datahub_binary 0.7.7__cp312-cp312-win_amd64.whl → 0.7.9__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.
Files changed (18) hide show
  1. datahub/protos/client_pb2.pyi +3844 -0
  2. datahub/protos/common_pb2.pyi +603 -0
  3. datahub/protos/management_pb2.pyi +443 -0
  4. datahub/protos/martrix_pb2.pyi +12 -13
  5. datahub/protos/position_pb2.pyi +394 -0
  6. datahub/protos/query_pb2.pyi +309 -0
  7. datahub/protos/quote_pb2.pyi +342 -343
  8. datahub/protos/signal_pb2.pyi +289 -0
  9. datahub/protos/strategy_pb2.pyi +603 -0
  10. datahub/protos/trade_pb2.pyi +912 -0
  11. datahub.cp312-win_amd64.pyd +0 -0
  12. datahub.pyi +0 -1
  13. {datahub_binary-0.7.7.dist-info → datahub_binary-0.7.9.dist-info}/METADATA +1 -1
  14. datahub_binary-0.7.9.dist-info/RECORD +17 -0
  15. datahub/protos/session_pb2.pyi +0 -69
  16. datahub_binary-0.7.7.dist-info/RECORD +0 -10
  17. {datahub_binary-0.7.7.dist-info → datahub_binary-0.7.9.dist-info}/WHEEL +0 -0
  18. {datahub_binary-0.7.7.dist-info → datahub_binary-0.7.9.dist-info}/top_level.txt +0 -0
datahub/protos/quote_pb2.pyi CHANGED
@@ -1,459 +1,458 @@
1
1
  from google.protobuf.internal import containers as _containers
2
2
  from google.protobuf import descriptor as _descriptor
3
3
  from google.protobuf import message as _message
4
- from collections.abc import Iterable as _Iterable, Mapping as _Mapping
5
- from typing import ClassVar as _ClassVar, Optional as _Optional, Union as _Union
4
+ from typing import ClassVar as _ClassVar, Iterable as _Iterable, Mapping as _Mapping, Optional as _Optional, Union as _Union
6
5
 
7
6
  DESCRIPTOR: _descriptor.FileDescriptor
8
7
 
9
- class QuoteLevelData(_message.Message):
10
- __slots__ = ("bid_price", "bid_volume", "ask_price", "ask_volume")
11
- BID_PRICE_FIELD_NUMBER: _ClassVar[int]
12
- BID_VOLUME_FIELD_NUMBER: _ClassVar[int]
13
- ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
14
- ASK_VOLUME_FIELD_NUMBER: _ClassVar[int]
15
- bid_price: int
16
- bid_volume: int
17
- ask_price: int
18
- ask_volume: int
19
- def __init__(self, bid_price: _Optional[int] = ..., bid_volume: _Optional[int] = ..., ask_price: _Optional[int] = ..., ask_volume: _Optional[int] = ...) -> None: ...
20
-
21
- class SignalQuoteData(_message.Message):
22
- __slots__ = ("id", "value")
23
- ID_FIELD_NUMBER: _ClassVar[int]
24
- VALUE_FIELD_NUMBER: _ClassVar[int]
25
- id: str
26
- value: int
27
- def __init__(self, id: _Optional[str] = ..., value: _Optional[int] = ...) -> None: ...
28
-
29
- class MDSnapshot(_message.Message):
30
- __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "last_timestamp", "instrument_id", "market", "security_id", "security_type", "md_date", "md_time", "md_type", "last_price", "volume", "turnover", "high_price", "low_price", "open_price", "close_price", "pre_close_price", "up_limit", "down_limit", "iopv", "open_interest", "trade_nums", "status", "phase_code", "signal_value", "signal_id", "signal_name", "depth_quote")
8
+ class ETFQuoteSnapshot(_message.Message):
9
+ __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", "node_name", "node_type", "pre_close_iopv", "security_id", "security_type", "signal_id", "suspension_nums", "symbol", "up_limit_nums"]
10
+ ASK_IOPV_FIELD_NUMBER: _ClassVar[int]
11
+ BID_IOPV_FIELD_NUMBER: _ClassVar[int]
12
+ CONSTITUENT_NUMS_FIELD_NUMBER: _ClassVar[int]
13
+ CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
14
+ DOWN_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
15
+ ETF_ASK_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
16
+ ETF_ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
17
+ ETF_BID_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
18
+ ETF_BID_PRICE_FIELD_NUMBER: _ClassVar[int]
19
+ ETF_DEVIATION_FIELD_NUMBER: _ClassVar[int]
20
+ ETF_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
21
+ ETF_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
22
+ ETF_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
23
+ ETF_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
24
+ INDEX_DEVIATION_FIELD_NUMBER: _ClassVar[int]
25
+ INDEX_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
