id", "strategy_id", "strategy_name"]
|
|
370
|
+
BUSINESS_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
371
|
+
CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
372
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
373
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
374
|
+
OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
375
|
+
ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
376
|
+
ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
377
|
+
ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
|
|
378
|
+
ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
379
|
+
POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
|
|
380
|
+
PURPOSE_FIELD_NUMBER: _ClassVar[int]
|
|
381
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
382
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
383
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
384
|
+
business_type: str
|
|
385
|
+
cl_order_id: str
|
|
386
|
+
instrument_id: str
|
|
387
|
+
msg_type: int
|
|
388
|
+
operate_type: str
|
|
389
|
+
order_price: float
|
|
390
|
+
order_qty: int
|
|
391
|
+
order_source: str
|
|
392
|
+
order_type: int
|
|
393
|
+
position_effect: int
|
|
394
|
+
purpose: int
|
|
395
|
+
request_id: str
|
|
396
|
+
strategy_id: int
|
|
397
|
+
strategy_name: str
|
|
398
|
+
def __init__(self, msg_type: _Optional[int] = ..., operate_type: _Optional[str] = ..., cl_order_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., order_type: _Optional[int] = ..., position_effect: _Optional[int] = ..., purpose: _Optional[int] = ..., order_price: _Optional[float] = ..., order_qty: _Optional[int] = ..., order_source: _Optional[str] = ..., request_id: _Optional[str] = ..., business_type: _Optional[str] = ...) -> None: ...
|
|
399
|
+
|
|
400
|
+
class BookTradeRsp(_message.Message):
|
|
401
|
+
__slots__ = ["cl_order_id", "last_timestamp", "msg_type", "operate_type", "reason", "request_id", "status"]
|
|
402
|
+
CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
403
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
404
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
405
|
+
OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
406
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
407
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
408
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
409
|
+
cl_order_id: str
|
|
410
|
+
last_timestamp: int
|
|
411
|
+
msg_type: int
|
|
412
|
+
operate_type: str
|
|
413
|
+
reason: str
|
|
414
|
+
request_id: str
|
|
415
|
+
status: int
|
|
416
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., operate_type: _Optional[str] = ...) -> None: ...
|
|
417
|
+
|
|
418
|
+
class CancelAllOrder(_message.Message):
|
|
419
|
+
__slots__ = ["account_id", "cl_order_id", "instrument_id", "investor_id", "market", "msg_sequence", "msg_type", "owner_type", "security_id", "strategy_id", "strategy_name"]
|
|
420
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
421
|
+
CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
422
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
423
|
+
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
|
424
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
425
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
426
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
427
|
+
OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
428
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
429
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
430
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
431
|
+
account_id: str
|
|
432
|
+
cl_order_id: str
|
|
433
|
+
instrument_id: str
|
|
434
|
+
investor_id: str
|
|
435
|
+
market: str
|
|
436
|
+
msg_sequence: int
|
|
437
|
+
msg_type: int
|
|
438
|
+
owner_type: int
|
|
439
|
+
security_id: str
|
|
440
|
+
strategy_id: int
|
|
441
|
+
strategy_name: str
|
|
442
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., owner_type: _Optional[int] = ...) -> None: ...
|
|
443
|
+
|
|
444
|
+
class CancelArbitrageOrder(_message.Message):
|
|
445
|
+
__slots__ = ["cl_order_id", "msg_type", "request_id"]
|
|
446
|
+
CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
447
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
448
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
449
|
+
cl_order_id: str
|
|
450
|
+
msg_type: int
|
|
451
|
+
request_id: str
|
|
452
|
+
def __init__(self, msg_type: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
453
|
+
|
|
454
|
+
class CancelArbitrageOrderRsp(_message.Message):
|
|
455
|
+
__slots__ = ["cl_order_id", "msg_type", "reason", "request_id", "status"]
|
|
456
|
+
CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
457
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
458
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
459
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
460
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
461
|
+
cl_order_id: str
|
|
462
|
+
msg_type: int
|
|
463
|
+
reason: str
|
|
464
|
+
request_id: str
|
|
465
|
+
status: int
|
|
466
|
+
def __init__(self, msg_type: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
467
|
+
|
|
468
|
+
class CancelBasketOrder(_message.Message):
|
|
469
|
+
__slots__ = ["basket_cl_order_id", "msg_type", "request_id"]
|
|
470
|
+
BASKET_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
471
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
472
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
473
|
+
basket_cl_order_id: str
|
|
474
|
+
msg_type: int
|
|
475
|
+
request_id: str
|
|
476
|
+
def __init__(self, msg_type: _Optional[int] = ..., basket_cl_order_id: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
477
|
+
|
|
478
|
+
class CancelBasketOrderRsp(_message.Message):
|
|
479
|
+
__slots__ = ["basket_cl_order_id", "msg_type", "reason", "request_id", "status"]
|
|
480
|
+
BASKET_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
481
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
482
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
483
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
484
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
485
|
+
basket_cl_order_id: str
|
|
486
|
+
msg_type: int
|
|
487
|
+
reason: str
|
|
488
|
+
request_id: str
|
|
489
|
+
status: int
|
|
490
|
+
def __init__(self, msg_type: _Optional[int] = ..., basket_cl_order_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
491
|
+
|
|
492
|
+
class CancelConfirm(_message.Message):
|
|
493
|
+
__slots__ = ["account_id", "appl_id", "cancel_qty", "cl_order_id", "instrument_id", "investor_id", "market", "msg_sequence", "msg_type", "original_cl_order_id", "original_counter_order_id", "original_order_id", "reason", "security_id", "strategy_id", "strategy_name", "text"]
|
|
494
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
495
|
+
APPL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
496
|
+
CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
497
|
+
CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
498
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
499
|
+
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
|
500
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
501
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
502
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
503
|
+
ORIGINAL_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
504
|
+
ORIGINAL_COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
505
|
+
ORIGINAL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
506
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
507
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
508
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
509
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
510
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
511
|
+
account_id: str
|
|
512
|
+
appl_id: str
|
|
513
|
+
cancel_qty: int
|
|
514
|
+
cl_order_id: str
|
|
515
|
+
instrument_id: str
|
|
516
|
+
investor_id: str
|
|
517
|
+
market: str
|
|
518
|
+
msg_sequence: int
|
|
519
|
+
msg_type: int
|
|
520
|
+
original_cl_order_id: str
|
|
521
|
+
original_counter_order_id: str
|
|
522
|
+
original_order_id: str
|
|
523
|
+
reason: int
|
|
524
|
+
security_id: str
|
|
525
|
+
strategy_id: int
|
|
526
|
+
strategy_name: str
|
|
527
|
+
text: str
|
|
528
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., original_order_id: _Optional[str] = ..., original_cl_order_id: _Optional[str] = ..., original_counter_order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., cancel_qty: _Optional[int] = ..., reason: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
|
|
529
|
+
|
|
530
|
+
class CancelOrder(_message.Message):
|
|
531
|
+
__slots__ = ["account_id", "appl_id", "cl_order_id", "instrument_id", "investor_id", "market", "msg_sequence", "msg_type", "original_cl_order_id", "original_order_id", "owner_type", "security_id", "strategy_id", "strategy_name"]
|
|
532
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
533
|
+
APPL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
534
|
+
CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
535
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
536
|
+
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
|
537
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
538
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
539
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
540
|
+
ORIGINAL_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
541
|
+
ORIGINAL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
542
|
+
OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
543
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
544
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
545
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
546
|
+
account_id: str
|
|
547
|
+
appl_id: str
|
|
548
|
+
cl_order_id: str
|
|
549
|
+
instrument_id: str
|
|
550
|
+
investor_id: str
|
|
551
|
+
market: str
|
|
552
|
+
msg_sequence: int
|
|
553
|
+
msg_type: int
|
|
554
|
+
original_cl_order_id: str
|
|
555
|
+
original_order_id: str
|
|
556
|
+
owner_type: int
|
|
557
|
+
security_id: str
|
|
558
|
+
strategy_id: int
|
|
559
|
+
strategy_name: str
|
|
560
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., cl_order_id: _Optional[str] = ..., original_order_id: _Optional[str] = ..., original_cl_order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., owner_type: _Optional[int] = ...) -> None: ...
|
|
561
|
+
|
|
562
|
+
class CancelPendingConfirm(_message.Message):
|
|
563
|
+
__slots__ = ["account_id", "appl_id", "cancel_qty", "cl_order_id", "instrument_id", "investor_id", "market", "msg_sequence", "msg_type", "original_cl_order_id", "original_counter_order_id", "original_order_id", "reason", "security_id", "strategy_id", "strategy_name", "text"]
|
|
564
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
565
|
+
APPL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
566
|
+
CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
567
|
+
CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
568
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
569
|
+
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
|
570
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
571
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
572
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
573
|
+
ORIGINAL_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
574
|
+
ORIGINAL_COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
575
|
+
ORIGINAL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
576
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
577
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
578
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
579
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
580
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
581
|
+
account_id: str
|
|
582
|
+
appl_id: str
|
|
583
|
+
cancel_qty: int
|
|
584
|
+
cl_order_id: str
|
|
585
|
+
instrument_id: str
|
|
586
|
+
investor_id: str
|
|
587
|
+
market: str
|
|
588
|
+
msg_sequence: int
|
|
589
|
+
msg_type: int
|
|
590
|
+
original_cl_order_id: str
|
|
591
|
+
original_counter_order_id: str
|
|
592
|
+
original_order_id: str
|
|
593
|
+
reason: int
|
|
594
|
+
security_id: str
|
|
595
|
+
strategy_id: int
|
|
596
|
+
strategy_name: str
|
|
597
|
+
text: str
|
|
598
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., original_order_id: _Optional[str] = ..., original_cl_order_id: _Optional[str] = ..., original_counter_order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., cancel_qty: _Optional[int] = ..., reason: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
|
|
599
|
+
|
|
600
|
+
class CancelReject(_message.Message):
|
|
601
|
+
__slots__ = ["account_id", "appl_id", "cl_order_id", "instrument_id", "investor_id", "market", "msg_sequence", "msg_type", "original_cl_order_id", "original_counter_order_id", "original_order_id", "reject_reason", "security_id", "strategy_id", "strategy_name", "text"]
|
|
602
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
603
|
+
APPL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
604
|
+
CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
605
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
606
|
+
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
|
607
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
608
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
609
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
610
|
+
ORIGINAL_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
611
|
+
ORIGINAL_COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
612
|
+
ORIGINAL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
613
|
+
REJECT_REASON_FIELD_NUMBER: _ClassVar[int]
|
|
614
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
615
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
616
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
617
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
618
|
+
account_id: str
|
|
619
|
+
appl_id: str
|
|
620
|
+
cl_order_id: str
|
|
621
|
+
instrument_id: str
|
|
622
|
+
investor_id: str
|
|
623
|
+
market: str
|
|
624
|
+
msg_sequence: int
|
|
625
|
+
msg_type: int
|
|
626
|
+
original_cl_order_id: str
|
|
627
|
+
original_counter_order_id: str
|
|
628
|
+
original_order_id: str
|
|
629
|
+
reject_reason: int
|
|
630
|
+
security_id: str
|
|
631
|
+
strategy_id: int
|
|
632
|
+
strategy_name: str
|
|
633
|
+
text: str
|
|
634
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., original_order_id: _Optional[str] = ..., original_cl_order_id: _Optional[str] = ..., original_counter_order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., reject_reason: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
|
|
635
|
+
|
|
636
|
+
class Currency(_message.Message):
|
|
637
|
+
__slots__ = ["comments", "currency_id", "fx_rate_cny", "update_time"]
|
|
638
|
+
COMMENTS_FIELD_NUMBER: _ClassVar[int]
|
|
639
|
+
CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
640
|
+
FX_RATE_CNY_FIELD_NUMBER: _ClassVar[int]
|
|
641
|
+
UPDATE_TIME_FIELD_NUMBER: _ClassVar[int]
|
|
642
|
+
comments: str
|
|
643
|
+
currency_id: str
|
|
644
|
+
fx_rate_cny: float
|
|
645
|
+
update_time: str
|
|
646
|
+
def __init__(self, currency_id: _Optional[str] = ..., fx_rate_cny: _Optional[float] = ..., comments: _Optional[str] = ..., update_time: _Optional[str] = ...) -> None: ...
|
|
647
|
+
|
|
648
|
+
class ETFQuoteSnapshot(_message.Message):
|
|
649
|
+
__slots__ = ["ask_iopv", "bid_iopv", "constituent_nums", "currency_id", "down_limit_nums", "etf_ask_premium_rate", "etf_ask_price", "etf_bid_premium_rate", "etf_bid_price", "etf_deviation", "etf_last_price", "etf_pct_change", "etf_pre_close_price", "etf_premium_rate", "index_deviation", "index_last_price", "index_pct_change", "index_pre_close_price", "instrument_id", "iopv", "iopv_pct_change", "last_timestamp", "market", "md_date", "md_time", "msg_sequence", "msg_type", "pre_close_iopv", "security_id", "security_type", "suspension_nums", "symbol", "up_limit_nums"]
|
|
650
|
+
ASK_IOPV_FIELD_NUMBER: _ClassVar[int]
|
|
651
|
+
BID_IOPV_FIELD_NUMBER: _ClassVar[int]
|
|
652
|
+
CONSTITUENT_NUMS_FIELD_NUMBER: _ClassVar[int]
|
|
653
|
+
CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
654
|
+
DOWN_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
|
|
655
|
+
ETF_ASK_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
|
|
656
|
+
ETF_ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
657
|
+
ETF_BID_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
|
|
658
|
+
ETF_BID_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
659
|
+
ETF_DEVIATION_FIELD_NUMBER: _ClassVar[int]
|
|
660
|
+
ETF_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
661
|
+
ETF_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
|
|
662
|
+
ETF_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
|
|
663
|
+
ETF_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
664
|
+
INDEX_DEVIATION_FIELD_NUMBER: _ClassVar[int]
|
|
665
|
+
INDEX_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
666
|
+
INDEX_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
|
|
667
|
+
INDEX_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
668
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
669
|
+
IOPV_FIELD_NUMBER: _ClassVar[int]
|
|
670
|
+
IOPV_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
|
|
671
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
672
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
673
|
+
MD_DATE_FIELD_NUMBER: _ClassVar[int]
|
|
674
|
+
MD_TIME_FIELD_NUMBER: _ClassVar[int]
|
|
675
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
676
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
677
|
+
PRE_CLOSE_IOPV_FIELD_NUMBER: _ClassVar[int]
|
|
678
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
679
|
+
SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
680
|
+
SUSPENSION_NUMS_FIELD_NUMBER: _ClassVar[int]
|
|
681
|
+
SYMBOL_FIELD_NUMBER: _ClassVar[int]
|
|
682
|
+
UP_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
|
|
683
|
+
ask_iopv: int
|
|
684
|
+
bid_iopv: int
|
|
685
|
+
constituent_nums: int
|
|
686
|
+
currency_id: str
|
|
687
|
+
down_limit_nums: int
|
|
688
|
+
etf_ask_premium_rate: float
|
|
689
|
+
etf_ask_price: int
|
|
690
|
+
etf_bid_premium_rate: float
|
|
691
|
+
etf_bid_price: int
|
|
692
|
+
etf_deviation: float
|
|
693
|
+
etf_last_price: int
|
|
694
|
+
etf_pct_change: float
|
|
695
|
+
etf_pre_close_price: int
|
|
696
|
+
etf_premium_rate: float
|
|
697
|
+
index_deviation: float
|
|
698
|
+
index_last_price: int
|
|
699
|
+
index_pct_change: float
|
|
700
|
+
index_pre_close_price: int
|
|
701
|
+
instrument_id: str
|
|
702
|
+
iopv: int
|
|
703
|
+
iopv_pct_change: float
|
|
704
|
+
last_timestamp: int
|
|
705
|
+
market: str
|
|
706
|
+
md_date: int
|
|
707
|
+
md_time: int
|
|
708
|
+
msg_sequence: int
|
|
709
|
+
msg_type: int
|
|
710
|
+
pre_close_iopv: int
|
|
711
|
+
security_id: str
|
|
712
|
+
security_type: str
|
|
713
|
+
suspension_nums: int
|
|
714
|
+
symbol: str
|
|
715
|
+
up_limit_nums: int
|
|
716
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., currency_id: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., constituent_nums: _Optional[int] = ..., suspension_nums: _Optional[int] = ..., up_limit_nums: _Optional[int] = ..., down_limit_nums: _Optional[int] = ..., bid_iopv: _Optional[int] = ..., ask_iopv: _Optional[int] = ..., iopv: _Optional[int] = ..., pre_close_iopv: _Optional[int] = ..., iopv_pct_change: _Optional[float] = ..., etf_last_price: _Optional[int] = ..., etf_bid_price: _Optional[int] = ..., etf_ask_price: _Optional[int] = ..., etf_pre_close_price: _Optional[int] = ..., etf_pct_change: _Optional[float] = ..., index_last_price: _Optional[int] = ..., index_pre_close_price: _Optional[int] = ..., index_pct_change: _Optional[float] = ..., index_deviation: _Optional[float] = ..., etf_deviation: _Optional[float] = ..., etf_bid_premium_rate: _Optional[float] = ..., etf_ask_premium_rate: _Optional[float] = ..., etf_premium_rate: _Optional[float] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ...) -> None: ...
|
|
717
|
+
|
|
718
|
+
class ETFQuoteTick(_message.Message):
|
|
719
|
+
__slots__ = ["constituent_nums", "down_limit_nums", "etf_ask_price", "etf_bid_price", "etf_last_price", "etf_pct_change", "etf_pre_close_price", "etf_premium_rate", "instrument_id", "iopv", "last_timestamp", "market", "md_date", "md_time", "msg_sequence", "msg_type", "security_id", "security_type", "suspension_nums", "symbol", "up_limit_nums"]
|
|
720
|
+
CONSTITUENT_NUMS_FIELD_NUMBER: _ClassVar[int]
|
|
721
|
+
DOWN_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
|
|
722
|
+
ETF_ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
723
|
+
ETF_BID_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
724
|
+
ETF_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
725
|
+
ETF_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
|
|
726
|
+
ETF_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
|
|
727
|
+
ETF_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
728
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
729
|
+
IOPV_FIELD_NUMBER: _ClassVar[int]
|
|
730
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
731
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
732
|
+
MD_DATE_FIELD_NUMBER: _ClassVar[int]
|
|
733
|
+
MD_TIME_FIELD_NUMBER: _ClassVar[int]
|
|
734
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
735
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
736
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
737
|
+
SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
738
|
+
SUSPENSION_NUMS_FIELD_NUMBER: _ClassVar[int]
|
|
739
|
+
SYMBOL_FIELD_NUMBER: _ClassVar[int]
|
|
740
|
+
UP_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
|
|
741
|
+
constituent_nums: int
|
|
742
|
+
down_limit_nums: int
|
|
743
|
+
etf_ask_price: int
|
|
744
|
+
etf_bid_price: int
|
|
745
|
+
etf_last_price: int
|
|
746
|
+
etf_pct_change: float
|
|
747
|
+
etf_pre_close_price: int
|
|
748
|
+
etf_premium_rate: float
|
|
749
|
+
instrument_id: str
|
|
750
|
+
iopv: int
|
|
751
|
+
last_timestamp: int
|
|
752
|
+
market: str
|
|
753
|
+
md_date: int
|
|
754
|
+
md_time: int
|
|
755
|
+
msg_sequence: int
|
|
756
|
+
msg_type: int
|
|
757
|
+
security_id: str
|
|
758
|
+
security_type: str
|
|
759
|
+
suspension_nums: int
|
|
760
|
+
symbol: str
|
|
761
|
+
up_limit_nums: int
|
|
762
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., constituent_nums: _Optional[int] = ..., suspension_nums: _Optional[int] = ..., up_limit_nums: _Optional[int] = ..., down_limit_nums: _Optional[int] = ..., iopv: _Optional[int] = ..., etf_premium_rate: _Optional[float] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., etf_last_price: _Optional[int] = ..., etf_bid_price: _Optional[int] = ..., etf_ask_price: _Optional[int] = ..., etf_pre_close_price: _Optional[int] = ..., etf_pct_change: _Optional[float] = ...) -> None: ...
|
|
763
|
+
|
|
764
|
+
class Fund(_message.Message):
|
|
765
|
+
__slots__ = ["account_id", "available", "balance", "currency_id", "frozen", "intraday", "investor_id", "sod", "trans_in", "trans_out", "version"]
|
|
766
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
767
|
+
AVAILABLE_FIELD_NUMBER: _ClassVar[int]
|
|
768
|
+
BALANCE_FIELD_NUMBER: _ClassVar[int]
|
|
769
|
+
CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
770
|
+
FROZEN_FIELD_NUMBER: _ClassVar[int]
|
|
771
|
+
INTRADAY_FIELD_NUMBER: _ClassVar[int]
|
|
772
|
+
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
|
773
|
+
SOD_FIELD_NUMBER: _ClassVar[int]
|
|
774
|
+
TRANS_IN_FIELD_NUMBER: _ClassVar[int]
|
|
775
|
+
TRANS_OUT_FIELD_NUMBER: _ClassVar[int]
|
|
776
|
+
VERSION_FIELD_NUMBER: _ClassVar[int]
|
|
777
|
+
account_id: str
|
|
778
|
+
available: float
|
|
779
|
+
balance: float
|
|
780
|
+
currency_id: str
|
|
781
|
+
frozen: float
|
|
782
|
+
intraday: float
|
|
783
|
+
investor_id: str
|
|
784
|
+
sod: float
|
|
785
|
+
trans_in: float
|
|
786
|
+
trans_out: float
|
|
787
|
+
version: int
|
|
788
|
+
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: ...
|
|
789
|
+
|
|
790
|
+
class Instrument(_message.Message):
|
|
791
|
+
__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", "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"]
|
|
792
|
+
CHAIN_CODES_FIELD_NUMBER: _ClassVar[int]
|
|
793
|
+
COMMENTS_FIELD_NUMBER: _ClassVar[int]
|
|
794
|
+
CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
|
|
795
|
+
DELIST_DATE_FIELD_NUMBER: _ClassVar[int]
|
|
796
|
+
FUND_ETFPR_ESTCASH_FIELD_NUMBER: _ClassVar[int]
|
|
797
|
+
FUND_ETFPR_MINNAV_FIELD_NUMBER: _ClassVar[int]
|
|
798
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
799
|
+
INSTRUMENT_SUB_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
800
|
+
INSTRUMENT_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
801
|
+
INTRADAY_OPEN_LIMIT_FIELD_NUMBER: _ClassVar[int]
|
|
802
|
+
INTRADAY_TRADING_FIELD_NUMBER: _ClassVar[int]
|
|
803
|
+
IS_REPLACE_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
804
|
+
IS_SUB_FIELD_NUMBER: _ClassVar[int]
|
|
805
|
+
IS_WITHDRAW_FIELD_NUMBER: _ClassVar[int]
|
|
806
|
+
LIST_DATE_FIELD_NUMBER: _ClassVar[int]
|
|
807
|
+
LONG_POSI_LIMIT_FIELD_NUMBER: _ClassVar[int]
|
|
808
|
+
LOT_SIZE_FIELD_NUMBER: _ClassVar[int]
|
|
809
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
810
|
+
MAX_DOWN_FIELD_NUMBER: _ClassVar[int]
|
|
811
|
+
MAX_SIZE_FIELD_NUMBER: _ClassVar[int]
|
|
812
|
+
MAX_UP_FIELD_NUMBER: _ClassVar[int]
|
|
813
|
+
MIN_SIZE_FIELD_NUMBER: _ClassVar[int]
|
|
814
|
+
PRICE_TICK_FIELD_NUMBER: _ClassVar[int]
|
|
815
|
+
QUOTE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
816
|
+
REPLACE_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
817
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
818
|
+
SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
819
|
+
SETTLE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
820
|
+
SETTLE_DATE_FIELD_NUMBER: _ClassVar[int]
|
|
821
|
+
SHORT_POSI_LIMIT_FIELD_NUMBER: _ClassVar[int]
|
|
822
|
+
SYMBOL_FIELD_NUMBER: _ClassVar[int]
|
|
823
|
+
TOTAL_SHARE_FIELD_NUMBER: _ClassVar[int]
|
|
824
|
+
UNDERLYING_INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
825
|
+
WIND_MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
826
|
+
WITHDRAW_BASKET_VOLUME_FIELD_NUMBER: _ClassVar[int]
|
|
827
|
+
chain_codes: _containers.RepeatedScalarFieldContainer[str]
|
|
828
|
+
comments: str
|
|
829
|
+
contract_unit: float
|
|
830
|
+
delist_date: str
|
|
831
|
+
fund_etfpr_estcash: float
|
|
832
|
+
fund_etfpr_minnav: int
|
|
833
|
+
instrument_id: str
|
|
834
|
+
instrument_sub_type: str
|
|
835
|
+
instrument_type: str
|
|
836
|
+
intraday_open_limit: int
|
|
837
|
+
intraday_trading: int
|
|
838
|
+
is_replace_price: int
|
|
839
|
+
is_sub: int
|
|
840
|
+
is_withdraw: int
|
|
841
|
+
list_date: str
|
|
842
|
+
long_posi_limit: int
|
|
843
|
+
lot_size: int
|
|
844
|
+
market: str
|
|
845
|
+
max_down: float
|
|
846
|
+
max_size: int
|
|
847
|
+
max_up: float
|
|
848
|
+
min_size: int
|
|
849
|
+
price_tick: float
|
|
850
|
+
quote_currency_id: str
|
|
851
|
+
replace_price: float
|
|
852
|
+
security_id: str
|
|
853
|
+
security_type: str
|
|
854
|
+
settle_currency_id: str
|
|
855
|
+
settle_date: str
|
|
856
|
+
short_posi_limit: int
|
|
857
|
+
symbol: str
|
|
858
|
+
total_share: int
|
|
859
|
+
underlying_instrument_id: str
|
|
860
|
+
wind_market: str
|
|
861
|
+
withdraw_basket_volume: int
|
|
862
|
+
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] = ..., 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] = ..., total_share: _Optional[int] = ...) -> None: ...
