datahub_binary 1.4.8__cp312-cp312-manylinux_2_17_x86_64.manylinux2014_x86_64.whl

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@@ -0,0 +1,4181 @@
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+ from google.protobuf.internal import containers as _containers
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+ from google.protobuf.internal import enum_type_wrapper as _enum_type_wrapper
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+ from google.protobuf import descriptor as _descriptor
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+ from google.protobuf import message as _message
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+ from collections.abc import Iterable as _Iterable, Mapping as _Mapping
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+ from typing import ClassVar as _ClassVar, Optional as _Optional, Union as _Union
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+
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+ DESCRIPTOR: _descriptor.FileDescriptor
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+
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+ class QuoteType(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
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+ __slots__ = ()
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+ MD_SNAPSHOT: _ClassVar[QuoteType]
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+ SIGNAL_SNAPSHOT: _ClassVar[QuoteType]
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+ TICK: _ClassVar[QuoteType]
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+ ETF_SNAPSHOT: _ClassVar[QuoteType]
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+ ETF_TICK: _ClassVar[QuoteType]
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+ PREDICTOR_MATRIX: _ClassVar[QuoteType]
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+
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+ class PosType(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
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+ __slots__ = ()
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+ kPosTypeUndefined: _ClassVar[PosType]
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+ kPosTypeSod: _ClassVar[PosType]
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+ kPosTypeEod: _ClassVar[PosType]
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+ kPosTypeFrozen: _ClassVar[PosType]
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+ kPosTypeBuyIn: _ClassVar[PosType]
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+ kPosTypeSellOut: _ClassVar[PosType]
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+ kPosTypeTransIn: _ClassVar[PosType]
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+ kPosTypeTransOut: _ClassVar[PosType]
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+ kPosTypeTransAvl: _ClassVar[PosType]
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+ kPosTypeApplyAvl: _ClassVar[PosType]
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+ kPosTypeIntraday: _ClassVar[PosType]
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+
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+ class PosReqType(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
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+ __slots__ = ()
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+ kReplace: _ClassVar[PosReqType]
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+ kInit: _ClassVar[PosReqType]
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+ kDelta: _ClassVar[PosReqType]
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+ kTransIn: _ClassVar[PosReqType]
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+ kTransOut: _ClassVar[PosReqType]
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+ kQuery: _ClassVar[PosReqType]
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+
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+ class PosAccountType(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
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+ __slots__ = ()
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+ kSec: _ClassVar[PosAccountType]
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+ kCash: _ClassVar[PosAccountType]
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+ MD_SNAPSHOT: QuoteType
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+ SIGNAL_SNAPSHOT: QuoteType
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+ TICK: QuoteType
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+ ETF_SNAPSHOT: QuoteType
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+ ETF_TICK: QuoteType
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+ PREDICTOR_MATRIX: QuoteType
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+ kPosTypeUndefined: PosType
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+ kPosTypeSod: PosType
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+ kPosTypeEod: PosType
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+ kPosTypeFrozen: PosType
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+ kPosTypeBuyIn: PosType
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+ kPosTypeSellOut: PosType
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+ kPosTypeTransIn: PosType
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+ kPosTypeTransOut: PosType
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+ kPosTypeTransAvl: PosType
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+ kPosTypeApplyAvl: PosType
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+ kPosTypeIntraday: PosType
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+ kReplace: PosReqType
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+ kInit: PosReqType
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+ kDelta: PosReqType
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+ kTransIn: PosReqType
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+ kTransOut: PosReqType
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+ kQuery: PosReqType
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+ kSec: PosAccountType
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+ kCash: PosAccountType
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+
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+ class Ping(_message.Message):
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+ __slots__ = ("msg_type", "msg_sequence")
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+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
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+ msg_type: int
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+ msg_sequence: int
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+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ...) -> None: ...
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+
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+ class Pong(_message.Message):
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+ __slots__ = ("msg_type", "msg_sequence")
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+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
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+ msg_type: int
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+ msg_sequence: int
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+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ...) -> None: ...