26
+ INDEX_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
27
+ INDEX_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
28
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
29
+ IOPV_FIELD_NUMBER: _ClassVar[int]
30
+ IOPV_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
31
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
32
+ MARKET_FIELD_NUMBER: _ClassVar[int]
33
+ MD_DATE_FIELD_NUMBER: _ClassVar[int]
34
+ MD_TIME_FIELD_NUMBER: _ClassVar[int]
35
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
31
36
  MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
32
37
  NODE_NAME_FIELD_NUMBER: _ClassVar[int]
33
38
  NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
34
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
35
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
36
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
37
- MARKET_FIELD_NUMBER: _ClassVar[int]
39
+ PRE_CLOSE_IOPV_FIELD_NUMBER: _ClassVar[int]
38
40
  SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
39
41
  SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
40
- MD_DATE_FIELD_NUMBER: _ClassVar[int]
41
- MD_TIME_FIELD_NUMBER: _ClassVar[int]
42
- MD_TYPE_FIELD_NUMBER: _ClassVar[int]
43
- LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
44
- VOLUME_FIELD_NUMBER: _ClassVar[int]
45
- TURNOVER_FIELD_NUMBER: _ClassVar[int]
46
- HIGH_PRICE_FIELD_NUMBER: _ClassVar[int]
47
- LOW_PRICE_FIELD_NUMBER: _ClassVar[int]
48
- OPEN_PRICE_FIELD_NUMBER: _ClassVar[int]
49
- CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
50
- PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
51
- UP_LIMIT_FIELD_NUMBER: _ClassVar[int]
52
- DOWN_LIMIT_FIELD_NUMBER: _ClassVar[int]
53
- IOPV_FIELD_NUMBER: _ClassVar[int]
54
- OPEN_INTEREST_FIELD_NUMBER: _ClassVar[int]
55
- TRADE_NUMS_FIELD_NUMBER: _ClassVar[int]
56
- STATUS_FIELD_NUMBER: _ClassVar[int]
57
- PHASE_CODE_FIELD_NUMBER: _ClassVar[int]
58
- SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
59
42
  SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
60
- SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
61
- DEPTH_QUOTE_FIELD_NUMBER: _ClassVar[int]
43
+ SUSPENSION_NUMS_FIELD_NUMBER: _ClassVar[int]
44
+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
45
+ UP_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
46
+ ask_iopv: int
47
+ bid_iopv: int
48
+ constituent_nums: int
49
+ currency_id: str
50
+ down_limit_nums: int
51
+ etf_ask_premium_rate: float
52
+ etf_ask_price: int
53
+ etf_bid_premium_rate: float
54
+ etf_bid_price: int
55
+ etf_deviation: float
56
+ etf_last_price: int
57
+ etf_pct_change: float
58
+ etf_pre_close_price: int
59
+ etf_premium_rate: float
60
+ index_deviation: float
61
+ index_last_price: int
62
+ index_pct_change: float
63
+ index_pre_close_price: int
64
+ instrument_id: str
65
+ iopv: int
66
+ iopv_pct_change: float
67
+ last_timestamp: int
68
+ market: str
69
+ md_date: int
70
+ md_time: int
71
+ msg_sequence: int
62
72
  msg_type: int
63
73
  node_name: str
64
74
  node_type: int
65
- msg_sequence: int
66
- last_timestamp: int
67
- instrument_id: str
68
- market: str
75
+ pre_close_iopv: int
69
76
  security_id: str
70
77
  security_type: str
71
- md_date: int
72
- md_time: int
73
- md_type: int
74
- last_price: int
75
- volume: int
76
- turnover: int
77
- high_price: int
78
- low_price: int
79
- open_price: int
80
- close_price: int
81
- pre_close_price: int
82
- up_limit: int
83
- down_limit: int
84
- iopv: int
85
- open_interest: int
86
- trade_nums: int
87
- status: int
88
- phase_code: int
89
- signal_value: int
90
78
  signal_id: int
91
- signal_name: str
92
- depth_quote: _containers.RepeatedCompositeFieldContainer[QuoteLevelData]
93
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_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] = ..., open_interest: _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: ...
79
+ suspension_nums: int
80
+ symbol: str
81
+ up_limit_nums: int
82
+ 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] = ..., signal_id: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ...) -> None: ...
