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.
@@ -0,0 +1,912 @@
1
+ import common_pb2 as _common_pb2
2
+ from google.protobuf.internal import containers as _containers
3
+ from google.protobuf.internal import enum_type_wrapper as _enum_type_wrapper
4
+ from google.protobuf import descriptor as _descriptor
5
+ from google.protobuf import message as _message
6
+ from typing import ClassVar as _ClassVar, Iterable as _Iterable, Mapping as _Mapping, Optional as _Optional, Union as _Union
7
+
8
+ DESCRIPTOR: _descriptor.FileDescriptor
9
+
10
+ class BizInstructions(_message.Message):
11
+ __slots__ = ["instruction", "instruction_id", "instruction_type", "msg_sequence", "msg_type", "node_name", "node_type"]
12
+ INSTRUCTION_FIELD_NUMBER: _ClassVar[int]
13
+ INSTRUCTION_ID_FIELD_NUMBER: _ClassVar[int]
14
+ INSTRUCTION_TYPE_FIELD_NUMBER: _ClassVar[int]
15
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
16
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
17
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
18
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
19
+ instruction: str
20
+ instruction_id: str
21
+ instruction_type: int
22
+ msg_sequence: int
23
+ msg_type: int
24
+ node_name: str
25
+ node_type: int
26
+ def __init__(self, msg_type: _Optional[int] = ..., node_type: _Optional[int] = ..., node_name: _Optional[str] = ..., msg_sequence: _Optional[int] = ..., instruction_type: _Optional[int] = ..., instruction_id: _Optional[str] = ..., instruction: _Optional[str] = ...) -> None: ...
27
+
28
+ class BlankPoint(_message.Message):
29
+ __slots__ = ["msg_sequence", "msg_type", "node_name", "node_type"]
30
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
31
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
32
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
33
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
34
+ msg_sequence: int
35
+ msg_type: int
36
+ node_name: str
37
+ node_type: int
38
+ def __init__(self, msg_type: _Optional[int] = ..., node_type: _Optional[int] = ..., node_name: _Optional[str] = ..., msg_sequence: _Optional[int] = ...) -> None: ...
39
+
40
+ class Breakpoint(_message.Message):
41
+ __slots__ = ["msg_sequence", "msg_type", "node_name", "node_type"]
42
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
43
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
44
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
45
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
46
+ msg_sequence: int
47
+ msg_type: int
48
+ node_name: str
49
+ node_type: int
50
+ def __init__(self, msg_type: _Optional[int] = ..., node_type: _Optional[int] = ..., node_name: _Optional[str] = ..., msg_sequence: _Optional[int] = ...) -> None: ...
51
+
52
+ class CancelAllOrder(_message.Message):
53
+ __slots__ = ["account_id", "cl_order_id", "instrument_id", "investor_id", "market", "msg_sequence", "msg_type", "node_name", "node_type", "op_user", "owner_type", "security_id", "strategy_id", "strategy_name"]
54
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
55
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
56
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
57
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
58
+ MARKET_FIELD_NUMBER: _ClassVar[int]
59
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
60
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
61
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
62
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
63
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
64
+ OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
65
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
66
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
67
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
68
+ account_id: str
69
+ cl_order_id: str
70
+ instrument_id: str
71
+ investor_id: str
72
+ market: str
73
+ msg_sequence: int
74
+ msg_type: int
75
+ node_name: str
76
+ node_type: int
77
+ op_user: _common_pb2.OpUser
78
+ owner_type: int
79
+ security_id: str
80
+ strategy_id: int
81
+ strategy_name: str
82
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., 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: ...
83
+
84
+ class CancelConfirm(_message.Message):
85
+ __slots__ = ["account_id", "appl_id", "cancel_qty", "cl_order_id", "instrument_id", "investor_id", "market", "msg_sequence", "msg_type", "node_name", "node_type", "original_cl_order_id", "original_counter_order_id", "original_order_id", "reason", "security_id", "strategy_id", "strategy_name", "text"]
86
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
87
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
88
+ CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
89
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
90
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
91
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
92
+ MARKET_FIELD_NUMBER: _ClassVar[int]
93
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
94
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
95
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
96
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
97
+ ORIGINAL_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
98
+ ORIGINAL_COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
99
+ ORIGINAL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
100
+ REASON_FIELD_NUMBER: _ClassVar[int]
101
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
102
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
103
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
104
+ TEXT_FIELD_NUMBER: _ClassVar[int]
105
+ account_id: str
106
+ appl_id: str
107
+ cancel_qty: int
108
+ cl_order_id: str
109
+ instrument_id: str
110
+ investor_id: str
111
+ market: str
112
+ msg_sequence: int
113
+ msg_type: int
114
+ node_name: str
115
+ node_type: int
116
+ original_cl_order_id: str
117
+ original_counter_order_id: str
118
+ original_order_id: str
119
+ reason: int
120
+ security_id: str
121
+ strategy_id: int
122
+ strategy_name: str
123
+ text: str
124
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_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: ...