|
|
863
|
+
|
|
864
|
+
class LoginReq(_message.Message):
|
|
865
|
+
__slots__ = ["last_timestamp", "msg_type", "passwd", "request_id", "user_id"]
|
|
866
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
867
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
868
|
+
PASSWD_FIELD_NUMBER: _ClassVar[int]
|
|
869
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
870
|
+
USER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
871
|
+
last_timestamp: int
|
|
872
|
+
msg_type: int
|
|
873
|
+
passwd: str
|
|
874
|
+
request_id: str
|
|
875
|
+
user_id: str
|
|
876
|
+
def __init__(self, msg_type: _Optional[int] = ..., user_id: _Optional[str] = ..., passwd: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
877
|
+
|
|
878
|
+
class LoginRsp(_message.Message):
|
|
879
|
+
__slots__ = ["error_msg", "is_succ", "last_timestamp", "msg_type", "request_id"]
|
|
880
|
+
ERROR_MSG_FIELD_NUMBER: _ClassVar[int]
|
|
881
|
+
IS_SUCC_FIELD_NUMBER: _ClassVar[int]
|
|
882
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
883
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
884
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
885
|
+
error_msg: str
|
|
886
|
+
is_succ: bool
|
|
887
|
+
last_timestamp: int
|
|
888
|
+
msg_type: int
|
|
889
|
+
request_id: str
|
|
890
|
+
def __init__(self, msg_type: _Optional[int] = ..., is_succ: bool = ..., error_msg: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
891
|
+
|
|
892
|
+
class MDSnapshot(_message.Message):
|
|
893
|
+
__slots__ = ["close_price", "depth_quote", "down_limit", "high_price", "instrument_id", "iopv", "last_price", "last_timestamp", "low_price", "market", "md_date", "md_time", "md_type", "msg_sequence", "msg_type", "open_price", "phase_code", "pre_close_price", "security_id", "security_type", "signal_id", "signal_name", "signal_value", "status", "trade_nums", "turnover", "up_limit", "volume"]
|
|
894
|
+
CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
895
|
+
DEPTH_QUOTE_FIELD_NUMBER: _ClassVar[int]
|
|
896
|
+
DOWN_LIMIT_FIELD_NUMBER: _ClassVar[int]
|
|
897
|
+
HIGH_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
898
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
899
|
+
IOPV_FIELD_NUMBER: _ClassVar[int]
|
|
900
|
+
LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
901
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
902
|
+
LOW_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
903
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
904
|
+
MD_DATE_FIELD_NUMBER: _ClassVar[int]
|
|
905
|
+
MD_TIME_FIELD_NUMBER: _ClassVar[int]
|
|
906
|
+
MD_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
907
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
908
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
909
|
+
OPEN_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
910
|
+
PHASE_CODE_FIELD_NUMBER: _ClassVar[int]
|
|
911
|
+
PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
912
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
913
|
+
SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
914
|
+
SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
915
|
+
SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
916
|
+
SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
|
|
917
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
918
|
+
TRADE_NUMS_FIELD_NUMBER: _ClassVar[int]
|
|
919
|
+
TURNOVER_FIELD_NUMBER: _ClassVar[int]
|
|
920
|
+
UP_LIMIT_FIELD_NUMBER: _ClassVar[int]
|
|
921
|
+
VOLUME_FIELD_NUMBER: _ClassVar[int]
|
|
922
|
+
close_price: int
|
|
923
|
+
depth_quote: _containers.RepeatedCompositeFieldContainer[QuoteLevelData]
|
|
924
|
+
down_limit: int
|
|
925
|
+
high_price: int
|
|
926
|
+
instrument_id: str
|
|
927
|
+
iopv: int
|
|
928
|
+
last_price: int
|
|
929
|
+
last_timestamp: int
|
|
930
|
+
low_price: int
|
|
931
|
+
market: str
|
|
932
|
+
md_date: int
|
|
933
|
+
md_time: int
|
|
934
|
+
md_type: int
|
|
935
|
+
msg_sequence: int
|
|
936
|
+
msg_type: int
|
|
937
|
+
open_price: int
|
|
938
|
+
phase_code: int
|
|
939
|
+
pre_close_price: int
|
|
940
|
+
security_id: str
|
|
941
|
+
security_type: str
|
|
942
|
+
signal_id: int
|
|
943
|
+
signal_name: str
|
|
944
|
+
signal_value: int
|
|
945
|
+
status: int
|
|
946
|
+
trade_nums: int
|
|
947
|
+
turnover: int
|
|
948
|
+
up_limit: int
|
|
949
|
+
volume: int
|
|
950
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., security_type: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., md_type: _Optional[int] = ..., last_price: _Optional[int] = ..., volume: _Optional[int] = ..., turnover: _Optional[int] = ..., high_price: _Optional[int] = ..., low_price: _Optional[int] = ..., open_price: _Optional[int] = ..., close_price: _Optional[int] = ..., pre_close_price: _Optional[int] = ..., up_limit: _Optional[int] = ..., down_limit: _Optional[int] = ..., iopv: _Optional[int] = ..., trade_nums: _Optional[int] = ..., status: _Optional[int] = ..., phase_code: _Optional[int] = ..., signal_value: _Optional[int] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., depth_quote: _Optional[_Iterable[_Union[QuoteLevelData, _Mapping]]] = ...) -> None: ...
|
|
951
|
+
|
|
952
|
+
class ManagerErrorMsg(_message.Message):
|
|
953
|
+
__slots__ = ["error_msg", "last_timestamp", "msg_type", "request_id"]
|
|
954
|
+
ERROR_MSG_FIELD_NUMBER: _ClassVar[int]
|
|
955
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
956
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
957
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
958
|
+
error_msg: str
|
|
959
|
+
last_timestamp: int
|
|
960
|
+
msg_type: int
|
|
961
|
+
request_id: str
|
|
962
|
+
def __init__(self, msg_type: _Optional[int] = ..., error_msg: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
963
|
+
|
|
964
|
+
class ManagerNotLogin(_message.Message):
|
|
965
|
+
__slots__ = ["last_timestamp", "msg_type"]
|
|
966
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
967
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
968
|
+
last_timestamp: int
|
|
969
|
+
msg_type: int
|
|
970
|
+
def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
|
|
971
|
+
|
|
972
|
+
class ManagerSyncReq(_message.Message):
|
|
973
|
+
__slots__ = ["last_timestamp", "msg_type", "request_id"]
|
|
974
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
975
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
976
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
977
|
+
last_timestamp: int
|
|
978
|
+
msg_type: int
|
|
979
|
+
request_id: str
|
|
980
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
|
|
981
|
+
|
|
982
|
+
class ManagerSyncRsp(_message.Message):
|
|
983
|
+
__slots__ = ["error_msg", "last_timestamp", "msg_type", "request_id", "status"]
|
|
984
|
+
ERROR_MSG_FIELD_NUMBER: _ClassVar[int]
|
|
985
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
986
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
987
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
988
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
989
|
+
error_msg: str
|
|
990
|
+
last_timestamp: int
|
|
991
|
+
msg_type: int
|
|
992
|
+
request_id: str
|
|
993
|
+
status: int
|
|
994
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., status: _Optional[int] = ..., error_msg: _Optional[str] = ...) -> None: ...
|
|
995
|
+
|
|
996
|
+
class NewBasketTemplateReq(_message.Message):
|
|
997
|
+
__slots__ = ["basket_info_details", "msg_type", "request_id", "strategy_name", "template_id", "template_type"]
|
|
998
|
+
BASKET_INFO_DETAILS_FIELD_NUMBER: _ClassVar[int]
|
|
999
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1000
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1001
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
1002
|
+
TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1003
|
+
TEMPLATE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1004
|
+
basket_info_details: _containers.RepeatedCompositeFieldContainer[BasketInfoDetail]
|
|
1005
|
+
msg_type: int
|
|
1006
|
+
request_id: str
|
|
1007
|
+
strategy_name: str
|
|
1008
|
+
template_id: str
|
|
1009
|
+
template_type: str
|
|
1010
|
+
def __init__(self, msg_type: _Optional[int] = ..., template_id: _Optional[str] = ..., basket_info_details: _Optional[_Iterable[_Union[BasketInfoDetail, _Mapping]]] = ..., strategy_name: _Optional[str] = ..., request_id: _Optional[str] = ..., template_type: _Optional[str] = ...) -> None: ...
|
|
1011
|
+
|
|
1012
|
+
class NewBasketTemplateRsp(_message.Message):
|
|
1013
|
+
__slots__ = ["msg_type", "reason", "request_id", "status", "template_id", "template_type"]
|
|
1014
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1015
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
1016
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1017
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
1018
|
+
TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1019
|
+
TEMPLATE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1020
|
+
msg_type: int
|
|
1021
|
+
reason: str
|
|
1022
|
+
request_id: str
|
|
1023
|
+
status: int
|
|
1024
|
+
template_id: str
|
|
1025
|
+
template_type: str
|
|
1026
|
+
def __init__(self, msg_type: _Optional[int] = ..., template_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., request_id: _Optional[str] = ..., template_type: _Optional[str] = ...) -> None: ...
|
|
1027
|
+
|
|
1028
|
+
class NewSignalParamsReq(_message.Message):
|
|
1029
|
+
__slots__ = ["instrument_id", "last_timestamp", "msg_type", "node_name", "package_info", "request_id", "signal_info_l2", "signal_name", "signal_params", "signal_template_id", "text"]
|
|
1030
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1031
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
1032
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1033
|
+
NODE_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
1034
|
+
PACKAGE_INFO_FIELD_NUMBER: _ClassVar[int]
|
|
1035
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1036
|
+
SIGNAL_INFO_L2_FIELD_NUMBER: _ClassVar[int]
|
|
1037
|
+
SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
1038
|
+
SIGNAL_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
1039
|
+
SIGNAL_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1040
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
1041
|
+
instrument_id: str
|
|
1042
|
+
last_timestamp: int
|
|
1043
|
+
msg_type: int
|
|
1044
|
+
node_name: str
|
|
1045
|
+
package_info: _containers.RepeatedCompositeFieldContainer[PackageInfo]
|
|
1046
|
+
request_id: str
|
|
1047
|
+
signal_info_l2: _containers.RepeatedCompositeFieldContainer[SignalInfoL2]
|
|
1048
|
+
signal_name: str
|
|
1049
|
+
signal_params: str
|
|
1050
|
+
signal_template_id: str
|
|
1051
|
+
text: str
|
|
1052
|
+
def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., signal_name: _Optional[str] = ..., text: _Optional[str] = ..., signal_params: _Optional[str] = ..., signal_template_id: _Optional[str] = ..., package_info: _Optional[_Iterable[_Union[PackageInfo, _Mapping]]] = ..., signal_info_l2: _Optional[_Iterable[_Union[SignalInfoL2, _Mapping]]] = ..., node_name: _Optional[str] = ...) -> None: ...
|
|
1053
|
+
|
|
1054
|
+
class NewSignalParamsRsp(_message.Message):
|
|
1055
|
+
__slots__ = ["last_timestamp", "msg_type", "request_id", "status", "text"]
|
|
1056
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
1057
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1058
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1059
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
1060
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
1061
|
+
last_timestamp: int
|
|
1062
|
+
msg_type: int
|
|
1063
|
+
request_id: str
|
|
1064
|
+
status: int
|
|
1065
|
+
text: str
|
|
1066
|
+
def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
|
|
1067
|
+
|
|
1068
|
+
class Node(_message.Message):
|
|
1069
|
+
__slots__ = ["comments", "data_center", "ip_address", "network_delay", "node_id", "node_name", "node_status", "node_type", "quote_id"]
|
|
1070
|
+
COMMENTS_FIELD_NUMBER: _ClassVar[int]
|
|
1071
|
+
DATA_CENTER_FIELD_NUMBER: _ClassVar[int]
|
|
1072
|
+
IP_ADDRESS_FIELD_NUMBER: _ClassVar[int]
|
|
1073
|
+
NETWORK_DELAY_FIELD_NUMBER: _ClassVar[int]
|
|
1074
|
+
NODE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1075
|
+
NODE_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
1076
|
+
NODE_STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
1077
|
+
NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1078
|
+
QUOTE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1079
|
+
comments: str
|
|
1080
|
+
data_center: str
|
|
1081
|
+
ip_address: str
|
|
1082
|
+
network_delay: int
|
|
1083
|
+
node_id: int
|
|
1084
|
+
node_name: str
|
|
1085
|
+
node_status: str
|
|
1086
|
+
node_type: int
|
|
1087
|
+
quote_id: str
|
|
1088
|
+
def __init__(self, node_name: _Optional[str] = ..., data_center: _Optional[str] = ..., ip_address: _Optional[str] = ..., node_status: _Optional[str] = ..., comments: _Optional[str] = ..., network_delay: _Optional[int] = ..., quote_id: _Optional[str] = ..., node_id: _Optional[int] = ..., node_type: _Optional[int] = ...) -> None: ...
|
|
1089
|
+
|
|
1090
|
+
class Order(_message.Message):
|
|
1091
|
+
__slots__ = ["account_id", "algo_params", "algo_type", "appl_id", "attachment", "basket_id", "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"]
|
|
1092
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1093
|
+
ALGO_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
1094
|
+
ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1095
|
+
APPL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1096
|
+
ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
|
|
1097
|
+
BASKET_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1098
|
+
CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
1099
|
+
CANCEL_TIME_FIELD_NUMBER: _ClassVar[int]
|
|
1100
|
+
CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1101
|
+
CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
|
|
1102
|
+
COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1103
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1104
|
+
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1105
|
+
IS_PASS_FIELD_NUMBER: _ClassVar[int]
|
|
1106
|
+
IS_PRE_ORDER_FIELD_NUMBER: _ClassVar[int]
|
|
1107
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
1108
|
+
MATCH_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
1109
|
+
MATCH_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
1110
|
+
OP_MARKS_FIELD_NUMBER: _ClassVar[int]
|
|
1111
|
+
ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
1112
|
+
ORDER_DATE_FIELD_NUMBER: _ClassVar[int]
|
|
1113
|
+
ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1114
|
+
ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
1115
|
+
ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
1116
|
+
ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
|
|
1117
|
+
ORDER_STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
1118
|
+
ORDER_TIME_FIELD_NUMBER: _ClassVar[int]
|
|
1119
|
+
ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1120
|
+
OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1121
|
+
PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1122
|
+
POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
|
|
1123
|
+
PURPOSE_FIELD_NUMBER: _ClassVar[int]
|
|
1124
|
+
REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
1125
|
+
REJECT_REASON_FIELD_NUMBER: _ClassVar[int]
|
|
1126
|
+
RISK_INFO_FIELD_NUMBER: _ClassVar[int]
|
|
1127
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1128
|
+
SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1129
|
+
SIDE_FIELD_NUMBER: _ClassVar[int]
|
|
1130
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1131
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
1132
|
+
SYMBOL_FIELD_NUMBER: _ClassVar[int]
|
|
1133
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
1134
|
+
TIME_IN_FORCE_FIELD_NUMBER: _ClassVar[int]
|
|
1135
|
+
TRIGGER_TIME_FIELD_NUMBER: _ClassVar[int]
|
|
1136
|
+
USER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1137
|
+
account_id: str
|
|
1138
|
+
algo_params: AlgoParams
|
|
1139
|
+
algo_type: int
|
|
1140
|
+
appl_id: str
|
|
1141
|
+
attachment: str
|
|
1142
|
+
basket_id: str
|
|
1143
|
+
cancel_qty: int
|
|
1144
|
+
cancel_time: int
|
|
1145
|
+
cl_order_id: str
|
|
1146
|
+
contract_unit: float
|
|
1147
|
+
counter_order_id: str
|
|
1148
|
+
instrument_id: str
|
|
1149
|
+
investor_id: str
|
|
1150
|
+
is_pass: int
|
|
1151
|
+
is_pre_order: int
|
|
1152
|
+
market: str
|
|
1153
|
+
match_amt: float
|
|
1154
|
+
match_qty: int
|
|
1155
|
+
op_marks: str
|
|
1156
|
+
order_amt: float
|
|
1157
|
+
order_date: int
|
|
1158
|
+
order_id: str
|
|
1159
|
+
order_price: float
|
|
1160
|
+
order_qty: int
|
|
1161
|
+
order_source: str
|
|
1162
|
+
order_status: int
|
|
1163
|
+
order_time: int
|
|
1164
|
+
order_type: int
|
|
1165
|
+
owner_type: int
|
|
1166
|
+
parent_order_id: str
|
|
1167
|
+
position_effect: int
|
|
1168
|
+
purpose: int
|
|
1169
|
+
reject_qty: int
|
|
1170
|
+
reject_reason: int
|
|
1171
|
+
risk_info: str
|
|
1172
|
+
security_id: str
|
|
1173
|
+
security_type: str
|
|
1174
|
+
side: int
|
|
1175
|
+
strategy_id: int
|
|
1176
|
+
strategy_name: str
|
|
1177
|
+
symbol: str
|
|
1178
|
+
text: str
|
|
1179
|
+
time_in_force: int
|
|
1180
|
+
trigger_time: int
|
|
1181
|
+
user_id: str
|
|
1182
|
+
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] = ..., 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: ...
|
|
1183
|
+
|
|
1184
|
+
class OrderConfirm(_message.Message):
|
|
1185
|
+
__slots__ = ["account_id", "appl_id", "cl_order_id", "confirm_qty", "contract_unit", "counter_order_id", "instrument_id", "investor_id", "is_pass", "market", "msg_sequence", "msg_type", "order_id", "order_price", "reject_qty", "security_id", "strategy_id", "strategy_name"]
|
|
1186
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1187
|
+
APPL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1188
|
+
CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1189
|
+
CONFIRM_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
1190
|
+
CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
|
|
1191
|
+
COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1192
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1193
|
+
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1194
|
+
IS_PASS_FIELD_NUMBER: _ClassVar[int]
|
|
1195
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
1196
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
1197
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1198
|
+
ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1199
|
+
ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
1200
|
+
REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
1201
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1202
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1203
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
1204
|
+
account_id: str
|
|
1205
|
+
appl_id: str
|
|
1206
|
+
cl_order_id: str
|
|
1207
|
+
confirm_qty: int
|
|
1208
|
+
contract_unit: float
|
|
1209
|
+
counter_order_id: str
|
|
1210
|
+
instrument_id: str
|
|
1211
|
+
investor_id: str
|
|
1212
|
+
is_pass: int
|
|
1213
|
+
market: str
|
|
1214
|
+
msg_sequence: int
|
|
1215
|
+
msg_type: int
|
|
1216
|
+
order_id: str
|
|
1217
|
+
order_price: float
|
|
1218
|
+
reject_qty: int
|
|
1219
|
+
security_id: str
|
|
1220
|
+
strategy_id: int
|
|
1221
|
+
strategy_name: str
|
|
1222
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., counter_order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., confirm_qty: _Optional[int] = ..., reject_qty: _Optional[int] = ..., is_pass: _Optional[int] = ..., order_price: _Optional[float] = ..., contract_unit: _Optional[float] = ...) -> None: ...
|
|
1223
|
+
|
|
1224
|
+
class OrderEvent(_message.Message):
|
|
1225
|
+
__slots__ = ["msg_sequence", "msg_type", "order"]
|
|
1226
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
1227
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1228
|
+
ORDER_FIELD_NUMBER: _ClassVar[int]
|
|
1229
|
+
msg_sequence: int
|
|
1230
|
+
msg_type: int
|
|
1231
|
+
order: Order
|
|
1232
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., order: _Optional[_Union[Order, _Mapping]] = ...) -> None: ...
|
|
1233
|
+
|
|
1234
|
+
class OrderPendingConfirm(_message.Message):
|
|
1235
|
+
__slots__ = ["account_id", "appl_id", "cl_order_id", "confirm_qty", "instrument_id", "investor_id", "is_pass", "market", "msg_sequence", "msg_type", "order_id", "reject_qty", "security_id", "strategy_id", "strategy_name"]
|
|
1236
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1237
|
+
APPL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1238
|
+
CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1239
|
+
CONFIRM_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
1240
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1241
|
+
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1242
|
+
IS_PASS_FIELD_NUMBER: _ClassVar[int]
|
|
1243
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
1244
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
1245
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1246
|
+
ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1247
|
+
REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
1248
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1249
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1250
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
1251
|
+
account_id: str
|
|
1252
|
+
appl_id: str
|
|
1253
|
+
cl_order_id: str
|
|
1254
|
+
confirm_qty: int
|
|
1255
|
+
instrument_id: str
|
|
1256
|
+
investor_id: str
|
|
1257
|
+
is_pass: int
|
|
1258
|
+
market: str
|
|
1259
|
+
msg_sequence: int
|
|
1260
|
+
msg_type: int
|
|
1261
|
+
order_id: str
|
|
1262
|
+
reject_qty: int
|
|
1263
|
+
security_id: str
|
|
1264
|
+
strategy_id: int
|
|
1265
|
+
strategy_name: str
|
|
1266
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., confirm_qty: _Optional[int] = ..., reject_qty: _Optional[int] = ..., is_pass: _Optional[int] = ...) -> None: ...
|
|
1267
|
+
|
|
1268
|
+
class OrderReject(_message.Message):
|
|
1269
|
+
__slots__ = ["account_id", "appl_id", "cl_order_id", "contract_unit", "instrument_id", "investor_id", "is_pass", "market", "msg_sequence", "msg_type", "order_id", "order_price", "reject_qty", "reject_reason", "security_id", "strategy_id", "strategy_name", "text"]
|
|
1270
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1271
|
+
APPL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1272
|
+
CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1273
|
+
CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
|
|
1274
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1275
|
+
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1276
|
+
IS_PASS_FIELD_NUMBER: _ClassVar[int]
|
|
1277
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
1278
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
1279
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1280
|
+
ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1281
|
+
ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
1282
|
+
REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
1283
|
+
REJECT_REASON_FIELD_NUMBER: _ClassVar[int]
|
|
1284
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1285
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1286
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
1287
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
1288
|
+
account_id: str
|
|
1289
|
+
appl_id: str
|
|
1290
|
+
cl_order_id: str
|
|
1291
|
+
contract_unit: float
|
|
1292
|
+
instrument_id: str
|
|
1293
|
+
investor_id: str
|
|
1294
|
+
is_pass: int
|
|
1295
|
+
market: str
|
|
1296
|
+
msg_sequence: int
|
|
1297
|
+
msg_type: int
|
|
1298
|
+
order_id: str
|
|
1299
|
+
order_price: float
|
|
1300
|
+
reject_qty: int
|
|
1301
|
+
reject_reason: int
|
|
1302
|
+
security_id: str
|
|
1303
|
+
strategy_id: int
|
|
1304
|
+
strategy_name: str
|
|
1305
|
+
text: str
|
|
1306
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., reject_reason: _Optional[int] = ..., text: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., reject_qty: _Optional[int] = ..., is_pass: _Optional[int] = ..., order_price: _Optional[float] = ..., contract_unit: _Optional[float] = ...) -> None: ...
|
|
1307
|
+
|
|
1308
|
+
class PackageInfo(_message.Message):
|
|
1309
|
+
__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"]
|
|
1310
|
+
COMPONENT_INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1311
|
+
COMPONENT_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
1312
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1313
|
+
IS_SUB_CASH_REPLACE_AMOUNT_FIELD_NUMBER: _ClassVar[int]
|
|
1314
|
+
IS_SUB_CASH_REPLACE_FIELD_NUMBER: _ClassVar[int]
|
|
1315
|
+
IS_WITHDRAW_CASH_FIELD_NUMBER: _ClassVar[int]
|
|
1316
|
+
IS_WITHDRAW_CASH_REPLACE_AMOUNT_FIELD_NUMBER: _ClassVar[int]
|
|
1317
|
+
component_instrument_id: str
|
|
1318
|
+
component_qty: int
|
|
1319
|
+
instrument_id: str
|
|
1320
|
+
is_sub_cash_replace: int
|
|
1321
|
+
is_sub_cash_replace_amount: float
|
|
1322
|
+
is_withdraw_cash: int
|
|
1323
|
+
is_withdraw_cash_replace_amount: float
|
|
1324
|
+
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: ...
