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/strategy_pb2.pyi CHANGED
@@ -3,601 +3,613 @@ from google.protobuf.internal import containers as _containers
3
3
  from google.protobuf.internal import enum_type_wrapper as _enum_type_wrapper
4
4
  from google.protobuf import descriptor as _descriptor
5
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
6
+ from collections.abc import Iterable as _Iterable, Mapping as _Mapping
7
+ from typing import ClassVar as _ClassVar, Optional as _Optional, Union as _Union
7
8
 
8
9
  DESCRIPTOR: _descriptor.FileDescriptor
9
10
 
10
- class ArbitrageStrategyStatEvent(_message.Message):
11
- __slots__ = ["last_timestamp", "msg_type", "node_name", "node_type", "reason", "signal_id", "status", "strategy_id", "strategy_name"]
12
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
11
+ class Ping(_message.Message):
12
+ __slots__ = ("msg_type", "msg_sequence")
13
13
  MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
14
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
15
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
16
- REASON_FIELD_NUMBER: _ClassVar[int]
17
- SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
18
- STATUS_FIELD_NUMBER: _ClassVar[int]
19
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
20
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
21
- last_timestamp: int
14
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
22
15
  msg_type: int
23
- node_name: str
24
- node_type: int
25
- reason: str
26
- signal_id: int
27
- status: str
28
- strategy_id: int
29
- strategy_name: str
30
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., signal_id: _Optional[int] = ..., status: _Optional[str] = ..., reason: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
16
+ msg_sequence: int
17
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ...) -> None: ...
31
18
 
32
- class BookStatDetail(_message.Message):
33
- __slots__ = ["active_order_nums", "avail_qty", "buy_amount", "buy_qty", "contract_unit", "current_qty", "instrument_id", "last_px", "posi_amount", "posi_side", "sell_amount", "sell_qty", "sod_amount", "sod_qty", "status", "strategy_id", "strategy_name", "trade_date"]
34
- ACTIVE_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
35
- AVAIL_QTY_FIELD_NUMBER: _ClassVar[int]
36
- BUY_AMOUNT_FIELD_NUMBER: _ClassVar[int]
37
- BUY_QTY_FIELD_NUMBER: _ClassVar[int]
38
- CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
39
- CURRENT_QTY_FIELD_NUMBER: _ClassVar[int]
40
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
41
- LAST_PX_FIELD_NUMBER: _ClassVar[int]
42
- POSI_AMOUNT_FIELD_NUMBER: _ClassVar[int]
43
- POSI_SIDE_FIELD_NUMBER: _ClassVar[int]
44
- SELL_AMOUNT_FIELD_NUMBER: _ClassVar[int]
45
- SELL_QTY_FIELD_NUMBER: _ClassVar[int]
46
- SOD_AMOUNT_FIELD_NUMBER: _ClassVar[int]
47
- SOD_QTY_FIELD_NUMBER: _ClassVar[int]
48
- STATUS_FIELD_NUMBER: _ClassVar[int]
49
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
50
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
51
- TRADE_DATE_FIELD_NUMBER: _ClassVar[int]
52
- active_order_nums: int
53
- avail_qty: int
54
- buy_amount: float
55
- buy_qty: int
56
- contract_unit: float
57
- current_qty: int
58
- instrument_id: str
59
- last_px: float
60
- posi_amount: float
61
- posi_side: int
62
- sell_amount: float
63
- sell_qty: int
64
- sod_amount: float
65
- sod_qty: int
66
- status: str
67
- strategy_id: int
68
- strategy_name: str
69
- trade_date: str
70
- def __init__(self, strategy_name: _Optional[str] = ..., instrument_id: _Optional[str] = ..., sod_qty: _Optional[int] = ..., avail_qty: _Optional[int] = ..., trade_date: _Optional[str] = ..., strategy_id: _Optional[int] = ..., current_qty: _Optional[int] = ..., posi_amount: _Optional[float] = ..., last_px: _Optional[float] = ..., contract_unit: _Optional[float] = ..., posi_side: _Optional[int] = ..., buy_qty: _Optional[int] = ..., sell_qty: _Optional[int] = ..., buy_amount: _Optional[float] = ..., sell_amount: _Optional[float] = ..., active_order_nums: _Optional[int] = ..., sod_amount: _Optional[float] = ..., status: _Optional[str] = ...) -> None: ...
19
+ class Pong(_message.Message):
20
+ __slots__ = ("msg_type", "msg_sequence")
21
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
22
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
23
+ msg_type: int
24
+ msg_sequence: int
25
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ...) -> None: ...
71
26
 
72
- class BookStatEvent(_message.Message):
73
- __slots__ = ["auto_hedge_strategy_id", "book_id", "book_stat_details", "comments", "exposure", "is_auto_hedge", "mock_book", "msg_type", "settle_currency_id"]
74
- AUTO_HEDGE_STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
75
- BOOK_ID_FIELD_NUMBER: _ClassVar[int]
76
- BOOK_STAT_DETAILS_FIELD_NUMBER: _ClassVar[int]
77
- COMMENTS_FIELD_NUMBER: _ClassVar[int]
78
- EXPOSURE_FIELD_NUMBER: _ClassVar[int]
79
- IS_AUTO_HEDGE_FIELD_NUMBER: _ClassVar[int]
80
- MOCK_BOOK_FIELD_NUMBER: _ClassVar[int]
27
+ class ManagerNotLogin(_message.Message):
28
+ __slots__ = ("msg_type", "last_timestamp")
81
29
  MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
82
- SETTLE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
83
- auto_hedge_strategy_id: int
84
- book_id: str
85
- book_stat_details: _containers.RepeatedCompositeFieldContainer[BookStatDetail]
86
- comments: str
87
- exposure: float
88
- is_auto_hedge: int
89
- mock_book: str
30
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
90
31
  msg_type: int
91
- settle_currency_id: str
92
- def __init__(self, msg_type: _Optional[int] = ..., book_id: _Optional[str] = ..., comments: _Optional[str] = ..., settle_currency_id: _Optional[str] = ..., exposure: _Optional[float] = ..., mock_book: _Optional[str] = ..., is_auto_hedge: _Optional[int] = ..., auto_hedge_strategy_id: _Optional[int] = ..., book_stat_details: _Optional[_Iterable[_Union[BookStatDetail, _Mapping]]] = ...) -> None: ...
32
+ last_timestamp: int
33
+ def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
93
34
 