125
+
126
+ class CancelOrder(_message.Message):
127
+ __slots__ = ["account_id", "appl_id", "cl_order_id", "instrument_id", "investor_id", "market", "msg_sequence", "msg_type", "node_name", "node_type", "op_user", "original_cl_order_id", "original_order_id", "owner_type", "parent_order_id", "security_id", "strategy_id", "strategy_name"]
128
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
129
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
130
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
131
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
132
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
133
+ MARKET_FIELD_NUMBER: _ClassVar[int]
134
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
135
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
136
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
137
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
138
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
139
+ ORIGINAL_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
140
+ ORIGINAL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
141
+ OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
142
+ PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
143
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
144
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
145
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
146
+ account_id: str
147
+ appl_id: str
148
+ cl_order_id: str
149
+ instrument_id: str
150
+ investor_id: str
151
+ market: str
152
+ msg_sequence: int
153
+ msg_type: int
154
+ node_name: str
155
+ node_type: int
156
+ op_user: _common_pb2.OpUser
157
+ original_cl_order_id: str
158
+ original_order_id: str
159
+ owner_type: int
160
+ parent_order_id: str
161
+ security_id: str
162
+ strategy_id: int
163
+ strategy_name: str
164
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_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] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., owner_type: _Optional[int] = ..., parent_order_id: _Optional[str] = ...) -> None: ...
165
+
166
+ class CancelPendingConfirm(_message.Message):
167
+ __slots__ = ["account_id", "appl_id", "cancel_qty", "cl_order_id", "instrument_id", "investor_id", "market", "msg_sequence", "msg_type", "node_name", "node_type", "original_cl_order_id", "original_counter_order_id", "original_order_id", "reason", "security_id", "strategy_id", "strategy_name", "text"]
168
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
169
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
170
+ CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
171
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
172
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
173
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
174
+ MARKET_FIELD_NUMBER: _ClassVar[int]
175
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
176
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
177
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
178
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
179
+ ORIGINAL_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
180
+ ORIGINAL_COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
181
+ ORIGINAL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
182
+ REASON_FIELD_NUMBER: _ClassVar[int]
183
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
184
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
185
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
186
+ TEXT_FIELD_NUMBER: _ClassVar[int]
187
+ account_id: str
188
+ appl_id: str
189
+ cancel_qty: int
190
+ cl_order_id: str
191
+ instrument_id: str
192
+ investor_id: str
193
+ market: str
194
+ msg_sequence: int
195
+ msg_type: int
196
+ node_name: str
197
+ node_type: int
198
+ original_cl_order_id: str
199
+ original_counter_order_id: str
200
+ original_order_id: str
201
+ reason: int
202
+ security_id: str
203
+ strategy_id: int
204
+ strategy_name: str
205
+ text: str
206
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_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: ...
207
+
208
+ class CancelReject(_message.Message):
209
+ __slots__ = ["account_id", "appl_id", "cl_order_id", "instrument_id", "investor_id", "market", "msg_sequence", "msg_type", "node_name", "node_type", "original_cl_order_id", "original_counter_order_id", "original_order_id", "reject_reason", "security_id", "strategy_id", "strategy_name", "text"]
210
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
211
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
212
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
213
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
214
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
215
+ MARKET_FIELD_NUMBER: _ClassVar[int]
216
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
217
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
218
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
219
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
220
+ ORIGINAL_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
221
+ ORIGINAL_COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
222
+ ORIGINAL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
223
+ REJECT_REASON_FIELD_NUMBER: _ClassVar[int]
224
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
225
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
226
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
227
+ TEXT_FIELD_NUMBER: _ClassVar[int]
228
+ account_id: str
229
+ appl_id: str
230
+ cl_order_id: str
231
+ instrument_id: str
232
+ investor_id: str
233
+ market: str
234
+ msg_sequence: int
235
+ msg_type: int
236
+ node_name: str
237
+ node_type: int
238
+ original_cl_order_id: str
239
+ original_counter_order_id: str
240
+ original_order_id: str
241
+ reject_reason: int
242
+ security_id: str
243
+ strategy_id: int
244
+ strategy_name: str
245
+ text: str
246
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_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: ...