94
83
 
95
- class MDTransaction(_message.Message):
96
- __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "last_timestamp", "instrument_id", "market", "security_id", "security_type", "md_date", "md_time", "trade_index", "trade_price", "trade_qty", "bs_flag", "ask_order_id", "bid_order_id", "trade_type", "channel_id", "biz_index", "status")
84
+ class ETFQuoteTick(_message.Message):
85
+ __slots__ = ["ask_iopv", "bid_iopv", "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", "node_name", "node_type", "security_id", "security_type", "signal_id", "suspension_nums", "symbol", "up_limit_nums"]
86
+ ASK_IOPV_FIELD_NUMBER: _ClassVar[int]
87
+ BID_IOPV_FIELD_NUMBER: _ClassVar[int]
88
+ CONSTITUENT_NUMS_FIELD_NUMBER: _ClassVar[int]
89
+ DOWN_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
90
+ ETF_ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
91
+ ETF_BID_PRICE_FIELD_NUMBER: _ClassVar[int]
92
+ ETF_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
93
+ ETF_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
94
+ ETF_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
95
+ ETF_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
96
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
97
+ IOPV_FIELD_NUMBER: _ClassVar[int]
98
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
99
+ MARKET_FIELD_NUMBER: _ClassVar[int]
100
+ MD_DATE_FIELD_NUMBER: _ClassVar[int]
101
+ MD_TIME_FIELD_NUMBER: _ClassVar[int]
102
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
97
103
  MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
98
104
  NODE_NAME_FIELD_NUMBER: _ClassVar[int]
99
105
  NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
100
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
101
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
102
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
103
- MARKET_FIELD_NUMBER: _ClassVar[int]
104
106
  SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
105
107
  SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
106
- MD_DATE_FIELD_NUMBER: _ClassVar[int]
107
- MD_TIME_FIELD_NUMBER: _ClassVar[int]
108
- TRADE_INDEX_FIELD_NUMBER: _ClassVar[int]
109
- TRADE_PRICE_FIELD_NUMBER: _ClassVar[int]
110
- TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
111
- BS_FLAG_FIELD_NUMBER: _ClassVar[int]
112
- ASK_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
113
- BID_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
114
- TRADE_TYPE_FIELD_NUMBER: _ClassVar[int]
115
- CHANNEL_ID_FIELD_NUMBER: _ClassVar[int]
116
- BIZ_INDEX_FIELD_NUMBER: _ClassVar[int]
117
- STATUS_FIELD_NUMBER: _ClassVar[int]
108
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
109
+ SUSPENSION_NUMS_FIELD_NUMBER: _ClassVar[int]
110
+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
111
+ UP_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
112
+ ask_iopv: int
113
+ bid_iopv: int
114
+ constituent_nums: int
115
+ down_limit_nums: int
116
+ etf_ask_price: int
117
+ etf_bid_price: int
118
+ etf_last_price: int
119
+ etf_pct_change: float
120
+ etf_pre_close_price: int
121
+ etf_premium_rate: float
122
+ instrument_id: str
123
+ iopv: int
124
+ last_timestamp: int
125
+ market: str
126
+ md_date: int
127
+ md_time: int
128
+ msg_sequence: int
118
129
  msg_type: int
119
130
  node_name: str
120
131
  node_type: int
121
- msg_sequence: int
122
- last_timestamp: int
123
- instrument_id: str
124
- market: str
125
132
  security_id: str
126
133
  security_type: str
127
- md_date: int
128
- md_time: int
129
- trade_index: int
130
- trade_price: int
131
- trade_qty: int
132
- bs_flag: str
133
- ask_order_id: int
134
- bid_order_id: int
135
- trade_type: str
136
- channel_id: int
137
- biz_index: int
138
- status: int
139
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_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] = ..., trade_index: _Optional[int] = ..., trade_price: _Optional[int] = ..., trade_qty: _Optional[int] = ..., bs_flag: _Optional[str] = ..., ask_order_id: _Optional[int] = ..., bid_order_id: _Optional[int] = ..., trade_type: _Optional[str] = ..., channel_id: _Optional[int] = ..., biz_index: _Optional[int] = ..., status: _Optional[int] = ...) -> None: ...
134
+ signal_id: int
135
+ suspension_nums: int
136
+ symbol: str
137
+ up_limit_nums: int
138
+ 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] = ..., signal_id: _Optional[int] = ..., bid_iopv: _Optional[int] = ..., ask_iopv: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ...) -> None: ...
140
139
 
141
- class MDOrder(_message.Message):
142
- __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "last_timestamp", "instrument_id", "market", "security_id", "security_type", "md_date", "md_time", "order_id", "bs_flag", "order_price", "order_qty", "order_type", "channel_id", "biz_index", "status")
140
+ class FXSnapshot(_message.Message):
141
+ __slots__ = ["currency_id", "fx_market", "fx_rate", "last_timestamp", "md_date", "md_time", "msg_sequence", "msg_type", "node_name", "node_type", "opposite_currency_id"]
142
+ CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
143
+ FX_MARKET_FIELD_NUMBER: _ClassVar[int]
144
+ FX_RATE_FIELD_NUMBER: _ClassVar[int]
145
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
146
+ MD_DATE_FIELD_NUMBER: _ClassVar[int]
147
+ MD_TIME_FIELD_NUMBER: _ClassVar[int]
148
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
143
149
  MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
144
150
  NODE_NAME_FIELD_NUMBER: _ClassVar[int]
145
151
  NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
146
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
147
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
152
+ OPPOSITE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
153
+ currency_id: str
154
+ fx_market: str
155
+ fx_rate: float
156
+ last_timestamp: int
157
+ md_date: int
158
+ md_time: int
159
+ msg_sequence: int
160
+ msg_type: int
161
+ node_name: str
162
+ node_type: int
163
+ opposite_currency_id: str
164
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., currency_id: _Optional[str] = ..., opposite_currency_id: _Optional[str] = ..., fx_market: _Optional[str] = ..., fx_rate: _Optional[float] = ...) -> None: ...