94
- class LoginReq(_message.Message):
95
- __slots__ = ["last_timestamp", "msg_type", "node_name", "node_type", "request_id"]
35
+ class ManagerErrorMsg(_message.Message):
36
+ __slots__ = ("msg_type", "error_msg", "last_timestamp", "request_id")
37
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
38
+ ERROR_MSG_FIELD_NUMBER: _ClassVar[int]
96
39
  LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
40
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
41
+ msg_type: int
42
+ error_msg: str
43
+ last_timestamp: int
44
+ request_id: str
45
+ def __init__(self, msg_type: _Optional[int] = ..., error_msg: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
46
+
47
+ class LoginReq(_message.Message):
48
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id")
97
49
  MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
98
50
  NODE_NAME_FIELD_NUMBER: _ClassVar[int]
99
51
  NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
52
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
100
53
  REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
101
- last_timestamp: int
102
54
  msg_type: int
103
55
  node_name: str
104
56
  node_type: int
57
+ last_timestamp: int
105
58
  request_id: str
106
59
  def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
107
60
 
108
61
  class LoginRsp(_message.Message):
109
- __slots__ = ["is_succ", "msg_type", "node_name", "node_type", "request_id", "text"]
110
- IS_SUCC_FIELD_NUMBER: _ClassVar[int]
62
+ __slots__ = ("msg_type", "node_name", "node_type", "request_id", "is_succ", "text")
111
63
  MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
112
64
  NODE_NAME_FIELD_NUMBER: _ClassVar[int]
113
65
  NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
114
66
  REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
67
+ IS_SUCC_FIELD_NUMBER: _ClassVar[int]
115
68
  TEXT_FIELD_NUMBER: _ClassVar[int]
116
- is_succ: bool
117
69
  msg_type: int
118
70
  node_name: str
119
71
  node_type: int
120
72
  request_id: str
73
+ is_succ: bool
121
74
  text: str
122
75
  def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., request_id: _Optional[str] = ..., is_succ: bool = ..., text: _Optional[str] = ...) -> None: ...
123
76
 
124
- class ManagerErrorMsg(_message.Message):
125
- __slots__ = ["error_msg", "last_timestamp", "msg_type", "request_id"]
126
- ERROR_MSG_FIELD_NUMBER: _ClassVar[int]
127
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
128
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
129
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
130
- error_msg: str
131
- last_timestamp: int
132
- msg_type: int
133
- request_id: str
134
- def __init__(self, msg_type: _Optional[int] = ..., error_msg: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
135
-
136
- class ManagerNotLogin(_message.Message):
137
- __slots__ = ["last_timestamp", "msg_type"]
138
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
139
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
140
- last_timestamp: int
141
- msg_type: int
142
- def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
143
-
144
- class MonitorEvent(_message.Message):
145
- __slots__ = ["labels", "last_timestamp", "metric_name", "msg_type", "node_name", "node_type", "value"]
146
- LABELS_FIELD_NUMBER: _ClassVar[int]
147
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
148
- METRIC_NAME_FIELD_NUMBER: _ClassVar[int]
77
+ class StrategyControlReq(_message.Message):
78
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "operate_type", "strategy_id", "strategy_name", "control_type", "op_user")
79
+ class ControlType(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
80
+ __slots__ = ()
81
+ kInit: _ClassVar[StrategyControlReq.ControlType]
82
+ kRun: _ClassVar[StrategyControlReq.ControlType]
83
+ kPause: _ClassVar[StrategyControlReq.ControlType]
84
+ kStop: _ClassVar[StrategyControlReq.ControlType]
85
+ kClose: _ClassVar[StrategyControlReq.ControlType]
86
+ kInit: StrategyControlReq.ControlType
87
+ kRun: StrategyControlReq.ControlType
88
+ kPause: StrategyControlReq.ControlType
89
+ kStop: StrategyControlReq.ControlType
90
+ kClose: StrategyControlReq.ControlType
149
91
  MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
150
92
  NODE_NAME_FIELD_NUMBER: _ClassVar[int]
151
93
  NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
152
- VALUE_FIELD_NUMBER: _ClassVar[int]
153
- labels: str
154
- last_timestamp: int
155
- metric_name: str
94
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
95
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
96
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
97
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
98
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
99
+ CONTROL_TYPE_FIELD_NUMBER: _ClassVar[int]
100
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
156
101
  msg_type: int
157
102
  node_name: str
158
103
  node_type: int
159
- value: float
160
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., metric_name: _Optional[str] = ..., labels: _Optional[str] = ..., value: _Optional[float] = ...) -> None: ...
161
-
162
- class Ping(_message.Message):
163
- __slots__ = ["msg_sequence", "msg_type"]
164
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
165
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
166
- msg_sequence: int
167
- msg_type: int
168
- def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ...) -> None: ...
169
-
170
- class Pong(_message.Message):
171
- __slots__ = ["msg_sequence", "msg_type"]
172
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
173
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
174
- msg_sequence: int
175
- msg_type: int
176
- def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ...) -> None: ...
177
-
178
- class QryBookStatReq(_message.Message):
179
- __slots__ = ["book_id", "msg_type", "request_id"]
180
- BOOK_ID_FIELD_NUMBER: _ClassVar[int]
181
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
182
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
183
- book_id: str
184
- msg_type: int
104
+ last_timestamp: int
185
105
  request_id: str
186
- def __init__(self, msg_type: _Optional[int] = ..., book_id: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
106
+ operate_type: int
107
+ strategy_id: int
108
+ strategy_name: str
109
+ control_type: StrategyControlReq.ControlType
110
+ op_user: _common_pb2.OpUser
111
+ 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[int] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., control_type: _Optional[_Union[StrategyControlReq.ControlType, str]] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ...) -> None: ...
187
112
 
188
- class QryBookStatRsp(_message.Message):
189
- __slots__ = ["books", "msg_type", "request_id", "status", "text"]
190
- class Book(_message.Message):
191
- __slots__ = ["auto_hedge_strategy_id", "book_id", "book_stat_details", "comments", "exposure", "is_auto_hedge", "mock_book", "settle_currency_id"]
192
- AUTO_HEDGE_STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
193
- BOOK_ID_FIELD_NUMBER: _ClassVar[int]
194
- BOOK_STAT_DETAILS_FIELD_NUMBER: _ClassVar[int]
195
- COMMENTS_FIELD_NUMBER: _ClassVar[int]
196
- EXPOSURE_FIELD_NUMBER: _ClassVar[int]
197
- IS_AUTO_HEDGE_FIELD_NUMBER: _ClassVar[int]
198
- MOCK_BOOK_FIELD_NUMBER: _ClassVar[int]
199
- SETTLE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
200
- auto_hedge_strategy_id: int
201
- book_id: str
202
- book_stat_details: _containers.RepeatedCompositeFieldContainer[BookStatDetail]
203
- comments: str
204
- exposure: float
205
- is_auto_hedge: int
206
- mock_book: str
207
- settle_currency_id: str
208
- def __init__(self, book_id: _Optional[str] = ..., comments: _Optional[str] = ..., settle_currency_id: _Optional[str] = ..., exposure: _Optional[float] = ..., mock_book: _Optional[str] = ..., is_auto_hedge: _Optional[int] = ..., auto_hedge_strategy_id: _Optional[int] = ..., book_stat_details: _Optional[_Iterable[_Union[BookStatDetail, _Mapping]]] = ...) -> None: ...
209
- BOOKS_FIELD_NUMBER: _ClassVar[int]
113
+ class StrategyControlRsp(_message.Message):
114
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "strategy_name", "strategy_id", "status", "text")
210
115
  MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
116
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
117
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
118
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
211
119
  REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
120
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
121
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
212
122
  STATUS_FIELD_NUMBER: _ClassVar[int]
213
123
  TEXT_FIELD_NUMBER: _ClassVar[int]
214
- books: _containers.RepeatedCompositeFieldContainer[QryBookStatRsp.Book]
215
124
  msg_type: int
125
+ node_name: str
126
+ node_type: int
127
+ last_timestamp: int
216
128
  request_id: str
129
+ strategy_name: str
130
+ strategy_id: int
217
131
  status: int
218
132
  text: str
219
- def __init__(self, msg_type: _Optional[int] = ..., books: _Optional[_Iterable[_Union[QryBookStatRsp.Book, _Mapping]]] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
133
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., strategy_name: _Optional[str] = ..., strategy_id: _Optional[int] = ..., status: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
220
134
 