|
|
1325
|
+
|
|
1326
|
+
class Ping(_message.Message):
|
|
1327
|
+
__slots__ = ["msg_sequence", "msg_type"]
|
|
1328
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
1329
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1330
|
+
msg_sequence: int
|
|
1331
|
+
msg_type: int
|
|
1332
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ...) -> None: ...
|
|
1333
|
+
|
|
1334
|
+
class PlaceArbitrageOrder(_message.Message):
|
|
1335
|
+
__slots__ = ["arbitrage_cl_order_id", "arbitrage_type", "leg_exec_seq", "legs", "msg_type", "order_source", "strategy_id", "strategy_name"]
|
|
1336
|
+
class Leg(_message.Message):
|
|
1337
|
+
__slots__ = ["algo_params", "algo_type", "leg_cl_order_id", "leg_id", "leg_type", "order_price", "order_qty", "order_type", "side", "target_process"]
|
|
1338
|
+
ALGO_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
1339
|
+
ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1340
|
+
LEG_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1341
|
+
LEG_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1342
|
+
LEG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1343
|
+
ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
1344
|
+
ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
1345
|
+
ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1346
|
+
SIDE_FIELD_NUMBER: _ClassVar[int]
|
|
1347
|
+
TARGET_PROCESS_FIELD_NUMBER: _ClassVar[int]
|
|
1348
|
+
algo_params: AlgoParams
|
|
1349
|
+
algo_type: int
|
|
1350
|
+
leg_cl_order_id: str
|
|
1351
|
+
leg_id: str
|
|
1352
|
+
leg_type: str
|
|
1353
|
+
order_price: float
|
|
1354
|
+
order_qty: int
|
|
1355
|
+
order_type: int
|
|
1356
|
+
side: int
|
|
1357
|
+
target_process: float
|
|
1358
|
+
def __init__(self, leg_id: _Optional[str] = ..., leg_type: _Optional[str] = ..., order_qty: _Optional[int] = ..., side: _Optional[int] = ..., leg_cl_order_id: _Optional[str] = ..., algo_type: _Optional[int] = ..., algo_params: _Optional[_Union[AlgoParams, _Mapping]] = ..., order_type: _Optional[int] = ..., target_process: _Optional[float] = ..., order_price: _Optional[float] = ...) -> None: ...
|
|
1359
|
+
ARBITRAGE_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1360
|
+
ARBITRAGE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1361
|
+
LEGS_FIELD_NUMBER: _ClassVar[int]
|
|
1362
|
+
LEG_EXEC_SEQ_FIELD_NUMBER: _ClassVar[int]
|
|
1363
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1364
|
+
ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
|
|
1365
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1366
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
1367
|
+
arbitrage_cl_order_id: str
|
|
1368
|
+
arbitrage_type: str
|
|
1369
|
+
leg_exec_seq: str
|
|
1370
|
+
legs: _containers.RepeatedCompositeFieldContainer[PlaceArbitrageOrder.Leg]
|
|
1371
|
+
msg_type: int
|
|
1372
|
+
order_source: str
|
|
1373
|
+
strategy_id: int
|
|
1374
|
+
strategy_name: str
|
|
1375
|
+
def __init__(self, msg_type: _Optional[int] = ..., arbitrage_cl_order_id: _Optional[str] = ..., arbitrage_type: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., order_source: _Optional[str] = ..., leg_exec_seq: _Optional[str] = ..., legs: _Optional[_Iterable[_Union[PlaceArbitrageOrder.Leg, _Mapping]]] = ...) -> None: ...
|
|
1376
|
+
|
|
1377
|
+
class PlaceArbitrageOrderRsp(_message.Message):
|
|
1378
|
+
__slots__ = ["arbitrage_cl_order_id", "msg_type", "order", "reason", "status"]
|
|
1379
|
+
ARBITRAGE_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1380
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1381
|
+
ORDER_FIELD_NUMBER: _ClassVar[int]
|
|
1382
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
1383
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
1384
|
+
arbitrage_cl_order_id: str
|
|
1385
|
+
msg_type: int
|
|
1386
|
+
order: ArbitrageOrder
|
|
1387
|
+
reason: str
|
|
1388
|
+
status: int
|
|
1389
|
+
def __init__(self, msg_type: _Optional[int] = ..., arbitrage_cl_order_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., order: _Optional[_Union[ArbitrageOrder, _Mapping]] = ...) -> None: ...
|
|
1390
|
+
|
|
1391
|
+
class PlaceBasketOrder(_message.Message):
|
|
1392
|
+
__slots__ = ["algo_params", "algo_type", "attachment", "basket_cl_order_id", "basket_qty", "msg_type", "order_source", "purpose", "side", "strategy_id", "template_id"]
|
|
1393
|
+
ALGO_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
1394
|
+
ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1395
|
+
ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
|
|
1396
|
+
BASKET_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1397
|
+
BASKET_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
1398
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1399
|
+
ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
|
|
1400
|
+
PURPOSE_FIELD_NUMBER: _ClassVar[int]
|
|
1401
|
+
SIDE_FIELD_NUMBER: _ClassVar[int]
|
|
1402
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1403
|
+
TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1404
|
+
algo_params: AlgoParams
|
|
1405
|
+
algo_type: int
|
|
1406
|
+
attachment: str
|
|
1407
|
+
basket_cl_order_id: str
|
|
1408
|
+
basket_qty: int
|
|
1409
|
+
msg_type: int
|
|
1410
|
+
order_source: str
|
|
1411
|
+
purpose: int
|
|
1412
|
+
side: int
|
|
1413
|
+
strategy_id: int
|
|
1414
|
+
template_id: str
|
|
1415
|
+
def __init__(self, msg_type: _Optional[int] = ..., basket_cl_order_id: _Optional[str] = ..., template_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., side: _Optional[int] = ..., purpose: _Optional[int] = ..., basket_qty: _Optional[int] = ..., algo_type: _Optional[int] = ..., algo_params: _Optional[_Union[AlgoParams, _Mapping]] = ..., order_source: _Optional[str] = ..., attachment: _Optional[str] = ...) -> None: ...
|
|
1416
|
+
|
|
1417
|
+
class PlaceBasketOrderRsp(_message.Message):
|
|
1418
|
+
__slots__ = ["algo_params", "algo_type", "basket_amt", "basket_cl_order_id", "basket_id", "basket_qty", "create_time", "msg_type", "order_source", "process_amt", "process_qty", "reason", "side", "status", "strategy_id", "strategy_name", "template_id", "trade_amt"]
|
|
1419
|
+
ALGO_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
1420
|
+
ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1421
|
+
BASKET_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
1422
|
+
BASKET_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1423
|
+
BASKET_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1424
|
+
BASKET_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
1425
|
+
CREATE_TIME_FIELD_NUMBER: _ClassVar[int]
|
|
1426
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1427
|
+
ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
|
|
1428
|
+
PROCESS_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
1429
|
+
PROCESS_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
1430
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
1431
|
+
SIDE_FIELD_NUMBER: _ClassVar[int]
|
|
1432
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
1433
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1434
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
1435
|
+
TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1436
|
+
TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
1437
|
+
algo_params: AlgoParams
|
|
1438
|
+
algo_type: int
|
|
1439
|
+
basket_amt: float
|
|
1440
|
+
basket_cl_order_id: str
|
|
1441
|
+
basket_id: str
|
|
1442
|
+
basket_qty: int
|
|
1443
|
+
create_time: int
|
|
1444
|
+
msg_type: int
|
|
1445
|
+
order_source: str
|
|
1446
|
+
process_amt: float
|
|
1447
|
+
process_qty: float
|
|
1448
|
+
reason: str
|
|
1449
|
+
side: int
|
|
1450
|
+
status: int
|
|
1451
|
+
strategy_id: int
|
|
1452
|
+
strategy_name: str
|
|
1453
|
+
template_id: str
|
|
1454
|
+
trade_amt: float
|
|
1455
|
+
def __init__(self, msg_type: _Optional[int] = ..., basket_cl_order_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., basket_id: _Optional[str] = ..., template_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., side: _Optional[int] = ..., basket_amt: _Optional[float] = ..., trade_amt: _Optional[float] = ..., basket_qty: _Optional[int] = ..., process_qty: _Optional[float] = ..., process_amt: _Optional[float] = ..., create_time: _Optional[int] = ..., algo_type: _Optional[int] = ..., algo_params: _Optional[_Union[AlgoParams, _Mapping]] = ..., order_source: _Optional[str] = ...) -> None: ...
|
|
1456
|
+
|
|
1457
|
+
class PlaceBatchOrder(_message.Message):
|
|
1458
|
+
__slots__ = ["account_id", "algo_params", "algo_type", "attachment", "basket_cl_order_id", "msg_type", "order_source", "orders", "strategy_id"]
|
|
1459
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1460
|
+
ALGO_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
1461
|
+
ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1462
|
+
ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
|
|
1463
|
+
BASKET_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1464
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1465
|
+
ORDERS_FIELD_NUMBER: _ClassVar[int]
|
|
1466
|
+
ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
|
|
1467
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1468
|
+
account_id: str
|
|
1469
|
+
algo_params: AlgoParams
|
|
1470
|
+
algo_type: int
|
|
1471
|
+
attachment: str
|
|
1472
|
+
basket_cl_order_id: str
|
|
1473
|
+
msg_type: int
|
|
1474
|
+
order_source: str
|
|
1475
|
+
orders: _containers.RepeatedCompositeFieldContainer[BasketInfoDetail]
|
|
1476
|
+
strategy_id: int
|
|
1477
|
+
def __init__(self, msg_type: _Optional[int] = ..., basket_cl_order_id: _Optional[str] = ..., orders: _Optional[_Iterable[_Union[BasketInfoDetail, _Mapping]]] = ..., strategy_id: _Optional[int] = ..., account_id: _Optional[str] = ..., algo_type: _Optional[int] = ..., algo_params: _Optional[_Union[AlgoParams, _Mapping]] = ..., order_source: _Optional[str] = ..., attachment: _Optional[str] = ...) -> None: ...
|
|
1478
|
+
|
|
1479
|
+
class PlaceBatchOrderRsp(_message.Message):
|
|
1480
|
+
__slots__ = ["basket_cl_order_id", "basket_id", "create_time", "msg_type", "reason", "status"]
|
|
1481
|
+
BASKET_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1482
|
+
BASKET_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1483
|
+
CREATE_TIME_FIELD_NUMBER: _ClassVar[int]
|
|
1484
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1485
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
1486
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
1487
|
+
basket_cl_order_id: str
|
|
1488
|
+
basket_id: str
|
|
1489
|
+
create_time: int
|
|
1490
|
+
msg_type: int
|
|
1491
|
+
reason: str
|
|
1492
|
+
status: int
|
|
1493
|
+
def __init__(self, msg_type: _Optional[int] = ..., basket_cl_order_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., basket_id: _Optional[str] = ..., create_time: _Optional[int] = ...) -> None: ...
|
|
1494
|
+
|
|
1495
|
+
class PlaceOrder(_message.Message):
|
|
1496
|
+
__slots__ = ["account_id", "algo_params", "algo_type", "attachment", "basket_id", "cl_order_id", "instrument_id", "investor_id", "is_pass", "is_pre_order", "msg_type", "order_price", "order_qty", "order_source", "order_type", "owner_type", "parent_order_id", "position_effect", "purpose", "side", "stop_px", "strategy_id", "strategy_name", "time_in_force", "trigger_time"]
|
|
1497
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1498
|
+
ALGO_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
1499
|
+
ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1500
|
+
ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
|
|
1501
|
+
BASKET_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1502
|
+
CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1503
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1504
|
+
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1505
|
+
IS_PASS_FIELD_NUMBER: _ClassVar[int]
|
|
1506
|
+
IS_PRE_ORDER_FIELD_NUMBER: _ClassVar[int]
|
|
1507
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1508
|
+
ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
1509
|
+
ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
1510
|
+
ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
|
|
1511
|
+
ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1512
|
+
OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1513
|
+
PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1514
|
+
POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
|
|
1515
|
+
PURPOSE_FIELD_NUMBER: _ClassVar[int]
|
|
1516
|
+
SIDE_FIELD_NUMBER: _ClassVar[int]
|
|
1517
|
+
STOP_PX_FIELD_NUMBER: _ClassVar[int]
|
|
1518
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1519
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
1520
|
+
TIME_IN_FORCE_FIELD_NUMBER: _ClassVar[int]
|
|
1521
|
+
TRIGGER_TIME_FIELD_NUMBER: _ClassVar[int]
|
|
1522
|
+
account_id: str
|
|
1523
|
+
algo_params: AlgoParams
|
|
1524
|
+
algo_type: int
|
|
1525
|
+
attachment: str
|
|
1526
|
+
basket_id: str
|
|
1527
|
+
cl_order_id: str
|
|
1528
|
+
instrument_id: str
|
|
1529
|
+
investor_id: str
|
|
1530
|
+
is_pass: int
|
|
1531
|
+
is_pre_order: int
|
|
1532
|
+
msg_type: int
|
|
1533
|
+
order_price: float
|
|
1534
|
+
order_qty: int
|
|
1535
|
+
order_source: str
|
|
1536
|
+
order_type: int
|
|
1537
|
+
owner_type: int
|
|
1538
|
+
parent_order_id: str
|
|
1539
|
+
position_effect: int
|
|
1540
|
+
purpose: int
|
|
1541
|
+
side: int
|
|
1542
|
+
stop_px: float
|
|
1543
|
+
strategy_id: int
|
|
1544
|
+
strategy_name: str
|
|
1545
|
+
time_in_force: int
|
|
1546
|
+
trigger_time: int
|
|
1547
|
+
def __init__(self, msg_type: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., is_pre_order: _Optional[int] = ..., trigger_time: _Optional[int] = ..., order_type: _Optional[int] = ..., side: _Optional[int] = ..., position_effect: _Optional[int] = ..., time_in_force: _Optional[int] = ..., purpose: _Optional[int] = ..., stop_px: _Optional[float] = ..., order_price: _Optional[float] = ..., order_qty: _Optional[int] = ..., is_pass: _Optional[int] = ..., owner_type: _Optional[int] = ..., algo_type: _Optional[int] = ..., algo_params: _Optional[_Union[AlgoParams, _Mapping]] = ..., order_source: _Optional[str] = ..., attachment: _Optional[str] = ..., parent_order_id: _Optional[str] = ..., basket_id: _Optional[str] = ...) -> None: ...
|
|
1548
|
+
|
|
1549
|
+
class Pong(_message.Message):
|
|
1550
|
+
__slots__ = ["msg_sequence", "msg_type"]
|
|
1551
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
1552
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1553
|
+
msg_sequence: int
|
|
1554
|
+
msg_type: int
|
|
1555
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ...) -> None: ...
|
|
1556
|
+
|
|
1557
|
+
class Position(_message.Message):
|
|
1558
|
+
__slots__ = ["account_id", "apply_avl", "available", "balance", "buy_in", "cost_price", "frozen", "instrument_id", "investor_id", "last_price", "market", "market_value", "posi_side", "realized_pnl", "security_id", "security_type", "sell_out", "sod", "symbol", "trans_avl", "trans_in", "trans_out", "version"]
|
|
1559
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1560
|
+
APPLY_AVL_FIELD_NUMBER: _ClassVar[int]
|
|
1561
|
+
AVAILABLE_FIELD_NUMBER: _ClassVar[int]
|
|
1562
|
+
BALANCE_FIELD_NUMBER: _ClassVar[int]
|
|
1563
|
+
BUY_IN_FIELD_NUMBER: _ClassVar[int]
|
|
1564
|
+
COST_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
1565
|
+
FROZEN_FIELD_NUMBER: _ClassVar[int]
|
|
1566
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1567
|
+
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1568
|
+
LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
1569
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
1570
|
+
MARKET_VALUE_FIELD_NUMBER: _ClassVar[int]
|
|
1571
|
+
POSI_SIDE_FIELD_NUMBER: _ClassVar[int]
|
|
1572
|
+
REALIZED_PNL_FIELD_NUMBER: _ClassVar[int]
|
|
1573
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1574
|
+
SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1575
|
+
SELL_OUT_FIELD_NUMBER: _ClassVar[int]
|
|
1576
|
+
SOD_FIELD_NUMBER: _ClassVar[int]
|
|
1577
|
+
SYMBOL_FIELD_NUMBER: _ClassVar[int]
|
|
1578
|
+
TRANS_AVL_FIELD_NUMBER: _ClassVar[int]
|
|
1579
|
+
TRANS_IN_FIELD_NUMBER: _ClassVar[int]
|
|
1580
|
+
TRANS_OUT_FIELD_NUMBER: _ClassVar[int]
|
|
1581
|
+
VERSION_FIELD_NUMBER: _ClassVar[int]
|
|
1582
|
+
account_id: str
|
|
1583
|
+
apply_avl: int
|
|
1584
|
+
available: int
|
|
1585
|
+
balance: int
|
|
1586
|
+
buy_in: int
|
|
1587
|
+
cost_price: float
|
|
1588
|
+
frozen: int
|
|
1589
|
+
instrument_id: str
|
|
1590
|
+
investor_id: str
|
|
1591
|
+
last_price: float
|
|
1592
|
+
market: str
|
|
1593
|
+
market_value: float
|
|
1594
|
+
posi_side: int
|
|
1595
|
+
realized_pnl: float
|
|
1596
|
+
security_id: str
|
|
1597
|
+
security_type: str
|
|
1598
|
+
sell_out: int
|
|
1599
|
+
sod: int
|
|
1600
|
+
symbol: str
|
|
1601
|
+
trans_avl: int
|
|
1602
|
+
trans_in: int
|
|
1603
|
+
trans_out: int
|
|
1604
|
+
version: int
|
|
1605
|
+
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] = ..., last_price: _Optional[float] = ..., market_value: _Optional[float] = ...) -> None: ...
|
|
1606
|
+
|
|
1607
|
+
class PositionQty(_message.Message):
|
|
1608
|
+
__slots__ = ["qty", "type"]
|
|
1609
|
+
QTY_FIELD_NUMBER: _ClassVar[int]
|
|
1610
|
+
TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1611
|
+
qty: int
|
|
1612
|
+
type: PosType
|
|
1613
|
+
def __init__(self, type: _Optional[_Union[PosType, str]] = ..., qty: _Optional[int] = ...) -> None: ...
|
|
1614
|
+
|
|
1615
|
+
class PositionReport(_message.Message):
|
|
1616
|
+
__slots__ = ["account_id", "available", "balance", "cost_price", "investor_id", "is_last", "market", "msg_sequence", "msg_type", "node_name", "pos_account_type", "pos_qty", "pos_req_type", "pos_rpt_id", "posi_side", "realized_pnl", "request_id", "security_id", "security_type", "status", "symbol", "text", "version"]
|
|
1617
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1618
|
+
AVAILABLE_FIELD_NUMBER: _ClassVar[int]
|
|
1619
|
+
BALANCE_FIELD_NUMBER: _ClassVar[int]
|
|
1620
|
+
COST_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
1621
|
+
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1622
|
+
IS_LAST_FIELD_NUMBER: _ClassVar[int]
|
|
1623
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
1624
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
1625
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1626
|
+
NODE_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
1627
|
+
POSI_SIDE_FIELD_NUMBER: _ClassVar[int]
|
|
1628
|
+
POS_ACCOUNT_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1629
|
+
POS_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
1630
|
+
POS_REQ_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1631
|
+
POS_RPT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1632
|
+
REALIZED_PNL_FIELD_NUMBER: _ClassVar[int]
|
|
1633
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1634
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1635
|
+
SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1636
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
1637
|
+
SYMBOL_FIELD_NUMBER: _ClassVar[int]
|
|
1638
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
1639
|
+
VERSION_FIELD_NUMBER: _ClassVar[int]
|
|
1640
|
+
account_id: str
|
|
1641
|
+
available: int
|
|
1642
|
+
balance: int
|
|
1643
|
+
cost_price: int
|
|
1644
|
+
investor_id: str
|
|
1645
|
+
is_last: bool
|
|
1646
|
+
market: str
|
|
1647
|
+
msg_sequence: int
|
|
1648
|
+
msg_type: int
|
|
1649
|
+
node_name: str
|
|
1650
|
+
pos_account_type: PosAccountType
|
|
1651
|
+
pos_qty: _containers.RepeatedCompositeFieldContainer[PositionQty]
|
|
1652
|
+
pos_req_type: PosReqType
|
|
1653
|
+
pos_rpt_id: str
|
|
1654
|
+
posi_side: int
|
|
1655
|
+
realized_pnl: int
|
|
1656
|
+
request_id: str
|
|
1657
|
+
security_id: str
|
|
1658
|
+
security_type: str
|
|
1659
|
+
status: int
|
|
1660
|
+
symbol: str
|
|
1661
|
+
text: str
|
|
1662
|
+
version: int
|
|
1663
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., node_name: _Optional[str] = ..., request_id: _Optional[str] = ..., pos_req_type: _Optional[_Union[PosReqType, str]] = ..., pos_account_type: _Optional[_Union[PosAccountType, str]] = ..., pos_rpt_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., is_last: bool = ..., version: _Optional[int] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., balance: _Optional[int] = ..., available: _Optional[int] = ..., cost_price: _Optional[int] = ..., realized_pnl: _Optional[int] = ..., symbol: _Optional[str] = ..., security_type: _Optional[str] = ..., posi_side: _Optional[int] = ..., pos_qty: _Optional[_Iterable[_Union[PositionQty, _Mapping]]] = ...) -> None: ...
|
|
1664
|
+
|
|
1665
|
+
class QryArbitrageOrderReq(_message.Message):
|
|
1666
|
+
__slots__ = ["msg_type", "request_id"]
|
|
1667
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1668
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1669
|
+
msg_type: int
|
|
1670
|
+
request_id: str
|
|
1671
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
1672
|
+
|
|
1673
|
+
class QryArbitrageOrderRsp(_message.Message):
|
|
1674
|
+
__slots__ = ["msg_type", "reason", "request_id", "status"]
|
|
1675
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1676
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
1677
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1678
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
1679
|
+
msg_type: int
|
|
1680
|
+
reason: str
|
|
1681
|
+
request_id: str
|
|
1682
|
+
status: int
|
|
1683
|
+
def __init__(self, msg_type: _Optional[int] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
1684
|
+
|
|
1685
|
+
class QryBasketInfoReq(_message.Message):
|
|
1686
|
+
__slots__ = ["msg_type", "request_id", "template_id"]
|
|
1687
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1688
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1689
|
+
TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1690
|
+
msg_type: int
|
|
1691
|
+
request_id: str
|
|
1692
|
+
template_id: str
|
|
1693
|
+
def __init__(self, msg_type: _Optional[int] = ..., template_id: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
1694
|
+
|
|
1695
|
+
class QryBasketInfoRsp(_message.Message):
|
|
1696
|
+
__slots__ = ["basket_infos", "msg_type", "request_id"]
|
|
1697
|
+
BASKET_INFOS_FIELD_NUMBER: _ClassVar[int]
|
|
1698
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1699
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1700
|
+
basket_infos: _containers.RepeatedCompositeFieldContainer[BasketInfo]
|
|
1701
|
+
msg_type: int
|
|
1702
|
+
request_id: str
|
|
1703
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., basket_infos: _Optional[_Iterable[_Union[BasketInfo, _Mapping]]] = ...) -> None: ...
|
|
1704
|
+
|
|
1705
|
+
class QryBasketOrderReq(_message.Message):
|
|
1706
|
+
__slots__ = ["msg_type", "request_id"]
|
|
1707
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1708
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1709
|
+
msg_type: int
|
|
1710
|
+
request_id: str
|
|
1711
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
1712
|
+
|
|
1713
|
+
class QryBasketOrderRsp(_message.Message):
|
|
1714
|
+
__slots__ = ["msg_type", "reason", "request_id", "status"]
|
|
1715
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1716
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
1717
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1718
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
1719
|
+
msg_type: int
|
|
1720
|
+
reason: str
|
|
1721
|
+
request_id: str
|
|
1722
|
+
status: int
|
|
1723
|
+
def __init__(self, msg_type: _Optional[int] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
1724
|
+
|
|
1725
|
+
class QryBasketOrderStatReq(_message.Message):
|
|
1726
|
+
__slots__ = ["basket_cl_order_id", "msg_type", "request_id"]
|
|
1727
|
+
BASKET_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1728
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1729
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1730
|
+
basket_cl_order_id: str
|
|
1731
|
+
msg_type: int
|
|
1732
|
+
request_id: str
|
|
1733
|
+
def __init__(self, msg_type: _Optional[int] = ..., basket_cl_order_id: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
1734
|
+
|
|
1735
|
+
class QryBasketOrderStatRsp(_message.Message):
|
|
1736
|
+
__slots__ = ["basket_cl_order_id", "basket_order_stats", "msg_type", "reason", "request_id", "status"]
|
|
1737
|
+
BASKET_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1738
|
+
BASKET_ORDER_STATS_FIELD_NUMBER: _ClassVar[int]
|
|
1739
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1740
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
1741
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1742
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
1743
|
+
basket_cl_order_id: str
|
|
1744
|
+
basket_order_stats: _containers.RepeatedCompositeFieldContainer[BasketOrderStat]
|
|
1745
|
+
msg_type: int
|
|
1746
|
+
reason: str
|
|
1747
|
+
request_id: str
|
|
1748
|
+
status: int
|
|
1749
|
+
def __init__(self, msg_type: _Optional[int] = ..., basket_cl_order_id: _Optional[str] = ..., basket_order_stats: _Optional[_Iterable[_Union[BasketOrderStat, _Mapping]]] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ...) -> None: ...
