datahub_binary 0.7.9__cp312-cp312-win_amd64.whl → 0.7.11__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 +3282 -3220
  2. datahub/protos/common_pb2.pyi +456 -455
  3. datahub/protos/management_pb2.pyi +261 -260
  4. datahub/protos/position_pb2.pyi +277 -255
  5. datahub/protos/query_pb2.pyi +176 -175
  6. datahub/protos/quote_pb2.pyi +359 -340
  7. datahub/protos/signal_pb2.pyi +175 -169
  8. datahub/protos/strategy_pb2.pyi +432 -420
  9. datahub/protos/trade_pb2.pyi +639 -630
  10. datahub.cp312-win_amd64.pyd +0 -0
  11. datahub.pyi +4 -0
  12. {datahub_binary-0.7.9.dist-info → datahub_binary-0.7.11.dist-info}/METADATA +1 -1
  13. datahub_binary-0.7.11.dist-info/RECORD +16 -0
  14. datahub/protos/martrix_pb2.pyi +0 -24
  15. datahub_binary-0.7.9.dist-info/RECORD +0 -17
  16. {datahub_binary-0.7.9.dist-info → datahub_binary-0.7.11.dist-info}/WHEEL +0 -0
  17. {datahub_binary-0.7.9.dist-info → datahub_binary-0.7.11.dist-info}/top_level.txt +0 -0
datahub/protos/quote_pb2.pyi CHANGED
@@ -1,458 +1,477 @@
1
1
  from google.protobuf.internal import containers as _containers
2
2
  from google.protobuf import descriptor as _descriptor
3
3
  from google.protobuf import message as _message
4
- from typing import ClassVar as _ClassVar, Iterable as _Iterable, Mapping as _Mapping, Optional as _Optional, Union as _Union
4
+ from collections.abc import Iterable as _Iterable, Mapping as _Mapping
5
+ from typing import ClassVar as _ClassVar, Optional as _Optional, Union as _Union
5
6
 
6
7
  DESCRIPTOR: _descriptor.FileDescriptor
7
8
 
8
- class ETFQuoteSnapshot(_message.Message):
9
- __slots__ = ["ask_iopv", "bid_iopv", "constituent_nums", "currency_id", "down_limit_nums", "etf_ask_premium_rate", "etf_ask_price", "etf_bid_premium_rate", "etf_bid_price", "etf_deviation", "etf_last_price", "etf_pct_change", "etf_pre_close_price", "etf_premium_rate", "index_deviation", "index_last_price", "index_pct_change", "index_pre_close_price", "instrument_id", "iopv", "iopv_pct_change", "last_timestamp", "market", "md_date", "md_time", "msg_sequence", "msg_type", "node_name", "node_type", "pre_close_iopv", "security_id", "security_type", "signal_id", "suspension_nums", "symbol", "up_limit_nums"]
10
- ASK_IOPV_FIELD_NUMBER: _ClassVar[int]
11
- BID_IOPV_FIELD_NUMBER: _ClassVar[int]
12
- CONSTITUENT_NUMS_FIELD_NUMBER: _ClassVar[int]
13
- CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
14
- DOWN_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
15
- ETF_ASK_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
16
- ETF_ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
17
- ETF_BID_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
18
- ETF_BID_PRICE_FIELD_NUMBER: _ClassVar[int]
19
- ETF_DEVIATION_FIELD_NUMBER: _ClassVar[int]
20
- ETF_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
21
- ETF_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
22
- ETF_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
23
- ETF_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
24
- INDEX_DEVIATION_FIELD_NUMBER: _ClassVar[int]
25
- INDEX_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
26
- INDEX_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
27
- INDEX_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
28
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
29
- IOPV_FIELD_NUMBER: _ClassVar[int]
30
- IOPV_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
31
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
32
- MARKET_FIELD_NUMBER: _ClassVar[int]
33
- MD_DATE_FIELD_NUMBER: _ClassVar[int]
34
- MD_TIME_FIELD_NUMBER: _ClassVar[int]
35
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
9
+ class QuoteLevelData(_message.Message):
10
+ __slots__ = ("bid_price", "bid_volume", "ask_price", "ask_volume")
11
+ BID_PRICE_FIELD_NUMBER: _ClassVar[int]
12
+ BID_VOLUME_FIELD_NUMBER: _ClassVar[int]
13
+ ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
14
+ ASK_VOLUME_FIELD_NUMBER: _ClassVar[int]
15
+ bid_price: int
16
+ bid_volume: int
17
+ ask_price: int
18
+ ask_volume: int
19
+ def __init__(self, bid_price: _Optional[int] = ..., bid_volume: _Optional[int] = ..., ask_price: _Optional[int] = ..., ask_volume: _Optional[int] = ...) -> None: ...
20
+
21
+ class SignalQuoteData(_message.Message):
22
+ __slots__ = ("id", "value")
23
+ ID_FIELD_NUMBER: _ClassVar[int]
24
+ VALUE_FIELD_NUMBER: _ClassVar[int]
25
+ id: str
26
+ value: int
27
+ def __init__(self, id: _Optional[str] = ..., value: _Optional[int] = ...) -> None: ...