221
- class QryStrategyStatReq(_message.Message):
222
- __slots__ = ["last_timestamp", "msg_type", "node_name", "node_type", "op_user", "request_id", "strategy_id", "strategy_name", "text"]
223
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
135
+ class UpdateStrategyParamsReq(_message.Message):
136
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "operate_type", "strategy_name", "strategy_id", "text", "strategy_params", "monitor_params", "strategy_instruments", "signal_id", "signal_name", "target_qty", "op_user")
224
137
  MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
225
138
  NODE_NAME_FIELD_NUMBER: _ClassVar[int]
226
139
  NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
227
- OP_USER_FIELD_NUMBER: _ClassVar[int]
140
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
228
141
  REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
229
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
142
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
230
143
  STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
144
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
231
145
  TEXT_FIELD_NUMBER: _ClassVar[int]
232
- last_timestamp: int
146
+ STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
147
+ MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
148
+ STRATEGY_INSTRUMENTS_FIELD_NUMBER: _ClassVar[int]
149
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
150
+ SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
151
+ TARGET_QTY_FIELD_NUMBER: _ClassVar[int]
152
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
233
153
  msg_type: int
234
154
  node_name: str
235
155
  node_type: int
236
- op_user: _common_pb2.OpUser
156
+ last_timestamp: int
237
157
  request_id: str
238
- strategy_id: int
158
+ operate_type: int
239
159
  strategy_name: str
160
+ strategy_id: int
240
161
  text: str
241
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., text: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ...) -> None: ...
162
+ strategy_params: str
163
+ monitor_params: str
164
+ strategy_instruments: _containers.RepeatedCompositeFieldContainer[_common_pb2.StrategyInstrument]
165
+ signal_id: int
166
+ signal_name: str
167
+ target_qty: int
168
+ op_user: _common_pb2.OpUser
169
+ 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[int] = ..., strategy_name: _Optional[str] = ..., strategy_id: _Optional[int] = ..., text: _Optional[str] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ..., strategy_instruments: _Optional[_Iterable[_Union[_common_pb2.StrategyInstrument, _Mapping]]] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., target_qty: _Optional[int] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ...) -> None: ...
242
170
 
243
- class QryStrategyStatRsp(_message.Message):
244
- __slots__ = ["last_timestamp", "msg_type", "node_name", "node_type", "request_id", "strategy_id", "strategy_name", "strategy_stat"]
245
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
171
+ class UpdateStrategyParamsRsp(_message.Message):
172
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "strategy_name", "strategy_id", "status", "request_id", "text", "strategy_params", "monitor_params", "strategy_instruments", "signal_id", "signal_name", "target_qty")
246
173
  MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
247
174
  NODE_NAME_FIELD_NUMBER: _ClassVar[int]
248
175
  NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
249
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
250
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
176
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
251
177
  STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
252
- STRATEGY_STAT_FIELD_NUMBER: _ClassVar[int]
253
- last_timestamp: int
254
- msg_type: int
255
- node_name: str
256
- node_type: int
257
- request_id: str
258
- strategy_id: int
259
- strategy_name: str
260
- strategy_stat: _containers.RepeatedCompositeFieldContainer[StrategyStatDetail]
261
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., strategy_stat: _Optional[_Iterable[_Union[StrategyStatDetail, _Mapping]]] = ...) -> None: ...
262
-
263
- class StrategyControlReq(_message.Message):
264
- __slots__ = ["control_type", "last_timestamp", "msg_type", "node_name", "node_type", "op_user", "operate_type", "request_id", "strategy_id", "strategy_name"]
265
- class ControlType(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
266
- __slots__ = []
267
- CONTROL_TYPE_FIELD_NUMBER: _ClassVar[int]
268
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
269
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
270
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
271
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
272
- OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
273
- OP_USER_FIELD_NUMBER: _ClassVar[int]
274
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
275
178
  STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
276
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
277
- control_type: StrategyControlReq.ControlType
278
- kClose: StrategyControlReq.ControlType
279
- kInit: StrategyControlReq.ControlType
280
- kPause: StrategyControlReq.ControlType
281
- kRun: StrategyControlReq.ControlType
282
- kStop: StrategyControlReq.ControlType
283
- last_timestamp: int
284
- msg_type: int
285
- node_name: str
286
- node_type: int
287
- op_user: _common_pb2.OpUser
288
- operate_type: int
289
- request_id: str
290
- strategy_id: int
291
- strategy_name: str
292
- 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[int] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., control_type: _Optional[_Union[StrategyControlReq.ControlType, str]] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ...) -> None: ...
293
-
294
- class StrategyControlRsp(_message.Message):
295
- __slots__ = ["last_timestamp", "msg_type", "node_name", "node_type", "request_id", "status", "strategy_id", "strategy_name", "text"]
296
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
297
- MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
298
- NODE_NAME_FIELD_NUMBER: _ClassVar[int]
299
- NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
300
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
301
179
  STATUS_FIELD_NUMBER: _ClassVar[int]
302
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
303
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
180
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
304
181
  TEXT_FIELD_NUMBER: _ClassVar[int]
305
- last_timestamp: int
182
+ STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
183
+ MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
184
+ STRATEGY_INSTRUMENTS_FIELD_NUMBER: _ClassVar[int]
185
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
186
+ SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
187
+ TARGET_QTY_FIELD_NUMBER: _ClassVar[int]
306
188
  msg_type: int
307
189
  node_name: str
308
190
  node_type: int
309
- request_id: str
310
- status: int
311
- strategy_id: int
191
+ last_timestamp: int
312
192
  strategy_name: str
193
+ strategy_id: int
194
+ status: int
195
+ request_id: str
313
196
  text: str
314
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., strategy_name: _Optional[str] = ..., strategy_id: _Optional[int] = ..., status: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
197
+ strategy_params: str
198
+ monitor_params: str
199
+ strategy_instruments: _containers.RepeatedCompositeFieldContainer[_common_pb2.StrategyInstrument]
200
+ signal_id: int
201
+ signal_name: str
202
+ target_qty: int
203
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., strategy_name: _Optional[str] = ..., strategy_id: _Optional[int] = ..., status: _Optional[int] = ..., request_id: _Optional[str] = ..., text: _Optional[str] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ..., strategy_instruments: _Optional[_Iterable[_Union[_common_pb2.StrategyInstrument, _Mapping]]] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., target_qty: _Optional[int] = ...) -> None: ...
315
204
 