247
+
248
+ class ExternalOrderEvent(_message.Message):
249
+ __slots__ = ["account_id", "appl_id", "cl_order_id", "instrument_id", "investor_id", "market", "msg_sequence", "msg_type", "node_name", "node_type", "order_date", "order_id", "order_price", "order_qty", "order_type", "owner_type", "position_effect", "purpose", "security_id", "security_type", "side", "stop_px", "strategy_id", "time_in_force"]
250
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
251
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
252
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
253
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
254
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
255
+ MARKET_FIELD_NUMBER: _ClassVar[int]
256
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
257
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
258
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
259
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
260
+ ORDER_DATE_FIELD_NUMBER: _ClassVar[int]
261
+ ORDER_ID_FIELD_NUMBER: _ClassVar[int]
262
+ ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
263
+ ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
264
+ ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
265
+ OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
266
+ POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
267
+ PURPOSE_FIELD_NUMBER: _ClassVar[int]
268
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
269
+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
270
+ SIDE_FIELD_NUMBER: _ClassVar[int]
271
+ STOP_PX_FIELD_NUMBER: _ClassVar[int]
272
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
273
+ TIME_IN_FORCE_FIELD_NUMBER: _ClassVar[int]
274
+ account_id: str
275
+ appl_id: str
276
+ cl_order_id: str
277
+ instrument_id: str
278
+ investor_id: str
279
+ market: str
280
+ msg_sequence: int
281
+ msg_type: int
282
+ node_name: str
283
+ node_type: int
284
+ order_date: int
285
+ order_id: str
286
+ order_price: float
287
+ order_qty: int
288
+ order_type: int
289
+ owner_type: int
290
+ position_effect: int
291
+ purpose: int
292
+ security_id: str
293
+ security_type: str
294
+ side: int
295
+ stop_px: float
296
+ strategy_id: int
297
+ time_in_force: int
298
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., order_date: _Optional[int] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., security_type: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., 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] = ..., stop_px: _Optional[float] = ..., order_qty: _Optional[int] = ..., order_price: _Optional[float] = ..., owner_type: _Optional[int] = ...) -> None: ...
299
+
300
+ class Heartbeat(_message.Message):
301
+ __slots__ = ["is_login", "msg_type", "node_name", "node_type", "request_id", "timestamp"]
302
+ IS_LOGIN_FIELD_NUMBER: _ClassVar[int]
303
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
304
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
305
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
306
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
307
+ TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
308
+ is_login: int
309
+ msg_type: int
310
+ node_name: str
311
+ node_type: int
312
+ request_id: str
313
+ timestamp: int
314
+ def __init__(self, msg_type: _Optional[int] = ..., node_type: _Optional[int] = ..., node_name: _Optional[str] = ..., timestamp: _Optional[int] = ..., is_login: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
315
+
316
+ class OrderConfirm(_message.Message):
317
+ __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", "node_name", "node_type", "order_id", "order_price", "position_effect", "reject_qty", "security_id", "strategy_id", "strategy_name"]
318
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
319
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
320
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
321
+ CONFIRM_QTY_FIELD_NUMBER: _ClassVar[int]
322
+ CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
323
+ COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
324
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
325
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
326
+ IS_PASS_FIELD_NUMBER: _ClassVar[int]
327
+ MARKET_FIELD_NUMBER: _ClassVar[int]
328
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
329
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
330
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
331
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
332
+ ORDER_ID_FIELD_NUMBER: _ClassVar[int]
333
+ ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
334
+ POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
335
+ REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
336
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
337
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
338
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
339
+ account_id: str
340
+ appl_id: str
341
+ cl_order_id: str
342
+ confirm_qty: int
343
+ contract_unit: float
344
+ counter_order_id: str
345
+ instrument_id: str
346
+ investor_id: str
347
+ is_pass: int
348
+ market: str
349
+ msg_sequence: int
350
+ msg_type: int
351
+ node_name: str
352
+ node_type: int
353
+ order_id: str
354
+ order_price: float
355
+ position_effect: int
356
+ reject_qty: int
357
+ security_id: str
358
+ strategy_id: int
359
+ strategy_name: str
360
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_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] = ..., position_effect: _Optional[int] = ...) -> None: ...
361
+
362
+ class OrderEvent(_message.Message):
363
+ __slots__ = ["msg_sequence", "msg_type", "node_name", "node_type", "order"]
364
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
365
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
366
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
367
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
368
+ ORDER_FIELD_NUMBER: _ClassVar[int]
369
+ msg_sequence: int
370
+ msg_type: int
371
+ node_name: str
372
+ node_type: int
373
+ order: _common_pb2.Order
374
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., order: _Optional[_Union[_common_pb2.Order, _Mapping]] = ...) -> None: ...