28
+
29
+ class MDSnapshot(_message.Message):
30
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "last_timestamp", "instrument_id", "market", "security_id", "security_type", "md_date", "md_time", "md_type", "last_price", "volume", "turnover", "high_price", "low_price", "open_price", "close_price", "pre_close_price", "up_limit", "down_limit", "iopv", "open_interest", "trade_nums", "status", "phase_code", "signal_value", "signal_id", "signal_name", "depth_quote")
36
31
  MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
37
32
  NODE_NAME_FIELD_NUMBER: _ClassVar[int]
38
33
  NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
39
- PRE_CLOSE_IOPV_FIELD_NUMBER: _ClassVar[int]
34
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
35
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
36
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
37
+ MARKET_FIELD_NUMBER: _ClassVar[int]
40
38
  SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
41
39
  SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
40
+ MD_DATE_FIELD_NUMBER: _ClassVar[int]
41
+ MD_TIME_FIELD_NUMBER: _ClassVar[int]
42
+ MD_TYPE_FIELD_NUMBER: _ClassVar[int]
43
+ LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
44
+ VOLUME_FIELD_NUMBER: _ClassVar[int]
45
+ TURNOVER_FIELD_NUMBER: _ClassVar[int]
46
+ HIGH_PRICE_FIELD_NUMBER: _ClassVar[int]
47
+ LOW_PRICE_FIELD_NUMBER: _ClassVar[int]
48
+ OPEN_PRICE_FIELD_NUMBER: _ClassVar[int]
49
+ CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
50
+ PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
51
+ UP_LIMIT_FIELD_NUMBER: _ClassVar[int]
52
+ DOWN_LIMIT_FIELD_NUMBER: _ClassVar[int]
53
+ IOPV_FIELD_NUMBER: _ClassVar[int]
54
+ OPEN_INTEREST_FIELD_NUMBER: _ClassVar[int]
55
+ TRADE_NUMS_FIELD_NUMBER: _ClassVar[int]
56
+ STATUS_FIELD_NUMBER: _ClassVar[int]
57
+ PHASE_CODE_FIELD_NUMBER: _ClassVar[int]
58
+ SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
42
59
  SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
43
- SUSPENSION_NUMS_FIELD_NUMBER: _ClassVar[int]
44
- SYMBOL_FIELD_NUMBER: _ClassVar[int]
45
- UP_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
46
- ask_iopv: int
47
- bid_iopv: int
48
- constituent_nums: int
49
- currency_id: str
50
- down_limit_nums: int
51
- etf_ask_premium_rate: float
52
- etf_ask_price: int
53
- etf_bid_premium_rate: float
54
- etf_bid_price: int
55
- etf_deviation: float
56
- etf_last_price: int
57
- etf_pct_change: float
58
- etf_pre_close_price: int
59
- etf_premium_rate: float
60
- index_deviation: float
61
- index_last_price: int
62
- index_pct_change: float
63
- index_pre_close_price: int
64
- instrument_id: str
65
- iopv: int
66
- iopv_pct_change: float
67
- last_timestamp: int
68
- market: str
69
- md_date: int
70
- md_time: int
71
- msg_sequence: int
60
+ SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
61
+ DEPTH_QUOTE_FIELD_NUMBER: _ClassVar[int]
72
62
  msg_type: int
73
63
  node_name: str
74
64
  node_type: int
75
- pre_close_iopv: int
65
+ msg_sequence: int
66
+ last_timestamp: int
67
+ instrument_id: str
68
+ market: str
76
69
  security_id: str
77
70
  security_type: str
71
+ md_date: int
72
+ md_time: int
73
+ md_type: int
74
+ last_price: int
75
+ volume: int
76
+ turnover: int
77
+ high_price: int
78
+ low_price: int
79
+ open_price: int
80
+ close_price: int
81
+ pre_close_price: int
82
+ up_limit: int
83
+ down_limit: int
84
+ iopv: int
85
+ open_interest: int
86
+ trade_nums: int
87
+ status: int
88
+ phase_code: int
89
+ signal_value: int
78
90
  signal_id: int
79
- suspension_nums: int
80
- symbol: str
81
- up_limit_nums: int
82
- def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., currency_id: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., constituent_nums: _Optional[int] = ..., suspension_nums: _Optional[int] = ..., up_limit_nums: _Optional[int] = ..., down_limit_nums: _Optional[int] = ..., bid_iopv: _Optional[int] = ..., ask_iopv: _Optional[int] = ..., iopv: _Optional[int] = ..., pre_close_iopv: _Optional[int] = ..., iopv_pct_change: _Optional[float] = ..., etf_last_price: _Optional[int] = ..., etf_bid_price: _Optional[int] = ..., etf_ask_price: _Optional[int] = ..., etf_pre_close_price: _Optional[int] = ..., etf_pct_change: _Optional[float] = ..., index_last_price: _Optional[int] = ..., index_pre_close_price: _Optional[int] = ..., index_pct_change: _Optional[float] = ..., index_deviation: _Optional[float] = ..., etf_deviation: _Optional[float] = ..., etf_bid_premium_rate: _Optional[float] = ..., etf_ask_premium_rate: _Optional[float] = ..., etf_premium_rate: _Optional[float] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., signal_id: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ...) -> None: ...
91
+ signal_name: str
92
+ depth_quote: _containers.RepeatedCompositeFieldContainer[QuoteLevelData]
93
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., security_type: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., md_type: _Optional[int] = ..., last_price: _Optional[int] = ..., volume: _Optional[int] = ..., turnover: _Optional[int] = ..., high_price: _Optional[int] = ..., low_price: _Optional[int] = ..., open_price: _Optional[int] = ..., close_price: _Optional[int] = ..., pre_close_price: _Optional[int] = ..., up_limit: _Optional[int] = ..., down_limit: _Optional[int] = ..., iopv: _Optional[int] = ..., open_interest: _Optional[int] = ..., trade_nums: _Optional[int] = ..., status: _Optional[int] = ..., phase_code: _Optional[int] = ..., signal_value: _Optional[int] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., depth_quote: _Optional[_Iterable[_Union[QuoteLevelData, _Mapping]]] = ...) -> None: ...