316
- class StrategyEvent(_message.Message):
317
- __slots__ = ["control_status", "last_timestamp", "msg_type", "node_name", "node_type", "text"]
318
- CONTROL_STATUS_FIELD_NUMBER: _ClassVar[int]
319
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
205
+ class UpdateStrategyGlobalParamsReq(_message.Message):
206
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "operate_type", "strategy_template_id", "text", "strategy_params", "monitor_params", "op_user")
320
207
  MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
321
208
  NODE_NAME_FIELD_NUMBER: _ClassVar[int]
322
209
  NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
210
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
211
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
212
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
213
+ STRATEGY_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
323
214
  TEXT_FIELD_NUMBER: _ClassVar[int]
324
- control_status: int
325
- last_timestamp: int
215
+ STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
216
+ MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
217
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
326
218
  msg_type: int
327
219
  node_name: str
328
220
  node_type: int
221
+ last_timestamp: int
222
+ request_id: str
223
+ operate_type: int
224
+ strategy_template_id: str
329
225
  text: str
330
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., control_status: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
226
+ strategy_params: str
227
+ monitor_params: str
228
+ op_user: _common_pb2.OpUser
229
+ 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[int] = ..., strategy_template_id: _Optional[str] = ..., text: _Optional[str] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ...) -> None: ...
331
230
 
332
- class StrategyLogEvent(_message.Message):
333
- __slots__ = ["file_name", "function_name", "last_timestamp", "line", "log_level", "msg_type", "node_name", "node_type", "occur_time", "strategy_id", "strategy_name", "text"]
334
- class LogLevel(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
335
- __slots__ = []
336
- DEBUG: StrategyLogEvent.LogLevel
337
- ERROR: StrategyLogEvent.LogLevel
338
- FATAL: StrategyLogEvent.LogLevel
339
- FILE_NAME_FIELD_NUMBER: _ClassVar[int]
340
- FUNCTION_NAME_FIELD_NUMBER: _ClassVar[int]
341
- INFO: StrategyLogEvent.LogLevel
342
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
343
- LINE_FIELD_NUMBER: _ClassVar[int]
344
- LOG_LEVEL_FIELD_NUMBER: _ClassVar[int]
231
+ class UpdateStrategyGlobalParamsRsp(_message.Message):
232
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "strategy_template_id", "status", "request_id", "text", "strategy_params", "monitor_params")
345
233
  MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
346
234
  NODE_NAME_FIELD_NUMBER: _ClassVar[int]
347
235
  NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
348
- OCCUR_TIME_FIELD_NUMBER: _ClassVar[int]
349
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
350
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
236
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
237
+ STRATEGY_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
238
+ STATUS_FIELD_NUMBER: _ClassVar[int]
239
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
351
240
  TEXT_FIELD_NUMBER: _ClassVar[int]
352
- TRACE: StrategyLogEvent.LogLevel
353
- WARN: StrategyLogEvent.LogLevel
354
- file_name: str
355
- function_name: str
356
- last_timestamp: int
357
- line: int
358
- log_level: StrategyLogEvent.LogLevel
241
+ STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
242
+ MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
359
243
  msg_type: int
360
244
  node_name: str
361
245
  node_type: int
362
- occur_time: int
363
- strategy_id: int
364
- strategy_name: str
246
+ last_timestamp: int
247
+ strategy_template_id: str
248
+ status: int
249
+ request_id: str
365
250
  text: str
366
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., log_level: _Optional[_Union[StrategyLogEvent.LogLevel, str]] = ..., occur_time: _Optional[int] = ..., file_name: _Optional[str] = ..., function_name: _Optional[str] = ..., line: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
251
+ strategy_params: str
252
+ monitor_params: str
253
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., strategy_template_id: _Optional[str] = ..., status: _Optional[int] = ..., request_id: _Optional[str] = ..., text: _Optional[str] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ...) -> None: ...
367
254
 