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+
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+ class ManagerNotLogin(_message.Message):
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+ __slots__ = ("msg_type", "last_timestamp")
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+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
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+ msg_type: int
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+ last_timestamp: int
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+ def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
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+
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+ class ManagerErrorMsg(_message.Message):
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+ __slots__ = ("msg_type", "error_msg", "last_timestamp", "request_id")
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+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ ERROR_MSG_FIELD_NUMBER: _ClassVar[int]
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+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
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+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
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+ msg_type: int
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+ error_msg: str
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+ last_timestamp: int
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+ request_id: str
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+ def __init__(self, msg_type: _Optional[int] = ..., error_msg: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
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+
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+ class ManagerSyncReq(_message.Message):
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+ __slots__ = ("msg_type", "request_id", "last_timestamp")
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+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
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+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
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+ msg_type: int
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+ request_id: str
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+ last_timestamp: int
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+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
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+
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+ class ManagerSyncRsp(_message.Message):
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+ __slots__ = ("msg_type", "request_id", "last_timestamp", "status", "error_msg")
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+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
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+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
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+ STATUS_FIELD_NUMBER: _ClassVar[int]
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+ ERROR_MSG_FIELD_NUMBER: _ClassVar[int]
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+ msg_type: int
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+ request_id: str
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+ last_timestamp: int
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+ status: int
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+ error_msg: str
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+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., status: _Optional[int] = ..., error_msg: _Optional[str] = ...) -> None: ...
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+
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+ class Order(_message.Message):
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+ __slots__ = ("order_id", "cl_order_id", "counter_order_id", "order_date", "order_time", "security_id", "market", "security_type", "instrument_id", "appl_id", "contract_unit", "strategy_id", "strategy_name", "account_id", "investor_id", "order_type", "side", "position_effect", "time_in_force", "purpose", "order_qty", "order_price", "order_amt", "order_status", "match_qty", "match_amt", "cancel_qty", "reject_qty", "is_pass", "owner_type", "reject_reason", "text", "is_pre_order", "trigger_time", "parent_order_id", "algo_type", "algo_params", "order_source", "attachment", "cancel_time", "user_id", "risk_info", "op_marks", "symbol", "basket_id")
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+ ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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+ COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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+ ORDER_DATE_FIELD_NUMBER: _ClassVar[int]
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+ ORDER_TIME_FIELD_NUMBER: _ClassVar[int]
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+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
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+ MARKET_FIELD_NUMBER: _ClassVar[int]
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+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
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+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
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+ CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
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+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
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+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
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+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
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+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
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+ ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ SIDE_FIELD_NUMBER: _ClassVar[int]
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+ POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
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+ TIME_IN_FORCE_FIELD_NUMBER: _ClassVar[int]
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+ PURPOSE_FIELD_NUMBER: _ClassVar[int]
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+ ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
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+ ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
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+ ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
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+ ORDER_STATUS_FIELD_NUMBER: _ClassVar[int]
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+ MATCH_QTY_FIELD_NUMBER: _ClassVar[int]
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+ MATCH_AMT_FIELD_NUMBER: _ClassVar[int]
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+ CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
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+ REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
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+ IS_PASS_FIELD_NUMBER: _ClassVar[int]
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+ OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ REJECT_REASON_FIELD_NUMBER: _ClassVar[int]
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+ TEXT_FIELD_NUMBER: _ClassVar[int]
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+ IS_PRE_ORDER_FIELD_NUMBER: _ClassVar[int]
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+ TRIGGER_TIME_FIELD_NUMBER: _ClassVar[int]
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+ PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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+ ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ ALGO_PARAMS_FIELD_NUMBER: _ClassVar[int]