375
+
376
+ class OrderPendingConfirm(_message.Message):
377
+ __slots__ = ["account_id", "appl_id", "cl_order_id", "confirm_qty", "contract_unit", "instrument_id", "investor_id", "is_pass", "market", "msg_sequence", "msg_type", "node_name", "node_type", "order_id", "order_price", "position_effect", "reject_qty", "security_id", "strategy_id", "strategy_name"]
378
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
379
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
380
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
381
+ CONFIRM_QTY_FIELD_NUMBER: _ClassVar[int]
382
+ CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
383
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
384
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
385
+ IS_PASS_FIELD_NUMBER: _ClassVar[int]
386
+ MARKET_FIELD_NUMBER: _ClassVar[int]
387
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
388
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
389
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
390
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
391
+ ORDER_ID_FIELD_NUMBER: _ClassVar[int]
392
+ ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
393
+ POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
394
+ REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
395
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
396
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
397
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
398
+ account_id: str
399
+ appl_id: str
400
+ cl_order_id: str
401
+ confirm_qty: int
402
+ contract_unit: float
403
+ instrument_id: str
404
+ investor_id: str
405
+ is_pass: int
406
+ market: str
407
+ msg_sequence: int
408
+ msg_type: int
409
+ node_name: str
410
+ node_type: int
411
+ order_id: str
412
+ order_price: float
413
+ position_effect: int
414
+ reject_qty: int
415
+ security_id: str
416
+ strategy_id: int
417
+ strategy_name: str
418
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_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] = ..., order_price: _Optional[float] = ..., contract_unit: _Optional[float] = ..., position_effect: _Optional[int] = ...) -> None: ...
419
+
420
+ class OrderReject(_message.Message):
421
+ __slots__ = ["account_id", "appl_id", "cl_order_id", "contract_unit", "exchange_reject_reason", "instrument_id", "investor_id", "is_pass", "market", "msg_sequence", "msg_type", "node_name", "node_type", "order_id", "order_price", "reject_qty", "reject_reason", "security_id", "strategy_id", "strategy_name", "text"]
422
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
423
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
424
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
425
+ CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
426
+ EXCHANGE_REJECT_REASON_FIELD_NUMBER: _ClassVar[int]
427
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
428
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
429
+ IS_PASS_FIELD_NUMBER: _ClassVar[int]
430
+ MARKET_FIELD_NUMBER: _ClassVar[int]
431
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
432
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
433
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
434
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
435
+ ORDER_ID_FIELD_NUMBER: _ClassVar[int]
436
+ ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
437
+ REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
438
+ REJECT_REASON_FIELD_NUMBER: _ClassVar[int]
439
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
440
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
441
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
442
+ TEXT_FIELD_NUMBER: _ClassVar[int]
443
+ account_id: str
444
+ appl_id: str
445
+ cl_order_id: str
446
+ contract_unit: float
447
+ exchange_reject_reason: int
448
+ instrument_id: str
449
+ investor_id: str
450
+ is_pass: int
451
+ market: str
452
+ msg_sequence: int
453
+ msg_type: int
454
+ node_name: str
455
+ node_type: int
456
+ order_id: str
457
+ order_price: float
458
+ reject_qty: int
459
+ reject_reason: int
460
+ security_id: str
461
+ strategy_id: int
462
+ strategy_name: str
463
+ text: str
464
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_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] = ..., exchange_reject_reason: _Optional[int] = ...) -> None: ...