368
255
  class StrategyStatDetail(_message.Message):
369
- __slots__ = ["account_id", "active_order_nums", "active_order_qty", "ask_premium_rate", "ask_price", "avail_qty", "bid_premium_rate", "bid_price", "buy_amount", "buy_qty", "contract_unit", "cost_price", "current_qty", "depth_quote", "exposure", "float_pnl", "impact_factor", "instrument_id", "last_px", "original_price", "posi_adjust_rate", "posi_amount", "posi_side", "pre_close_price", "sell_amount", "sell_qty", "signal_id", "signal_name", "sod_amount", "sod_qty", "stat_fields", "stat_status", "status", "strategy_id", "strategy_name", "target_qty", "text", "theory_price", "total_cancel_nums", "total_order_nums", "total_order_qty"]
256
+ __slots__ = ("strategy_id", "strategy_name", "status", "instrument_id", "sod_amount", "sod_qty", "current_qty", "posi_amount", "last_px", "buy_amount", "sell_amount", "buy_qty", "sell_qty", "exposure", "active_order_nums", "text", "avail_qty", "posi_side", "target_qty", "depth_quote", "bid_premium_rate", "ask_premium_rate", "impact_factor", "theory_price", "original_price", "cost_price", "pre_close_price", "float_pnl", "contract_unit", "posi_adjust_rate", "signal_id", "signal_name", "active_order_qty", "total_order_qty", "bid_price", "ask_price", "stat_fields", "stat_status", "account_id", "total_order_nums", "total_cancel_nums")
370
257
  class QuoteLevelData(_message.Message):
371
- __slots__ = ["ask_price", "ask_volume", "bid_price", "bid_volume"]
372
- ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
373
- ASK_VOLUME_FIELD_NUMBER: _ClassVar[int]
258
+ __slots__ = ("bid_price", "bid_volume", "ask_price", "ask_volume")
374
259
  BID_PRICE_FIELD_NUMBER: _ClassVar[int]
375
260
  BID_VOLUME_FIELD_NUMBER: _ClassVar[int]
376
- ask_price: int
377
- ask_volume: int
261
+ ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
262
+ ASK_VOLUME_FIELD_NUMBER: _ClassVar[int]
378
263
  bid_price: int
379
264
  bid_volume: int
265
+ ask_price: int
266
+ ask_volume: int
380
267
  def __init__(self, bid_price: _Optional[int] = ..., bid_volume: _Optional[int] = ..., ask_price: _Optional[int] = ..., ask_volume: _Optional[int] = ...) -> None: ...
381
- ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
382
- ACTIVE_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
383
- ACTIVE_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
384
- ASK_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
385
- ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
386
- AVAIL_QTY_FIELD_NUMBER: _ClassVar[int]
387
- BID_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
388
- BID_PRICE_FIELD_NUMBER: _ClassVar[int]
268
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
269
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
270
+ STATUS_FIELD_NUMBER: _ClassVar[int]
271
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
272
+ SOD_AMOUNT_FIELD_NUMBER: _ClassVar[int]
273
+ SOD_QTY_FIELD_NUMBER: _ClassVar[int]
274
+ CURRENT_QTY_FIELD_NUMBER: _ClassVar[int]
275
+ POSI_AMOUNT_FIELD_NUMBER: _ClassVar[int]
276
+ LAST_PX_FIELD_NUMBER: _ClassVar[int]
389
277
  BUY_AMOUNT_FIELD_NUMBER: _ClassVar[int]
278
+ SELL_AMOUNT_FIELD_NUMBER: _ClassVar[int]
390
279
  BUY_QTY_FIELD_NUMBER: _ClassVar[int]
391
- CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
392
- COST_PRICE_FIELD_NUMBER: _ClassVar[int]
393
- CURRENT_QTY_FIELD_NUMBER: _ClassVar[int]
394
- DEPTH_QUOTE_FIELD_NUMBER: _ClassVar[int]
280
+ SELL_QTY_FIELD_NUMBER: _ClassVar[int]
395
281
  EXPOSURE_FIELD_NUMBER: _ClassVar[int]
396
- FLOAT_PNL_FIELD_NUMBER: _ClassVar[int]
282
+ ACTIVE_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
283
+ TEXT_FIELD_NUMBER: _ClassVar[int]
284
+ AVAIL_QTY_FIELD_NUMBER: _ClassVar[int]
285
+ POSI_SIDE_FIELD_NUMBER: _ClassVar[int]
286
+ TARGET_QTY_FIELD_NUMBER: _ClassVar[int]
287
+ DEPTH_QUOTE_FIELD_NUMBER: _ClassVar[int]
288
+ BID_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
289
+ ASK_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
397
290
  IMPACT_FACTOR_FIELD_NUMBER: _ClassVar[int]
398
- INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
399
- LAST_PX_FIELD_NUMBER: _ClassVar[int]
291
+ THEORY_PRICE_FIELD_NUMBER: _ClassVar[int]
400
292
  ORIGINAL_PRICE_FIELD_NUMBER: _ClassVar[int]
401
- POSI_ADJUST_RATE_FIELD_NUMBER: _ClassVar[int]
402
- POSI_AMOUNT_FIELD_NUMBER: _ClassVar[int]
403
- POSI_SIDE_FIELD_NUMBER: _ClassVar[int]
293
+ COST_PRICE_FIELD_NUMBER: _ClassVar[int]
404
294
  PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
405
- SELL_AMOUNT_FIELD_NUMBER: _ClassVar[int]
406
- SELL_QTY_FIELD_NUMBER: _ClassVar[int]
295
+ FLOAT_PNL_FIELD_NUMBER: _ClassVar[int]
296
+ CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
297
+ POSI_ADJUST_RATE_FIELD_NUMBER: _ClassVar[int]
407
298
  SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
408
299
  SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
409
- SOD_AMOUNT_FIELD_NUMBER: _ClassVar[int]
410
- SOD_QTY_FIELD_NUMBER: _ClassVar[int]
411
- STATUS_FIELD_NUMBER: _ClassVar[int]
300
+ ACTIVE_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
301
+ TOTAL_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
302
+ BID_PRICE_FIELD_NUMBER: _ClassVar[int]
303
+ ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
412
304
  STAT_FIELDS_FIELD_NUMBER: _ClassVar[int]
413
305
  STAT_STATUS_FIELD_NUMBER: _ClassVar[int]
414
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
415
- STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
416
- TARGET_QTY_FIELD_NUMBER: _ClassVar[int]
417
- TEXT_FIELD_NUMBER: _ClassVar[int]
418
- THEORY_PRICE_FIELD_NUMBER: _ClassVar[int]
419
- TOTAL_CANCEL_NUMS_FIELD_NUMBER: _ClassVar[int]
306
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
420
307
  TOTAL_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
421
- TOTAL_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
422
- account_id: str
423
- active_order_nums: int
424
- active_order_qty: int
425
- ask_premium_rate: float
426
- ask_price: float
427
- avail_qty: int
428
- bid_premium_rate: float
429
- bid_price: float
308
+ TOTAL_CANCEL_NUMS_FIELD_NUMBER: _ClassVar[int]
309
+ strategy_id: int
310
+ strategy_name: str
311
+ status: str
312
+ instrument_id: str
313
+ sod_amount: float
314
+ sod_qty: int
315
+ current_qty: int
316
+ posi_amount: float
317
+ last_px: float
430
318
  buy_amount: float
319
+ sell_amount: float
431
320
  buy_qty: int
432
- contract_unit: float
433
- cost_price: float
434
- current_qty: int
435
- depth_quote: _containers.RepeatedCompositeFieldContainer[StrategyStatDetail.QuoteLevelData]
321
+ sell_qty: int
436
322
  exposure: float
437
- float_pnl: float
323
+ active_order_nums: int
324
+ text: str
325
+ avail_qty: int
326
+ posi_side: int
327
+ target_qty: int
328
+ depth_quote: _containers.RepeatedCompositeFieldContainer[StrategyStatDetail.QuoteLevelData]
329
+ bid_premium_rate: float
330
+ ask_premium_rate: float
438
331
  impact_factor: float
439
- instrument_id: str
440
- last_px: float
332
+ theory_price: float
441
333
  original_price: float
442
- posi_adjust_rate: float
443
- posi_amount: float
444
- posi_side: int
334
+ cost_price: float
445
335
  pre_close_price: float
446
- sell_amount: float
447
- sell_qty: int
336
+ float_pnl: float
337
+ contract_unit: float
338
+ posi_adjust_rate: float
448
339
  signal_id: int
449
340
  signal_name: str
450
- sod_amount: float
451
- sod_qty: int
341
+ active_order_qty: int
342
+ total_order_qty: int
343
+ bid_price: float
344
+ ask_price: float
452
345
  stat_fields: str
453
346
  stat_status: int
454
- status: str
455
- strategy_id: int
456
- strategy_name: str
457
- target_qty: int
458
- text: str
459
- theory_price: float
460
- total_cancel_nums: int
347
+ account_id: str
461
348
  total_order_nums: int
462
- total_order_qty: int
349
+ total_cancel_nums: int
463
350
  def __init__(self, strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., status: _Optional[str] = ..., instrument_id: _Optional[str] = ..., sod_amount: _Optional[float] = ..., sod_qty: _Optional[int] = ..., current_qty: _Optional[int] = ..., posi_amount: _Optional[float] = ..., last_px: _Optional[float] = ..., buy_amount: _Optional[float] = ..., sell_amount: _Optional[float] = ..., buy_qty: _Optional[int] = ..., sell_qty: _Optional[int] = ..., exposure: _Optional[float] = ..., active_order_nums: _Optional[int] = ..., text: _Optional[str] = ..., avail_qty: _Optional[int] = ..., posi_side: _Optional[int] = ..., target_qty: _Optional[int] = ..., depth_quote: _Optional[_Iterable[_Union[StrategyStatDetail.QuoteLevelData, _Mapping]]] = ..., bid_premium_rate: _Optional[float] = ..., ask_premium_rate: _Optional[float] = ..., impact_factor: _Optional[float] = ..., theory_price: _Optional[float] = ..., original_price: _Optional[float] = ..., cost_price: _Optional[float] = ..., pre_close_price: _Optional[float] = ..., float_pnl: _Optional[float] = ..., contract_unit: _Optional[float] = ..., posi_adjust_rate: _Optional[float] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., active_order_qty: _Optional[int] = ..., total_order_qty: _Optional[int] = ..., bid_price: _Optional[float] = ..., ask_price: _Optional[float] = ..., stat_fields: _Optional[str] = ..., stat_status: _Optional[int] = ..., account_id: _Optional[str] = ..., total_order_nums: _Optional[int] = ..., total_cancel_nums: _Optional[int] = ...) -> None: ...
464
351
 