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+ ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
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+ ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
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+ CANCEL_TIME_FIELD_NUMBER: _ClassVar[int]
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+ USER_ID_FIELD_NUMBER: _ClassVar[int]
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+ RISK_INFO_FIELD_NUMBER: _ClassVar[int]
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+ OP_MARKS_FIELD_NUMBER: _ClassVar[int]
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+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
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+ BASKET_ID_FIELD_NUMBER: _ClassVar[int]
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+ order_id: str
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+ cl_order_id: str
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+ counter_order_id: str
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+ order_date: int
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+ order_time: int
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+ security_id: str
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+ market: str
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+ security_type: str
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+ instrument_id: str
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+ appl_id: str
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+ contract_unit: float
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+ strategy_id: int
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+ strategy_name: str
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+ account_id: str
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+ investor_id: str
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+ order_type: int
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+ side: int
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+ position_effect: int
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+ time_in_force: int
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+ purpose: int
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+ order_qty: int
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+ order_price: float
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+ order_amt: float
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+ order_status: int
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+ match_qty: int
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+ match_amt: float
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+ cancel_qty: int
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+ reject_qty: int
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+ is_pass: int
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+ owner_type: int
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+ reject_reason: int
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+ text: str
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+ is_pre_order: int
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+ trigger_time: int
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+ parent_order_id: str
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+ algo_type: int
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+ algo_params: AlgoParams
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+ order_source: str
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+ attachment: str
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+ cancel_time: int
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+ user_id: str
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+ risk_info: str
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+ op_marks: str
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+ symbol: str
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+ basket_id: str
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+ def __init__(self, order_id: _Optional[str] = ..., cl_order_id: _Optional[str] = ..., counter_order_id: _Optional[str] = ..., order_date: _Optional[int] = ..., order_time: _Optional[int] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., security_type: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., contract_unit: _Optional[float] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., order_type: _Optional[int] = ..., side: _Optional[int] = ..., position_effect: _Optional[int] = ..., time_in_force: _Optional[int] = ..., purpose: _Optional[int] = ..., order_qty: _Optional[int] = ..., order_price: _Optional[float] = ..., order_amt: _Optional[float] = ..., order_status: _Optional[int] = ..., match_qty: _Optional[int] = ..., match_amt: _Optional[float] = ..., cancel_qty: _Optional[int] = ..., reject_qty: _Optional[int] = ..., is_pass: _Optional[int] = ..., owner_type: _Optional[int] = ..., reject_reason: _Optional[int] = ..., text: _Optional[str] = ..., is_pre_order: _Optional[int] = ..., trigger_time: _Optional[int] = ..., parent_order_id: _Optional[str] = ..., algo_type: _Optional[int] = ..., algo_params: _Optional[_Union[AlgoParams, _Mapping]] = ..., order_source: _Optional[str] = ..., attachment: _Optional[str] = ..., cancel_time: _Optional[int] = ..., user_id: _Optional[str] = ..., risk_info: _Optional[str] = ..., op_marks: _Optional[str] = ..., symbol: _Optional[str] = ..., basket_id: _Optional[str] = ...) -> None: ...
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+
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+ class Trade(_message.Message):
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+ __slots__ = ("order_id", "cl_order_id", "order_date", "order_time", "trade_id", "trade_time", "order_type", "side", "position_effect", "owner_type", "security_id", "market", "security_type", "instrument_id", "appl_id", "contract_unit", "strategy_id", "strategy_name", "account_id", "investor_id", "business_type", "last_qty", "last_px", "last_amt", "match_place", "algo_type", "order_source", "attachment", "user_id", "counter_cl_order_id", "counter_order_id", "symbol", "parent_order_id")
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+ ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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+ ORDER_DATE_FIELD_NUMBER: _ClassVar[int]
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+ ORDER_TIME_FIELD_NUMBER: _ClassVar[int]
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+ TRADE_ID_FIELD_NUMBER: _ClassVar[int]
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+ TRADE_TIME_FIELD_NUMBER: _ClassVar[int]
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+ ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ SIDE_FIELD_NUMBER: _ClassVar[int]
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+ POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
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+ OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
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+ MARKET_FIELD_NUMBER: _ClassVar[int]
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+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
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+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
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+ CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
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+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
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+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
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+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
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+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
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+ BUSINESS_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ LAST_QTY_FIELD_NUMBER: _ClassVar[int]