465
+
466
+ class PlaceOrder(_message.Message):
467
+ __slots__ = ["account_id", "algo_params", "algo_type", "appl_id", "attachment", "basket_id", "cl_order_id", "instrument_id", "investor_id", "is_pass", "is_pre_order", "market", "msg_sequence", "msg_type", "node_name", "node_type", "op_user", "order_price", "order_qty", "order_source", "order_type", "owner_type", "parent_order_id", "position_effect", "purpose", "security_id", "security_type", "side", "stop_px", "strategy_id", "strategy_name", "time_in_force", "trigger_time", "user_id"]
468
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
469
+ ALGO_PARAMS_FIELD_NUMBER: _ClassVar[int]
470
+ ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
471
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
472
+ ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
473
+ BASKET_ID_FIELD_NUMBER: _ClassVar[int]
474
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
475
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
476
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
477
+ IS_PASS_FIELD_NUMBER: _ClassVar[int]
478
+ IS_PRE_ORDER_FIELD_NUMBER: _ClassVar[int]
479
+ MARKET_FIELD_NUMBER: _ClassVar[int]
480
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
481
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
482
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
483
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
484
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
485
+ ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
486
+ ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
487
+ ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
488
+ ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
489
+ OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
490
+ PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
491
+ POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
492
+ PURPOSE_FIELD_NUMBER: _ClassVar[int]
493
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
494
+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
495
+ SIDE_FIELD_NUMBER: _ClassVar[int]
496
+ STOP_PX_FIELD_NUMBER: _ClassVar[int]
497
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
498
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
499
+ TIME_IN_FORCE_FIELD_NUMBER: _ClassVar[int]
500
+ TRIGGER_TIME_FIELD_NUMBER: _ClassVar[int]
501
+ USER_ID_FIELD_NUMBER: _ClassVar[int]
502
+ account_id: str
503
+ algo_params: _common_pb2.AlgoParams
504
+ algo_type: int
505
+ appl_id: str
506
+ attachment: str
507
+ basket_id: str
508
+ cl_order_id: str
509
+ instrument_id: str
510
+ investor_id: str
511
+ is_pass: int
512
+ is_pre_order: int
513
+ market: str
514
+ msg_sequence: int
515
+ msg_type: int
516
+ node_name: str
517
+ node_type: int
518
+ op_user: _common_pb2.OpUser
519
+ order_price: float
520
+ order_qty: int
521
+ order_source: str
522
+ order_type: int
523
+ owner_type: int
524
+ parent_order_id: str
525
+ position_effect: int
526
+ purpose: int
527
+ security_id: str
528
+ security_type: str
529
+ side: int
530
+ stop_px: float
531
+ strategy_id: int
532
+ strategy_name: str
533
+ time_in_force: int
534
+ trigger_time: int
535
+ user_id: str
536
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., security_type: _Optional[str] = ..., appl_id: _Optional[str] = ..., user_id: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., 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[_common_pb2.AlgoParams, _Mapping]] = ..., order_source: _Optional[str] = ..., attachment: _Optional[str] = ..., parent_order_id: _Optional[str] = ..., basket_id: _Optional[str] = ...) -> None: ...
537
+
538
+ class RiskEvent(_message.Message):
539
+ __slots__ = ["msg_sequence", "msg_type", "node_name", "node_type", "risk_result", "timestamp"]
540
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
541
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
542
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
543
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
544
+ RISK_RESULT_FIELD_NUMBER: _ClassVar[int]
545
+ TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
546
+ msg_sequence: int
547
+ msg_type: int
548
+ node_name: str
549
+ node_type: int
550
+ risk_result: _containers.RepeatedCompositeFieldContainer[RiskResult]
551
+ timestamp: int
552
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., timestamp: _Optional[int] = ..., risk_result: _Optional[_Iterable[_Union[RiskResult, _Mapping]]] = ...) -> None: ...
553
+
554
+ class RiskResult(_message.Message):
555
+ __slots__ = ["account_id", "instrument_id", "order_action", "order_id", "real_value", "risk_code", "risk_id", "risk_info", "risk_status", "set_value"]
556
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
557
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
558
+ ORDER_ACTION_FIELD_NUMBER: _ClassVar[int]
559
+ ORDER_ID_FIELD_NUMBER: _ClassVar[int]
560
+ REAL_VALUE_FIELD_NUMBER: _ClassVar[int]
561
+ RISK_CODE_FIELD_NUMBER: _ClassVar[int]
562
+ RISK_ID_FIELD_NUMBER: _ClassVar[int]
563
+ RISK_INFO_FIELD_NUMBER: _ClassVar[int]
564
+ RISK_STATUS_FIELD_NUMBER: _ClassVar[int]
565
+ SET_VALUE_FIELD_NUMBER: _ClassVar[int]
566
+ account_id: str
567
+ instrument_id: str
568
+ order_action: int
569
+ order_id: str
570
+ real_value: float
571
+ risk_code: str
572
+ risk_id: int
573
+ risk_info: str
574
+ risk_status: int
575
+ set_value: float
576
+ def __init__(self, risk_code: _Optional[str] = ..., risk_info: _Optional[str] = ..., risk_status: _Optional[int] = ..., order_action: _Optional[int] = ..., order_id: _Optional[str] = ..., account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., risk_id: _Optional[int] = ..., set_value: _Optional[float] = ..., real_value: _Optional[float] = ...) -> None: ...