465
- class StrategyStatEvent(_message.Message):
466
- __slots__ = ["last_timestamp", "msg_sequence", "msg_type", "node_name", "node_type", "strategy_id", "strategy_name", "strategy_stat"]
467
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
468
- MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
352
+ class QryStrategyStatReq(_message.Message):
353
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "strategy_id", "strategy_name", "text", "op_user")
469
354
  MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
470
355
  NODE_NAME_FIELD_NUMBER: _ClassVar[int]
471
356
  NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
472
- STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
357
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
358
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
359
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
473
360
  STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
474
- STRATEGY_STAT_FIELD_NUMBER: _ClassVar[int]
475
- last_timestamp: int
476
- msg_sequence: int
361
+ TEXT_FIELD_NUMBER: _ClassVar[int]
362
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
477
363
  msg_type: int
478
364
  node_name: str
479
365
  node_type: int
366
+ last_timestamp: int
367
+ request_id: str
480
368
  strategy_id: int
481
369
  strategy_name: str
482
- strategy_stat: _containers.RepeatedCompositeFieldContainer[StrategyStatDetail]
483
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., strategy_stat: _Optional[_Iterable[_Union[StrategyStatDetail, _Mapping]]] = ...) -> None: ...
370
+ text: str
371
+ op_user: _common_pb2.OpUser
372
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., text: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ...) -> None: ...
484
373
 
485
- class UpdateStrategyGlobalParamsReq(_message.Message):
486
- __slots__ = ["last_timestamp", "monitor_params", "msg_type", "node_name", "node_type", "op_user", "operate_type", "request_id", "strategy_params", "strategy_template_id", "text"]
487
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
488
- MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
374
+ class QryStrategyStatRsp(_message.Message):
375
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "strategy_id", "strategy_name", "strategy_stat")
489
376
  MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
490
377
  NODE_NAME_FIELD_NUMBER: _ClassVar[int]
491
378
  NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
492
- OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
493
- OP_USER_FIELD_NUMBER: _ClassVar[int]
379
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
494
380
  REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
495
- STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
496
- STRATEGY_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
497
- TEXT_FIELD_NUMBER: _ClassVar[int]
498
- last_timestamp: int
499
- monitor_params: str
381
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
382
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
383
+ STRATEGY_STAT_FIELD_NUMBER: _ClassVar[int]
500
384
  msg_type: int
501
385
  node_name: str
502
386
  node_type: int
503
- op_user: _common_pb2.OpUser
504
- operate_type: int
387
+ last_timestamp: int
505
388
  request_id: str
506
- strategy_params: str
507
- strategy_template_id: str
508
- text: str
509
- 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[int] = ..., strategy_template_id: _Optional[str] = ..., text: _Optional[str] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ...) -> None: ...
389
+ strategy_id: int
390
+ strategy_name: str
391
+ strategy_stat: _containers.RepeatedCompositeFieldContainer[StrategyStatDetail]
392
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., strategy_stat: _Optional[_Iterable[_Union[StrategyStatDetail, _Mapping]]] = ...) -> None: ...
510
393
 
511
- class UpdateStrategyGlobalParamsRsp(_message.Message):
512
- __slots__ = ["last_timestamp", "monitor_params", "msg_type", "node_name", "node_type", "request_id", "status", "strategy_params", "strategy_template_id", "text"]
513
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
514
- MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
394
+ class StrategyStatEvent(_message.Message):
395
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "msg_sequence", "strategy_id", "strategy_name", "strategy_stat")
515
396
  MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
516
397
  NODE_NAME_FIELD_NUMBER: _ClassVar[int]
517
398
  NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
518
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
519
- STATUS_FIELD_NUMBER: _ClassVar[int]
520
- STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
521
- STRATEGY_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
522
- TEXT_FIELD_NUMBER: _ClassVar[int]
523
- last_timestamp: int
524
- monitor_params: str
399
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
400
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
401
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
402
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
403
+ STRATEGY_STAT_FIELD_NUMBER: _ClassVar[int]
525
404
  msg_type: int
526
405
  node_name: str
527
406
  node_type: int
528
- request_id: str
529
- status: int
530
- strategy_params: str
531
- strategy_template_id: str
532
- text: str
533
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., strategy_template_id: _Optional[str] = ..., status: _Optional[int] = ..., request_id: _Optional[str] = ..., text: _Optional[str] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ...) -> None: ...
407
+ last_timestamp: int
408
+ msg_sequence: int
409
+ strategy_id: int
410
+ strategy_name: str
411
+ strategy_stat: _containers.RepeatedCompositeFieldContainer[StrategyStatDetail]
412
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., strategy_stat: _Optional[_Iterable[_Union[StrategyStatDetail, _Mapping]]] = ...) -> None: ...
534
413
 