83
94
 
84
- class ETFQuoteTick(_message.Message):
85
- __slots__ = ["ask_iopv", "bid_iopv", "constituent_nums", "down_limit_nums", "etf_ask_price", "etf_bid_price", "etf_last_price", "etf_pct_change", "etf_pre_close_price", "etf_premium_rate", "instrument_id", "iopv", "last_timestamp", "market", "md_date", "md_time", "msg_sequence", "msg_type", "node_name", "node_type", "security_id", "security_type", "signal_id", "suspension_nums", "symbol", "up_limit_nums"]
86
- ASK_IOPV_FIELD_NUMBER: _ClassVar[int]
87
- BID_IOPV_FIELD_NUMBER: _ClassVar[int]
88
- CONSTITUENT_NUMS_FIELD_NUMBER: _ClassVar[int]
89
- DOWN_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
90
- ETF_ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
91
- ETF_BID_PRICE_FIELD_NUMBER: _ClassVar[int]
92
- ETF_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
93
- ETF_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
94
- ETF_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
95
- ETF_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
96
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
97
- IOPV_FIELD_NUMBER: _ClassVar[int]
98
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
99
- MARKET_FIELD_NUMBER: _ClassVar[int]
100
- MD_DATE_FIELD_NUMBER: _ClassVar[int]
101
- MD_TIME_FIELD_NUMBER: _ClassVar[int]
102
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
95
+ class MDTransaction(_message.Message):
96
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "last_timestamp", "instrument_id", "market", "security_id", "security_type", "md_date", "md_time", "trade_index", "trade_price", "trade_qty", "bs_flag", "ask_order_id", "bid_order_id", "trade_type", "channel_id", "biz_index", "status")
103
97
  MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
104
98
  NODE_NAME_FIELD_NUMBER: _ClassVar[int]
105
99
  NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
100
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
101
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
102
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
103
+ MARKET_FIELD_NUMBER: _ClassVar[int]
106
104
  SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
107
105
  SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
108
- SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
109
- SUSPENSION_NUMS_FIELD_NUMBER: _ClassVar[int]
110
- SYMBOL_FIELD_NUMBER: _ClassVar[int]
111
- UP_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
112
- ask_iopv: int
113
- bid_iopv: int
114
- constituent_nums: int
115
- down_limit_nums: int
116
- etf_ask_price: int
117
- etf_bid_price: int
118
- etf_last_price: int
119
- etf_pct_change: float
120
- etf_pre_close_price: int
121
- etf_premium_rate: float
122
- instrument_id: str
123
- iopv: int
124
- last_timestamp: int
125
- market: str
126
- md_date: int
127
- md_time: int
128
- msg_sequence: int
106
+ MD_DATE_FIELD_NUMBER: _ClassVar[int]
107
+ MD_TIME_FIELD_NUMBER: _ClassVar[int]
108
+ TRADE_INDEX_FIELD_NUMBER: _ClassVar[int]
109
+ TRADE_PRICE_FIELD_NUMBER: _ClassVar[int]
110
+ TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
111
+ BS_FLAG_FIELD_NUMBER: _ClassVar[int]
112
+ ASK_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
113
+ BID_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
114
+ TRADE_TYPE_FIELD_NUMBER: _ClassVar[int]
115
+ CHANNEL_ID_FIELD_NUMBER: _ClassVar[int]
116
+ BIZ_INDEX_FIELD_NUMBER: _ClassVar[int]
117
+ STATUS_FIELD_NUMBER: _ClassVar[int]
129
118
  msg_type: int
130
119
  node_name: str
131
120
  node_type: int
121
+ msg_sequence: int
122
+ last_timestamp: int
123
+ instrument_id: str
124
+ market: str
132
125
  security_id: str
133
126
  security_type: str
134
- signal_id: int
135
- suspension_nums: int
136
- symbol: str
137
- up_limit_nums: int
138
- def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., constituent_nums: _Optional[int] = ..., suspension_nums: _Optional[int] = ..., up_limit_nums: _Optional[int] = ..., down_limit_nums: _Optional[int] = ..., iopv: _Optional[int] = ..., etf_premium_rate: _Optional[float] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., etf_last_price: _Optional[int] = ..., etf_bid_price: _Optional[int] = ..., etf_ask_price: _Optional[int] = ..., etf_pre_close_price: _Optional[int] = ..., etf_pct_change: _Optional[float] = ..., signal_id: _Optional[int] = ..., bid_iopv: _Optional[int] = ..., ask_iopv: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ...) -> None: ...
139
-
140
- class FXSnapshot(_message.Message):
141
- __slots__ = ["currency_id", "fx_market", "fx_rate", "last_timestamp", "md_date", "md_time", "msg_sequence", "msg_type", "node_name", "node_type", "opposite_currency_id"]
142
- CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
143
- FX_MARKET_FIELD_NUMBER: _ClassVar[int]
144
- FX_RATE_FIELD_NUMBER: _ClassVar[int]
145
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
146
- MD_DATE_FIELD_NUMBER: _ClassVar[int]
147
- MD_TIME_FIELD_NUMBER: _ClassVar[int]
148
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
149
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
150
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
151
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
152
- OPPOSITE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
153
- currency_id: str
154
- fx_market: str
155
- fx_rate: float
156
- last_timestamp: int
157
127
  md_date: int
158
128
  md_time: int
159
- msg_sequence: int
160
- msg_type: int
161
- node_name: str
162
- node_type: int
163
- opposite_currency_id: str
164
- def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., currency_id: _Optional[str] = ..., opposite_currency_id: _Optional[str] = ..., fx_market: _Optional[str] = ..., fx_rate: _Optional[float] = ...) -> None: ...
129
+ trade_index: int
130
+ trade_price: int
131
+ trade_qty: int
132
+ bs_flag: str
133
+ ask_order_id: int
134
+ bid_order_id: int
135
+ trade_type: str
136
+ channel_id: int
137
+ biz_index: int
138
+ status: int
139
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., security_type: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., trade_index: _Optional[int] = ..., trade_price: _Optional[int] = ..., trade_qty: _Optional[int] = ..., bs_flag: _Optional[str] = ..., ask_order_id: _Optional[int] = ..., bid_order_id: _Optional[int] = ..., trade_type: _Optional[str] = ..., channel_id: _Optional[int] = ..., biz_index: _Optional[int] = ..., status: _Optional[int] = ...) -> None: ...