|
|
1750
|
+
|
|
1751
|
+
class QryBookStatReq(_message.Message):
|
|
1752
|
+
__slots__ = ["book_id", "msg_type", "request_id"]
|
|
1753
|
+
BOOK_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1754
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1755
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1756
|
+
book_id: str
|
|
1757
|
+
msg_type: int
|
|
1758
|
+
request_id: str
|
|
1759
|
+
def __init__(self, msg_type: _Optional[int] = ..., book_id: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
1760
|
+
|
|
1761
|
+
class QryBookStatRsp(_message.Message):
|
|
1762
|
+
__slots__ = ["books", "msg_type", "request_id", "status", "text"]
|
|
1763
|
+
BOOKS_FIELD_NUMBER: _ClassVar[int]
|
|
1764
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1765
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1766
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
1767
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
1768
|
+
books: _containers.RepeatedCompositeFieldContainer[Book]
|
|
1769
|
+
msg_type: int
|
|
1770
|
+
request_id: str
|
|
1771
|
+
status: int
|
|
1772
|
+
text: str
|
|
1773
|
+
def __init__(self, msg_type: _Optional[int] = ..., books: _Optional[_Iterable[_Union[Book, _Mapping]]] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
|
|
1774
|
+
|
|
1775
|
+
class QryBrokerFundReq(_message.Message):
|
|
1776
|
+
__slots__ = ["account_id", "msg_type", "node_name", "node_type", "page_size", "request_id", "start_row"]
|
|
1777
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1778
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1779
|
+
NODE_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
1780
|
+
NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1781
|
+
PAGE_SIZE_FIELD_NUMBER: _ClassVar[int]
|
|
1782
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1783
|
+
START_ROW_FIELD_NUMBER: _ClassVar[int]
|
|
1784
|
+
account_id: str
|
|
1785
|
+
msg_type: int
|
|
1786
|
+
node_name: str
|
|
1787
|
+
node_type: int
|
|
1788
|
+
page_size: int
|
|
1789
|
+
request_id: str
|
|
1790
|
+
start_row: int
|
|
1791
|
+
def __init__(self, msg_type: _Optional[int] = ..., node_type: _Optional[int] = ..., node_name: _Optional[str] = ..., account_id: _Optional[str] = ..., request_id: _Optional[str] = ..., start_row: _Optional[int] = ..., page_size: _Optional[int] = ...) -> None: ...
|
|
1792
|
+
|
|
1793
|
+
class QryBrokerFundRsp(_message.Message):
|
|
1794
|
+
__slots__ = ["fund", "is_last", "last_timestamp", "msg_sequence", "msg_type", "node_name", "node_type", "page_size", "reason", "request_id", "start_row", "status", "total_row"]
|
|
1795
|
+
FUND_FIELD_NUMBER: _ClassVar[int]
|
|
1796
|
+
IS_LAST_FIELD_NUMBER: _ClassVar[int]
|
|
1797
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
1798
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
1799
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1800
|
+
NODE_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
1801
|
+
NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1802
|
+
PAGE_SIZE_FIELD_NUMBER: _ClassVar[int]
|
|
1803
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
1804
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1805
|
+
START_ROW_FIELD_NUMBER: _ClassVar[int]
|
|
1806
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
1807
|
+
TOTAL_ROW_FIELD_NUMBER: _ClassVar[int]
|
|
1808
|
+
fund: _containers.RepeatedCompositeFieldContainer[Fund]
|
|
1809
|
+
is_last: bool
|
|
1810
|
+
last_timestamp: int
|
|
1811
|
+
msg_sequence: int
|
|
1812
|
+
msg_type: int
|
|
1813
|
+
node_name: str
|
|
1814
|
+
node_type: int
|
|
1815
|
+
page_size: int
|
|
1816
|
+
reason: str
|
|
1817
|
+
request_id: str
|
|
1818
|
+
start_row: int
|
|
1819
|
+
status: int
|
|
1820
|
+
total_row: int
|
|
1821
|
+
def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., request_id: _Optional[str] = ..., total_row: _Optional[int] = ..., start_row: _Optional[int] = ..., page_size: _Optional[int] = ..., is_last: bool = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., fund: _Optional[_Iterable[_Union[Fund, _Mapping]]] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
|
|
1822
|
+
|
|
1823
|
+
class QryBrokerPosiReq(_message.Message):
|
|
1824
|
+
__slots__ = ["account_id", "msg_type", "page_size", "request_id", "start_row"]
|
|
1825
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1826
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1827
|
+
PAGE_SIZE_FIELD_NUMBER: _ClassVar[int]
|
|
1828
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1829
|
+
START_ROW_FIELD_NUMBER: _ClassVar[int]
|
|
1830
|
+
account_id: str
|
|
1831
|
+
msg_type: int
|
|
1832
|
+
page_size: int
|
|
1833
|
+
request_id: str
|
|
1834
|
+
start_row: int
|
|
1835
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., account_id: _Optional[str] = ..., start_row: _Optional[int] = ..., page_size: _Optional[int] = ...) -> None: ...
|
|
1836
|
+
|
|
1837
|
+
class QryBrokerPosiRsp(_message.Message):
|
|
1838
|
+
__slots__ = ["is_last", "last_timestamp", "msg_sequence", "msg_type", "node_name", "node_type", "page_size", "position", "reason", "request_id", "start_row", "status", "total_row"]
|
|
1839
|
+
IS_LAST_FIELD_NUMBER: _ClassVar[int]
|
|
1840
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
1841
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
1842
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1843
|
+
NODE_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
1844
|
+
NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1845
|
+
PAGE_SIZE_FIELD_NUMBER: _ClassVar[int]
|
|
1846
|
+
POSITION_FIELD_NUMBER: _ClassVar[int]
|
|
1847
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
1848
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1849
|
+
START_ROW_FIELD_NUMBER: _ClassVar[int]
|
|
1850
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
1851
|
+
TOTAL_ROW_FIELD_NUMBER: _ClassVar[int]
|
|
1852
|
+
is_last: bool
|
|
1853
|
+
last_timestamp: int
|
|
1854
|
+
msg_sequence: int
|
|
1855
|
+
msg_type: int
|
|
1856
|
+
node_name: str
|
|
1857
|
+
node_type: int
|
|
1858
|
+
page_size: int
|
|
1859
|
+
position: _containers.RepeatedCompositeFieldContainer[Position]
|
|
1860
|
+
reason: str
|
|
1861
|
+
request_id: str
|
|
1862
|
+
start_row: int
|
|
1863
|
+
status: int
|
|
1864
|
+
total_row: int
|
|
1865
|
+
def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., request_id: _Optional[str] = ..., total_row: _Optional[int] = ..., start_row: _Optional[int] = ..., page_size: _Optional[int] = ..., is_last: bool = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., position: _Optional[_Iterable[_Union[Position, _Mapping]]] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
|
|
1866
|
+
|
|
1867
|
+
class QryCurrencyReq(_message.Message):
|
|
1868
|
+
__slots__ = ["msg_type", "request_id"]
|
|
1869
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1870
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1871
|
+
msg_type: int
|
|
1872
|
+
request_id: str
|
|
1873
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
1874
|
+
|
|
1875
|
+
class QryCurrencyRsp(_message.Message):
|
|
1876
|
+
__slots__ = ["data", "is_last", "msg_type", "reason", "request_id", "status"]
|
|
1877
|
+
DATA_FIELD_NUMBER: _ClassVar[int]
|
|
1878
|
+
IS_LAST_FIELD_NUMBER: _ClassVar[int]
|
|
1879
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1880
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
1881
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1882
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
1883
|
+
data: _containers.RepeatedCompositeFieldContainer[Currency]
|
|
1884
|
+
is_last: bool
|
|
1885
|
+
msg_type: int
|
|
1886
|
+
reason: str
|
|
1887
|
+
request_id: str
|
|
1888
|
+
status: int
|
|
1889
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., is_last: bool = ..., data: _Optional[_Iterable[_Union[Currency, _Mapping]]] = ...) -> None: ...
|
|
1890
|
+
|
|
1891
|
+
class QryFundReq(_message.Message):
|
|
1892
|
+
__slots__ = ["msg_type", "node_name", "node_type", "page_size", "request_id", "start_row"]
|
|
1893
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1894
|
+
NODE_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
1895
|
+
NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1896
|
+
PAGE_SIZE_FIELD_NUMBER: _ClassVar[int]
|
|
1897
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1898
|
+
START_ROW_FIELD_NUMBER: _ClassVar[int]
|
|
1899
|
+
msg_type: int
|
|
1900
|
+
node_name: str
|
|
1901
|
+
node_type: int
|
|
1902
|
+
page_size: int
|
|
1903
|
+
request_id: str
|
|
1904
|
+
start_row: int
|
|
1905
|
+
def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., request_id: _Optional[str] = ..., start_row: _Optional[int] = ..., page_size: _Optional[int] = ...) -> None: ...
|
|
1906
|
+
|
|
1907
|
+
class QryFundRsp(_message.Message):
|
|
1908
|
+
__slots__ = ["fund", "is_last", "msg_type", "page_size", "reason", "request_id", "start_row", "status", "total_row"]
|
|
1909
|
+
FUND_FIELD_NUMBER: _ClassVar[int]
|
|
1910
|
+
IS_LAST_FIELD_NUMBER: _ClassVar[int]
|
|
1911
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1912
|
+
PAGE_SIZE_FIELD_NUMBER: _ClassVar[int]
|
|
1913
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
1914
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1915
|
+
START_ROW_FIELD_NUMBER: _ClassVar[int]
|
|
1916
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
1917
|
+
TOTAL_ROW_FIELD_NUMBER: _ClassVar[int]
|
|
1918
|
+
fund: _containers.RepeatedCompositeFieldContainer[Fund]
|
|
1919
|
+
is_last: bool
|
|
1920
|
+
msg_type: int
|
|
1921
|
+
page_size: int
|
|
1922
|
+
reason: str
|
|
1923
|
+
request_id: str
|
|
1924
|
+
start_row: int
|
|
1925
|
+
status: int
|
|
1926
|
+
total_row: int
|
|
1927
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., total_row: _Optional[int] = ..., start_row: _Optional[int] = ..., page_size: _Optional[int] = ..., is_last: bool = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., fund: _Optional[_Iterable[_Union[Fund, _Mapping]]] = ...) -> None: ...
|
|
1928
|
+
|
|
1929
|
+
class QryInstrumentReq(_message.Message):
|
|
1930
|
+
__slots__ = ["basket_instrument_id", "instrument_id", "msg_type", "request_id"]
|
|
1931
|
+
BASKET_INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1932
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1933
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1934
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1935
|
+
basket_instrument_id: str
|
|
1936
|
+
instrument_id: str
|
|
1937
|
+
msg_type: int
|
|
1938
|
+
request_id: str
|
|
1939
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., basket_instrument_id: _Optional[str] = ...) -> None: ...
|
|
1940
|
+
|
|
1941
|
+
class QryInstrumentRsp(_message.Message):
|
|
1942
|
+
__slots__ = ["data", "is_last", "msg_type", "reason", "request_id", "status"]
|
|
1943
|
+
DATA_FIELD_NUMBER: _ClassVar[int]
|
|
1944
|
+
IS_LAST_FIELD_NUMBER: _ClassVar[int]
|
|
1945
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1946
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
1947
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1948
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
1949
|
+
data: _containers.RepeatedCompositeFieldContainer[Instrument]
|
|
1950
|
+
is_last: bool
|
|
1951
|
+
msg_type: int
|
|
1952
|
+
reason: str
|
|
1953
|
+
request_id: str
|
|
1954
|
+
status: int
|
|
1955
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., is_last: bool = ..., data: _Optional[_Iterable[_Union[Instrument, _Mapping]]] = ...) -> None: ...
|
|
1956
|
+
|
|
1957
|
+
class QryNodeReq(_message.Message):
|
|
1958
|
+
__slots__ = ["msg_type", "request_id"]
|
|
1959
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1960
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1961
|
+
msg_type: int
|
|
1962
|
+
request_id: str
|
|
1963
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
1964
|
+
|
|
1965
|
+
class QryNodeRsp(_message.Message):
|
|
1966
|
+
__slots__ = ["msg_type", "nodes", "reason", "request_id", "status"]
|
|
1967
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1968
|
+
NODES_FIELD_NUMBER: _ClassVar[int]
|
|
1969
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
1970
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1971
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
1972
|
+
msg_type: int
|
|
1973
|
+
nodes: _containers.RepeatedCompositeFieldContainer[Node]
|
|
1974
|
+
reason: str
|
|
1975
|
+
request_id: str
|
|
1976
|
+
status: int
|
|
1977
|
+
def __init__(self, msg_type: _Optional[int] = ..., nodes: _Optional[_Iterable[_Union[Node, _Mapping]]] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
1978
|
+
|
|
1979
|
+
class QryOrdersReq(_message.Message):
|
|
1980
|
+
__slots__ = ["account_id", "cl_order_id", "instrument_id", "is_active", "msg_sequence", "msg_type", "order_id", "owner_type", "page_size", "request_id", "start_row", "strategy_id", "token"]
|
|
1981
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1982
|
+
CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1983
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1984
|
+
IS_ACTIVE_FIELD_NUMBER: _ClassVar[int]
|
|
1985
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
1986
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1987
|
+
ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1988
|
+
OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
1989
|
+
PAGE_SIZE_FIELD_NUMBER: _ClassVar[int]
|
|
1990
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1991
|
+
START_ROW_FIELD_NUMBER: _ClassVar[int]
|
|
1992
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
1993
|
+
TOKEN_FIELD_NUMBER: _ClassVar[int]
|
|
1994
|
+
account_id: str
|
|
1995
|
+
cl_order_id: str
|
|
1996
|
+
instrument_id: str
|
|
1997
|
+
is_active: int
|
|
1998
|
+
msg_sequence: int
|
|
1999
|
+
msg_type: int
|
|
2000
|
+
order_id: str
|
|
2001
|
+
owner_type: int
|
|
2002
|
+
page_size: int
|
|
2003
|
+
request_id: str
|
|
2004
|
+
start_row: int
|
|
2005
|
+
strategy_id: int
|
|
2006
|
+
token: str
|
|
2007
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., token: _Optional[str] = ..., request_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., account_id: _Optional[str] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., is_active: _Optional[int] = ..., owner_type: _Optional[int] = ..., start_row: _Optional[int] = ..., page_size: _Optional[int] = ...) -> None: ...
|
|
2008
|
+
|
|
2009
|
+
class QryOrdersRsp(_message.Message):
|
|
2010
|
+
__slots__ = ["is_last", "msg_sequence", "msg_type", "order", "page_size", "reason", "request_id", "start_row", "status", "total_row"]
|
|
2011
|
+
IS_LAST_FIELD_NUMBER: _ClassVar[int]
|
|
2012
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
2013
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2014
|
+
ORDER_FIELD_NUMBER: _ClassVar[int]
|
|
2015
|
+
PAGE_SIZE_FIELD_NUMBER: _ClassVar[int]
|
|
2016
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
2017
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2018
|
+
START_ROW_FIELD_NUMBER: _ClassVar[int]
|
|
2019
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
2020
|
+
TOTAL_ROW_FIELD_NUMBER: _ClassVar[int]
|
|
2021
|
+
is_last: bool
|
|
2022
|
+
msg_sequence: int
|
|
2023
|
+
msg_type: int
|
|
2024
|
+
order: _containers.RepeatedCompositeFieldContainer[Order]
|
|
2025
|
+
page_size: int
|
|
2026
|
+
reason: str
|
|
2027
|
+
request_id: str
|
|
2028
|
+
start_row: int
|
|
2029
|
+
status: int
|
|
2030
|
+
total_row: int
|
|
2031
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., request_id: _Optional[str] = ..., total_row: _Optional[int] = ..., start_row: _Optional[int] = ..., page_size: _Optional[int] = ..., is_last: bool = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., order: _Optional[_Iterable[_Union[Order, _Mapping]]] = ...) -> None: ...
|
|
2032
|
+
|
|
2033
|
+
class QryPosiReq(_message.Message):
|
|
2034
|
+
__slots__ = ["account_id", "market", "msg_type", "node_name", "node_type", "request_id", "security_id"]
|
|
2035
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2036
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
2037
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2038
|
+
NODE_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
2039
|
+
NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2040
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2041
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2042
|
+
account_id: str
|
|
2043
|
+
market: str
|
|
2044
|
+
msg_type: int
|
|
2045
|
+
node_name: str
|
|
2046
|
+
node_type: int
|
|
2047
|
+
request_id: str
|
|
2048
|
+
security_id: str
|
|
2049
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., account_id: _Optional[str] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ...) -> None: ...
|
|
2050
|
+
|
|
2051
|
+
class QryPosiRsp(_message.Message):
|
|
2052
|
+
__slots__ = ["is_last", "msg_sequence", "msg_type", "page_size", "position", "reason", "request_id", "start_row", "status", "total_row"]
|
|
2053
|
+
IS_LAST_FIELD_NUMBER: _ClassVar[int]
|
|
2054
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
2055
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2056
|
+
PAGE_SIZE_FIELD_NUMBER: _ClassVar[int]
|
|
2057
|
+
POSITION_FIELD_NUMBER: _ClassVar[int]
|
|
2058
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
2059
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2060
|
+
START_ROW_FIELD_NUMBER: _ClassVar[int]
|
|
2061
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
2062
|
+
TOTAL_ROW_FIELD_NUMBER: _ClassVar[int]
|
|
2063
|
+
is_last: bool
|
|
2064
|
+
msg_sequence: int
|
|
2065
|
+
msg_type: int
|
|
2066
|
+
page_size: int
|
|
2067
|
+
position: _containers.RepeatedCompositeFieldContainer[Position]
|
|
2068
|
+
reason: str
|
|
2069
|
+
request_id: str
|
|
2070
|
+
start_row: int
|
|
2071
|
+
status: int
|
|
2072
|
+
total_row: int
|
|
2073
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., request_id: _Optional[str] = ..., total_row: _Optional[int] = ..., start_row: _Optional[int] = ..., page_size: _Optional[int] = ..., is_last: bool = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., position: _Optional[_Iterable[_Union[Position, _Mapping]]] = ...) -> None: ...
|
|
2074
|
+
|
|
2075
|
+
class QryQuoteInstanceReq(_message.Message):
|
|
2076
|
+
__slots__ = ["msg_type", "request_id"]
|
|
2077
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2078
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2079
|
+
msg_type: int
|
|
2080
|
+
request_id: str
|
|
2081
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
2082
|
+
|
|
2083
|
+
class QryQuoteInstanceRsp(_message.Message):
|
|
2084
|
+
__slots__ = ["msg_type", "quote_instances", "reason", "request_id", "status"]
|
|
2085
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2086
|
+
QUOTE_INSTANCES_FIELD_NUMBER: _ClassVar[int]
|
|
2087
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
2088
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2089
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
2090
|
+
msg_type: int
|
|
2091
|
+
quote_instances: _containers.RepeatedCompositeFieldContainer[QuoteInstance]
|
|
2092
|
+
reason: str
|
|
2093
|
+
request_id: str
|
|
2094
|
+
status: int
|
|
2095
|
+
def __init__(self, msg_type: _Optional[int] = ..., quote_instances: _Optional[_Iterable[_Union[QuoteInstance, _Mapping]]] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
2096
|
+
|
|
2097
|
+
class QryRiskItemReq(_message.Message):
|
|
2098
|
+
__slots__ = ["account_id", "instrument_id", "msg_type", "request_id"]
|
|
2099
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2100
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2101
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2102
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2103
|
+
account_id: _containers.RepeatedScalarFieldContainer[str]
|
|
2104
|
+
instrument_id: _containers.RepeatedScalarFieldContainer[str]
|
|
2105
|
+
msg_type: int
|
|
2106
|
+
request_id: str
|
|
2107
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., account_id: _Optional[_Iterable[str]] = ..., instrument_id: _Optional[_Iterable[str]] = ...) -> None: ...
|
|
2108
|
+
|
|
2109
|
+
class QryRiskItemRsp(_message.Message):
|
|
2110
|
+
__slots__ = ["data", "is_last", "msg_type", "reason", "request_id", "status"]
|
|
2111
|
+
DATA_FIELD_NUMBER: _ClassVar[int]
|
|
2112
|
+
IS_LAST_FIELD_NUMBER: _ClassVar[int]
|
|
2113
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2114
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
2115
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2116
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
2117
|
+
data: _containers.RepeatedCompositeFieldContainer[RiskItem]
|
|
2118
|
+
is_last: bool
|
|
2119
|
+
msg_type: int
|
|
2120
|
+
reason: str
|
|
2121
|
+
request_id: str
|
|
2122
|
+
status: int
|
|
2123
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., is_last: bool = ..., data: _Optional[_Iterable[_Union[RiskItem, _Mapping]]] = ...) -> None: ...
|
|
2124
|
+
|
|
2125
|
+
class QryRiskMarketParamsReq(_message.Message):
|
|
2126
|
+
__slots__ = ["account_id", "market", "msg_type", "request_id"]
|
|
2127
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2128
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
2129
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2130
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2131
|
+
account_id: _containers.RepeatedScalarFieldContainer[str]
|
|
2132
|
+
market: _containers.RepeatedScalarFieldContainer[str]
|
|
2133
|
+
msg_type: int
|
|
2134
|
+
request_id: str
|
|
2135
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., account_id: _Optional[_Iterable[str]] = ..., market: _Optional[_Iterable[str]] = ...) -> None: ...
|
|
2136
|
+
|
|
2137
|
+
class QryRiskMarketParamsRsp(_message.Message):
|
|
2138
|
+
__slots__ = ["data", "is_last", "msg_type", "reason", "request_id", "status"]
|
|
2139
|
+
DATA_FIELD_NUMBER: _ClassVar[int]
|
|
2140
|
+
IS_LAST_FIELD_NUMBER: _ClassVar[int]
|
|
2141
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2142
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
2143
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2144
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
2145
|
+
data: _containers.RepeatedCompositeFieldContainer[RiskMarketParams]
|
|
2146
|
+
is_last: bool
|
|
2147
|
+
msg_type: int
|
|
2148
|
+
reason: str
|
|
2149
|
+
request_id: str
|
|
2150
|
+
status: int
|
|
2151
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., is_last: bool = ..., data: _Optional[_Iterable[_Union[RiskMarketParams, _Mapping]]] = ...) -> None: ...
|
|
2152
|
+
|
|
2153
|
+
class QrySignalInfoReq(_message.Message):
|
|
2154
|
+
__slots__ = ["msg_type", "request_id", "signal_id"]
|
|
2155
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2156
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2157
|
+
SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2158
|
+
msg_type: int
|
|
2159
|
+
request_id: str
|
|
2160
|
+
signal_id: int
|
|
2161
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., signal_id: _Optional[int] = ...) -> None: ...
|
|
2162
|
+
|
|
2163
|
+
class QrySignalInfoRsp(_message.Message):
|
|
2164
|
+
__slots__ = ["data", "is_last", "msg_type", "reason", "request_id", "status"]
|
|
2165
|
+
class SignalInfoData(_message.Message):
|
|
2166
|
+
__slots__ = ["global_params", "global_params_schema", "params_schema", "signal_list", "signal_template_id", "signal_template_type"]
|
|
2167
|
+
GLOBAL_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
2168
|
+
GLOBAL_PARAMS_SCHEMA_FIELD_NUMBER: _ClassVar[int]
|
|
2169
|
+
PARAMS_SCHEMA_FIELD_NUMBER: _ClassVar[int]
|
|
2170
|
+
SIGNAL_LIST_FIELD_NUMBER: _ClassVar[int]
|
|
2171
|
+
SIGNAL_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2172
|
+
SIGNAL_TEMPLATE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2173
|
+
global_params: str
|
|
2174
|
+
global_params_schema: str
|
|
2175
|
+
params_schema: str
|
|
2176
|
+
signal_list: _containers.RepeatedCompositeFieldContainer[SignalInfo]
|
|
2177
|
+
signal_template_id: str
|
|
2178
|
+
signal_template_type: str
|
|
2179
|
+
def __init__(self, signal_template_id: _Optional[str] = ..., global_params: _Optional[str] = ..., signal_list: _Optional[_Iterable[_Union[SignalInfo, _Mapping]]] = ..., signal_template_type: _Optional[str] = ..., params_schema: _Optional[str] = ..., global_params_schema: _Optional[str] = ...) -> None: ...
|
|
2180
|
+
DATA_FIELD_NUMBER: _ClassVar[int]
|
|
2181
|
+
IS_LAST_FIELD_NUMBER: _ClassVar[int]
|
|
2182
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2183
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
2184
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2185
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
2186
|
+
data: _containers.RepeatedCompositeFieldContainer[QrySignalInfoRsp.SignalInfoData]
|
|
2187
|
+
is_last: bool
|
|
2188
|
+
msg_type: int
|
|
2189
|
+
reason: str
|
|
2190
|
+
request_id: str
|
|
2191
|
+
status: int
|
|
2192
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., is_last: bool = ..., data: _Optional[_Iterable[_Union[QrySignalInfoRsp.SignalInfoData, _Mapping]]] = ...) -> None: ...