535
- class UpdateStrategyParamsReq(_message.Message):
536
- __slots__ = ["last_timestamp", "monitor_params", "msg_type", "node_name", "node_type", "op_user", "operate_type", "request_id", "signal_id", "signal_name", "strategy_id", "strategy_instruments", "strategy_name", "strategy_params", "target_qty", "text"]
537
- LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
538
- MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
414
+ class StrategyLogEvent(_message.Message):
415
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "strategy_id", "strategy_name", "log_level", "occur_time", "file_name", "function_name", "line", "text")
416
+ class LogLevel(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
417
+ __slots__ = ()
418
+ TRACE: _ClassVar[StrategyLogEvent.LogLevel]
419
+ DEBUG: _ClassVar[StrategyLogEvent.LogLevel]
420
+ INFO: _ClassVar[StrategyLogEvent.LogLevel]
421
+ WARN: _ClassVar[StrategyLogEvent.LogLevel]
422
+ ERROR: _ClassVar[StrategyLogEvent.LogLevel]
423
+ FATAL: _ClassVar[StrategyLogEvent.LogLevel]
424
+ TRACE: StrategyLogEvent.LogLevel
425
+ DEBUG: StrategyLogEvent.LogLevel
426
+ INFO: StrategyLogEvent.LogLevel
427
+ WARN: StrategyLogEvent.LogLevel
428
+ ERROR: StrategyLogEvent.LogLevel
429
+ FATAL: StrategyLogEvent.LogLevel
539
430
  MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
540
431
  NODE_NAME_FIELD_NUMBER: _ClassVar[int]
541
432
  NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
542
- OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
543
- OP_USER_FIELD_NUMBER: _ClassVar[int]
544
- REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
545
- SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
546
- SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
433
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
547
434
  STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
548
- STRATEGY_INSTRUMENTS_FIELD_NUMBER: _ClassVar[int]
549
435
  STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
550
- STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
551
- TARGET_QTY_FIELD_NUMBER: _ClassVar[int]
436
+ LOG_LEVEL_FIELD_NUMBER: _ClassVar[int]
437
+ OCCUR_TIME_FIELD_NUMBER: _ClassVar[int]
438
+ FILE_NAME_FIELD_NUMBER: _ClassVar[int]
439
+ FUNCTION_NAME_FIELD_NUMBER: _ClassVar[int]
440
+ LINE_FIELD_NUMBER: _ClassVar[int]
552
441
  TEXT_FIELD_NUMBER: _ClassVar[int]
553
- last_timestamp: int
554
- monitor_params: str
555
442
  msg_type: int
556
443
  node_name: str
557
444
  node_type: int
558
- op_user: _common_pb2.OpUser
559
- operate_type: int
560
- request_id: str
561
- signal_id: int
562
- signal_name: str
445
+ last_timestamp: int
563
446
  strategy_id: int
564
- strategy_instruments: _containers.RepeatedCompositeFieldContainer[_common_pb2.StrategyInstrument]
565
447
  strategy_name: str
566
- strategy_params: str
567
- target_qty: int
448
+ log_level: StrategyLogEvent.LogLevel
449
+ occur_time: int
450
+ file_name: str
451
+ function_name: str
452
+ line: int
568
453
  text: str
569
- 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[int] = ..., strategy_name: _Optional[str] = ..., strategy_id: _Optional[int] = ..., text: _Optional[str] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ..., strategy_instruments: _Optional[_Iterable[_Union[_common_pb2.StrategyInstrument, _Mapping]]] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., target_qty: _Optional[int] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ...) -> None: ...
454
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., log_level: _Optional[_Union[StrategyLogEvent.LogLevel, str]] = ..., occur_time: _Optional[int] = ..., file_name: _Optional[str] = ..., function_name: _Optional[str] = ..., line: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
570
455
 