165
140
 
166
141
  class MDOrder(_message.Message):
167
- __slots__ = ["biz_index", "bs_flag", "channel_id", "instrument_id", "last_timestamp", "market", "md_date", "md_time", "msg_sequence", "msg_type", "node_name", "node_type", "order_id", "order_price", "order_qty", "order_type", "security_id", "security_type", "status"]
168
- BIZ_INDEX_FIELD_NUMBER: _ClassVar[int]
169
- BS_FLAG_FIELD_NUMBER: _ClassVar[int]
170
- CHANNEL_ID_FIELD_NUMBER: _ClassVar[int]
171
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
142
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "last_timestamp", "instrument_id", "market", "security_id", "security_type", "md_date", "md_time", "order_id", "bs_flag", "order_price", "order_qty", "order_type", "channel_id", "biz_index", "status")
143
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
144
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
145
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
146
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
172
147
  LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
148
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
173
149
  MARKET_FIELD_NUMBER: _ClassVar[int]
150
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
151
+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
174
152
  MD_DATE_FIELD_NUMBER: _ClassVar[int]
175
153
  MD_TIME_FIELD_NUMBER: _ClassVar[int]
176
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
177
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
178
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
179
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
180
154
  ORDER_ID_FIELD_NUMBER: _ClassVar[int]
155
+ BS_FLAG_FIELD_NUMBER: _ClassVar[int]
181
156
  ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
182
157
  ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
183
158
  ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
184
- SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
185
- SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
159
+ CHANNEL_ID_FIELD_NUMBER: _ClassVar[int]
160
+ BIZ_INDEX_FIELD_NUMBER: _ClassVar[int]
186
161
  STATUS_FIELD_NUMBER: _ClassVar[int]
187
- biz_index: int
188
- bs_flag: str
189
- channel_id: int
190
- instrument_id: str
162
+ msg_type: int
163
+ node_name: str
164
+ node_type: int
165
+ msg_sequence: int
191
166
  last_timestamp: int
167
+ instrument_id: str
192
168
  market: str
169
+ security_id: str
170
+ security_type: str
193
171
  md_date: int
194
172
  md_time: int
195
- msg_sequence: int
196
- msg_type: int
197
- node_name: str
198
- node_type: int
199
173
  order_id: int
174
+ bs_flag: str
200
175
  order_price: int
201
176
  order_qty: int
202
177
  order_type: str
203
- security_id: str
204
- security_type: str
178
+ channel_id: int
179
+ biz_index: int
205
180
  status: int
206
181
  def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., security_type: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., order_id: _Optional[int] = ..., bs_flag: _Optional[str] = ..., order_price: _Optional[int] = ..., order_qty: _Optional[int] = ..., order_type: _Optional[str] = ..., channel_id: _Optional[int] = ..., biz_index: _Optional[int] = ..., status: _Optional[int] = ...) -> None: ...
207
182
 
208
- class MDSnapshot(_message.Message):
209
- __slots__ = ["close_price", "depth_quote", "down_limit", "high_price", "instrument_id", "iopv", "last_price", "last_timestamp", "low_price", "market", "md_date", "md_time", "md_type", "msg_sequence", "msg_type", "node_name", "node_type", "open_interest", "open_price", "phase_code", "pre_close_price", "security_id", "security_type", "signal_id", "signal_name", "signal_value", "status", "trade_nums", "turnover", "up_limit", "volume"]
210
- CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
211
- DEPTH_QUOTE_FIELD_NUMBER: _ClassVar[int]
212
- DOWN_LIMIT_FIELD_NUMBER: _ClassVar[int]
213
- HIGH_PRICE_FIELD_NUMBER: _ClassVar[int]
214
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
215
- IOPV_FIELD_NUMBER: _ClassVar[int]
216
- LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
217
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
218
- LOW_PRICE_FIELD_NUMBER: _ClassVar[int]
219
- MARKET_FIELD_NUMBER: _ClassVar[int]
220
- MD_DATE_FIELD_NUMBER: _ClassVar[int]
221
- MD_TIME_FIELD_NUMBER: _ClassVar[int]
222
- MD_TYPE_FIELD_NUMBER: _ClassVar[int]
183
+ class BarMatrix(_message.Message):
184
+ __slots__ = ("msg_type", "msg_sequence", "trade_time", "last_timestamp", "instrument_ids", "cols", "data_matrix")
185
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
223
186
  MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
187
+ TRADE_TIME_FIELD_NUMBER: _ClassVar[int]
188
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
189
+ INSTRUMENT_IDS_FIELD_NUMBER: _ClassVar[int]
190
+ COLS_FIELD_NUMBER: _ClassVar[int]
191
+ DATA_MATRIX_FIELD_NUMBER: _ClassVar[int]
192
+ msg_type: int
193
+ msg_sequence: int
194
+ trade_time: int
195
+ last_timestamp: int
196
+ instrument_ids: _containers.RepeatedScalarFieldContainer[str]
197
+ cols: _containers.RepeatedScalarFieldContainer[str]
198
+ data_matrix: _containers.RepeatedScalarFieldContainer[int]
199
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., trade_time: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_ids: _Optional[_Iterable[str]] = ..., cols: _Optional[_Iterable[str]] = ..., data_matrix: _Optional[_Iterable[int]] = ...) -> None: ...