|
|
2193
|
+
|
|
2194
|
+
class QrySignalKlineReq(_message.Message):
|
|
2195
|
+
__slots__ = ["msg_type", "request_id", "signal_id", "start_date"]
|
|
2196
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2197
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2198
|
+
SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2199
|
+
START_DATE_FIELD_NUMBER: _ClassVar[int]
|
|
2200
|
+
msg_type: int
|
|
2201
|
+
request_id: str
|
|
2202
|
+
signal_id: int
|
|
2203
|
+
start_date: str
|
|
2204
|
+
def __init__(self, msg_type: _Optional[int] = ..., signal_id: _Optional[int] = ..., start_date: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
2205
|
+
|
|
2206
|
+
class QrySignalKlineRsp(_message.Message):
|
|
2207
|
+
__slots__ = ["data", "is_last", "last_timestamp", "msg_type", "reason", "request_id", "status"]
|
|
2208
|
+
DATA_FIELD_NUMBER: _ClassVar[int]
|
|
2209
|
+
IS_LAST_FIELD_NUMBER: _ClassVar[int]
|
|
2210
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
2211
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2212
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
2213
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2214
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
2215
|
+
data: _containers.RepeatedCompositeFieldContainer[MDSnapshot]
|
|
2216
|
+
is_last: bool
|
|
2217
|
+
last_timestamp: int
|
|
2218
|
+
msg_type: int
|
|
2219
|
+
reason: str
|
|
2220
|
+
request_id: str
|
|
2221
|
+
status: int
|
|
2222
|
+
def __init__(self, msg_type: _Optional[int] = ..., data: _Optional[_Iterable[_Union[MDSnapshot, _Mapping]]] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., is_last: bool = ..., last_timestamp: _Optional[int] = ...) -> None: ...
|
|
2223
|
+
|
|
2224
|
+
class QrySignalStatReq(_message.Message):
|
|
2225
|
+
__slots__ = ["last_timestamp", "msg_type", "node_name", "node_type", "request_id", "signal_id"]
|
|
2226
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
2227
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2228
|
+
NODE_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
2229
|
+
NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2230
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2231
|
+
SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2232
|
+
last_timestamp: int
|
|
2233
|
+
msg_type: int
|
|
2234
|
+
node_name: str
|
|
2235
|
+
node_type: int
|
|
2236
|
+
request_id: str
|
|
2237
|
+
signal_id: int
|
|
2238
|
+
def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., signal_id: _Optional[int] = ...) -> None: ...
|
|
2239
|
+
|
|
2240
|
+
class QrySignalStatRsp(_message.Message):
|
|
2241
|
+
__slots__ = ["last_timestamp", "msg_type", "node_name", "node_type", "request_id", "signal_stat"]
|
|
2242
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
2243
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2244
|
+
NODE_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
2245
|
+
NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2246
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2247
|
+
SIGNAL_STAT_FIELD_NUMBER: _ClassVar[int]
|
|
2248
|
+
last_timestamp: int
|
|
2249
|
+
msg_type: int
|
|
2250
|
+
node_name: str
|
|
2251
|
+
node_type: int
|
|
2252
|
+
request_id: str
|
|
2253
|
+
signal_stat: _containers.RepeatedCompositeFieldContainer[SignalStatDetail]
|
|
2254
|
+
def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., signal_stat: _Optional[_Iterable[_Union[SignalStatDetail, _Mapping]]] = ...) -> None: ...
|
|
2255
|
+
|
|
2256
|
+
class QryStrategyInfoReq(_message.Message):
|
|
2257
|
+
__slots__ = ["msg_type", "node_name", "request_id", "strategy_id"]
|
|
2258
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2259
|
+
NODE_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
2260
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2261
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2262
|
+
msg_type: int
|
|
2263
|
+
node_name: str
|
|
2264
|
+
request_id: str
|
|
2265
|
+
strategy_id: int
|
|
2266
|
+
def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., request_id: _Optional[str] = ..., strategy_id: _Optional[int] = ...) -> None: ...
|
|
2267
|
+
|
|
2268
|
+
class QryStrategyInfoRsp(_message.Message):
|
|
2269
|
+
__slots__ = ["data", "is_last", "msg_type", "reason", "request_id", "status"]
|
|
2270
|
+
class StrategyInfoData(_message.Message):
|
|
2271
|
+
__slots__ = ["global_params", "global_params_schema", "monitor_params_schema", "params_schema", "strategy_list", "strategy_template_id"]
|
|
2272
|
+
GLOBAL_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
2273
|
+
GLOBAL_PARAMS_SCHEMA_FIELD_NUMBER: _ClassVar[int]
|
|
2274
|
+
MONITOR_PARAMS_SCHEMA_FIELD_NUMBER: _ClassVar[int]
|
|
2275
|
+
PARAMS_SCHEMA_FIELD_NUMBER: _ClassVar[int]
|
|
2276
|
+
STRATEGY_LIST_FIELD_NUMBER: _ClassVar[int]
|
|
2277
|
+
STRATEGY_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2278
|
+
global_params: str
|
|
2279
|
+
global_params_schema: str
|
|
2280
|
+
monitor_params_schema: str
|
|
2281
|
+
params_schema: str
|
|
2282
|
+
strategy_list: _containers.RepeatedCompositeFieldContainer[StrategyInfo]
|
|
2283
|
+
strategy_template_id: str
|
|
2284
|
+
def __init__(self, strategy_template_id: _Optional[str] = ..., global_params: _Optional[str] = ..., strategy_list: _Optional[_Iterable[_Union[StrategyInfo, _Mapping]]] = ..., params_schema: _Optional[str] = ..., global_params_schema: _Optional[str] = ..., monitor_params_schema: _Optional[str] = ...) -> None: ...
|
|
2285
|
+
DATA_FIELD_NUMBER: _ClassVar[int]
|
|
2286
|
+
IS_LAST_FIELD_NUMBER: _ClassVar[int]
|
|
2287
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2288
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
2289
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2290
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
2291
|
+
data: _containers.RepeatedCompositeFieldContainer[QryStrategyInfoRsp.StrategyInfoData]
|
|
2292
|
+
is_last: bool
|
|
2293
|
+
msg_type: int
|
|
2294
|
+
reason: str
|
|
2295
|
+
request_id: str
|
|
2296
|
+
status: int
|
|
2297
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., is_last: bool = ..., data: _Optional[_Iterable[_Union[QryStrategyInfoRsp.StrategyInfoData, _Mapping]]] = ...) -> None: ...
|
|
2298
|
+
|
|
2299
|
+
class QryStrategyLogReq(_message.Message):
|
|
2300
|
+
__slots__ = ["msg_type", "request_id", "start_time"]
|
|
2301
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2302
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2303
|
+
START_TIME_FIELD_NUMBER: _ClassVar[int]
|
|
2304
|
+
msg_type: int
|
|
2305
|
+
request_id: str
|
|
2306
|
+
start_time: int
|
|
2307
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., start_time: _Optional[int] = ...) -> None: ...
|
|
2308
|
+
|
|
2309
|
+
class QryStrategyLogRsp(_message.Message):
|
|
2310
|
+
__slots__ = ["is_last", "logs", "msg_type", "request_id", "status", "text"]
|
|
2311
|
+
IS_LAST_FIELD_NUMBER: _ClassVar[int]
|
|
2312
|
+
LOGS_FIELD_NUMBER: _ClassVar[int]
|
|
2313
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2314
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2315
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
2316
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
2317
|
+
is_last: bool
|
|
2318
|
+
logs: _containers.RepeatedCompositeFieldContainer[StrategyLogEvent]
|
|
2319
|
+
msg_type: int
|
|
2320
|
+
request_id: str
|
|
2321
|
+
status: int
|
|
2322
|
+
text: str
|
|
2323
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., logs: _Optional[_Iterable[_Union[StrategyLogEvent, _Mapping]]] = ..., is_last: bool = ...) -> None: ...
|
|
2324
|
+
|
|
2325
|
+
class QryStrategyPositionReq(_message.Message):
|
|
2326
|
+
__slots__ = ["book_id", "msg_type", "request_id"]
|
|
2327
|
+
BOOK_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2328
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2329
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2330
|
+
book_id: str
|
|
2331
|
+
msg_type: int
|
|
2332
|
+
request_id: str
|
|
2333
|
+
def __init__(self, msg_type: _Optional[int] = ..., book_id: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
2334
|
+
|
|
2335
|
+
class QryStrategyPositionRsp(_message.Message):
|
|
2336
|
+
__slots__ = ["last_timestamp", "msg_type", "reason", "request_id", "status", "strategy_positions"]
|
|
2337
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
2338
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2339
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
2340
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2341
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
2342
|
+
STRATEGY_POSITIONS_FIELD_NUMBER: _ClassVar[int]
|
|
2343
|
+
last_timestamp: int
|
|
2344
|
+
msg_type: int
|
|
2345
|
+
reason: str
|
|
2346
|
+
request_id: str
|
|
2347
|
+
status: int
|
|
2348
|
+
strategy_positions: _containers.RepeatedCompositeFieldContainer[StrategyPosition]
|
|
2349
|
+
def __init__(self, msg_type: _Optional[int] = ..., strategy_positions: _Optional[_Iterable[_Union[StrategyPosition, _Mapping]]] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
|
|
2350
|
+
|
|
2351
|
+
class QryStrategyStatReq(_message.Message):
|
|
2352
|
+
__slots__ = ["last_timestamp", "msg_type", "request_id", "text"]
|
|
2353
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
2354
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2355
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2356
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
2357
|
+
last_timestamp: int
|
|
2358
|
+
msg_type: int
|
|
2359
|
+
request_id: str
|
|
2360
|
+
text: str
|
|
2361
|
+
def __init__(self, msg_type: _Optional[int] = ..., text: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
2362
|
+
|
|
2363
|
+
class QryStrategyStatRsp(_message.Message):
|
|
2364
|
+
__slots__ = ["last_timestamp", "msg_type", "request_id", "status", "text"]
|
|
2365
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
2366
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2367
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2368
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
2369
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
2370
|
+
last_timestamp: int
|
|
2371
|
+
msg_type: int
|
|
2372
|
+
request_id: str
|
|
2373
|
+
status: int
|
|
2374
|
+
text: str
|
|
2375
|
+
def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
|
|
2376
|
+
|
|
2377
|
+
class QryTradesReq(_message.Message):
|
|
2378
|
+
__slots__ = ["account_id", "appl_id", "cl_order_id", "instrument_id", "is_active", "market", "msg_sequence", "msg_type", "order_id", "page_size", "request_id", "security_id", "start_row", "strategy_id", "strategy_name", "token"]
|
|
2379
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2380
|
+
APPL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2381
|
+
CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2382
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2383
|
+
IS_ACTIVE_FIELD_NUMBER: _ClassVar[int]
|
|
2384
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
2385
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
2386
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2387
|
+
ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2388
|
+
PAGE_SIZE_FIELD_NUMBER: _ClassVar[int]
|
|
2389
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2390
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2391
|
+
START_ROW_FIELD_NUMBER: _ClassVar[int]
|
|
2392
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2393
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
2394
|
+
TOKEN_FIELD_NUMBER: _ClassVar[int]
|
|
2395
|
+
account_id: str
|
|
2396
|
+
appl_id: str
|
|
2397
|
+
cl_order_id: str
|
|
2398
|
+
instrument_id: str
|
|
2399
|
+
is_active: int
|
|
2400
|
+
market: str
|
|
2401
|
+
msg_sequence: int
|
|
2402
|
+
msg_type: int
|
|
2403
|
+
order_id: str
|
|
2404
|
+
page_size: int
|
|
2405
|
+
request_id: str
|
|
2406
|
+
security_id: str
|
|
2407
|
+
start_row: int
|
|
2408
|
+
strategy_id: int
|
|
2409
|
+
strategy_name: str
|
|
2410
|
+
token: str
|
|
2411
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., token: _Optional[str] = ..., request_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., is_active: _Optional[int] = ..., start_row: _Optional[int] = ..., page_size: _Optional[int] = ...) -> None: ...
|
|
2412
|
+
|
|
2413
|
+
class QryTradesRsp(_message.Message):
|
|
2414
|
+
__slots__ = ["is_last", "msg_sequence", "msg_type", "page_size", "reason", "request_id", "start_row", "status", "total_row", "trade"]
|
|
2415
|
+
IS_LAST_FIELD_NUMBER: _ClassVar[int]
|
|
2416
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
2417
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2418
|
+
PAGE_SIZE_FIELD_NUMBER: _ClassVar[int]
|
|
2419
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
2420
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2421
|
+
START_ROW_FIELD_NUMBER: _ClassVar[int]
|
|
2422
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
2423
|
+
TOTAL_ROW_FIELD_NUMBER: _ClassVar[int]
|
|
2424
|
+
TRADE_FIELD_NUMBER: _ClassVar[int]
|
|
2425
|
+
is_last: bool
|
|
2426
|
+
msg_sequence: int
|
|
2427
|
+
msg_type: int
|
|
2428
|
+
page_size: int
|
|
2429
|
+
reason: str
|
|
2430
|
+
request_id: str
|
|
2431
|
+
start_row: int
|
|
2432
|
+
status: int
|
|
2433
|
+
total_row: int
|
|
2434
|
+
trade: _containers.RepeatedCompositeFieldContainer[Trade]
|
|
2435
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., request_id: _Optional[str] = ..., total_row: _Optional[int] = ..., start_row: _Optional[int] = ..., page_size: _Optional[int] = ..., is_last: bool = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., trade: _Optional[_Iterable[_Union[Trade, _Mapping]]] = ...) -> None: ...
|
|
2436
|
+
|
|
2437
|
+
class QuoteInstance(_message.Message):
|
|
2438
|
+
__slots__ = ["comments", "data_center", "ip_address", "node_status", "quote_id", "quote_type"]
|
|
2439
|
+
COMMENTS_FIELD_NUMBER: _ClassVar[int]
|
|
2440
|
+
DATA_CENTER_FIELD_NUMBER: _ClassVar[int]
|
|
2441
|
+
IP_ADDRESS_FIELD_NUMBER: _ClassVar[int]
|
|
2442
|
+
NODE_STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
2443
|
+
QUOTE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2444
|
+
QUOTE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2445
|
+
comments: str
|
|
2446
|
+
data_center: str
|
|
2447
|
+
ip_address: str
|
|
2448
|
+
node_status: str
|
|
2449
|
+
quote_id: str
|
|
2450
|
+
quote_type: str
|
|
2451
|
+
def __init__(self, quote_id: _Optional[str] = ..., quote_type: _Optional[str] = ..., ip_address: _Optional[str] = ..., comments: _Optional[str] = ..., data_center: _Optional[str] = ..., node_status: _Optional[str] = ...) -> None: ...
|
|
2452
|
+
|
|
2453
|
+
class QuoteLevelData(_message.Message):
|
|
2454
|
+
__slots__ = ["ask_price", "ask_volume", "bid_price", "bid_volume"]
|
|
2455
|
+
ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
2456
|
+
ASK_VOLUME_FIELD_NUMBER: _ClassVar[int]
|
|
2457
|
+
BID_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
2458
|
+
BID_VOLUME_FIELD_NUMBER: _ClassVar[int]
|
|
2459
|
+
ask_price: int
|
|
2460
|
+
ask_volume: int
|
|
2461
|
+
bid_price: int
|
|
2462
|
+
bid_volume: int
|
|
2463
|
+
def __init__(self, bid_price: _Optional[int] = ..., bid_volume: _Optional[int] = ..., ask_price: _Optional[int] = ..., ask_volume: _Optional[int] = ...) -> None: ...
|
|
2464
|
+
|
|
2465
|
+
class RCParam(_message.Message):
|
|
2466
|
+
__slots__ = ["account_id", "buy_active_amt", "buy_active_qty", "buy_cancel_num", "buy_order_amt", "buy_order_num", "buy_order_qty", "buy_trade_amt", "buy_trade_qty", "instrument_id", "last_timestamp", "market", "msg_sequence", "msg_type", "security_id", "sell_active_amt", "sell_active_qty", "sell_cancel_num", "sell_order_amt", "sell_order_num", "sell_order_qty", "sell_trade_amt", "sell_trade_qty"]
|
|
2467
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2468
|
+
BUY_ACTIVE_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
2469
|
+
BUY_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
2470
|
+
BUY_CANCEL_NUM_FIELD_NUMBER: _ClassVar[int]
|
|
2471
|
+
BUY_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
2472
|
+
BUY_ORDER_NUM_FIELD_NUMBER: _ClassVar[int]
|
|
2473
|
+
BUY_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
2474
|
+
BUY_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
2475
|
+
BUY_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
2476
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2477
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
2478
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
2479
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
2480
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2481
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2482
|
+
SELL_ACTIVE_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
2483
|
+
SELL_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
2484
|
+
SELL_CANCEL_NUM_FIELD_NUMBER: _ClassVar[int]
|
|
2485
|
+
SELL_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
2486
|
+
SELL_ORDER_NUM_FIELD_NUMBER: _ClassVar[int]
|
|
2487
|
+
SELL_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
2488
|
+
SELL_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
2489
|
+
SELL_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
2490
|
+
account_id: str
|
|
2491
|
+
buy_active_amt: float
|
|
2492
|
+
buy_active_qty: int
|
|
2493
|
+
buy_cancel_num: int
|
|
2494
|
+
buy_order_amt: float
|
|
2495
|
+
buy_order_num: int
|
|
2496
|
+
buy_order_qty: int
|
|
2497
|
+
buy_trade_amt: float
|
|
2498
|
+
buy_trade_qty: int
|
|
2499
|
+
instrument_id: str
|
|
2500
|
+
last_timestamp: int
|
|
2501
|
+
market: str
|
|
2502
|
+
msg_sequence: int
|
|
2503
|
+
msg_type: int
|
|
2504
|
+
security_id: str
|
|
2505
|
+
sell_active_amt: float
|
|
2506
|
+
sell_active_qty: int
|
|
2507
|
+
sell_cancel_num: int
|
|
2508
|
+
sell_order_amt: float
|
|
2509
|
+
sell_order_num: int
|
|
2510
|
+
sell_order_qty: int
|
|
2511
|
+
sell_trade_amt: float
|
|
2512
|
+
sell_trade_qty: int
|
|
2513
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., buy_order_num: _Optional[int] = ..., sell_order_num: _Optional[int] = ..., buy_cancel_num: _Optional[int] = ..., sell_cancel_num: _Optional[int] = ..., buy_order_qty: _Optional[int] = ..., sell_order_qty: _Optional[int] = ..., buy_order_amt: _Optional[float] = ..., sell_order_amt: _Optional[float] = ..., buy_active_qty: _Optional[int] = ..., sell_active_qty: _Optional[int] = ..., buy_active_amt: _Optional[float] = ..., sell_active_amt: _Optional[float] = ..., buy_trade_qty: _Optional[int] = ..., sell_trade_qty: _Optional[int] = ..., buy_trade_amt: _Optional[float] = ..., sell_trade_amt: _Optional[float] = ...) -> None: ...
|
|
2514
|
+
|
|
2515
|
+
class RequestForPosition(_message.Message):
|
|
2516
|
+
__slots__ = ["account_id", "investor_id", "market", "msg_type", "node_name", "pos_qty", "pos_req_type", "posi_side", "request_id", "security_id", "version"]
|
|
2517
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2518
|
+
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2519
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
2520
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2521
|
+
NODE_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
2522
|
+
POSI_SIDE_FIELD_NUMBER: _ClassVar[int]
|
|
2523
|
+
POS_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
2524
|
+
POS_REQ_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2525
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2526
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2527
|
+
VERSION_FIELD_NUMBER: _ClassVar[int]
|
|
2528
|
+
account_id: str
|
|
2529
|
+
investor_id: str
|
|
2530
|
+
market: str
|
|
2531
|
+
msg_type: int
|
|
2532
|
+
node_name: str
|
|
2533
|
+
pos_qty: _containers.RepeatedCompositeFieldContainer[PositionQty]
|
|
2534
|
+
pos_req_type: PosReqType
|
|
2535
|
+
posi_side: int
|
|
2536
|
+
request_id: str
|
|
2537
|
+
security_id: str
|
|
2538
|
+
version: int
|
|
2539
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., pos_req_type: _Optional[_Union[PosReqType, str]] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., node_name: _Optional[str] = ..., version: _Optional[int] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., posi_side: _Optional[int] = ..., pos_qty: _Optional[_Iterable[_Union[PositionQty, _Mapping]]] = ...) -> None: ...
|
|
2540
|
+
|
|
2541
|
+
class RiskItem(_message.Message):
|
|
2542
|
+
__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", "symbol", "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"]
|
|
2543
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2544
|
+
BEST_PRICE_DEVIATION_FIELD_NUMBER: _ClassVar[int]
|
|
2545
|
+
FUND_AVAILABLE_FIELD_NUMBER: _ClassVar[int]
|
|
2546
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2547
|
+
LAST_PRICE_DEVIATION_FIELD_NUMBER: _ClassVar[int]
|
|
2548
|
+
LONG_POSI_QTY_UP_FIELD_NUMBER: _ClassVar[int]
|
|
2549
|
+
POSI_CONCENTRATION_FIELD_NUMBER: _ClassVar[int]
|
|
2550
|
+
PREV_PRICE_DEVIATION_FIELD_NUMBER: _ClassVar[int]
|
|
2551
|
+
SHORT_POSI_QTY_UP_FIELD_NUMBER: _ClassVar[int]
|
|
2552
|
+
SINGLE_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
2553
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
2554
|
+
SYMBOL_FIELD_NUMBER: _ClassVar[int]
|
|
2555
|
+
TOTAL_BUY_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
2556
|
+
TOTAL_BUY_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
2557
|
+
TOTAL_BUY_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
|
|
2558
|
+
TOTAL_BUY_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
2559
|
+
TOTAL_BUY_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
2560
|
+
TOTAL_BUY_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
2561
|
+
TOTAL_SELL_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
2562
|
+
TOTAL_SELL_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
2563
|
+
TOTAL_SELL_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
|
|
2564
|
+
TOTAL_SELL_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
2565
|
+
TOTAL_SELL_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
2566
|
+
TOTAL_SELL_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
2567
|
+
WARNING_RATIO_FIELD_NUMBER: _ClassVar[int]
|
|
2568
|
+
account_id: str
|
|
2569
|
+
best_price_deviation: float
|
|
2570
|
+
fund_available: float
|
|
2571
|
+
instrument_id: str
|
|
2572
|
+
last_price_deviation: float
|
|
2573
|
+
long_posi_qty_up: int
|
|
2574
|
+
posi_concentration: float
|
|
2575
|
+
prev_price_deviation: float
|
|
2576
|
+
short_posi_qty_up: int
|
|
2577
|
+
single_order_qty: int
|
|
2578
|
+
status: int
|
|
2579
|
+
symbol: str
|
|
2580
|
+
total_buy_active_qty: int
|
|
2581
|
+
total_buy_order_amt: float
|
|
2582
|
+
total_buy_order_nums: int
|
|
2583
|
+
total_buy_order_qty: int
|
|
2584
|
+
total_buy_trade_amt: float
|
|
2585
|
+
total_buy_trade_qty: int
|
|
2586
|
+
total_sell_active_qty: int
|
|
2587
|
+
total_sell_order_amt: float
|
|
2588
|
+
total_sell_order_nums: int
|
|
2589
|
+
total_sell_order_qty: int
|
|
2590
|
+
total_sell_trade_amt: float
|
|
2591
|
+
total_sell_trade_qty: int
|
|
2592
|
+
warning_ratio: float
|
|
2593
|
+
def __init__(self, account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., status: _Optional[int] = ..., symbol: _Optional[str] = ..., 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: ...
|
|
2594
|
+
|
|
2595
|
+
class RiskMarketParams(_message.Message):
|
|
2596
|
+
__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"]
|
|
2597
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2598
|
+
COMMENTS_FIELD_NUMBER: _ClassVar[int]
|
|
2599
|
+
CONTROL_POINT_FIELD_NUMBER: _ClassVar[int]
|
|
2600
|
+
CONTROL_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2601
|
+
CREATE_BY_FIELD_NUMBER: _ClassVar[int]
|
|
2602
|
+
CREATE_TIME_FIELD_NUMBER: _ClassVar[int]
|
|
2603
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
2604
|
+
PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
2605
|
+
RISK_CODE_FIELD_NUMBER: _ClassVar[int]
|
|
2606
|
+
RISK_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
2607
|
+
SET_VALUE_FIELD_NUMBER: _ClassVar[int]
|
|
2608
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
2609
|
+
UPDATE_BY_FIELD_NUMBER: _ClassVar[int]
|
|
2610
|
+
UPDATE_TIME_FIELD_NUMBER: _ClassVar[int]
|
|
2611
|
+
account_id: str
|
|
2612
|
+
comments: str
|
|
2613
|
+
control_point: str
|
|
2614
|
+
control_type: str
|
|
2615
|
+
create_by: str
|
|
2616
|
+
create_time: str
|
|
2617
|
+
market: str
|
|
2618
|
+
params: str
|
|
2619
|
+
risk_code: str
|
|
2620
|
+
risk_name: str
|
|
2621
|
+
set_value: float
|
|
2622
|
+
status: int
|
|
2623
|
+
update_by: str
|
|
2624
|
+
update_time: str
|
|
2625
|
+
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: ...