165
+
166
+ class MDOrder(_message.Message):
167
+ __slots__ = ["biz_index", "bs_flag", "channel_id", "instrument_id", "last_timestamp", "market", "md_date", "md_time", "msg_sequence", "msg_type", "node_name", "node_type", "order_id", "order_price", "order_qty", "order_type", "security_id", "security_type", "status"]
168
+ BIZ_INDEX_FIELD_NUMBER: _ClassVar[int]
169
+ BS_FLAG_FIELD_NUMBER: _ClassVar[int]
170
+ CHANNEL_ID_FIELD_NUMBER: _ClassVar[int]
148
171
  INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
172
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
149
173
  MARKET_FIELD_NUMBER: _ClassVar[int]
150
- SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
151
- SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
152
174
  MD_DATE_FIELD_NUMBER: _ClassVar[int]
153
175
  MD_TIME_FIELD_NUMBER: _ClassVar[int]
176
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
177
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
178
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
179
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
154
180
  ORDER_ID_FIELD_NUMBER: _ClassVar[int]
155
- BS_FLAG_FIELD_NUMBER: _ClassVar[int]
156
181
  ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
157
182
  ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
158
183
  ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
159
- CHANNEL_ID_FIELD_NUMBER: _ClassVar[int]
160
- BIZ_INDEX_FIELD_NUMBER: _ClassVar[int]
184
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
185
+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
161
186
  STATUS_FIELD_NUMBER: _ClassVar[int]
162
- msg_type: int
163
- node_name: str
164
- node_type: int
165
- msg_sequence: int
166
- last_timestamp: int
187
+ biz_index: int
188
+ bs_flag: str
189
+ channel_id: int
167
190
  instrument_id: str
191
+ last_timestamp: int
168
192
  market: str
169
- security_id: str
170
- security_type: str
171
193
  md_date: int
172
194
  md_time: int
195
+ msg_sequence: int
196
+ msg_type: int
197
+ node_name: str
198
+ node_type: int
173
199
  order_id: int
174
- bs_flag: str
175
200
  order_price: int
176
201
  order_qty: int
177
202
  order_type: str
178
- channel_id: int
179
- biz_index: int
203
+ security_id: str
204
+ security_type: str
180
205
  status: int
181
206
  def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_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] = ..., order_id: _Optional[int] = ..., bs_flag: _Optional[str] = ..., order_price: _Optional[int] = ..., order_qty: _Optional[int] = ..., order_type: _Optional[str] = ..., channel_id: _Optional[int] = ..., biz_index: _Optional[int] = ..., status: _Optional[int] = ...) -> None: ...
182
207
 
183
- class RCParam(_message.Message):
184
- __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "last_timestamp", "account_id", "instrument_id", "market", "security_id", "buy_order_num", "sell_order_num", "buy_cancel_num", "sell_cancel_num", "buy_order_qty", "sell_order_qty", "buy_order_amt", "sell_order_amt", "buy_active_qty", "sell_active_qty", "buy_active_amt", "sell_active_amt", "buy_trade_qty", "sell_trade_qty", "buy_trade_amt", "sell_trade_amt")
185
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
186
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
187
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
188
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
189
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
190
- ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
208
+ class MDSnapshot(_message.Message):
209
+ __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", "node_name", "node_type", "open_interest", "open_price", "phase_code", "pre_close_price", "security_id", "security_type", "signal_id", "signal_name", "signal_value", "status", "trade_nums", "turnover", "up_limit", "volume"]
210
+ CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
211
+ DEPTH_QUOTE_FIELD_NUMBER: _ClassVar[int]
212
+ DOWN_LIMIT_FIELD_NUMBER: _ClassVar[int]
213
+ HIGH_PRICE_FIELD_NUMBER: _ClassVar[int]
191
214
  INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
192
- MARKET_FIELD_NUMBER: _ClassVar[int]
193
- SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
194
- BUY_ORDER_NUM_FIELD_NUMBER: _ClassVar[int]
195
- SELL_ORDER_NUM_FIELD_NUMBER: _ClassVar[int]
196
- BUY_CANCEL_NUM_FIELD_NUMBER: _ClassVar[int]
197
- SELL_CANCEL_NUM_FIELD_NUMBER: _ClassVar[int]
198
- BUY_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
199
- SELL_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
200
- BUY_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
201
- SELL_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
202
- BUY_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
203
- SELL_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
204
- BUY_ACTIVE_AMT_FIELD_NUMBER: _ClassVar[int]
205
- SELL_ACTIVE_AMT_FIELD_NUMBER: _ClassVar[int]
206
- BUY_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
207
- SELL_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
208
- BUY_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
209
- SELL_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
210
- msg_type: int
211
- node_name: str
212
- node_type: int
213
- msg_sequence: int
214
- last_timestamp: int
215
- account_id: str
216
- instrument_id: str
217
- market: str
218
- security_id: str
219
- buy_order_num: int
220
- sell_order_num: int
221
- buy_cancel_num: int
222
- sell_cancel_num: int
223
- buy_order_qty: int
224
- sell_order_qty: int
225
- buy_order_amt: float
226
- sell_order_amt: float
227
- buy_active_qty: int
228
- sell_active_qty: int
229
- buy_active_amt: float
230
- sell_active_amt: float
231
- buy_trade_qty: int
232
- sell_trade_qty: int
233
- buy_trade_amt: float
234
- sell_trade_amt: float
235
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_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: ...