200
+
201
+ class RCParam(_message.Message):
202
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "last_timestamp", "account_id", "instrument_id", "market", "security_id", "buy_order_num", "sell_order_num", "buy_cancel_num", "sell_cancel_num", "buy_order_qty", "sell_order_qty", "buy_order_amt", "sell_order_amt", "buy_active_qty", "sell_active_qty", "buy_active_amt", "sell_active_amt", "buy_trade_qty", "sell_trade_qty", "buy_trade_amt", "sell_trade_amt")
224
203
  MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
225
204
  NODE_NAME_FIELD_NUMBER: _ClassVar[int]
226
205
  NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
227
- OPEN_INTEREST_FIELD_NUMBER: _ClassVar[int]
228
- OPEN_PRICE_FIELD_NUMBER: _ClassVar[int]
229
- PHASE_CODE_FIELD_NUMBER: _ClassVar[int]
230
- PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
206
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
207
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
208
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
209
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
210
+ MARKET_FIELD_NUMBER: _ClassVar[int]
231
211
  SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
212
+ BUY_ORDER_NUM_FIELD_NUMBER: _ClassVar[int]
213
+ SELL_ORDER_NUM_FIELD_NUMBER: _ClassVar[int]
214
+ BUY_CANCEL_NUM_FIELD_NUMBER: _ClassVar[int]
215
+ SELL_CANCEL_NUM_FIELD_NUMBER: _ClassVar[int]
216
+ BUY_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
217
+ SELL_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
218
+ BUY_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
219
+ SELL_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
220
+ BUY_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
221
+ SELL_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
222
+ BUY_ACTIVE_AMT_FIELD_NUMBER: _ClassVar[int]
223
+ SELL_ACTIVE_AMT_FIELD_NUMBER: _ClassVar[int]
224
+ BUY_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
225
+ SELL_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
226
+ BUY_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
227
+ SELL_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
228
+ msg_type: int
229
+ node_name: str
230
+ node_type: int
231
+ msg_sequence: int
232
+ last_timestamp: int
233
+ account_id: str
234
+ instrument_id: str
235
+ market: str
236
+ security_id: str
237
+ buy_order_num: int
238
+ sell_order_num: int
239
+ buy_cancel_num: int
240
+ sell_cancel_num: int
241
+ buy_order_qty: int
242
+ sell_order_qty: int
243
+ buy_order_amt: float
244
+ sell_order_amt: float
245
+ buy_active_qty: int
246
+ sell_active_qty: int
247
+ buy_active_amt: float
248
+ sell_active_amt: float
249
+ buy_trade_qty: int
250
+ sell_trade_qty: int
251
+ buy_trade_amt: float
252
+ sell_trade_amt: float
253
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., buy_order_num: _Optional[int] = ..., sell_order_num: _Optional[int] = ..., buy_cancel_num: _Optional[int] = ..., sell_cancel_num: _Optional[int] = ..., buy_order_qty: _Optional[int] = ..., sell_order_qty: _Optional[int] = ..., buy_order_amt: _Optional[float] = ..., sell_order_amt: _Optional[float] = ..., buy_active_qty: _Optional[int] = ..., sell_active_qty: _Optional[int] = ..., buy_active_amt: _Optional[float] = ..., sell_active_amt: _Optional[float] = ..., buy_trade_qty: _Optional[int] = ..., sell_trade_qty: _Optional[int] = ..., buy_trade_amt: _Optional[float] = ..., sell_trade_amt: _Optional[float] = ...) -> None: ...
254
+
255
+ class ETFQuoteSnapshot(_message.Message):
256
+ __slots__ = ("msg_type", "msg_sequence", "last_timestamp", "instrument_id", "security_id", "market", "currency_id", "security_type", "symbol", "constituent_nums", "suspension_nums", "up_limit_nums", "down_limit_nums", "bid_iopv", "ask_iopv", "iopv", "pre_close_iopv", "iopv_pct_change", "etf_last_price", "etf_bid_price", "etf_ask_price", "etf_pre_close_price", "etf_pct_change", "index_last_price", "index_pre_close_price", "index_pct_change", "index_deviation", "etf_deviation", "etf_bid_premium_rate", "etf_ask_premium_rate", "etf_premium_rate", "md_date", "md_time", "signal_id", "node_name", "node_type")
257
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
258
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
259
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
260
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
261
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
262
+ MARKET_FIELD_NUMBER: _ClassVar[int]
263
+ CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
232
264
  SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
265
+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
266
+ CONSTITUENT_NUMS_FIELD_NUMBER: _ClassVar[int]
267
+ SUSPENSION_NUMS_FIELD_NUMBER: _ClassVar[int]
268
+ UP_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
269
+ DOWN_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
270
+ BID_IOPV_FIELD_NUMBER: _ClassVar[int]
271
+ ASK_IOPV_FIELD_NUMBER: _ClassVar[int]
272
+ IOPV_FIELD_NUMBER: _ClassVar[int]
273
+ PRE_CLOSE_IOPV_FIELD_NUMBER: _ClassVar[int]
274
+ IOPV_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
275
+ ETF_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
276
+ ETF_BID_PRICE_FIELD_NUMBER: _ClassVar[int]
277
+ ETF_ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
278
+ ETF_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
279
+ ETF_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
280
+ INDEX_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
281
+ INDEX_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
282
+ INDEX_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
283
+ INDEX_DEVIATION_FIELD_NUMBER: _ClassVar[int]
284
+ ETF_DEVIATION_FIELD_NUMBER: _ClassVar[int]
285
+ ETF_BID_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
286
+ ETF_ASK_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
287
+ ETF_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
288
+ MD_DATE_FIELD_NUMBER: _ClassVar[int]
289
+ MD_TIME_FIELD_NUMBER: _ClassVar[int]
233
290
  SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
234
- SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
235
- SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
236
- STATUS_FIELD_NUMBER: _ClassVar[int]
237
- TRADE_NUMS_FIELD_NUMBER: _ClassVar[int]
238
- TURNOVER_FIELD_NUMBER: _ClassVar[int]
239
- UP_LIMIT_FIELD_NUMBER: _ClassVar[int]
240
- VOLUME_FIELD_NUMBER: _ClassVar[int]
241
- close_price: int
242
- depth_quote: _containers.RepeatedCompositeFieldContainer[QuoteLevelData]
243
- down_limit: int
244
- high_price: int
245
- instrument_id: str
246
- iopv: int
247
- last_price: int
291
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
292
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
293
+ msg_type: int
294
+ msg_sequence: int
248
295
  last_timestamp: int
249
- low_price: int
296
+ instrument_id: str
297
+ security_id: str
250
298
  market: str
299
+ currency_id: str
300
+ security_type: str
301
+ symbol: str
302
+ constituent_nums: int
303
+ suspension_nums: int
304
+ up_limit_nums: int
305
+ down_limit_nums: int
306
+ bid_iopv: int
307
+ ask_iopv: int
308
+ iopv: int
309
+ pre_close_iopv: int
310
+ iopv_pct_change: float
311
+ etf_last_price: int
312
+ etf_bid_price: int
313
+ etf_ask_price: int
314
+ etf_pre_close_price: int
315
+ etf_pct_change: float
316
+ index_last_price: int
317
+ index_pre_close_price: int
318
+ index_pct_change: float
319
+ index_deviation: float
320
+ etf_deviation: float
321
+ etf_bid_premium_rate: float
322
+ etf_ask_premium_rate: float
323
+ etf_premium_rate: float
251
324
  md_date: int
252
325
  md_time: int
253
- md_type: int
254
- msg_sequence: int
255
- msg_type: int
326
+ signal_id: int
256
327
  node_name: str
257
328
  node_type: int
258
- open_interest: int
259
- open_price: int
260
- phase_code: int
261
- pre_close_price: int
262
- security_id: str
263
- security_type: str
264
- signal_id: int
265
- signal_name: str
266
- signal_value: int
267
- status: int
268
- trade_nums: int
269
- turnover: int
270
- up_limit: int
271
- volume: int
272
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., security_type: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., md_type: _Optional[int] = ..., last_price: _Optional[int] = ..., volume: _Optional[int] = ..., turnover: _Optional[int] = ..., high_price: _Optional[int] = ..., low_price: _Optional[int] = ..., open_price: _Optional[int] = ..., close_price: _Optional[int] = ..., pre_close_price: _Optional[int] = ..., up_limit: _Optional[int] = ..., down_limit: _Optional[int] = ..., iopv: _Optional[int] = ..., open_interest: _Optional[int] = ..., trade_nums: _Optional[int] = ..., status: _Optional[int] = ..., phase_code: _Optional[int] = ..., signal_value: _Optional[int] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., depth_quote: _Optional[_Iterable[_Union[QuoteLevelData, _Mapping]]] = ...) -> None: ...