571
- class UpdateStrategyParamsRsp(_message.Message):
572
- __slots__ = ["last_timestamp", "monitor_params", "msg_type", "node_name", "node_type", "request_id", "signal_id", "signal_name", "status", "strategy_id", "strategy_instruments", "strategy_name", "strategy_params", "target_qty", "text"]
456
+ class StrategyEvent(_message.Message):
457
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "control_status", "text")
458
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
459
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
460
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
573
461
  LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
574
- MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
462
+ CONTROL_STATUS_FIELD_NUMBER: _ClassVar[int]
463
+ TEXT_FIELD_NUMBER: _ClassVar[int]
464
+ msg_type: int
465
+ node_name: str
466
+ node_type: int
467
+ last_timestamp: int
468
+ control_status: int
469
+ text: str
470
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., control_status: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
471
+
472
+ class MonitorEvent(_message.Message):
473
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "metric_name", "labels", "value")
575
474
  MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
576
475
  NODE_NAME_FIELD_NUMBER: _ClassVar[int]
577
476
  NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
477
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
478
+ METRIC_NAME_FIELD_NUMBER: _ClassVar[int]
479
+ LABELS_FIELD_NUMBER: _ClassVar[int]
480
+ VALUE_FIELD_NUMBER: _ClassVar[int]
481
+ msg_type: int
482
+ node_name: str
483
+ node_type: int
484
+ last_timestamp: int
485
+ metric_name: str
486
+ labels: str
487
+ value: float
488
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., metric_name: _Optional[str] = ..., labels: _Optional[str] = ..., value: _Optional[float] = ...) -> None: ...
489
+
490
+ class BookStatDetail(_message.Message):
491
+ __slots__ = ("strategy_name", "instrument_id", "sod_qty", "avail_qty", "trade_date", "strategy_id", "current_qty", "posi_amount", "last_px", "contract_unit", "posi_side", "buy_qty", "sell_qty", "buy_amount", "sell_amount", "active_order_nums", "sod_amount", "status")
492
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
493
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
494
+ SOD_QTY_FIELD_NUMBER: _ClassVar[int]
495
+ AVAIL_QTY_FIELD_NUMBER: _ClassVar[int]
496
+ TRADE_DATE_FIELD_NUMBER: _ClassVar[int]
497
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
498
+ CURRENT_QTY_FIELD_NUMBER: _ClassVar[int]
499
+ POSI_AMOUNT_FIELD_NUMBER: _ClassVar[int]
500
+ LAST_PX_FIELD_NUMBER: _ClassVar[int]
501
+ CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
502
+ POSI_SIDE_FIELD_NUMBER: _ClassVar[int]
503
+ BUY_QTY_FIELD_NUMBER: _ClassVar[int]
504
+ SELL_QTY_FIELD_NUMBER: _ClassVar[int]
505
+ BUY_AMOUNT_FIELD_NUMBER: _ClassVar[int]
506
+ SELL_AMOUNT_FIELD_NUMBER: _ClassVar[int]
507
+ ACTIVE_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
508
+ SOD_AMOUNT_FIELD_NUMBER: _ClassVar[int]
509
+ STATUS_FIELD_NUMBER: _ClassVar[int]
510
+ strategy_name: str
511
+ instrument_id: str
512
+ sod_qty: int
513
+ avail_qty: int
514
+ trade_date: str
515
+ strategy_id: int
516
+ current_qty: int
517
+ posi_amount: float
518
+ last_px: float
519
+ contract_unit: float
520
+ posi_side: int
521
+ buy_qty: int
522
+ sell_qty: int
523
+ buy_amount: float
524
+ sell_amount: float
525
+ active_order_nums: int
526
+ sod_amount: float
527
+ status: str
528
+ def __init__(self, strategy_name: _Optional[str] = ..., instrument_id: _Optional[str] = ..., sod_qty: _Optional[int] = ..., avail_qty: _Optional[int] = ..., trade_date: _Optional[str] = ..., strategy_id: _Optional[int] = ..., current_qty: _Optional[int] = ..., posi_amount: _Optional[float] = ..., last_px: _Optional[float] = ..., contract_unit: _Optional[float] = ..., posi_side: _Optional[int] = ..., buy_qty: _Optional[int] = ..., sell_qty: _Optional[int] = ..., buy_amount: _Optional[float] = ..., sell_amount: _Optional[float] = ..., active_order_nums: _Optional[int] = ..., sod_amount: _Optional[float] = ..., status: _Optional[str] = ...) -> None: ...
529
+
530
+ class BookStatEvent(_message.Message):
531
+ __slots__ = ("msg_type", "book_id", "comments", "settle_currency_id", "exposure", "mock_book", "is_auto_hedge", "auto_hedge_strategy_id", "book_stat_details")
532
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
533
+ BOOK_ID_FIELD_NUMBER: _ClassVar[int]
534
+ COMMENTS_FIELD_NUMBER: _ClassVar[int]
535
+ SETTLE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
536
+ EXPOSURE_FIELD_NUMBER: _ClassVar[int]
537
+ MOCK_BOOK_FIELD_NUMBER: _ClassVar[int]
538
+ IS_AUTO_HEDGE_FIELD_NUMBER: _ClassVar[int]
539
+ AUTO_HEDGE_STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
540
+ BOOK_STAT_DETAILS_FIELD_NUMBER: _ClassVar[int]
541
+ msg_type: int
542
+ book_id: str
543
+ comments: str
544
+ settle_currency_id: str
545
+ exposure: float
546
+ mock_book: str
547
+ is_auto_hedge: int
548
+ auto_hedge_strategy_id: int
549
+ book_stat_details: _containers.RepeatedCompositeFieldContainer[BookStatDetail]
550
+ def __init__(self, msg_type: _Optional[int] = ..., book_id: _Optional[str] = ..., comments: _Optional[str] = ..., settle_currency_id: _Optional[str] = ..., exposure: _Optional[float] = ..., mock_book: _Optional[str] = ..., is_auto_hedge: _Optional[int] = ..., auto_hedge_strategy_id: _Optional[int] = ..., book_stat_details: _Optional[_Iterable[_Union[BookStatDetail, _Mapping]]] = ...) -> None: ...
551
+
552
+ class QryBookStatReq(_message.Message):
553
+ __slots__ = ("msg_type", "book_id", "request_id")
554
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
555
+ BOOK_ID_FIELD_NUMBER: _ClassVar[int]
556
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
557
+ msg_type: int
558
+ book_id: str
559
+ request_id: str
560
+ def __init__(self, msg_type: _Optional[int] = ..., book_id: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
561
+
562
+ class QryBookStatRsp(_message.Message):
563
+ __slots__ = ("msg_type", "books", "request_id", "status", "text")
564
+ class Book(_message.Message):
565
+ __slots__ = ("book_id", "comments", "settle_currency_id", "exposure", "mock_book", "is_auto_hedge", "auto_hedge_strategy_id", "book_stat_details")
566
+ BOOK_ID_FIELD_NUMBER: _ClassVar[int]
567
+ COMMENTS_FIELD_NUMBER: _ClassVar[int]
568
+ SETTLE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
569
+ EXPOSURE_FIELD_NUMBER: _ClassVar[int]
570
+ MOCK_BOOK_FIELD_NUMBER: _ClassVar[int]
571
+ IS_AUTO_HEDGE_FIELD_NUMBER: _ClassVar[int]
572
+ AUTO_HEDGE_STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
573
+ BOOK_STAT_DETAILS_FIELD_NUMBER: _ClassVar[int]
574
+ book_id: str
575
+ comments: str
576
+ settle_currency_id: str
577
+ exposure: float
578
+ mock_book: str
579
+ is_auto_hedge: int
580
+ auto_hedge_strategy_id: int
581
+ book_stat_details: _containers.RepeatedCompositeFieldContainer[BookStatDetail]
582
+ def __init__(self, book_id: _Optional[str] = ..., comments: _Optional[str] = ..., settle_currency_id: _Optional[str] = ..., exposure: _Optional[float] = ..., mock_book: _Optional[str] = ..., is_auto_hedge: _Optional[int] = ..., auto_hedge_strategy_id: _Optional[int] = ..., book_stat_details: _Optional[_Iterable[_Union[BookStatDetail, _Mapping]]] = ...) -> None: ...
583
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
584
+ BOOKS_FIELD_NUMBER: _ClassVar[int]
578
585
  REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
579
- SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
580
- SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
581
586
  STATUS_FIELD_NUMBER: _ClassVar[int]
587
+ TEXT_FIELD_NUMBER: _ClassVar[int]
588
+ msg_type: int
589
+ books: _containers.RepeatedCompositeFieldContainer[QryBookStatRsp.Book]
590
+ request_id: str
591
+ status: int
592
+ text: str
593
+ def __init__(self, msg_type: _Optional[int] = ..., books: _Optional[_Iterable[_Union[QryBookStatRsp.Book, _Mapping]]] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
594
+
595
+ class ArbitrageStrategyStatEvent(_message.Message):
596
+ __slots__ = ("msg_type", "node_name", "node_type", "strategy_id", "strategy_name", "signal_id", "status", "reason", "last_timestamp")
597
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
598
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
599
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
582
600
  STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
583
- STRATEGY_INSTRUMENTS_FIELD_NUMBER: _ClassVar[int]
584
601
  STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
585
- STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
586
- TARGET_QTY_FIELD_NUMBER: _ClassVar[int]
587
- TEXT_FIELD_NUMBER: _ClassVar[int]
588
- last_timestamp: int
589
- monitor_params: str
602
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
603
+ STATUS_FIELD_NUMBER: _ClassVar[int]
604
+ REASON_FIELD_NUMBER: _ClassVar[int]
605
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
590
606
  msg_type: int
591
607
  node_name: str
592
608
  node_type: int
593
- request_id: str
594
- signal_id: int
595
- signal_name: str
596
- status: int
597
609
  strategy_id: int
598
- strategy_instruments: _containers.RepeatedCompositeFieldContainer[_common_pb2.StrategyInstrument]
599
610
  strategy_name: str
600
- strategy_params: str
601
- target_qty: int
602
- text: str
603
- def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., strategy_name: _Optional[str] = ..., strategy_id: _Optional[int] = ..., status: _Optional[int] = ..., request_id: _Optional[str] = ..., text: _Optional[str] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ..., strategy_instruments: _Optional[_Iterable[_Union[_common_pb2.StrategyInstrument, _Mapping]]] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., target_qty: _Optional[int] = ...) -> None: ...
611
+ signal_id: int
612
+ status: str
613
+ reason: str
614
+ last_timestamp: int
615
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., signal_id: _Optional[int] = ..., status: _Optional[str] = ..., reason: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...