577
+
578
+ class TradeConfirm(_message.Message):
579
+ __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", "node_name", "node_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"]
580
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
581
+ ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
582
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
583
+ ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
584
+ BASKET_ID_FIELD_NUMBER: _ClassVar[int]
585
+ BUSINESS_TYPE_FIELD_NUMBER: _ClassVar[int]
586
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
587
+ CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
588
+ COUNTERPARTY_ID_FIELD_NUMBER: _ClassVar[int]
589
+ COUNTER_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
590
+ COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
591
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
592
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
593
+ IS_MAKER_FIELD_NUMBER: _ClassVar[int]
594
+ LAST_PX_FIELD_NUMBER: _ClassVar[int]
595
+ LAST_QTY_FIELD_NUMBER: _ClassVar[int]
596
+ MARKET_FIELD_NUMBER: _ClassVar[int]
597
+ MATCH_PLACE_FIELD_NUMBER: _ClassVar[int]
598
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
599
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
600
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
601
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
602
+ ORDER_ID_FIELD_NUMBER: _ClassVar[int]
603
+ ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
604
+ ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
605
+ ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
606
+ ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
607
+ OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
608
+ PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
609
+ POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
610
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
611
+ SIDE_FIELD_NUMBER: _ClassVar[int]
612
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
613
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
614
+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
615
+ TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
616
+ TRADE_ID_FIELD_NUMBER: _ClassVar[int]
617
+ TRADE_TIME_FIELD_NUMBER: _ClassVar[int]
618
+ USER_ID_FIELD_NUMBER: _ClassVar[int]
619
+ account_id: str
620
+ algo_type: int
621
+ appl_id: str
622
+ attachment: str
623
+ basket_id: str
624
+ business_type: str
625
+ cl_order_id: str
626
+ contract_unit: float
627
+ counter_cl_order_id: str
628
+ counter_order_id: str
629
+ counterparty_id: str
630
+ instrument_id: str
631
+ investor_id: str
632
+ is_maker: int
633
+ last_px: float
634
+ last_qty: int
635
+ market: str
636
+ match_place: int
637
+ msg_sequence: int
638
+ msg_type: int
639
+ node_name: str
640
+ node_type: int
641
+ order_id: str
642
+ order_price: float
643
+ order_qty: int
644
+ order_source: str
645
+ order_type: int
646
+ owner_type: int
647
+ parent_order_id: str
648
+ position_effect: int
649
+ security_id: str
650
+ side: int
651
+ strategy_id: int
652
+ strategy_name: str
653
+ symbol: str
654
+ trade_amt: float
655
+ trade_id: str
656
+ trade_time: int
657
+ user_id: str
658
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_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: ...
659
+
660
+ class UpdateNodeConfigReq(_message.Message):
661
+ __slots__ = ["counter_account", "last_timestamp", "msg_type", "node_name", "node_type", "op_user", "operate_type", "request_id", "trading_session"]
662
+ COUNTER_ACCOUNT_FIELD_NUMBER: _ClassVar[int]
663
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
664
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
665
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
666
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
667
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
668
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
669
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
670
+ TRADING_SESSION_FIELD_NUMBER: _ClassVar[int]
671
+ counter_account: _containers.RepeatedCompositeFieldContainer[_common_pb2.CounterAccount]
672
+ last_timestamp: int
673
+ msg_type: int
674
+ node_name: str
675
+ node_type: int
676
+ op_user: _common_pb2.OpUser
677
+ operate_type: str
678
+ request_id: str
679
+ trading_session: _containers.RepeatedCompositeFieldContainer[_common_pb2.TradingSession]
680
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., trading_session: _Optional[_Iterable[_Union[_common_pb2.TradingSession, _Mapping]]] = ..., counter_account: _Optional[_Iterable[_Union[_common_pb2.CounterAccount, _Mapping]]] = ...) -> None: ...
681
+
682
+ class UpdateNodeConfigRsp(_message.Message):
683
+ __slots__ = ["counter_account", "last_timestamp", "msg_type", "node_name", "node_type", "operate_type", "request_id", "status", "text", "trading_session"]
684
+ COUNTER_ACCOUNT_FIELD_NUMBER: _ClassVar[int]
685
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
686
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
687
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
688
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
689
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
690
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
691
+ STATUS_FIELD_NUMBER: _ClassVar[int]
692
+ TEXT_FIELD_NUMBER: _ClassVar[int]
693
+ TRADING_SESSION_FIELD_NUMBER: _ClassVar[int]
694
+ counter_account: _containers.RepeatedCompositeFieldContainer[_common_pb2.CounterAccount]
695
+ last_timestamp: int
696
+ msg_type: int
697
+ node_name: str
698
+ node_type: int
699
+ operate_type: str
700
+ request_id: str
701
+ status: int
702
+ text: str
703
+ trading_session: _containers.RepeatedCompositeFieldContainer[_common_pb2.TradingSession]
704
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., trading_session: _Optional[_Iterable[_Union[_common_pb2.TradingSession, _Mapping]]] = ..., counter_account: _Optional[_Iterable[_Union[_common_pb2.CounterAccount, _Mapping]]] = ...) -> None: ...