236
-
237
- class ETFQuoteSnapshot(_message.Message):
238
- __slots__ = ("msg_type", "msg_sequence", "last_timestamp", "instrument_id", "security_id", "market", "currency_id", "security_type", "symbol", "constituent_nums", "suspension_nums", "up_limit_nums", "down_limit_nums", "bid_iopv", "ask_iopv", "iopv", "pre_close_iopv", "iopv_pct_change", "etf_last_price", "etf_bid_price", "etf_ask_price", "etf_pre_close_price", "etf_pct_change", "index_last_price", "index_pre_close_price", "index_pct_change", "index_deviation", "etf_deviation", "etf_bid_premium_rate", "etf_ask_premium_rate", "etf_premium_rate", "md_date", "md_time", "signal_id", "node_name", "node_type")
239
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
240
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
215
+ IOPV_FIELD_NUMBER: _ClassVar[int]
216
+ LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
241
217
  LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
242
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
243
- SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
218
+ LOW_PRICE_FIELD_NUMBER: _ClassVar[int]
244
219
  MARKET_FIELD_NUMBER: _ClassVar[int]
245
- CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
246
- SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
247
- SYMBOL_FIELD_NUMBER: _ClassVar[int]
248
- CONSTITUENT_NUMS_FIELD_NUMBER: _ClassVar[int]
249
- SUSPENSION_NUMS_FIELD_NUMBER: _ClassVar[int]
250
- UP_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
251
- DOWN_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
252
- BID_IOPV_FIELD_NUMBER: _ClassVar[int]
253
- ASK_IOPV_FIELD_NUMBER: _ClassVar[int]
254
- IOPV_FIELD_NUMBER: _ClassVar[int]
255
- PRE_CLOSE_IOPV_FIELD_NUMBER: _ClassVar[int]
256
- IOPV_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
257
- ETF_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
258
- ETF_BID_PRICE_FIELD_NUMBER: _ClassVar[int]
259
- ETF_ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
260
- ETF_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
261
- ETF_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
262
- INDEX_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
263
- INDEX_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
264
- INDEX_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
265
- INDEX_DEVIATION_FIELD_NUMBER: _ClassVar[int]
266
- ETF_DEVIATION_FIELD_NUMBER: _ClassVar[int]
267
- ETF_BID_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
268
- ETF_ASK_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
269
- ETF_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
270
220
  MD_DATE_FIELD_NUMBER: _ClassVar[int]
271
221
  MD_TIME_FIELD_NUMBER: _ClassVar[int]
272
- SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
222
+ MD_TYPE_FIELD_NUMBER: _ClassVar[int]
223
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
224
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
273
225
  NODE_NAME_FIELD_NUMBER: _ClassVar[int]
274
226
  NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
275
- msg_type: int
276
- msg_sequence: int
277
- last_timestamp: int
278
- instrument_id: str
279
- security_id: str
280
- market: str
281
- currency_id: str
282
- security_type: str
283
- symbol: str
284
- constituent_nums: int
285
- suspension_nums: int
286
- up_limit_nums: int
287
- down_limit_nums: int
288
- bid_iopv: int
289
- ask_iopv: int
290
- iopv: int
291
- pre_close_iopv: int
292
- iopv_pct_change: float
293
- etf_last_price: int
294
- etf_bid_price: int
295
- etf_ask_price: int
296
- etf_pre_close_price: int
297
- etf_pct_change: float
298
- index_last_price: int
299
- index_pre_close_price: int
300
- index_pct_change: float
301
- index_deviation: float
302
- etf_deviation: float
303
- etf_bid_premium_rate: float
304
- etf_ask_premium_rate: float
305
- etf_premium_rate: float
227
+ OPEN_INTEREST_FIELD_NUMBER: _ClassVar[int]
228
+ OPEN_PRICE_FIELD_NUMBER: _ClassVar[int]
229
+ PHASE_CODE_FIELD_NUMBER: _ClassVar[int]
230
+ PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
231
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
232
+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
233
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
234
+ SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
235
+ SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
236
+ STATUS_FIELD_NUMBER: _ClassVar[int]
237
+ TRADE_NUMS_FIELD_NUMBER: _ClassVar[int]
238
+ TURNOVER_FIELD_NUMBER: _ClassVar[int]
239
+ UP_LIMIT_FIELD_NUMBER: _ClassVar[int]
240
+ VOLUME_FIELD_NUMBER: _ClassVar[int]
241
+ close_price: int
242
+ depth_quote: _containers.RepeatedCompositeFieldContainer[QuoteLevelData]
243
+ down_limit: int
244
+ high_price: int
245
+ instrument_id: str
246
+ iopv: int
247
+ last_price: int
248
+ last_timestamp: int
249
+ low_price: int
250
+ market: str
306
251
  md_date: int
307
252
  md_time: int
308
- signal_id: int
253
+ md_type: int
254
+ msg_sequence: int
255
+ msg_type: int
309
256
  node_name: str
310
257
  node_type: int
311
- 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] = ..., signal_id: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ...) -> None: ...