329
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., currency_id: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., constituent_nums: _Optional[int] = ..., suspension_nums: _Optional[int] = ..., up_limit_nums: _Optional[int] = ..., down_limit_nums: _Optional[int] = ..., bid_iopv: _Optional[int] = ..., ask_iopv: _Optional[int] = ..., iopv: _Optional[int] = ..., pre_close_iopv: _Optional[int] = ..., iopv_pct_change: _Optional[float] = ..., etf_last_price: _Optional[int] = ..., etf_bid_price: _Optional[int] = ..., etf_ask_price: _Optional[int] = ..., etf_pre_close_price: _Optional[int] = ..., etf_pct_change: _Optional[float] = ..., index_last_price: _Optional[int] = ..., index_pre_close_price: _Optional[int] = ..., index_pct_change: _Optional[float] = ..., index_deviation: _Optional[float] = ..., etf_deviation: _Optional[float] = ..., etf_bid_premium_rate: _Optional[float] = ..., etf_ask_premium_rate: _Optional[float] = ..., etf_premium_rate: _Optional[float] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., signal_id: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ...) -> None: ...
273
330
 
274
- class MDTransaction(_message.Message):
275
- __slots__ = ["ask_order_id", "bid_order_id", "biz_index", "bs_flag", "channel_id", "instrument_id", "last_timestamp", "market", "md_date", "md_time", "msg_sequence", "msg_type", "node_name", "node_type", "security_id", "security_type", "status", "trade_index", "trade_price", "trade_qty", "trade_type"]
276
- ASK_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
277
- BID_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
278
- BIZ_INDEX_FIELD_NUMBER: _ClassVar[int]
279
- BS_FLAG_FIELD_NUMBER: _ClassVar[int]
280
- CHANNEL_ID_FIELD_NUMBER: _ClassVar[int]
281
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
331
+ class ETFQuoteTick(_message.Message):
332
+ __slots__ = ("msg_type", "msg_sequence", "last_timestamp", "instrument_id", "security_id", "market", "security_type", "symbol", "constituent_nums", "suspension_nums", "up_limit_nums", "down_limit_nums", "iopv", "etf_premium_rate", "md_date", "md_time", "etf_last_price", "etf_bid_price", "etf_ask_price", "etf_pre_close_price", "etf_pct_change", "signal_id", "bid_iopv", "ask_iopv", "node_name", "node_type")
333
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
334
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
282
335
  LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
336
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
337
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
283
338
  MARKET_FIELD_NUMBER: _ClassVar[int]
339
+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
340
+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
341
+ CONSTITUENT_NUMS_FIELD_NUMBER: _ClassVar[int]
342
+ SUSPENSION_NUMS_FIELD_NUMBER: _ClassVar[int]
343
+ UP_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
344
+ DOWN_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
345
+ IOPV_FIELD_NUMBER: _ClassVar[int]
346
+ ETF_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
284
347
  MD_DATE_FIELD_NUMBER: _ClassVar[int]
285
348
  MD_TIME_FIELD_NUMBER: _ClassVar[int]
286
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
287
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
349
+ ETF_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
350
+ ETF_BID_PRICE_FIELD_NUMBER: _ClassVar[int]
351
+ ETF_ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
352
+ ETF_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
353
+ ETF_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
354
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
355
+ BID_IOPV_FIELD_NUMBER: _ClassVar[int]
356
+ ASK_IOPV_FIELD_NUMBER: _ClassVar[int]
288
357
  NODE_NAME_FIELD_NUMBER: _ClassVar[int]
289
358
  NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
290
- SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
291
- SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
292
- STATUS_FIELD_NUMBER: _ClassVar[int]
293
- TRADE_INDEX_FIELD_NUMBER: _ClassVar[int]
294
- TRADE_PRICE_FIELD_NUMBER: _ClassVar[int]
295
- TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
296
- TRADE_TYPE_FIELD_NUMBER: _ClassVar[int]
297
- ask_order_id: int
298
- bid_order_id: int
299
- biz_index: int
300
- bs_flag: str
301
- channel_id: int
302
- instrument_id: str
359
+ msg_type: int
360
+ msg_sequence: int
303
361
  last_timestamp: int
362
+ instrument_id: str
363
+ security_id: str
304
364
  market: str
365
+ security_type: str
366
+ symbol: str
367
+ constituent_nums: int
368
+ suspension_nums: int
369
+ up_limit_nums: int
370
+ down_limit_nums: int
371
+ iopv: int
372
+ etf_premium_rate: float
305
373
  md_date: int
306
374
  md_time: int
307
- msg_sequence: int
308
- msg_type: int
375
+ etf_last_price: int
376
+ etf_bid_price: int
377
+ etf_ask_price: int
378
+ etf_pre_close_price: int
379
+ etf_pct_change: float
380
+ signal_id: int
381
+ bid_iopv: int
382
+ ask_iopv: int
309
383
  node_name: str
310
384
  node_type: int
311
- security_id: str
312
- security_type: str
313
- status: int
314
- trade_index: int
315
- trade_price: int
316
- trade_qty: int
317
- trade_type: str
318
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., security_type: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., trade_index: _Optional[int] = ..., trade_price: _Optional[int] = ..., trade_qty: _Optional[int] = ..., bs_flag: _Optional[str] = ..., ask_order_id: _Optional[int] = ..., bid_order_id: _Optional[int] = ..., trade_type: _Optional[str] = ..., channel_id: _Optional[int] = ..., biz_index: _Optional[int] = ..., status: _Optional[int] = ...) -> None: ...