705
+
706
+ class UpdateOrderReq(_message.Message):
707
+ __slots__ = ["last_timestamp", "msg_type", "node_name", "node_type", "op_user", "order", "order_action", "request_id", "trade"]
708
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
709
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
710
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
711
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
712
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
713
+ ORDER_ACTION_FIELD_NUMBER: _ClassVar[int]
714
+ ORDER_FIELD_NUMBER: _ClassVar[int]
715
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
716
+ TRADE_FIELD_NUMBER: _ClassVar[int]
717
+ last_timestamp: int
718
+ msg_type: int
719
+ node_name: str
720
+ node_type: int
721
+ op_user: _common_pb2.OpUser
722
+ order: _common_pb2.Order
723
+ order_action: str
724
+ request_id: str
725
+ trade: _containers.RepeatedCompositeFieldContainer[_common_pb2.Trade]
726
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., order_action: _Optional[str] = ..., order: _Optional[_Union[_common_pb2.Order, _Mapping]] = ..., trade: _Optional[_Iterable[_Union[_common_pb2.Trade, _Mapping]]] = ...) -> None: ...
727
+
728
+ class UpdateOrderRsp(_message.Message):
729
+ __slots__ = ["last_timestamp", "msg_type", "node_name", "node_type", "request_id", "status", "text"]
730
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
731
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
732
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
733
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
734
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
735
+ STATUS_FIELD_NUMBER: _ClassVar[int]
736
+ TEXT_FIELD_NUMBER: _ClassVar[int]
737
+ last_timestamp: int
738
+ msg_type: int
739
+ node_name: str
740
+ node_type: int
741
+ request_id: str
742
+ status: int
743
+ text: str
744
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
745
+
746
+ class UpdateRiskMarketParamsReq(_message.Message):
747
+ __slots__ = ["last_timestamp", "msg_type", "node_name", "node_type", "op_user", "operate_type", "request_id", "risk_params"]
748
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
749
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
750
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
751
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
752
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
753
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
754
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
755
+ RISK_PARAMS_FIELD_NUMBER: _ClassVar[int]
756
+ last_timestamp: int
757
+ msg_type: int
758
+ node_name: str
759
+ node_type: int
760
+ op_user: _common_pb2.OpUser
761
+ operate_type: str
762
+ request_id: str
763
+ risk_params: _containers.RepeatedCompositeFieldContainer[_common_pb2.RiskMarketParams]
764
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., risk_params: _Optional[_Iterable[_Union[_common_pb2.RiskMarketParams, _Mapping]]] = ...) -> None: ...
765
+
766
+ class UpdateRiskMarketParamsRsp(_message.Message):
767
+ __slots__ = ["last_timestamp", "msg_type", "node_name", "node_type", "operate_type", "request_id", "risk_params", "status", "text"]
768
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
769
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
770
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
771
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
772
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
773
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
774
+ RISK_PARAMS_FIELD_NUMBER: _ClassVar[int]
775
+ STATUS_FIELD_NUMBER: _ClassVar[int]
776
+ TEXT_FIELD_NUMBER: _ClassVar[int]
777
+ last_timestamp: int
778
+ msg_type: int
779
+ node_name: str
780
+ node_type: int
781
+ operate_type: str
782
+ request_id: str
783
+ risk_params: _containers.RepeatedCompositeFieldContainer[_common_pb2.RiskMarketParams]
784
+ status: int
785
+ text: str
786
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., risk_params: _Optional[_Iterable[_Union[_common_pb2.RiskMarketParams, _Mapping]]] = ...) -> None: ...
787
+
788
+ class UpdateRiskParamsReq(_message.Message):
789
+ __slots__ = ["last_timestamp", "msg_type", "node_name", "node_type", "op_user", "operate_type", "request_id", "risk_item"]
790
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
791
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
792
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
793
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
794
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
795
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
796
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
797
+ RISK_ITEM_FIELD_NUMBER: _ClassVar[int]
798
+ last_timestamp: int
799
+ msg_type: int
800
+ node_name: str
801
+ node_type: int
802
+ op_user: _common_pb2.OpUser
803
+ operate_type: str
804
+ request_id: str
805
+ risk_item: _containers.RepeatedCompositeFieldContainer[_common_pb2.RiskItem]
806
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., risk_item: _Optional[_Iterable[_Union[_common_pb2.RiskItem, _Mapping]]] = ...) -> None: ...
