datahub_binary 0.7.9__cp312-cp312-win_amd64.whl → 0.7.10__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 (17) hide show
  1. datahub/protos/client_pb2.pyi +3844 -3844
  2. datahub/protos/common_pb2.pyi +603 -603
  3. datahub/protos/management_pb2.pyi +443 -443
  4. datahub/protos/martrix_pb2.pyi +24 -24
  5. datahub/protos/position_pb2.pyi +394 -394
  6. datahub/protos/query_pb2.pyi +309 -309
  7. datahub/protos/quote_pb2.pyi +458 -458
  8. datahub/protos/signal_pb2.pyi +289 -289
  9. datahub/protos/strategy_pb2.pyi +603 -603
  10. datahub/protos/trade_pb2.pyi +912 -912
  11. datahub.cp312-win_amd64.pyd +0 -0
  12. datahub.pyi +1 -0
  13. {datahub_binary-0.7.9.dist-info → datahub_binary-0.7.10.dist-info}/METADATA +1 -1
  14. datahub_binary-0.7.10.dist-info/RECORD +17 -0
  15. datahub_binary-0.7.9.dist-info/RECORD +0 -17
  16. {datahub_binary-0.7.9.dist-info → datahub_binary-0.7.10.dist-info}/WHEEL +0 -0
  17. {datahub_binary-0.7.9.dist-info → datahub_binary-0.7.10.dist-info}/top_level.txt +0 -0
datahub/protos/trade_pb2.pyi CHANGED
@@ -1,912 +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: ...
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: ...