319
-
320
- class QuoteLevelData(_message.Message):
321
- __slots__ = ["ask_price", "ask_volume", "bid_price", "bid_volume"]
322
- ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
323
- ASK_VOLUME_FIELD_NUMBER: _ClassVar[int]
324
- BID_PRICE_FIELD_NUMBER: _ClassVar[int]
325
- BID_VOLUME_FIELD_NUMBER: _ClassVar[int]
326
- ask_price: int
327
- ask_volume: int
328
- bid_price: int
329
- bid_volume: int
330
- def __init__(self, bid_price: _Optional[int] = ..., bid_volume: _Optional[int] = ..., ask_price: _Optional[int] = ..., ask_volume: _Optional[int] = ...) -> None: ...
385
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., constituent_nums: _Optional[int] = ..., suspension_nums: _Optional[int] = ..., up_limit_nums: _Optional[int] = ..., down_limit_nums: _Optional[int] = ..., iopv: _Optional[int] = ..., etf_premium_rate: _Optional[float] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., etf_last_price: _Optional[int] = ..., etf_bid_price: _Optional[int] = ..., etf_ask_price: _Optional[int] = ..., etf_pre_close_price: _Optional[int] = ..., etf_pct_change: _Optional[float] = ..., signal_id: _Optional[int] = ..., bid_iopv: _Optional[int] = ..., ask_iopv: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ...) -> None: ...
331
386
 
332
- class RCParam(_message.Message):
333
- __slots__ = ["account_id", "buy_active_amt", "buy_active_qty", "buy_cancel_num", "buy_order_amt", "buy_order_num", "buy_order_qty", "buy_trade_amt", "buy_trade_qty", "instrument_id", "last_timestamp", "market", "msg_sequence", "msg_type", "node_name", "node_type", "security_id", "sell_active_amt", "sell_active_qty", "sell_cancel_num", "sell_order_amt", "sell_order_num", "sell_order_qty", "sell_trade_amt", "sell_trade_qty"]
334
- ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
335
- BUY_ACTIVE_AMT_FIELD_NUMBER: _ClassVar[int]
336
- BUY_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
337
- BUY_CANCEL_NUM_FIELD_NUMBER: _ClassVar[int]
338
- BUY_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
339
- BUY_ORDER_NUM_FIELD_NUMBER: _ClassVar[int]
340
- BUY_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
341
- BUY_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
342
- BUY_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
343
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
344
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
345
- MARKET_FIELD_NUMBER: _ClassVar[int]
346
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
387
+ class FXSnapshot(_message.Message):
388
+ __slots__ = ("msg_type", "msg_sequence", "last_timestamp", "node_name", "node_type", "md_date", "md_time", "currency_id", "opposite_currency_id", "fx_market", "fx_rate")
347
389
  MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
390
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
391
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
348
392
  NODE_NAME_FIELD_NUMBER: _ClassVar[int]
349
393
  NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
350
- SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
351
- SELL_ACTIVE_AMT_FIELD_NUMBER: _ClassVar[int]
352
- SELL_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
353
- SELL_CANCEL_NUM_FIELD_NUMBER: _ClassVar[int]
354
- SELL_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
355
- SELL_ORDER_NUM_FIELD_NUMBER: _ClassVar[int]
356
- SELL_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
357
- SELL_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
358
- SELL_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
359
- account_id: str
360
- buy_active_amt: float
361
- buy_active_qty: int
362
- buy_cancel_num: int
363
- buy_order_amt: float
364
- buy_order_num: int
365
- buy_order_qty: int
366
- buy_trade_amt: float
367
- buy_trade_qty: int
368
- instrument_id: str
369
- last_timestamp: int
370
- market: str
371
- msg_sequence: int
394
+ MD_DATE_FIELD_NUMBER: _ClassVar[int]
395
+ MD_TIME_FIELD_NUMBER: _ClassVar[int]
396
+ CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
397
+ OPPOSITE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
398
+ FX_MARKET_FIELD_NUMBER: _ClassVar[int]
399
+ FX_RATE_FIELD_NUMBER: _ClassVar[int]
372
400
  msg_type: int
401
+ msg_sequence: int
402
+ last_timestamp: int
373
403
  node_name: str
374
404
  node_type: int
375
- security_id: str
376
- sell_active_amt: float
377
- sell_active_qty: int
378
- sell_cancel_num: int
379
- sell_order_amt: float
380
- sell_order_num: int
381
- sell_order_qty: int
382
- sell_trade_amt: float
383
- sell_trade_qty: int
384
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., buy_order_num: _Optional[int] = ..., sell_order_num: _Optional[int] = ..., buy_cancel_num: _Optional[int] = ..., sell_cancel_num: _Optional[int] = ..., buy_order_qty: _Optional[int] = ..., sell_order_qty: _Optional[int] = ..., buy_order_amt: _Optional[float] = ..., sell_order_amt: _Optional[float] = ..., buy_active_qty: _Optional[int] = ..., sell_active_qty: _Optional[int] = ..., buy_active_amt: _Optional[float] = ..., sell_active_amt: _Optional[float] = ..., buy_trade_qty: _Optional[int] = ..., sell_trade_qty: _Optional[int] = ..., buy_trade_amt: _Optional[float] = ..., sell_trade_amt: _Optional[float] = ...) -> None: ...