807
+
808
+ class UpdateRiskParamsRsp(_message.Message):
809
+ __slots__ = ["last_timestamp", "msg_type", "node_name", "node_type", "operate_type", "request_id", "risk_item", "status", "text"]
810
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
811
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
812
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
813
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
814
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
815
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
816
+ RISK_ITEM_FIELD_NUMBER: _ClassVar[int]
817
+ STATUS_FIELD_NUMBER: _ClassVar[int]
818
+ TEXT_FIELD_NUMBER: _ClassVar[int]
819
+ last_timestamp: int
820
+ msg_type: int
821
+ node_name: str
822
+ node_type: int
823
+ operate_type: str
824
+ request_id: str
825
+ risk_item: _containers.RepeatedCompositeFieldContainer[_common_pb2.RiskItem]
826
+ status: int
827
+ text: str
828
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., risk_item: _Optional[_Iterable[_Union[_common_pb2.RiskItem, _Mapping]]] = ...) -> None: ...
829
+
830
+ class UpdateRiskStatReq(_message.Message):
831
+ __slots__ = ["account_id", "instrument_id", "last_timestamp", "msg_type", "node_name", "node_type", "op_user", "request_id", "risk_code", "risk_stat_value"]
832
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
833
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
834
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
835
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
836
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
837
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
838
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
839
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
840
+ RISK_CODE_FIELD_NUMBER: _ClassVar[int]
841
+ RISK_STAT_VALUE_FIELD_NUMBER: _ClassVar[int]
842
+ account_id: str
843
+ instrument_id: str
844
+ last_timestamp: int
845
+ msg_type: int
846
+ node_name: str
847
+ node_type: int
848
+ op_user: _common_pb2.OpUser
849
+ request_id: str
850
+ risk_code: str
851
+ risk_stat_value: float
852
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., risk_code: _Optional[str] = ..., risk_stat_value: _Optional[float] = ...) -> None: ...
853
+
854
+ class UpdateRiskStatRsp(_message.Message):
855
+ __slots__ = ["account_id", "instrument_id", "last_timestamp", "msg_type", "node_name", "node_type", "request_id", "risk_code", "risk_stat_value", "status", "text"]
856
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
857
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
858
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
859
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
860
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
861
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
862
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
863
+ RISK_CODE_FIELD_NUMBER: _ClassVar[int]
864
+ RISK_STAT_VALUE_FIELD_NUMBER: _ClassVar[int]
865
+ STATUS_FIELD_NUMBER: _ClassVar[int]
866
+ TEXT_FIELD_NUMBER: _ClassVar[int]
867
+ account_id: str
868
+ instrument_id: str
869
+ last_timestamp: int
870
+ msg_type: int
871
+ node_name: str
872
+ node_type: int
873
+ request_id: str
874
+ risk_code: str
875
+ risk_stat_value: float
876
+ status: int
877
+ text: str
878
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., risk_code: _Optional[str] = ..., risk_stat_value: _Optional[float] = ...) -> None: ...
879
+
880
+ class UserMockRequest(_message.Message):
881
+ __slots__ = ["account_id", "cancel_qty", "exec_type", "msg_type", "orig_cl_order_id", "reject_qty", "sequence", "trade_id", "trade_price", "trade_qty"]
882
+ class ExecType(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
883
+ __slots__ = []
884
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
885
+ CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
886
+ EXEC_TYPE_FIELD_NUMBER: _ClassVar[int]
887
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
888
+ ORIG_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
889
+ REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
890
+ SEQUENCE_FIELD_NUMBER: _ClassVar[int]
891
+ TRADE_ID_FIELD_NUMBER: _ClassVar[int]
892
+ TRADE_PRICE_FIELD_NUMBER: _ClassVar[int]
893
+ TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
894
+ account_id: str
895
+ cancel_qty: int
896
+ exec_type: UserMockRequest.ExecType
897
+ kCancelRejected: UserMockRequest.ExecType
898
+ kCanceled: UserMockRequest.ExecType
899
+ kNew: UserMockRequest.ExecType
900
+ kPendingCancel: UserMockRequest.ExecType
901
+ kPendingNew: UserMockRequest.ExecType
902
+ kRejected: UserMockRequest.ExecType
903
+ kTrade: UserMockRequest.ExecType
904
+ kUnknown: UserMockRequest.ExecType
905
+ msg_type: int
906
+ orig_cl_order_id: str
907
+ reject_qty: int
908
+ sequence: int
909
+ trade_id: str
910
+ trade_price: float
911
+ trade_qty: int
912
+ def __init__(self, msg_type: _Optional[int] = ..., sequence: _Optional[int] = ..., orig_cl_order_id: _Optional[str] = ..., exec_type: _Optional[_Union[UserMockRequest.ExecType, str]] = ..., trade_id: _Optional[str] = ..., trade_price: _Optional[float] = ..., trade_qty: _Optional[int] = ..., cancel_qty: _Optional[int] = ..., reject_qty: _Optional[int] = ..., account_id: _Optional[str] = ...) -> None: ...