258
+ open_interest: int
259
+ open_price: int
260
+ phase_code: int
261
+ pre_close_price: int
262
+ security_id: str
263
+ security_type: str
264
+ signal_id: int
265
+ signal_name: str
266
+ signal_value: int
267
+ status: int
268
+ trade_nums: int
269
+ turnover: int
270
+ up_limit: int
271
+ volume: int
272
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_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] = ..., open_interest: _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: ...
312
273
 
313
- class ETFQuoteTick(_message.Message):
314
- __slots__ = ("msg_type", "msg_sequence", "last_timestamp", "instrument_id", "security_id", "market", "security_type", "symbol", "constituent_nums", "suspension_nums", "up_limit_nums", "down_limit_nums", "iopv", "etf_premium_rate", "md_date", "md_time", "etf_last_price", "etf_bid_price", "etf_ask_price", "etf_pre_close_price", "etf_pct_change", "signal_id", "bid_iopv", "ask_iopv", "node_name", "node_type")
315
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
316
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
317
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
274
+ class MDTransaction(_message.Message):
275
+ __slots__ = ["ask_order_id", "bid_order_id", "biz_index", "bs_flag", "channel_id", "instrument_id", "last_timestamp", "market", "md_date", "md_time", "msg_sequence", "msg_type", "node_name", "node_type", "security_id", "security_type", "status", "trade_index", "trade_price", "trade_qty", "trade_type"]
276
+ ASK_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
277
+ BID_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
278
+ BIZ_INDEX_FIELD_NUMBER: _ClassVar[int]
279
+ BS_FLAG_FIELD_NUMBER: _ClassVar[int]
280
+ CHANNEL_ID_FIELD_NUMBER: _ClassVar[int]
318
281
  INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
319
- SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
282
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
320
283
  MARKET_FIELD_NUMBER: _ClassVar[int]
321
- SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
322
- SYMBOL_FIELD_NUMBER: _ClassVar[int]
323
- CONSTITUENT_NUMS_FIELD_NUMBER: _ClassVar[int]
324
- SUSPENSION_NUMS_FIELD_NUMBER: _ClassVar[int]
325
- UP_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
326
- DOWN_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
327
- IOPV_FIELD_NUMBER: _ClassVar[int]
328
- ETF_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
329
284
  MD_DATE_FIELD_NUMBER: _ClassVar[int]
330
285
  MD_TIME_FIELD_NUMBER: _ClassVar[int]
331
- ETF_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
332
- ETF_BID_PRICE_FIELD_NUMBER: _ClassVar[int]
333
- ETF_ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
334
- ETF_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
335
- ETF_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
336
- SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
337
- BID_IOPV_FIELD_NUMBER: _ClassVar[int]
338
- ASK_IOPV_FIELD_NUMBER: _ClassVar[int]
286
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
287
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
339
288
  NODE_NAME_FIELD_NUMBER: _ClassVar[int]
340
289
  NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
341
- msg_type: int
342
- msg_sequence: int
343
- last_timestamp: int
290
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
291
+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
292
+ STATUS_FIELD_NUMBER: _ClassVar[int]
293
+ TRADE_INDEX_FIELD_NUMBER: _ClassVar[int]
294
+ TRADE_PRICE_FIELD_NUMBER: _ClassVar[int]
295
+ TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
296
+ TRADE_TYPE_FIELD_NUMBER: _ClassVar[int]
297
+ ask_order_id: int
298
+ bid_order_id: int
299
+ biz_index: int
300
+ bs_flag: str
301
+ channel_id: int
344
302
  instrument_id: str
345
- security_id: str
303
+ last_timestamp: int
346
304
  market: str
347
- security_type: str
348
- symbol: str
349
- constituent_nums: int
350
- suspension_nums: int
351
- up_limit_nums: int
352
- down_limit_nums: int
353
- iopv: int
354
- etf_premium_rate: float
355
305
  md_date: int
356
306
  md_time: int
357
- etf_last_price: int
358
- etf_bid_price: int
359
- etf_ask_price: int
360
- etf_pre_close_price: int
361
- etf_pct_change: float
362
- signal_id: int
363
- bid_iopv: int
364
- ask_iopv: int
307
+ msg_sequence: int
308
+ msg_type: int
365
309
  node_name: str
366
310
  node_type: int
367
- 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] = ..., signal_id: _Optional[int] = ..., bid_iopv: _Optional[int] = ..., ask_iopv: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ...) -> None: ...