385
-
386
- class SignalQuoteData(_message.Message):
387
- __slots__ = ["id", "value"]
388
- ID_FIELD_NUMBER: _ClassVar[int]
389
- VALUE_FIELD_NUMBER: _ClassVar[int]
390
- id: str
391
- value: int
392
- def __init__(self, id: _Optional[str] = ..., value: _Optional[int] = ...) -> None: ...
405
+ md_date: int
406
+ md_time: int
407
+ currency_id: str
408
+ opposite_currency_id: str
409
+ fx_market: str
410
+ fx_rate: float
411
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., currency_id: _Optional[str] = ..., opposite_currency_id: _Optional[str] = ..., fx_market: _Optional[str] = ..., fx_rate: _Optional[float] = ...) -> None: ...
393
412
 
394
413
  class SignalSnapshot(_message.Message):
395
- __slots__ = ["depth_quote", "instrument_id", "last_timestamp", "market", "md_date", "md_time", "msg_sequence", "msg_type", "node_name", "node_type", "security_id", "security_type", "signal_id", "signal_name", "signal_quote", "signal_type", "signal_value", "symbol"]
396
- DEPTH_QUOTE_FIELD_NUMBER: _ClassVar[int]
397
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
398
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
399
- MARKET_FIELD_NUMBER: _ClassVar[int]
400
- MD_DATE_FIELD_NUMBER: _ClassVar[int]
401
- MD_TIME_FIELD_NUMBER: _ClassVar[int]
402
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
414
+ __slots__ = ("msg_type", "msg_sequence", "last_timestamp", "node_name", "node_type", "instrument_id", "security_id", "market", "security_type", "symbol", "md_date", "md_time", "signal_type", "signal_id", "signal_name", "signal_value", "signal_quote", "depth_quote")
403
415
  MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
416
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
417
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
404
418
  NODE_NAME_FIELD_NUMBER: _ClassVar[int]
405
419
  NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
420
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
406
421
  SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
422
+ MARKET_FIELD_NUMBER: _ClassVar[int]
407
423
  SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
424
+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
425
+ MD_DATE_FIELD_NUMBER: _ClassVar[int]
426
+ MD_TIME_FIELD_NUMBER: _ClassVar[int]
427
+ SIGNAL_TYPE_FIELD_NUMBER: _ClassVar[int]
408
428
  SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
409
429
  SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
410
- SIGNAL_QUOTE_FIELD_NUMBER: _ClassVar[int]
411
- SIGNAL_TYPE_FIELD_NUMBER: _ClassVar[int]
412
430
  SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
413
- SYMBOL_FIELD_NUMBER: _ClassVar[int]
414
- depth_quote: _containers.RepeatedCompositeFieldContainer[QuoteLevelData]
415
- instrument_id: str
416
- last_timestamp: int
417
- market: str
418
- md_date: int
419
- md_time: int
420
- msg_sequence: int
431
+ SIGNAL_QUOTE_FIELD_NUMBER: _ClassVar[int]
432
+ DEPTH_QUOTE_FIELD_NUMBER: _ClassVar[int]
421
433
  msg_type: int
434
+ msg_sequence: int
435
+ last_timestamp: int
422
436
  node_name: str
423
437
  node_type: int
438
+ instrument_id: str
424
439
  security_id: str
440
+ market: str
425
441
  security_type: str
442
+ symbol: str
443
+ md_date: int
444
+ md_time: int
445
+ signal_type: int
426
446
  signal_id: int
427
447
  signal_name: str
428
- signal_quote: _containers.RepeatedCompositeFieldContainer[SignalQuoteData]
429
- signal_type: int
430
448
  signal_value: int
431
- symbol: str
449
+ signal_quote: _containers.RepeatedCompositeFieldContainer[SignalQuoteData]
450
+ depth_quote: _containers.RepeatedCompositeFieldContainer[QuoteLevelData]
432
451
  def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., instrument_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., signal_type: _Optional[int] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., signal_value: _Optional[int] = ..., signal_quote: _Optional[_Iterable[_Union[SignalQuoteData, _Mapping]]] = ..., depth_quote: _Optional[_Iterable[_Union[QuoteLevelData, _Mapping]]] = ...) -> None: ...
433
452
 
434
453
  class SignalTick(_message.Message):
435
- __slots__ = ["instrument_id", "last_timestamp", "md_date", "md_time", "msg_sequence", "msg_type", "node_name", "node_type", "signal_id", "signal_type", "signal_value"]
436
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
437
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
438
- MD_DATE_FIELD_NUMBER: _ClassVar[int]
439
- MD_TIME_FIELD_NUMBER: _ClassVar[int]
440
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
454
+ __slots__ = ("msg_type", "msg_sequence", "last_timestamp", "node_name", "node_type", "instrument_id", "md_date", "md_time", "signal_type", "signal_id", "signal_value")
441
455
  MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
456
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
457
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
442
458
  NODE_NAME_FIELD_NUMBER: _ClassVar[int]
443
459
  NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
444
- SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
460
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
461
+ MD_DATE_FIELD_NUMBER: _ClassVar[int]
462
+ MD_TIME_FIELD_NUMBER: _ClassVar[int]
445
463
  SIGNAL_TYPE_FIELD_NUMBER: _ClassVar[int]
464
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
446
465
  SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
447
- instrument_id: str
448
- last_timestamp: int
449
- md_date: int
450
- md_time: int
451
- msg_sequence: int
452
466
  msg_type: int
467
+ msg_sequence: int
468
+ last_timestamp: int
453
469
  node_name: str
454
470
  node_type: int
455
- signal_id: int
471
+ instrument_id: str
472
+ md_date: int
473
+ md_time: int
456
474
  signal_type: int
475
+ signal_id: int
457
476
  signal_value: int
458
477
  def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., instrument_id: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., signal_type: _Optional[int] = ..., signal_id: _Optional[int] = ..., signal_value: _Optional[int] = ...) -> None: ...