|
|
2626
|
+
|
|
2627
|
+
class SaveStrategyParamsToDefaultReq(_message.Message):
|
|
2628
|
+
__slots__ = ["msg_type", "request_id", "strategy_id_list"]
|
|
2629
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2630
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2631
|
+
STRATEGY_ID_LIST_FIELD_NUMBER: _ClassVar[int]
|
|
2632
|
+
msg_type: int
|
|
2633
|
+
request_id: str
|
|
2634
|
+
strategy_id_list: _containers.RepeatedScalarFieldContainer[int]
|
|
2635
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., strategy_id_list: _Optional[_Iterable[int]] = ...) -> None: ...
|
|
2636
|
+
|
|
2637
|
+
class SaveStrategyParamsToDefaultRsp(_message.Message):
|
|
2638
|
+
__slots__ = ["last_timestamp", "msg_type", "request_id", "status", "strategy_id_list", "text"]
|
|
2639
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
2640
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2641
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2642
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
2643
|
+
STRATEGY_ID_LIST_FIELD_NUMBER: _ClassVar[int]
|
|
2644
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
2645
|
+
last_timestamp: int
|
|
2646
|
+
msg_type: int
|
|
2647
|
+
request_id: str
|
|
2648
|
+
status: int
|
|
2649
|
+
strategy_id_list: _containers.RepeatedScalarFieldContainer[int]
|
|
2650
|
+
text: str
|
|
2651
|
+
def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., strategy_id_list: _Optional[_Iterable[int]] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
|
|
2652
|
+
|
|
2653
|
+
class SignalControlReq(_message.Message):
|
|
2654
|
+
__slots__ = ["control_type", "last_timestamp", "msg_type", "operate_type", "request_id", "signal_id", "signal_name"]
|
|
2655
|
+
class ControlType(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
|
|
2656
|
+
__slots__ = []
|
|
2657
|
+
CONTROL_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2658
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
2659
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2660
|
+
OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2661
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2662
|
+
SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2663
|
+
SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
2664
|
+
control_type: SignalControlReq.ControlType
|
|
2665
|
+
kClose: SignalControlReq.ControlType
|
|
2666
|
+
kInit: SignalControlReq.ControlType
|
|
2667
|
+
kPause: SignalControlReq.ControlType
|
|
2668
|
+
kRun: SignalControlReq.ControlType
|
|
2669
|
+
kStop: SignalControlReq.ControlType
|
|
2670
|
+
last_timestamp: int
|
|
2671
|
+
msg_type: int
|
|
2672
|
+
operate_type: int
|
|
2673
|
+
request_id: str
|
|
2674
|
+
signal_id: int
|
|
2675
|
+
signal_name: str
|
|
2676
|
+
def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[int] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., control_type: _Optional[_Union[SignalControlReq.ControlType, str]] = ...) -> None: ...
|
|
2677
|
+
|
|
2678
|
+
class SignalControlRsp(_message.Message):
|
|
2679
|
+
__slots__ = ["last_timestamp", "msg_type", "node_name", "node_type", "request_id", "signal_id", "signal_name", "status", "text"]
|
|
2680
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
2681
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2682
|
+
NODE_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
2683
|
+
NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2684
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2685
|
+
SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2686
|
+
SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
2687
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
2688
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
2689
|
+
last_timestamp: int
|
|
2690
|
+
msg_type: int
|
|
2691
|
+
node_name: str
|
|
2692
|
+
node_type: int
|
|
2693
|
+
request_id: str
|
|
2694
|
+
signal_id: int
|
|
2695
|
+
signal_name: str
|
|
2696
|
+
status: int
|
|
2697
|
+
text: str
|
|
2698
|
+
def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., signal_name: _Optional[str] = ..., signal_id: _Optional[int] = ..., status: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
|
|
2699
|
+
|
|
2700
|
+
class SignalInfo(_message.Message):
|
|
2701
|
+
__slots__ = ["comment", "fund_etfpr_estcash", "fund_etfpr_minnav", "instrument_id", "instrument_type", "market", "node_id", "node_name", "package_info", "params", "security_id", "signal_id", "signal_info_l2", "signal_name", "status", "trade_date"]
|
|
2702
|
+
COMMENT_FIELD_NUMBER: _ClassVar[int]
|
|
2703
|
+
FUND_ETFPR_ESTCASH_FIELD_NUMBER: _ClassVar[int]
|
|
2704
|
+
FUND_ETFPR_MINNAV_FIELD_NUMBER: _ClassVar[int]
|
|
2705
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2706
|
+
INSTRUMENT_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2707
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
2708
|
+
NODE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2709
|
+
NODE_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
2710
|
+
PACKAGE_INFO_FIELD_NUMBER: _ClassVar[int]
|
|
2711
|
+
PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
2712
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2713
|
+
SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2714
|
+
SIGNAL_INFO_L2_FIELD_NUMBER: _ClassVar[int]
|
|
2715
|
+
SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
2716
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
2717
|
+
TRADE_DATE_FIELD_NUMBER: _ClassVar[int]
|
|
2718
|
+
comment: str
|
|
2719
|
+
fund_etfpr_estcash: float
|
|
2720
|
+
fund_etfpr_minnav: float
|
|
2721
|
+
instrument_id: str
|
|
2722
|
+
instrument_type: str
|
|
2723
|
+
market: str
|
|
2724
|
+
node_id: int
|
|
2725
|
+
node_name: str
|
|
2726
|
+
package_info: _containers.RepeatedCompositeFieldContainer[PackageInfo]
|
|
2727
|
+
params: str
|
|
2728
|
+
security_id: str
|
|
2729
|
+
signal_id: int
|
|
2730
|
+
signal_info_l2: _containers.RepeatedCompositeFieldContainer[SignalInfoL2]
|
|
2731
|
+
signal_name: str
|
|
2732
|
+
status: str
|
|
2733
|
+
trade_date: str
|
|
2734
|
+
def __init__(self, signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., instrument_id: _Optional[str] = ..., instrument_type: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., status: _Optional[str] = ..., comment: _Optional[str] = ..., node_id: _Optional[int] = ..., node_name: _Optional[str] = ..., trade_date: _Optional[str] = ..., fund_etfpr_minnav: _Optional[float] = ..., fund_etfpr_estcash: _Optional[float] = ..., params: _Optional[str] = ..., package_info: _Optional[_Iterable[_Union[PackageInfo, _Mapping]]] = ..., signal_info_l2: _Optional[_Iterable[_Union[SignalInfoL2, _Mapping]]] = ...) -> None: ...
|
|
2735
|
+
|
|
2736
|
+
class SignalInfoL2(_message.Message):
|
|
2737
|
+
__slots__ = ["comments", "l2_signal_id", "l2_signal_name", "source_signal_id", "source_signal_name", "weight"]
|
|
2738
|
+
COMMENTS_FIELD_NUMBER: _ClassVar[int]
|
|
2739
|
+
L2_SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2740
|
+
L2_SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
2741
|
+
SOURCE_SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2742
|
+
SOURCE_SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
2743
|
+
WEIGHT_FIELD_NUMBER: _ClassVar[int]
|
|
2744
|
+
comments: str
|
|
2745
|
+
l2_signal_id: int
|
|
2746
|
+
l2_signal_name: str
|
|
2747
|
+
source_signal_id: int
|
|
2748
|
+
source_signal_name: str
|
|
2749
|
+
weight: float
|
|
2750
|
+
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: ...
|
|
2751
|
+
|
|
2752
|
+
class SignalQuoteData(_message.Message):
|
|
2753
|
+
__slots__ = ["id", "value"]
|
|
2754
|
+
ID_FIELD_NUMBER: _ClassVar[int]
|
|
2755
|
+
VALUE_FIELD_NUMBER: _ClassVar[int]
|
|
2756
|
+
id: str
|
|
2757
|
+
value: int
|
|
2758
|
+
def __init__(self, id: _Optional[str] = ..., value: _Optional[int] = ...) -> None: ...
|
|
2759
|
+
|
|
2760
|
+
class SignalSnapshot(_message.Message):
|
|
2761
|
+
__slots__ = ["depth_quote", "instrument_id", "last_timestamp", "market", "md_date", "md_time", "msg_sequence", "msg_type", "security_id", "security_type", "signal_id", "signal_name", "signal_quote", "signal_type", "signal_value", "symbol"]
|
|
2762
|
+
DEPTH_QUOTE_FIELD_NUMBER: _ClassVar[int]
|
|
2763
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2764
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
2765
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
2766
|
+
MD_DATE_FIELD_NUMBER: _ClassVar[int]
|
|
2767
|
+
MD_TIME_FIELD_NUMBER: _ClassVar[int]
|
|
2768
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
2769
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2770
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2771
|
+
SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2772
|
+
SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2773
|
+
SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
2774
|
+
SIGNAL_QUOTE_FIELD_NUMBER: _ClassVar[int]
|
|
2775
|
+
SIGNAL_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2776
|
+
SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
|
|
2777
|
+
SYMBOL_FIELD_NUMBER: _ClassVar[int]
|
|
2778
|
+
depth_quote: _containers.RepeatedCompositeFieldContainer[QuoteLevelData]
|
|
2779
|
+
instrument_id: str
|
|
2780
|
+
last_timestamp: int
|
|
2781
|
+
market: str
|
|
2782
|
+
md_date: int
|
|
2783
|
+
md_time: int
|
|
2784
|
+
msg_sequence: int
|
|
2785
|
+
msg_type: int
|
|
2786
|
+
security_id: str
|
|
2787
|
+
security_type: str
|
|
2788
|
+
signal_id: int
|
|
2789
|
+
signal_name: str
|
|
2790
|
+
signal_quote: _containers.RepeatedCompositeFieldContainer[SignalQuoteData]
|
|
2791
|
+
signal_type: int
|
|
2792
|
+
signal_value: int
|
|
2793
|
+
symbol: str
|
|
2794
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., signal_type: _Optional[int] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., signal_value: _Optional[int] = ..., signal_quote: _Optional[_Iterable[_Union[SignalQuoteData, _Mapping]]] = ..., depth_quote: _Optional[_Iterable[_Union[QuoteLevelData, _Mapping]]] = ...) -> None: ...
|
|
2795
|
+
|
|
2796
|
+
class SignalStatDetail(_message.Message):
|
|
2797
|
+
__slots__ = ["instrument_id", "last_price", "md_time", "md_type", "signal_id", "signal_name", "signal_value", "status", "text"]
|
|
2798
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2799
|
+
LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
2800
|
+
MD_TIME_FIELD_NUMBER: _ClassVar[int]
|
|
2801
|
+
MD_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2802
|
+
SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2803
|
+
SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
2804
|
+
SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
|
|
2805
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
2806
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
2807
|
+
instrument_id: str
|
|
2808
|
+
last_price: int
|
|
2809
|
+
md_time: int
|
|
2810
|
+
md_type: int
|
|
2811
|
+
signal_id: int
|
|
2812
|
+
signal_name: str
|
|
2813
|
+
signal_value: int
|
|
2814
|
+
status: str
|
|
2815
|
+
text: str
|
|
2816
|
+
def __init__(self, signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., status: _Optional[str] = ..., text: _Optional[str] = ..., instrument_id: _Optional[str] = ..., md_type: _Optional[int] = ..., md_time: _Optional[int] = ..., signal_value: _Optional[int] = ..., last_price: _Optional[int] = ...) -> None: ...
|
|
2817
|
+
|
|
2818
|
+
class SignalStatEvent(_message.Message):
|
|
2819
|
+
__slots__ = ["last_timestamp", "msg_sequence", "msg_type", "node_name", "node_type", "signal_id", "signal_name", "signal_stat"]
|
|
2820
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
2821
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
2822
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2823
|
+
NODE_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
2824
|
+
NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2825
|
+
SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2826
|
+
SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
2827
|
+
SIGNAL_STAT_FIELD_NUMBER: _ClassVar[int]
|
|
2828
|
+
last_timestamp: int
|
|
2829
|
+
msg_sequence: int
|
|
2830
|
+
msg_type: int
|
|
2831
|
+
node_name: str
|
|
2832
|
+
node_type: int
|
|
2833
|
+
signal_id: int
|
|
2834
|
+
signal_name: str
|
|
2835
|
+
signal_stat: _containers.RepeatedCompositeFieldContainer[SignalStatDetail]
|
|
2836
|
+
def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., signal_stat: _Optional[_Iterable[_Union[SignalStatDetail, _Mapping]]] = ...) -> None: ...
|
|
2837
|
+
|
|
2838
|
+
class StrategyControlReq(_message.Message):
|
|
2839
|
+
__slots__ = ["control_type", "last_timestamp", "msg_type", "operate_type", "request_id", "strategy_id", "strategy_name"]
|
|
2840
|
+
class ControlType(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
|
|
2841
|
+
__slots__ = []
|
|
2842
|
+
CONTROL_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2843
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
2844
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2845
|
+
OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2846
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2847
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2848
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
2849
|
+
control_type: StrategyControlReq.ControlType
|
|
2850
|
+
kInit: StrategyControlReq.ControlType
|
|
2851
|
+
kPause: StrategyControlReq.ControlType
|
|
2852
|
+
kRunning: StrategyControlReq.ControlType
|
|
2853
|
+
kStop: StrategyControlReq.ControlType
|
|
2854
|
+
last_timestamp: int
|
|
2855
|
+
msg_type: int
|
|
2856
|
+
operate_type: int
|
|
2857
|
+
request_id: str
|
|
2858
|
+
strategy_id: int
|
|
2859
|
+
strategy_name: str
|
|
2860
|
+
def __init__(self, msg_type: _Optional[int] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., control_type: _Optional[_Union[StrategyControlReq.ControlType, str]] = ..., operate_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
2861
|
+
|
|
2862
|
+
class StrategyControlRsp(_message.Message):
|
|
2863
|
+
__slots__ = ["last_timestamp", "msg_type", "request_id", "status", "strategy_id", "text"]
|
|
2864
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
2865
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2866
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2867
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
2868
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2869
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
2870
|
+
last_timestamp: int
|
|
2871
|
+
msg_type: int
|
|
2872
|
+
request_id: str
|
|
2873
|
+
status: int
|
|
2874
|
+
strategy_id: int
|
|
2875
|
+
text: str
|
|
2876
|
+
def __init__(self, msg_type: _Optional[int] = ..., strategy_id: _Optional[int] = ..., status: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., text: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
2877
|
+
|
|
2878
|
+
class StrategyInfo(_message.Message):
|
|
2879
|
+
__slots__ = ["account_id", "book_id", "comment", "counter_account_id", "counter_id", "default_params", "monitor_params", "node_id", "node_name", "params", "signal_id", "signal_name", "status", "strategy_id", "strategy_instruments", "strategy_name", "target_qty", "trade_date"]
|
|
2880
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2881
|
+
BOOK_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2882
|
+
COMMENT_FIELD_NUMBER: _ClassVar[int]
|
|
2883
|
+
COUNTER_ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2884
|
+
COUNTER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2885
|
+
DEFAULT_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
2886
|
+
MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
2887
|
+
NODE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2888
|
+
NODE_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
2889
|
+
PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
2890
|
+
SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2891
|
+
SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
2892
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
2893
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2894
|
+
STRATEGY_INSTRUMENTS_FIELD_NUMBER: _ClassVar[int]
|
|
2895
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
2896
|
+
TARGET_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
2897
|
+
TRADE_DATE_FIELD_NUMBER: _ClassVar[int]
|
|
2898
|
+
account_id: str
|
|
2899
|
+
book_id: str
|
|
2900
|
+
comment: str
|
|
2901
|
+
counter_account_id: str
|
|
2902
|
+
counter_id: str
|
|
2903
|
+
default_params: str
|
|
2904
|
+
monitor_params: str
|
|
2905
|
+
node_id: int
|
|
2906
|
+
node_name: str
|
|
2907
|
+
params: str
|
|
2908
|
+
signal_id: int
|
|
2909
|
+
signal_name: str
|
|
2910
|
+
status: str
|
|
2911
|
+
strategy_id: int
|
|
2912
|
+
strategy_instruments: _containers.RepeatedCompositeFieldContainer[StrategyInstrument]
|
|
2913
|
+
strategy_name: str
|
|
2914
|
+
target_qty: int
|
|
2915
|
+
trade_date: str
|
|
2916
|
+
def __init__(self, strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., book_id: _Optional[str] = ..., status: _Optional[str] = ..., comment: _Optional[str] = ..., node_id: _Optional[int] = ..., node_name: _Optional[str] = ..., account_id: _Optional[str] = ..., trade_date: _Optional[str] = ..., params: _Optional[str] = ..., monitor_params: _Optional[str] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., strategy_instruments: _Optional[_Iterable[_Union[StrategyInstrument, _Mapping]]] = ..., target_qty: _Optional[int] = ..., counter_id: _Optional[str] = ..., counter_account_id: _Optional[str] = ..., default_params: _Optional[str] = ...) -> None: ...
|
|
2917
|
+
|
|
2918
|
+
class StrategyInstrument(_message.Message):
|
|
2919
|
+
__slots__ = ["instrument_id", "market", "security_id", "sod_amount", "sod_qty"]
|
|
2920
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2921
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
2922
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2923
|
+
SOD_AMOUNT_FIELD_NUMBER: _ClassVar[int]
|
|
2924
|
+
SOD_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
2925
|
+
instrument_id: str
|
|
2926
|
+
market: str
|
|
2927
|
+
security_id: str
|
|
2928
|
+
sod_amount: float
|
|
2929
|
+
sod_qty: int
|
|
2930
|
+
def __init__(self, instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., sod_qty: _Optional[int] = ..., sod_amount: _Optional[float] = ...) -> None: ...
|
|
2931
|
+
|
|
2932
|
+
class StrategyInstrumentStat(_message.Message):
|
|
2933
|
+
__slots__ = ["account_id", "book_id", "buy_amount", "buy_avg_price", "buy_pnl", "buy_qty", "current_qty", "fee", "instrument_id", "last_price", "prev_close", "sell_amount", "sell_avg_price", "sell_pnl", "sell_qty", "sod_pnl", "sod_qty", "strategy_id", "strategy_name", "symbol", "total_pnl", "trade_amount", "trade_pnl", "trade_qty"]
|
|
2934
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2935
|
+
BOOK_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2936
|
+
BUY_AMOUNT_FIELD_NUMBER: _ClassVar[int]
|
|
2937
|
+
BUY_AVG_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
2938
|
+
BUY_PNL_FIELD_NUMBER: _ClassVar[int]
|
|
2939
|
+
BUY_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
2940
|
+
CURRENT_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
2941
|
+
FEE_FIELD_NUMBER: _ClassVar[int]
|
|
2942
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2943
|
+
LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
2944
|
+
PREV_CLOSE_FIELD_NUMBER: _ClassVar[int]
|
|
2945
|
+
SELL_AMOUNT_FIELD_NUMBER: _ClassVar[int]
|
|
2946
|
+
SELL_AVG_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
2947
|
+
SELL_PNL_FIELD_NUMBER: _ClassVar[int]
|
|
2948
|
+
SELL_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
2949
|
+
SOD_PNL_FIELD_NUMBER: _ClassVar[int]
|
|
2950
|
+
SOD_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
2951
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
2952
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
2953
|
+
SYMBOL_FIELD_NUMBER: _ClassVar[int]
|
|
2954
|
+
TOTAL_PNL_FIELD_NUMBER: _ClassVar[int]
|
|
2955
|
+
TRADE_AMOUNT_FIELD_NUMBER: _ClassVar[int]
|
|
2956
|
+
TRADE_PNL_FIELD_NUMBER: _ClassVar[int]
|
|
2957
|
+
TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
2958
|
+
account_id: str
|
|
2959
|
+
book_id: str
|
|
2960
|
+
buy_amount: float
|
|
2961
|
+
buy_avg_price: float
|
|
2962
|
+
buy_pnl: float
|
|
2963
|
+
buy_qty: int
|
|
2964
|
+
current_qty: int
|
|
2965
|
+
fee: float
|
|
2966
|
+
instrument_id: str
|
|
2967
|
+
last_price: float
|
|
2968
|
+
prev_close: float
|
|
2969
|
+
sell_amount: float
|
|
2970
|
+
sell_avg_price: float
|
|
2971
|
+
sell_pnl: float
|
|
2972
|
+
sell_qty: int
|
|
2973
|
+
sod_pnl: float
|
|
2974
|
+
sod_qty: int
|
|
2975
|
+
strategy_id: int
|
|
2976
|
+
strategy_name: str
|
|
2977
|
+
symbol: str
|
|
2978
|
+
total_pnl: float
|
|
2979
|
+
trade_amount: float
|
|
2980
|
+
trade_pnl: float
|
|
2981
|
+
trade_qty: int
|
|
2982
|
+
def __init__(self, strategy_name: _Optional[str] = ..., instrument_id: _Optional[str] = ..., book_id: _Optional[str] = ..., account_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., sod_qty: _Optional[int] = ..., trade_pnl: _Optional[float] = ..., total_pnl: _Optional[float] = ..., current_qty: _Optional[int] = ..., trade_qty: _Optional[int] = ..., trade_amount: _Optional[float] = ..., last_price: _Optional[float] = ..., fee: _Optional[float] = ..., buy_qty: _Optional[int] = ..., sell_qty: _Optional[int] = ..., buy_amount: _Optional[float] = ..., sell_amount: _Optional[float] = ..., buy_pnl: _Optional[float] = ..., sell_pnl: _Optional[float] = ..., buy_avg_price: _Optional[float] = ..., sell_avg_price: _Optional[float] = ..., prev_close: _Optional[float] = ..., sod_pnl: _Optional[float] = ..., symbol: _Optional[str] = ...) -> None: ...
|
|
2983
|
+
|
|
2984
|
+
class StrategyLogEvent(_message.Message):
|
|
2985
|
+
__slots__ = ["file_name", "function_name", "last_timestamp", "line", "log_level", "msg_type", "node_name", "node_type", "occur_time", "strategy_id", "strategy_name", "text"]
|
|
2986
|
+
class LogLevel(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
|
|
2987
|
+
__slots__ = []
|
|
2988
|
+
DEBUG: StrategyLogEvent.LogLevel
|
|
2989
|
+
ERROR: StrategyLogEvent.LogLevel
|
|
2990
|
+
FATAL: StrategyLogEvent.LogLevel
|
|
2991
|
+
FILE_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
2992
|
+
FUNCTION_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
2993
|
+
INFO: StrategyLogEvent.LogLevel
|
|
2994
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
2995
|
+
LINE_FIELD_NUMBER: _ClassVar[int]
|
|
2996
|
+
LOG_LEVEL_FIELD_NUMBER: _ClassVar[int]
|
|
2997
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
2998
|
+
NODE_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
2999
|
+
NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3000
|
+
OCCUR_TIME_FIELD_NUMBER: _ClassVar[int]
|
|
3001
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3002
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
3003
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
3004
|
+
TRACE: StrategyLogEvent.LogLevel
|
|
3005
|
+
WARN: StrategyLogEvent.LogLevel
|
|
3006
|
+
file_name: str
|
|
3007
|
+
function_name: str
|
|
3008
|
+
last_timestamp: int
|
|
3009
|
+
line: int
|
|
3010
|
+
log_level: StrategyLogEvent.LogLevel
|
|
3011
|
+
msg_type: int
|
|
3012
|
+
node_name: str
|
|
3013
|
+
node_type: int
|
|
3014
|
+
occur_time: int
|
|
3015
|
+
strategy_id: int
|
|
3016
|
+
strategy_name: str
|
|
3017
|
+
text: str
|
|
3018
|
+
def __init__(self, msg_type: _Optional[int] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., log_level: _Optional[_Union[StrategyLogEvent.LogLevel, str]] = ..., occur_time: _Optional[int] = ..., file_name: _Optional[str] = ..., function_name: _Optional[str] = ..., line: _Optional[int] = ..., text: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ...) -> None: ...