311
+ security_id: str
312
+ security_type: str
313
+ status: int
314
+ trade_index: int
315
+ trade_price: int
316
+ trade_qty: int
317
+ trade_type: str
318
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_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] = ..., trade_index: _Optional[int] = ..., trade_price: _Optional[int] = ..., trade_qty: _Optional[int] = ..., bs_flag: _Optional[str] = ..., ask_order_id: _Optional[int] = ..., bid_order_id: _Optional[int] = ..., trade_type: _Optional[str] = ..., channel_id: _Optional[int] = ..., biz_index: _Optional[int] = ..., status: _Optional[int] = ...) -> None: ...
368
319
 
369
- class FXSnapshot(_message.Message):
370
- __slots__ = ("msg_type", "msg_sequence", "last_timestamp", "node_name", "node_type", "md_date", "md_time", "currency_id", "opposite_currency_id", "fx_market", "fx_rate")
371
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
372
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
320
+ class QuoteLevelData(_message.Message):
321
+ __slots__ = ["ask_price", "ask_volume", "bid_price", "bid_volume"]
322
+ ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
323
+ ASK_VOLUME_FIELD_NUMBER: _ClassVar[int]
324
+ BID_PRICE_FIELD_NUMBER: _ClassVar[int]
325
+ BID_VOLUME_FIELD_NUMBER: _ClassVar[int]
326
+ ask_price: int
327
+ ask_volume: int
328
+ bid_price: int
329
+ bid_volume: int
330
+ def __init__(self, bid_price: _Optional[int] = ..., bid_volume: _Optional[int] = ..., ask_price: _Optional[int] = ..., ask_volume: _Optional[int] = ...) -> None: ...
331
+
332
+ class RCParam(_message.Message):
333
+ __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", "node_name", "node_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"]
334
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
335
+ BUY_ACTIVE_AMT_FIELD_NUMBER: _ClassVar[int]
336
+ BUY_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
337
+ BUY_CANCEL_NUM_FIELD_NUMBER: _ClassVar[int]
338
+ BUY_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
339
+ BUY_ORDER_NUM_FIELD_NUMBER: _ClassVar[int]
340
+ BUY_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
341
+ BUY_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
342
+ BUY_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
343
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
373
344
  LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
345
+ MARKET_FIELD_NUMBER: _ClassVar[int]
346
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
347
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
374
348
  NODE_NAME_FIELD_NUMBER: _ClassVar[int]
375
349
  NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
376
- MD_DATE_FIELD_NUMBER: _ClassVar[int]
377
- MD_TIME_FIELD_NUMBER: _ClassVar[int]
378
- CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
379
- OPPOSITE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
380
- FX_MARKET_FIELD_NUMBER: _ClassVar[int]
381
- FX_RATE_FIELD_NUMBER: _ClassVar[int]
382
- msg_type: int
383
- msg_sequence: int
350
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
351
+ SELL_ACTIVE_AMT_FIELD_NUMBER: _ClassVar[int]
352
+ SELL_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
353
+ SELL_CANCEL_NUM_FIELD_NUMBER: _ClassVar[int]
354
+ SELL_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
355
+ SELL_ORDER_NUM_FIELD_NUMBER: _ClassVar[int]
356
+ SELL_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
357
+ SELL_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
358
+ SELL_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
359
+ account_id: str
360
+ buy_active_amt: float
361
+ buy_active_qty: int
362
+ buy_cancel_num: int
363
+ buy_order_amt: float
364
+ buy_order_num: int
365
+ buy_order_qty: int
366
+ buy_trade_amt: float
367
+ buy_trade_qty: int
368
+ instrument_id: str
384
369
  last_timestamp: int
370
+ market: str
371
+ msg_sequence: int
372
+ msg_type: int
385
373
  node_name: str
386
374
  node_type: int
387
- md_date: int
388
- md_time: int
389
- currency_id: str
390
- opposite_currency_id: str
391
- fx_market: str
392
- fx_rate: float
393
- def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., currency_id: _Optional[str] = ..., opposite_currency_id: _Optional[str] = ..., fx_market: _Optional[str] = ..., fx_rate: _Optional[float] = ...) -> None: ...
375
+ security_id: str
376
+ sell_active_amt: float
377
+ sell_active_qty: int
378
+ sell_cancel_num: int
379
+ sell_order_amt: float
380
+ sell_order_num: int
381
+ sell_order_qty: int
382
+ sell_trade_amt: float
383
+ sell_trade_qty: int
384
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_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: ...