|
|
3019
|
+
|
|
3020
|
+
class StrategyPosition(_message.Message):
|
|
3021
|
+
__slots__ = ["account_id", "avail_qty", "book_id", "buy_amount", "buy_qty", "contract_unit", "current_qty", "instrument_id", "last_px", "posi_amount", "prev_close", "sell_amount", "sell_qty", "sod_amount", "sod_qty", "strategy_id", "strategy_name", "target_qty"]
|
|
3022
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3023
|
+
AVAIL_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
3024
|
+
BOOK_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3025
|
+
BUY_AMOUNT_FIELD_NUMBER: _ClassVar[int]
|
|
3026
|
+
BUY_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
3027
|
+
CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
|
|
3028
|
+
CURRENT_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
3029
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3030
|
+
LAST_PX_FIELD_NUMBER: _ClassVar[int]
|
|
3031
|
+
POSI_AMOUNT_FIELD_NUMBER: _ClassVar[int]
|
|
3032
|
+
PREV_CLOSE_FIELD_NUMBER: _ClassVar[int]
|
|
3033
|
+
SELL_AMOUNT_FIELD_NUMBER: _ClassVar[int]
|
|
3034
|
+
SELL_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
3035
|
+
SOD_AMOUNT_FIELD_NUMBER: _ClassVar[int]
|
|
3036
|
+
SOD_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
3037
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3038
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
3039
|
+
TARGET_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
3040
|
+
account_id: str
|
|
3041
|
+
avail_qty: int
|
|
3042
|
+
book_id: str
|
|
3043
|
+
buy_amount: float
|
|
3044
|
+
buy_qty: int
|
|
3045
|
+
contract_unit: float
|
|
3046
|
+
current_qty: int
|
|
3047
|
+
instrument_id: str
|
|
3048
|
+
last_px: float
|
|
3049
|
+
posi_amount: float
|
|
3050
|
+
prev_close: float
|
|
3051
|
+
sell_amount: float
|
|
3052
|
+
sell_qty: int
|
|
3053
|
+
sod_amount: float
|
|
3054
|
+
sod_qty: int
|
|
3055
|
+
strategy_id: int
|
|
3056
|
+
strategy_name: str
|
|
3057
|
+
target_qty: int
|
|
3058
|
+
def __init__(self, strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., instrument_id: _Optional[str] = ..., target_qty: _Optional[int] = ..., sod_qty: _Optional[int] = ..., current_qty: _Optional[int] = ..., posi_amount: _Optional[float] = ..., last_px: _Optional[float] = ..., buy_amount: _Optional[float] = ..., sell_amount: _Optional[float] = ..., buy_qty: _Optional[int] = ..., sell_qty: _Optional[int] = ..., avail_qty: _Optional[int] = ..., contract_unit: _Optional[float] = ..., sod_amount: _Optional[float] = ..., account_id: _Optional[str] = ..., book_id: _Optional[str] = ..., prev_close: _Optional[float] = ...) -> None: ...
|
|
3059
|
+
|
|
3060
|
+
class StrategyStatDetail(_message.Message):
|
|
3061
|
+
__slots__ = ["active_buy_amt", "active_buy_price", "active_order_nums", "active_order_qty", "active_sell_amt", "active_sell_price", "ask_premium_rate", "avail_qty", "best_order_spread", "bid_premium_rate", "buy_amount", "buy_qty", "contract_unit", "cost_price", "current_qty", "diff2limit", "effective_active_amt", "expo_amt", "expo_qty", "float_pnl", "impact_factor", "instrument_id", "last_px", "max_spread_in_target_order_amt", "net_buy_amount", "net_change", "node_id", "node_name", "order_depth", "orders", "original_price", "posi_adjust_rate", "posi_amount", "positon_rate", "pre_close_price", "sell_amount", "sell_qty", "sod_qty", "stat_ask_price", "stat_bid_price", "stat_fields", "stat_status", "status", "strategy_id", "strategy_name", "strategy_template_id", "symbol", "target_qty", "text", "theory_price", "total_cancel_nums", "total_order_nums", "total_order_qty", "total_trade_amount", "trade_rate", "trade_side_rate"]
|
|
3062
|
+
class DepthItem(_message.Message):
|
|
3063
|
+
__slots__ = ["price", "side", "volume"]
|
|
3064
|
+
PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
3065
|
+
SIDE_FIELD_NUMBER: _ClassVar[int]
|
|
3066
|
+
VOLUME_FIELD_NUMBER: _ClassVar[int]
|
|
3067
|
+
price: float
|
|
3068
|
+
side: int
|
|
3069
|
+
volume: int
|
|
3070
|
+
def __init__(self, price: _Optional[float] = ..., volume: _Optional[int] = ..., side: _Optional[int] = ...) -> None: ...
|
|
3071
|
+
class OrderItem(_message.Message):
|
|
3072
|
+
__slots__ = ["ids", "price", "qty", "side"]
|
|
3073
|
+
IDS_FIELD_NUMBER: _ClassVar[int]
|
|
3074
|
+
PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
3075
|
+
QTY_FIELD_NUMBER: _ClassVar[int]
|
|
3076
|
+
SIDE_FIELD_NUMBER: _ClassVar[int]
|
|
3077
|
+
ids: _containers.RepeatedScalarFieldContainer[str]
|
|
3078
|
+
price: float
|
|
3079
|
+
qty: int
|
|
3080
|
+
side: int
|
|
3081
|
+
def __init__(self, price: _Optional[float] = ..., qty: _Optional[int] = ..., side: _Optional[int] = ..., ids: _Optional[_Iterable[str]] = ...) -> None: ...
|
|
3082
|
+
ACTIVE_BUY_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
3083
|
+
ACTIVE_BUY_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
3084
|
+
ACTIVE_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
|
|
3085
|
+
ACTIVE_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
3086
|
+
ACTIVE_SELL_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
3087
|
+
ACTIVE_SELL_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
3088
|
+
ASK_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
|
|
3089
|
+
AVAIL_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
3090
|
+
BEST_ORDER_SPREAD_FIELD_NUMBER: _ClassVar[int]
|
|
3091
|
+
BID_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
|
|
3092
|
+
BUY_AMOUNT_FIELD_NUMBER: _ClassVar[int]
|
|
3093
|
+
BUY_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
3094
|
+
CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
|
|
3095
|
+
COST_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
3096
|
+
CURRENT_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
3097
|
+
DIFF2LIMIT_FIELD_NUMBER: _ClassVar[int]
|
|
3098
|
+
EFFECTIVE_ACTIVE_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
3099
|
+
EXPO_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
3100
|
+
EXPO_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
3101
|
+
FLOAT_PNL_FIELD_NUMBER: _ClassVar[int]
|
|
3102
|
+
IMPACT_FACTOR_FIELD_NUMBER: _ClassVar[int]
|
|
3103
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3104
|
+
LAST_PX_FIELD_NUMBER: _ClassVar[int]
|
|
3105
|
+
MAX_SPREAD_IN_TARGET_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
3106
|
+
NET_BUY_AMOUNT_FIELD_NUMBER: _ClassVar[int]
|
|
3107
|
+
NET_CHANGE_FIELD_NUMBER: _ClassVar[int]
|
|
3108
|
+
NODE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3109
|
+
NODE_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
3110
|
+
ORDERS_FIELD_NUMBER: _ClassVar[int]
|
|
3111
|
+
ORDER_DEPTH_FIELD_NUMBER: _ClassVar[int]
|
|
3112
|
+
ORIGINAL_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
3113
|
+
POSITON_RATE_FIELD_NUMBER: _ClassVar[int]
|
|
3114
|
+
POSI_ADJUST_RATE_FIELD_NUMBER: _ClassVar[int]
|
|
3115
|
+
POSI_AMOUNT_FIELD_NUMBER: _ClassVar[int]
|
|
3116
|
+
PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
3117
|
+
SELL_AMOUNT_FIELD_NUMBER: _ClassVar[int]
|
|
3118
|
+
SELL_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
3119
|
+
SOD_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
3120
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
3121
|
+
STAT_ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
3122
|
+
STAT_BID_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
3123
|
+
STAT_FIELDS_FIELD_NUMBER: _ClassVar[int]
|
|
3124
|
+
STAT_STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
3125
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3126
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
3127
|
+
STRATEGY_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3128
|
+
SYMBOL_FIELD_NUMBER: _ClassVar[int]
|
|
3129
|
+
TARGET_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
3130
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
3131
|
+
THEORY_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
3132
|
+
TOTAL_CANCEL_NUMS_FIELD_NUMBER: _ClassVar[int]
|
|
3133
|
+
TOTAL_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
|
|
3134
|
+
TOTAL_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
3135
|
+
TOTAL_TRADE_AMOUNT_FIELD_NUMBER: _ClassVar[int]
|
|
3136
|
+
TRADE_RATE_FIELD_NUMBER: _ClassVar[int]
|
|
3137
|
+
TRADE_SIDE_RATE_FIELD_NUMBER: _ClassVar[int]
|
|
3138
|
+
active_buy_amt: float
|
|
3139
|
+
active_buy_price: float
|
|
3140
|
+
active_order_nums: int
|
|
3141
|
+
active_order_qty: int
|
|
3142
|
+
active_sell_amt: float
|
|
3143
|
+
active_sell_price: float
|
|
3144
|
+
ask_premium_rate: float
|
|
3145
|
+
avail_qty: int
|
|
3146
|
+
best_order_spread: int
|
|
3147
|
+
bid_premium_rate: float
|
|
3148
|
+
buy_amount: float
|
|
3149
|
+
buy_qty: int
|
|
3150
|
+
contract_unit: float
|
|
3151
|
+
cost_price: float
|
|
3152
|
+
current_qty: int
|
|
3153
|
+
diff2limit: float
|
|
3154
|
+
effective_active_amt: float
|
|
3155
|
+
expo_amt: float
|
|
3156
|
+
expo_qty: int
|
|
3157
|
+
float_pnl: float
|
|
3158
|
+
impact_factor: float
|
|
3159
|
+
instrument_id: str
|
|
3160
|
+
last_px: float
|
|
3161
|
+
max_spread_in_target_order_amt: int
|
|
3162
|
+
net_buy_amount: float
|
|
3163
|
+
net_change: float
|
|
3164
|
+
node_id: int
|
|
3165
|
+
node_name: str
|
|
3166
|
+
order_depth: _containers.RepeatedCompositeFieldContainer[StrategyStatDetail.DepthItem]
|
|
3167
|
+
orders: _containers.RepeatedCompositeFieldContainer[StrategyStatDetail.OrderItem]
|
|
3168
|
+
original_price: float
|
|
3169
|
+
posi_adjust_rate: float
|
|
3170
|
+
posi_amount: float
|
|
3171
|
+
positon_rate: float
|
|
3172
|
+
pre_close_price: float
|
|
3173
|
+
sell_amount: float
|
|
3174
|
+
sell_qty: int
|
|
3175
|
+
sod_qty: int
|
|
3176
|
+
stat_ask_price: float
|
|
3177
|
+
stat_bid_price: float
|
|
3178
|
+
stat_fields: str
|
|
3179
|
+
stat_status: int
|
|
3180
|
+
status: str
|
|
3181
|
+
strategy_id: int
|
|
3182
|
+
strategy_name: str
|
|
3183
|
+
strategy_template_id: str
|
|
3184
|
+
symbol: str
|
|
3185
|
+
target_qty: int
|
|
3186
|
+
text: str
|
|
3187
|
+
theory_price: float
|
|
3188
|
+
total_cancel_nums: int
|
|
3189
|
+
total_order_nums: int
|
|
3190
|
+
total_order_qty: int
|
|
3191
|
+
total_trade_amount: float
|
|
3192
|
+
trade_rate: float
|
|
3193
|
+
trade_side_rate: float
|
|
3194
|
+
def __init__(self, strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., strategy_template_id: _Optional[str] = ..., status: _Optional[str] = ..., instrument_id: _Optional[str] = ..., symbol: _Optional[str] = ..., expo_qty: _Optional[int] = ..., sod_qty: _Optional[int] = ..., current_qty: _Optional[int] = ..., posi_amount: _Optional[float] = ..., last_px: _Optional[float] = ..., buy_amount: _Optional[float] = ..., sell_amount: _Optional[float] = ..., buy_qty: _Optional[int] = ..., sell_qty: _Optional[int] = ..., expo_amt: _Optional[float] = ..., active_order_nums: _Optional[int] = ..., text: _Optional[str] = ..., avail_qty: _Optional[int] = ..., net_change: _Optional[float] = ..., best_order_spread: _Optional[int] = ..., positon_rate: _Optional[float] = ..., trade_side_rate: _Optional[float] = ..., net_buy_amount: _Optional[float] = ..., total_trade_amount: _Optional[float] = ..., trade_rate: _Optional[float] = ..., diff2limit: _Optional[float] = ..., order_depth: _Optional[_Iterable[_Union[StrategyStatDetail.DepthItem, _Mapping]]] = ..., orders: _Optional[_Iterable[_Union[StrategyStatDetail.OrderItem, _Mapping]]] = ..., bid_premium_rate: _Optional[float] = ..., ask_premium_rate: _Optional[float] = ..., impact_factor: _Optional[float] = ..., theory_price: _Optional[float] = ..., original_price: _Optional[float] = ..., cost_price: _Optional[float] = ..., pre_close_price: _Optional[float] = ..., float_pnl: _Optional[float] = ..., contract_unit: _Optional[float] = ..., posi_adjust_rate: _Optional[float] = ..., active_buy_amt: _Optional[float] = ..., active_sell_amt: _Optional[float] = ..., max_spread_in_target_order_amt: _Optional[int] = ..., target_qty: _Optional[int] = ..., node_id: _Optional[int] = ..., node_name: _Optional[str] = ..., active_buy_price: _Optional[float] = ..., active_sell_price: _Optional[float] = ..., effective_active_amt: _Optional[float] = ..., stat_bid_price: _Optional[float] = ..., stat_ask_price: _Optional[float] = ..., stat_fields: _Optional[str] = ..., stat_status: _Optional[int] = ..., active_order_qty: _Optional[int] = ..., total_order_qty: _Optional[int] = ..., total_order_nums: _Optional[int] = ..., total_cancel_nums: _Optional[int] = ...) -> None: ...
|
|
3195
|
+
|
|
3196
|
+
class StrategyStatEvent(_message.Message):
|
|
3197
|
+
__slots__ = ["last_timestamp", "msg_sequence", "msg_type", "strategy_id", "strategy_name", "strategy_stat"]
|
|
3198
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
3199
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
3200
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3201
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3202
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
3203
|
+
STRATEGY_STAT_FIELD_NUMBER: _ClassVar[int]
|
|
3204
|
+
last_timestamp: int
|
|
3205
|
+
msg_sequence: int
|
|
3206
|
+
msg_type: int
|
|
3207
|
+
strategy_id: int
|
|
3208
|
+
strategy_name: str
|
|
3209
|
+
strategy_stat: StrategyStatDetail
|
|
3210
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., strategy_stat: _Optional[_Union[StrategyStatDetail, _Mapping]] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
|
|
3211
|
+
|
|
3212
|
+
class StrategySummary(_message.Message):
|
|
3213
|
+
__slots__ = ["account_id", "book_id", "buy_amount", "buy_pnl", "fee", "sell_amount", "sell_pnl", "sod_pnl", "stats", "strategy_id", "strategy_name", "total_amount", "total_instruments", "total_pnl", "trade_amount", "trade_pnl"]
|
|
3214
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3215
|
+
BOOK_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3216
|
+
BUY_AMOUNT_FIELD_NUMBER: _ClassVar[int]
|
|
3217
|
+
BUY_PNL_FIELD_NUMBER: _ClassVar[int]
|
|
3218
|
+
FEE_FIELD_NUMBER: _ClassVar[int]
|
|
3219
|
+
SELL_AMOUNT_FIELD_NUMBER: _ClassVar[int]
|
|
3220
|
+
SELL_PNL_FIELD_NUMBER: _ClassVar[int]
|
|
3221
|
+
SOD_PNL_FIELD_NUMBER: _ClassVar[int]
|
|
3222
|
+
STATS_FIELD_NUMBER: _ClassVar[int]
|
|
3223
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3224
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
3225
|
+
TOTAL_AMOUNT_FIELD_NUMBER: _ClassVar[int]
|
|
3226
|
+
TOTAL_INSTRUMENTS_FIELD_NUMBER: _ClassVar[int]
|
|
3227
|
+
TOTAL_PNL_FIELD_NUMBER: _ClassVar[int]
|
|
3228
|
+
TRADE_AMOUNT_FIELD_NUMBER: _ClassVar[int]
|
|
3229
|
+
TRADE_PNL_FIELD_NUMBER: _ClassVar[int]
|
|
3230
|
+
account_id: str
|
|
3231
|
+
book_id: str
|
|
3232
|
+
buy_amount: float
|
|
3233
|
+
buy_pnl: float
|
|
3234
|
+
fee: float
|
|
3235
|
+
sell_amount: float
|
|
3236
|
+
sell_pnl: float
|
|
3237
|
+
sod_pnl: float
|
|
3238
|
+
stats: _containers.RepeatedCompositeFieldContainer[StrategyInstrumentStat]
|
|
3239
|
+
strategy_id: int
|
|
3240
|
+
strategy_name: str
|
|
3241
|
+
total_amount: float
|
|
3242
|
+
total_instruments: int
|
|
3243
|
+
total_pnl: float
|
|
3244
|
+
trade_amount: float
|
|
3245
|
+
trade_pnl: float
|
|
3246
|
+
def __init__(self, strategy_name: _Optional[str] = ..., book_id: _Optional[str] = ..., account_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., trade_pnl: _Optional[float] = ..., total_pnl: _Optional[float] = ..., trade_amount: _Optional[float] = ..., total_amount: _Optional[float] = ..., fee: _Optional[float] = ..., buy_amount: _Optional[float] = ..., sell_amount: _Optional[float] = ..., buy_pnl: _Optional[float] = ..., sell_pnl: _Optional[float] = ..., sod_pnl: _Optional[float] = ..., stats: _Optional[_Iterable[_Union[StrategyInstrumentStat, _Mapping]]] = ..., total_instruments: _Optional[int] = ...) -> None: ...
|
|
3247
|
+
|
|
3248
|
+
class SubscribeReq(_message.Message):
|
|
3249
|
+
__slots__ = ["instrument_id", "msg_type", "quote_type", "request_id", "sub_type"]
|
|
3250
|
+
class QuoteType(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
|
|
3251
|
+
__slots__ = []
|
|
3252
|
+
class SubscribeType(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
|
|
3253
|
+
__slots__ = []
|
|
3254
|
+
ETF_SNAPSHOT: SubscribeReq.QuoteType
|
|
3255
|
+
ETF_TICK: SubscribeReq.QuoteType
|
|
3256
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3257
|
+
MD_SNAPSHOT: SubscribeReq.QuoteType
|
|
3258
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3259
|
+
QUOTE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3260
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3261
|
+
SIGNAL_SNAPSHOT: SubscribeReq.QuoteType
|
|
3262
|
+
SUBSCRIBE: SubscribeReq.SubscribeType
|
|
3263
|
+
SUB_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3264
|
+
TICK: SubscribeReq.QuoteType
|
|
3265
|
+
UNSUBSCRIBE: SubscribeReq.SubscribeType
|
|
3266
|
+
instrument_id: str
|
|
3267
|
+
msg_type: int
|
|
3268
|
+
quote_type: SubscribeReq.QuoteType
|
|
3269
|
+
request_id: str
|
|
3270
|
+
sub_type: SubscribeReq.SubscribeType
|
|
3271
|
+
def __init__(self, msg_type: _Optional[int] = ..., sub_type: _Optional[_Union[SubscribeReq.SubscribeType, str]] = ..., quote_type: _Optional[_Union[SubscribeReq.QuoteType, str]] = ..., instrument_id: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
3272
|
+
|
|
3273
|
+
class SubscribeRsp(_message.Message):
|
|
3274
|
+
__slots__ = ["error_msg", "is_succ", "last_timestamp", "msg_type", "request_id"]
|
|
3275
|
+
ERROR_MSG_FIELD_NUMBER: _ClassVar[int]
|
|
3276
|
+
IS_SUCC_FIELD_NUMBER: _ClassVar[int]
|
|
3277
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
3278
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3279
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3280
|
+
error_msg: str
|
|
3281
|
+
is_succ: bool
|
|
3282
|
+
last_timestamp: int
|
|
3283
|
+
msg_type: int
|
|
3284
|
+
request_id: str
|
|
3285
|
+
def __init__(self, msg_type: _Optional[int] = ..., is_succ: bool = ..., error_msg: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
3286
|
+
|
|
3287
|
+
class Trade(_message.Message):
|
|
3288
|
+
__slots__ = ["account_id", "algo_type", "appl_id", "attachment", "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"]
|
|
3289
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3290
|
+
ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3291
|
+
APPL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3292
|
+
ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
|
|
3293
|
+
BUSINESS_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3294
|
+
CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3295
|
+
CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
|
|
3296
|
+
COUNTER_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3297
|
+
COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3298
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3299
|
+
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3300
|
+
LAST_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
3301
|
+
LAST_PX_FIELD_NUMBER: _ClassVar[int]
|
|
3302
|
+
LAST_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
3303
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
3304
|
+
MATCH_PLACE_FIELD_NUMBER: _ClassVar[int]
|
|
3305
|
+
ORDER_DATE_FIELD_NUMBER: _ClassVar[int]
|
|
3306
|
+
ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3307
|
+
ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
|
|
3308
|
+
ORDER_TIME_FIELD_NUMBER: _ClassVar[int]
|
|
3309
|
+
ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3310
|
+
OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3311
|
+
PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3312
|
+
POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
|
|
3313
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3314
|
+
SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3315
|
+
SIDE_FIELD_NUMBER: _ClassVar[int]
|
|
3316
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3317
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
3318
|
+
SYMBOL_FIELD_NUMBER: _ClassVar[int]
|
|
3319
|
+
TRADE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3320
|
+
TRADE_TIME_FIELD_NUMBER: _ClassVar[int]
|
|
3321
|
+
USER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3322
|
+
account_id: str
|
|
3323
|
+
algo_type: int
|
|
3324
|
+
appl_id: str
|
|
3325
|
+
attachment: str
|
|
3326
|
+
business_type: str
|
|
3327
|
+
cl_order_id: str
|
|
3328
|
+
contract_unit: float
|
|
3329
|
+
counter_cl_order_id: str
|
|
3330
|
+
counter_order_id: str
|
|
3331
|
+
instrument_id: str
|
|
3332
|
+
investor_id: str
|
|
3333
|
+
last_amt: float
|
|
3334
|
+
last_px: float
|
|
3335
|
+
last_qty: int
|
|
3336
|
+
market: str
|
|
3337
|
+
match_place: int
|
|
3338
|
+
order_date: int
|
|
3339
|
+
order_id: str
|
|
3340
|
+
order_source: str
|
|
3341
|
+
order_time: int
|
|
3342
|
+
order_type: int
|
|
3343
|
+
owner_type: int
|
|
3344
|
+
parent_order_id: str
|
|
3345
|
+
position_effect: int
|
|
3346
|
+
security_id: str
|
|
3347
|
+
security_type: str
|
|
3348
|
+
side: int
|
|
3349
|
+
strategy_id: int
|
|
3350
|
+
strategy_name: str
|
|
3351
|
+
symbol: str
|
|
3352
|
+
trade_id: str
|
|
3353
|
+
trade_time: int
|
|
3354
|
+
user_id: str
|
|
3355
|
+
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] = ...) -> None: ...
|
|
3356
|
+
|
|
3357
|
+
class TradeConfirm(_message.Message):
|
|
3358
|
+
__slots__ = ["account_id", "algo_type", "appl_id", "attachment", "basket_id", "business_type", "cl_order_id", "contract_unit", "counter_cl_order_id", "counter_order_id", "counterparty_id", "instrument_id", "investor_id", "is_maker", "last_px", "last_qty", "market", "match_place", "msg_sequence", "msg_type", "order_id", "order_price", "order_qty", "order_source", "order_type", "owner_type", "parent_order_id", "position_effect", "security_id", "side", "strategy_id", "strategy_name", "symbol", "trade_amt", "trade_id", "trade_time", "user_id"]
|
|
3359
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3360
|
+
ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3361
|
+
APPL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3362
|
+
ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
|
|
3363
|
+
BASKET_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3364
|
+
BUSINESS_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3365
|
+
CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3366
|
+
CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
|
|
3367
|
+
COUNTERPARTY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3368
|
+
COUNTER_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3369
|
+
COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3370
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3371
|
+
INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3372
|
+
IS_MAKER_FIELD_NUMBER: _ClassVar[int]
|
|
3373
|
+
LAST_PX_FIELD_NUMBER: _ClassVar[int]
|
|
3374
|
+
LAST_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
3375
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
3376
|
+
MATCH_PLACE_FIELD_NUMBER: _ClassVar[int]
|
|
3377
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
3378
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3379
|
+
ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3380
|
+
ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
3381
|
+
ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
3382
|
+
ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
|
|
3383
|
+
ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3384
|
+
OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3385
|
+
PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3386
|
+
POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
|
|
3387
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3388
|
+
SIDE_FIELD_NUMBER: _ClassVar[int]
|
|
3389
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3390
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
3391
|
+
SYMBOL_FIELD_NUMBER: _ClassVar[int]
|
|
3392
|
+
TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
|
|
3393
|
+
TRADE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3394
|
+
TRADE_TIME_FIELD_NUMBER: _ClassVar[int]
|
|
3395
|
+
USER_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3396
|
+
account_id: str
|
|
3397
|
+
algo_type: int
|
|
3398
|
+
appl_id: str
|
|
3399
|
+
attachment: str
|
|
3400
|
+
basket_id: str
|
|
3401
|
+
business_type: str
|
|
3402
|
+
cl_order_id: str
|
|
3403
|
+
contract_unit: float
|
|
3404
|
+
counter_cl_order_id: str
|
|
3405
|
+
counter_order_id: str
|
|
3406
|
+
counterparty_id: str
|
|
3407
|
+
instrument_id: str
|
|
3408
|
+
investor_id: str
|
|
3409
|
+
is_maker: int
|
|
3410
|
+
last_px: float
|
|
3411
|
+
last_qty: int
|
|
3412
|
+
market: str
|
|
3413
|
+
match_place: int
|
|
3414
|
+
msg_sequence: int
|
|
3415
|
+
msg_type: int
|
|
3416
|
+
order_id: str
|
|
3417
|
+
order_price: float
|
|
3418
|
+
order_qty: int
|
|
3419
|
+
order_source: str
|
|
3420
|
+
order_type: int
|
|
3421
|
+
owner_type: int
|
|
3422
|
+
parent_order_id: str
|
|
3423
|
+
position_effect: int
|
|
3424
|
+
security_id: str
|
|
3425
|
+
side: int
|
|
3426
|
+
strategy_id: int
|
|
3427
|
+
strategy_name: str
|
|
3428
|
+
symbol: str
|
|
3429
|
+
trade_amt: float
|
|
3430
|
+
trade_id: str
|
|
3431
|
+
trade_time: int
|
|
3432
|
+
user_id: str
|
|
3433
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., counter_order_id: _Optional[str] = ..., trade_id: _Optional[str] = ..., trade_time: _Optional[int] = ..., last_px: _Optional[float] = ..., last_qty: _Optional[int] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., match_place: _Optional[int] = ..., counterparty_id: _Optional[str] = ..., is_maker: _Optional[int] = ..., side: _Optional[int] = ..., position_effect: _Optional[int] = ..., trade_amt: _Optional[float] = ..., order_qty: _Optional[int] = ..., order_price: _Optional[float] = ..., contract_unit: _Optional[float] = ..., order_type: _Optional[int] = ..., order_source: _Optional[str] = ..., user_id: _Optional[str] = ..., counter_cl_order_id: _Optional[str] = ..., owner_type: _Optional[int] = ..., business_type: _Optional[str] = ..., symbol: _Optional[str] = ..., parent_order_id: _Optional[str] = ..., algo_type: _Optional[int] = ..., attachment: _Optional[str] = ..., basket_id: _Optional[str] = ...) -> None: ...