385
+
386
+ class SignalQuoteData(_message.Message):
387
+ __slots__ = ["id", "value"]
388
+ ID_FIELD_NUMBER: _ClassVar[int]
389
+ VALUE_FIELD_NUMBER: _ClassVar[int]
390
+ id: str
391
+ value: int
392
+ def __init__(self, id: _Optional[str] = ..., value: _Optional[int] = ...) -> None: ...
394
393
 
395
394
  class SignalSnapshot(_message.Message):
396
- __slots__ = ("msg_type", "msg_sequence", "last_timestamp", "node_name", "node_type", "instrument_id", "security_id", "market", "security_type", "symbol", "md_date", "md_time", "signal_type", "signal_id", "signal_name", "signal_value", "signal_quote", "depth_quote")
397
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
398
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
395
+ __slots__ = ["depth_quote", "instrument_id", "last_timestamp", "market", "md_date", "md_time", "msg_sequence", "msg_type", "node_name", "node_type", "security_id", "security_type", "signal_id", "signal_name", "signal_quote", "signal_type", "signal_value", "symbol"]
396
+ DEPTH_QUOTE_FIELD_NUMBER: _ClassVar[int]
397
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
399
398
  LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
399
+ MARKET_FIELD_NUMBER: _ClassVar[int]
400
+ MD_DATE_FIELD_NUMBER: _ClassVar[int]
401
+ MD_TIME_FIELD_NUMBER: _ClassVar[int]
402
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
403
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
400
404
  NODE_NAME_FIELD_NUMBER: _ClassVar[int]
401
405
  NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
402
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
403
406
  SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
404
- MARKET_FIELD_NUMBER: _ClassVar[int]
405
407
  SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
406
- SYMBOL_FIELD_NUMBER: _ClassVar[int]
407
- MD_DATE_FIELD_NUMBER: _ClassVar[int]
408
- MD_TIME_FIELD_NUMBER: _ClassVar[int]
409
- SIGNAL_TYPE_FIELD_NUMBER: _ClassVar[int]
410
408
  SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
411
409
  SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
412
- SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
413
410
  SIGNAL_QUOTE_FIELD_NUMBER: _ClassVar[int]
414
- DEPTH_QUOTE_FIELD_NUMBER: _ClassVar[int]
415
- msg_type: int
416
- msg_sequence: int
411
+ SIGNAL_TYPE_FIELD_NUMBER: _ClassVar[int]
412
+ SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
413
+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
414
+ depth_quote: _containers.RepeatedCompositeFieldContainer[QuoteLevelData]
415
+ instrument_id: str
417
416
  last_timestamp: int
417
+ market: str
418
+ md_date: int
419
+ md_time: int
420
+ msg_sequence: int
421
+ msg_type: int
418
422
  node_name: str
419
423
  node_type: int
420
- instrument_id: str
421
424
  security_id: str
422
- market: str
423
425
  security_type: str
424
- symbol: str
425
- md_date: int
426
- md_time: int
427
- signal_type: int
428
426
  signal_id: int
429
427
  signal_name: str
430
- signal_value: int
431
428
  signal_quote: _containers.RepeatedCompositeFieldContainer[SignalQuoteData]
432
- depth_quote: _containers.RepeatedCompositeFieldContainer[QuoteLevelData]
429
+ signal_type: int
430
+ signal_value: int
431
+ symbol: str
433
432
  def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _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: ...
434
433
 
435
434
  class SignalTick(_message.Message):
436
- __slots__ = ("msg_type", "msg_sequence", "last_timestamp", "node_name", "node_type", "instrument_id", "md_date", "md_time", "signal_type", "signal_id", "signal_value")
437
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
438
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
439
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
440
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
441
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
435
+ __slots__ = ["instrument_id", "last_timestamp", "md_date", "md_time", "msg_sequence", "msg_type", "node_name", "node_type", "signal_id", "signal_type", "signal_value"]
442
436
  INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
437
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
443
438
  MD_DATE_FIELD_NUMBER: _ClassVar[int]
444
439
  MD_TIME_FIELD_NUMBER: _ClassVar[int]
445
- SIGNAL_TYPE_FIELD_NUMBER: _ClassVar[int]
440
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
441
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
442
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
443
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
446
444
  SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
445
+ SIGNAL_TYPE_FIELD_NUMBER: _ClassVar[int]
447
446
  SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
448
- msg_type: int
449
- msg_sequence: int
450
- last_timestamp: int
451
- node_name: str
452
- node_type: int
453
447
  instrument_id: str
448
+ last_timestamp: int
454
449
  md_date: int
455
450
  md_time: int
456
- signal_type: int
451
+ msg_sequence: int
452
+ msg_type: int
453
+ node_name: str
454
+ node_type: int
457
455
  signal_id: int
456
+ signal_type: int
458
457
  signal_value: int
459
458
  def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., instrument_id: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., signal_type: _Optional[int] = ..., signal_id: _Optional[int] = ..., signal_value: _Optional[int] = ...) -> None: ...