|
|
3434
|
+
|
|
3435
|
+
class UpdateBasketTemplateReq(_message.Message):
|
|
3436
|
+
__slots__ = ["basket_info_details", "msg_type", "new_template_id", "request_id", "strategy_name", "template_id", "template_type"]
|
|
3437
|
+
BASKET_INFO_DETAILS_FIELD_NUMBER: _ClassVar[int]
|
|
3438
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3439
|
+
NEW_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3440
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3441
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
3442
|
+
TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3443
|
+
TEMPLATE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3444
|
+
basket_info_details: _containers.RepeatedCompositeFieldContainer[BasketInfoDetail]
|
|
3445
|
+
msg_type: int
|
|
3446
|
+
new_template_id: str
|
|
3447
|
+
request_id: str
|
|
3448
|
+
strategy_name: str
|
|
3449
|
+
template_id: str
|
|
3450
|
+
template_type: str
|
|
3451
|
+
def __init__(self, msg_type: _Optional[int] = ..., template_id: _Optional[str] = ..., new_template_id: _Optional[str] = ..., basket_info_details: _Optional[_Iterable[_Union[BasketInfoDetail, _Mapping]]] = ..., strategy_name: _Optional[str] = ..., request_id: _Optional[str] = ..., template_type: _Optional[str] = ...) -> None: ...
|
|
3452
|
+
|
|
3453
|
+
class UpdateBasketTemplateRsp(_message.Message):
|
|
3454
|
+
__slots__ = ["msg_type", "reason", "request_id", "status", "template_id", "template_type"]
|
|
3455
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3456
|
+
REASON_FIELD_NUMBER: _ClassVar[int]
|
|
3457
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3458
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
3459
|
+
TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3460
|
+
TEMPLATE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3461
|
+
msg_type: int
|
|
3462
|
+
reason: str
|
|
3463
|
+
request_id: str
|
|
3464
|
+
status: int
|
|
3465
|
+
template_id: str
|
|
3466
|
+
template_type: str
|
|
3467
|
+
def __init__(self, msg_type: _Optional[int] = ..., template_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., request_id: _Optional[str] = ..., template_type: _Optional[str] = ...) -> None: ...
|
|
3468
|
+
|
|
3469
|
+
class UpdateCurrencyPriceReq(_message.Message):
|
|
3470
|
+
__slots__ = ["currency_id", "currency_price", "last_timestamp", "msg_type", "request_id", "text"]
|
|
3471
|
+
CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3472
|
+
CURRENCY_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
3473
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
3474
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3475
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3476
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
3477
|
+
currency_id: str
|
|
3478
|
+
currency_price: int
|
|
3479
|
+
last_timestamp: int
|
|
3480
|
+
msg_type: int
|
|
3481
|
+
request_id: str
|
|
3482
|
+
text: str
|
|
3483
|
+
def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., currency_id: _Optional[str] = ..., currency_price: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
|
|
3484
|
+
|
|
3485
|
+
class UpdateCurrencyPriceRsp(_message.Message):
|
|
3486
|
+
__slots__ = ["last_timestamp", "msg_type", "request_id", "status", "text"]
|
|
3487
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
3488
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3489
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3490
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
3491
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
3492
|
+
last_timestamp: int
|
|
3493
|
+
msg_type: int
|
|
3494
|
+
request_id: str
|
|
3495
|
+
status: int
|
|
3496
|
+
text: str
|
|
3497
|
+
def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., status: _Optional[int] = ..., request_id: _Optional[str] = ..., text: _Optional[str] = ...) -> None: ...
|
|
3498
|
+
|
|
3499
|
+
class UpdateDefaultStrategyParamsEvent(_message.Message):
|
|
3500
|
+
__slots__ = ["default_params", "last_timestamp", "msg_type", "strategy_id", "strategy_name", "text"]
|
|
3501
|
+
DEFAULT_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
3502
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
3503
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3504
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3505
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
3506
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
3507
|
+
default_params: str
|
|
3508
|
+
last_timestamp: int
|
|
3509
|
+
msg_type: int
|
|
3510
|
+
strategy_id: int
|
|
3511
|
+
strategy_name: str
|
|
3512
|
+
text: str
|
|
3513
|
+
def __init__(self, msg_type: _Optional[int] = ..., strategy_name: _Optional[str] = ..., strategy_id: _Optional[int] = ..., default_params: _Optional[str] = ..., text: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
|
|
3514
|
+
|
|
3515
|
+
class UpdateRiskMarketParamsReq(_message.Message):
|
|
3516
|
+
__slots__ = ["account_id", "last_timestamp", "msg_type", "operate_type", "request_id", "risk_params"]
|
|
3517
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3518
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
3519
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3520
|
+
OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3521
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3522
|
+
RISK_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
3523
|
+
account_id: str
|
|
3524
|
+
last_timestamp: int
|
|
3525
|
+
msg_type: int
|
|
3526
|
+
operate_type: str
|
|
3527
|
+
request_id: str
|
|
3528
|
+
risk_params: _containers.RepeatedCompositeFieldContainer[RiskMarketParams]
|
|
3529
|
+
def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., risk_params: _Optional[_Iterable[_Union[RiskMarketParams, _Mapping]]] = ..., account_id: _Optional[str] = ...) -> None: ...
|
|
3530
|
+
|
|
3531
|
+
class UpdateRiskMarketParamsRsp(_message.Message):
|
|
3532
|
+
__slots__ = ["last_timestamp", "msg_type", "operate_type", "request_id", "risk_params", "status", "text"]
|
|
3533
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
3534
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3535
|
+
OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3536
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3537
|
+
RISK_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
3538
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
3539
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
3540
|
+
last_timestamp: int
|
|
3541
|
+
msg_type: int
|
|
3542
|
+
operate_type: str
|
|
3543
|
+
request_id: str
|
|
3544
|
+
risk_params: _containers.RepeatedCompositeFieldContainer[RiskMarketParams]
|
|
3545
|
+
status: int
|
|
3546
|
+
text: str
|
|
3547
|
+
def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., risk_params: _Optional[_Iterable[_Union[RiskMarketParams, _Mapping]]] = ...) -> None: ...
|
|
3548
|
+
|
|
3549
|
+
class UpdateRiskParamsReq(_message.Message):
|
|
3550
|
+
__slots__ = ["account_id", "last_timestamp", "msg_type", "operate_type", "request_id", "risk_item"]
|
|
3551
|
+
ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3552
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
3553
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3554
|
+
OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3555
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3556
|
+
RISK_ITEM_FIELD_NUMBER: _ClassVar[int]
|
|
3557
|
+
account_id: str
|
|
3558
|
+
last_timestamp: int
|
|
3559
|
+
msg_type: int
|
|
3560
|
+
operate_type: str
|
|
3561
|
+
request_id: str
|
|
3562
|
+
risk_item: _containers.RepeatedCompositeFieldContainer[RiskItem]
|
|
3563
|
+
def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., risk_item: _Optional[_Iterable[_Union[RiskItem, _Mapping]]] = ..., account_id: _Optional[str] = ...) -> None: ...
|
|
3564
|
+
|
|
3565
|
+
class UpdateRiskParamsRsp(_message.Message):
|
|
3566
|
+
__slots__ = ["last_timestamp", "msg_type", "request_id", "risk_item", "status", "text"]
|
|
3567
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
3568
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3569
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3570
|
+
RISK_ITEM_FIELD_NUMBER: _ClassVar[int]
|
|
3571
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
3572
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
3573
|
+
last_timestamp: int
|
|
3574
|
+
msg_type: int
|
|
3575
|
+
request_id: str
|
|
3576
|
+
risk_item: _containers.RepeatedCompositeFieldContainer[RiskItem]
|
|
3577
|
+
status: int
|
|
3578
|
+
text: str
|
|
3579
|
+
def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., risk_item: _Optional[_Iterable[_Union[RiskItem, _Mapping]]] = ...) -> None: ...
|
|
3580
|
+
|
|
3581
|
+
class UpdateSignalGlobalParamsEvent(_message.Message):
|
|
3582
|
+
__slots__ = ["last_timestamp", "msg_type", "signal_params", "signal_template_id", "status", "text"]
|
|
3583
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
3584
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3585
|
+
SIGNAL_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
3586
|
+
SIGNAL_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3587
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
3588
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
3589
|
+
last_timestamp: int
|
|
3590
|
+
msg_type: int
|
|
3591
|
+
signal_params: str
|
|
3592
|
+
signal_template_id: str
|
|
3593
|
+
status: int
|
|
3594
|
+
text: str
|
|
3595
|
+
def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., signal_template_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., signal_params: _Optional[str] = ...) -> None: ...
|
|
3596
|
+
|
|
3597
|
+
class UpdateSignalGlobalParamsReq(_message.Message):
|
|
3598
|
+
__slots__ = ["last_timestamp", "msg_type", "request_id", "signal_params", "signal_template_id", "text"]
|
|
3599
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
3600
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3601
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3602
|
+
SIGNAL_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
3603
|
+
SIGNAL_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3604
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
3605
|
+
last_timestamp: int
|
|
3606
|
+
msg_type: int
|
|
3607
|
+
request_id: str
|
|
3608
|
+
signal_params: str
|
|
3609
|
+
signal_template_id: str
|
|
3610
|
+
text: str
|
|
3611
|
+
def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., signal_template_id: _Optional[str] = ..., text: _Optional[str] = ..., signal_params: _Optional[str] = ...) -> None: ...
|
|
3612
|
+
|
|
3613
|
+
class UpdateSignalGlobalParamsRsp(_message.Message):
|
|
3614
|
+
__slots__ = ["last_timestamp", "msg_type", "request_id", "signal_params", "signal_template_id", "status", "text"]
|
|
3615
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
3616
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3617
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3618
|
+
SIGNAL_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
3619
|
+
SIGNAL_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3620
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
3621
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
3622
|
+
last_timestamp: int
|
|
3623
|
+
msg_type: int
|
|
3624
|
+
request_id: str
|
|
3625
|
+
signal_params: str
|
|
3626
|
+
signal_template_id: str
|
|
3627
|
+
status: int
|
|
3628
|
+
text: str
|
|
3629
|
+
def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., signal_template_id: _Optional[str] = ..., status: _Optional[int] = ..., request_id: _Optional[str] = ..., text: _Optional[str] = ..., signal_params: _Optional[str] = ...) -> None: ...
|
|
3630
|
+
|
|
3631
|
+
class UpdateSignalParamsEvent(_message.Message):
|
|
3632
|
+
__slots__ = ["last_timestamp", "msg_type", "package_info", "signal_id", "signal_info_l2", "signal_name", "status", "text"]
|
|
3633
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
3634
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3635
|
+
PACKAGE_INFO_FIELD_NUMBER: _ClassVar[int]
|
|
3636
|
+
SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3637
|
+
SIGNAL_INFO_L2_FIELD_NUMBER: _ClassVar[int]
|
|
3638
|
+
SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
3639
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
3640
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
3641
|
+
last_timestamp: int
|
|
3642
|
+
msg_type: int
|
|
3643
|
+
package_info: _containers.RepeatedCompositeFieldContainer[PackageInfo]
|
|
3644
|
+
signal_id: int
|
|
3645
|
+
signal_info_l2: _containers.RepeatedCompositeFieldContainer[SignalInfoL2]
|
|
3646
|
+
signal_name: str
|
|
3647
|
+
status: int
|
|
3648
|
+
text: str
|
|
3649
|
+
def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., signal_name: _Optional[str] = ..., signal_id: _Optional[int] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., package_info: _Optional[_Iterable[_Union[PackageInfo, _Mapping]]] = ..., signal_info_l2: _Optional[_Iterable[_Union[SignalInfoL2, _Mapping]]] = ...) -> None: ...
|
|
3650
|
+
|
|
3651
|
+
class UpdateSignalParamsReq(_message.Message):
|
|
3652
|
+
__slots__ = ["fund_etfpr_estcash", "fund_etfpr_minnav", "last_timestamp", "msg_type", "package_info", "request_id", "signal_id", "signal_info_l2", "signal_name", "signal_params", "text"]
|
|
3653
|
+
FUND_ETFPR_ESTCASH_FIELD_NUMBER: _ClassVar[int]
|
|
3654
|
+
FUND_ETFPR_MINNAV_FIELD_NUMBER: _ClassVar[int]
|
|
3655
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
3656
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3657
|
+
PACKAGE_INFO_FIELD_NUMBER: _ClassVar[int]
|
|
3658
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3659
|
+
SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3660
|
+
SIGNAL_INFO_L2_FIELD_NUMBER: _ClassVar[int]
|
|
3661
|
+
SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
3662
|
+
SIGNAL_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
3663
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
3664
|
+
fund_etfpr_estcash: float
|
|
3665
|
+
fund_etfpr_minnav: float
|
|
3666
|
+
last_timestamp: int
|
|
3667
|
+
msg_type: int
|
|
3668
|
+
package_info: _containers.RepeatedCompositeFieldContainer[PackageInfo]
|
|
3669
|
+
request_id: str
|
|
3670
|
+
signal_id: int
|
|
3671
|
+
signal_info_l2: _containers.RepeatedCompositeFieldContainer[SignalInfoL2]
|
|
3672
|
+
signal_name: str
|
|
3673
|
+
signal_params: str
|
|
3674
|
+
text: str
|
|
3675
|
+
def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., signal_name: _Optional[str] = ..., signal_id: _Optional[int] = ..., text: _Optional[str] = ..., signal_params: _Optional[str] = ..., fund_etfpr_minnav: _Optional[float] = ..., fund_etfpr_estcash: _Optional[float] = ..., package_info: _Optional[_Iterable[_Union[PackageInfo, _Mapping]]] = ..., signal_info_l2: _Optional[_Iterable[_Union[SignalInfoL2, _Mapping]]] = ...) -> None: ...
|
|
3676
|
+
|
|
3677
|
+
class UpdateSignalParamsRsp(_message.Message):
|
|
3678
|
+
__slots__ = ["last_timestamp", "msg_type", "package_info", "request_id", "signal_id", "signal_info_l2", "signal_name", "status", "text"]
|
|
3679
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
3680
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3681
|
+
PACKAGE_INFO_FIELD_NUMBER: _ClassVar[int]
|
|
3682
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3683
|
+
SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3684
|
+
SIGNAL_INFO_L2_FIELD_NUMBER: _ClassVar[int]
|
|
3685
|
+
SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
3686
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
3687
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
3688
|
+
last_timestamp: int
|
|
3689
|
+
msg_type: int
|
|
3690
|
+
package_info: _containers.RepeatedCompositeFieldContainer[PackageInfo]
|
|
3691
|
+
request_id: str
|
|
3692
|
+
signal_id: int
|
|
3693
|
+
signal_info_l2: _containers.RepeatedCompositeFieldContainer[SignalInfoL2]
|
|
3694
|
+
signal_name: str
|
|
3695
|
+
status: int
|
|
3696
|
+
text: str
|
|
3697
|
+
def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., signal_name: _Optional[str] = ..., signal_id: _Optional[int] = ..., status: _Optional[int] = ..., request_id: _Optional[str] = ..., text: _Optional[str] = ..., package_info: _Optional[_Iterable[_Union[PackageInfo, _Mapping]]] = ..., signal_info_l2: _Optional[_Iterable[_Union[SignalInfoL2, _Mapping]]] = ...) -> None: ...
|
|
3698
|
+
|
|
3699
|
+
class UpdateStrategyGlobalParamsEvent(_message.Message):
|
|
3700
|
+
__slots__ = ["last_timestamp", "monitor_params", "msg_type", "strategy_params", "strategy_template_id", "text"]
|
|
3701
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
3702
|
+
MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
3703
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3704
|
+
STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
3705
|
+
STRATEGY_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3706
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
3707
|
+
last_timestamp: int
|
|
3708
|
+
monitor_params: str
|
|
3709
|
+
msg_type: int
|
|
3710
|
+
strategy_params: str
|
|
3711
|
+
strategy_template_id: str
|
|
3712
|
+
text: str
|
|
3713
|
+
def __init__(self, msg_type: _Optional[int] = ..., strategy_template_id: _Optional[str] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ..., text: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
|
|
3714
|
+
|
|
3715
|
+
class UpdateStrategyGlobalParamsReq(_message.Message):
|
|
3716
|
+
__slots__ = ["last_timestamp", "monitor_params", "msg_type", "request_id", "strategy_params", "strategy_template_id", "text"]
|
|
3717
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
3718
|
+
MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
3719
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3720
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3721
|
+
STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
3722
|
+
STRATEGY_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3723
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
3724
|
+
last_timestamp: int
|
|
3725
|
+
monitor_params: str
|
|
3726
|
+
msg_type: int
|
|
3727
|
+
request_id: str
|
|
3728
|
+
strategy_params: str
|
|
3729
|
+
strategy_template_id: str
|
|
3730
|
+
text: str
|
|
3731
|
+
def __init__(self, msg_type: _Optional[int] = ..., strategy_template_id: _Optional[str] = ..., text: _Optional[str] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
|
|
3732
|
+
|
|
3733
|
+
class UpdateStrategyGlobalParamsRsp(_message.Message):
|
|
3734
|
+
__slots__ = ["last_timestamp", "monitor_params", "msg_type", "request_id", "status", "strategy_params", "strategy_template_id", "text"]
|
|
3735
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
3736
|
+
MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
3737
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3738
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3739
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
3740
|
+
STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
3741
|
+
STRATEGY_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3742
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
3743
|
+
last_timestamp: int
|
|
3744
|
+
monitor_params: str
|
|
3745
|
+
msg_type: int
|
|
3746
|
+
request_id: str
|
|
3747
|
+
status: int
|
|
3748
|
+
strategy_params: str
|
|
3749
|
+
strategy_template_id: str
|
|
3750
|
+
text: str
|
|
3751
|
+
def __init__(self, msg_type: _Optional[int] = ..., strategy_template_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ...) -> None: ...
|
|
3752
|
+
|
|
3753
|
+
class UpdateStrategyParamsEvent(_message.Message):
|
|
3754
|
+
__slots__ = ["last_timestamp", "monitor_params", "msg_type", "signal_id", "signal_name", "strategy_id", "strategy_instruments", "strategy_name", "strategy_params", "target_qty", "text"]
|
|
3755
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
3756
|
+
MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
3757
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3758
|
+
SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3759
|
+
SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
3760
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3761
|
+
STRATEGY_INSTRUMENTS_FIELD_NUMBER: _ClassVar[int]
|
|
3762
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
3763
|
+
STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
3764
|
+
TARGET_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
3765
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
3766
|
+
last_timestamp: int
|
|
3767
|
+
monitor_params: str
|
|
3768
|
+
msg_type: int
|
|
3769
|
+
signal_id: int
|
|
3770
|
+
signal_name: str
|
|
3771
|
+
strategy_id: int
|
|
3772
|
+
strategy_instruments: _containers.RepeatedCompositeFieldContainer[StrategyInstrument]
|
|
3773
|
+
strategy_name: str
|
|
3774
|
+
strategy_params: str
|
|
3775
|
+
target_qty: int
|
|
3776
|
+
text: str
|
|
3777
|
+
def __init__(self, msg_type: _Optional[int] = ..., strategy_name: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ..., text: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., strategy_instruments: _Optional[_Iterable[_Union[StrategyInstrument, _Mapping]]] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., target_qty: _Optional[int] = ...) -> None: ...
|
|
3778
|
+
|
|
3779
|
+
class UpdateStrategyParamsReq(_message.Message):
|
|
3780
|
+
__slots__ = ["last_timestamp", "monitor_params", "msg_type", "request_id", "signal_id", "signal_name", "strategy_id", "strategy_instruments", "strategy_name", "strategy_params", "target_qty", "text"]
|
|
3781
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
3782
|
+
MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
3783
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3784
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3785
|
+
SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3786
|
+
SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
3787
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3788
|
+
STRATEGY_INSTRUMENTS_FIELD_NUMBER: _ClassVar[int]
|
|
3789
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
3790
|
+
STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
3791
|
+
TARGET_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
3792
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
3793
|
+
last_timestamp: int
|
|
3794
|
+
monitor_params: str
|
|
3795
|
+
msg_type: int
|
|
3796
|
+
request_id: str
|
|
3797
|
+
signal_id: int
|
|
3798
|
+
signal_name: str
|
|
3799
|
+
strategy_id: int
|
|
3800
|
+
strategy_instruments: _containers.RepeatedCompositeFieldContainer[StrategyInstrument]
|
|
3801
|
+
strategy_name: str
|
|
3802
|
+
strategy_params: str
|
|
3803
|
+
target_qty: int
|
|
3804
|
+
text: str
|
|
3805
|
+
def __init__(self, msg_type: _Optional[int] = ..., strategy_name: _Optional[str] = ..., strategy_id: _Optional[int] = ..., text: _Optional[str] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., strategy_instruments: _Optional[_Iterable[_Union[StrategyInstrument, _Mapping]]] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., target_qty: _Optional[int] = ...) -> None: ...
|
|
3806
|
+
|
|
3807
|
+
class UpdateStrategyParamsRsp(_message.Message):
|
|
3808
|
+
__slots__ = ["last_timestamp", "monitor_params", "msg_type", "request_id", "signal_id", "signal_name", "status", "strategy_id", "strategy_instruments", "strategy_name", "strategy_params", "target_qty", "text"]
|
|
3809
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
3810
|
+
MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
3811
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
3812
|
+
REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3813
|
+
SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3814
|
+
SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
3815
|
+
STATUS_FIELD_NUMBER: _ClassVar[int]
|
|
3816
|
+
STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
3817
|
+
STRATEGY_INSTRUMENTS_FIELD_NUMBER: _ClassVar[int]
|
|
3818
|
+
STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
3819
|
+
STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
|
|
3820
|
+
TARGET_QTY_FIELD_NUMBER: _ClassVar[int]
|
|
3821
|
+
TEXT_FIELD_NUMBER: _ClassVar[int]
|
|
3822
|
+
last_timestamp: int
|
|
3823
|
+
monitor_params: str
|
|
3824
|
+
msg_type: int
|
|
3825
|
+
request_id: str
|
|
3826
|
+
signal_id: int
|
|
3827
|
+
signal_name: str
|
|
3828
|
+
status: int
|
|
3829
|
+
strategy_id: int
|
|
3830
|
+
strategy_instruments: _containers.RepeatedCompositeFieldContainer[StrategyInstrument]
|
|
3831
|
+
strategy_name: str
|
|
3832
|
+
strategy_params: str
|
|
3833
|
+
target_qty: int
|
|
3834
|
+
text: str
|
|
3835
|
+
def __init__(self, msg_type: _Optional[int] = ..., strategy_name: _Optional[str] = ..., strategy_id: _Optional[int] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ..., strategy_instruments: _Optional[_Iterable[_Union[StrategyInstrument, _Mapping]]] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., target_qty: _Optional[int] = ...) -> None: ...
|
|
3836
|
+
|
|
3837
|
+
class PosType(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
|
|
3838
|
+
__slots__ = []
|
|
3839
|
+
|
|
3840
|
+
class PosReqType(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
|
|
3841
|
+
__slots__ = []
|
|
3842
|
+
|
|
3843
|
+
class PosAccountType(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
|
|
3844
|
+
__slots__ = []
|