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+ LAST_PX_FIELD_NUMBER: _ClassVar[int]
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+ LAST_AMT_FIELD_NUMBER: _ClassVar[int]
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+ MATCH_PLACE_FIELD_NUMBER: _ClassVar[int]
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+ ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
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+ ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
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+ USER_ID_FIELD_NUMBER: _ClassVar[int]
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+ COUNTER_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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+ COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
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+ PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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+ order_id: str
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+ cl_order_id: str
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+ order_date: int
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+ order_time: int
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+ trade_id: str
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+ trade_time: int
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+ order_type: int
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+ side: int
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+ position_effect: int
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+ owner_type: int
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+ security_id: str
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+ market: str
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+ security_type: str
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+ instrument_id: str
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+ appl_id: str
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+ contract_unit: float
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+ strategy_id: int
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+ strategy_name: str
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+ account_id: str
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+ investor_id: str
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+ business_type: str
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+ last_qty: int
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+ last_px: float
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+ last_amt: float
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+ match_place: int
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+ algo_type: int
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+ order_source: str
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+ attachment: str
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+ user_id: str
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+ counter_cl_order_id: str
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+ counter_order_id: str
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+ symbol: str
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+ parent_order_id: str
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+ def __init__(self, order_id: _Optional[str] = ..., cl_order_id: _Optional[str] = ..., order_date: _Optional[int] = ..., order_time: _Optional[int] = ..., trade_id: _Optional[str] = ..., trade_time: _Optional[int] = ..., order_type: _Optional[int] = ..., side: _Optional[int] = ..., position_effect: _Optional[int] = ..., owner_type: _Optional[int] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., security_type: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., contract_unit: _Optional[float] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., business_type: _Optional[str] = ..., last_qty: _Optional[int] = ..., last_px: _Optional[float] = ..., last_amt: _Optional[float] = ..., match_place: _Optional[int] = ..., algo_type: _Optional[int] = ..., order_source: _Optional[str] = ..., attachment: _Optional[str] = ..., user_id: _Optional[str] = ..., counter_cl_order_id: _Optional[str] = ..., counter_order_id: _Optional[str] = ..., symbol: _Optional[str] = ..., parent_order_id: _Optional[str] = ...) -> None: ...
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+
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+ class Fund(_message.Message):
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+ __slots__ = ("account_id", "investor_id", "currency_id", "sod", "balance", "frozen", "available", "intraday", "trans_in", "trans_out", "version")
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+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
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+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
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+ CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
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+ SOD_FIELD_NUMBER: _ClassVar[int]
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+ BALANCE_FIELD_NUMBER: _ClassVar[int]
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+ FROZEN_FIELD_NUMBER: _ClassVar[int]
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+ AVAILABLE_FIELD_NUMBER: _ClassVar[int]
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+ INTRADAY_FIELD_NUMBER: _ClassVar[int]
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+ TRANS_IN_FIELD_NUMBER: _ClassVar[int]
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+ TRANS_OUT_FIELD_NUMBER: _ClassVar[int]
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+ VERSION_FIELD_NUMBER: _ClassVar[int]
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+ account_id: str
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+ investor_id: str
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+ currency_id: str
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+ sod: float
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+ balance: float
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+ frozen: float
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+ available: float
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+ intraday: float
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+ trans_in: float
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+ trans_out: float
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+ version: int
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+ def __init__(self, account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., currency_id: _Optional[str] = ..., sod: _Optional[float] = ..., balance: _Optional[float] = ..., frozen: _Optional[float] = ..., available: _Optional[float] = ..., intraday: _Optional[float] = ..., trans_in: _Optional[float] = ..., trans_out: _Optional[float] = ..., version: _Optional[int] = ...) -> None: ...
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+
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+ class LoginReq(_message.Message):
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+ __slots__ = ("msg_type", "user_id", "passwd", "last_timestamp", "request_id")
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+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ USER_ID_FIELD_NUMBER: _ClassVar[int]
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+ PASSWD_FIELD_NUMBER: _ClassVar[int]
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+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
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+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
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+ msg_type: int
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+ user_id: str
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+ passwd: str
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+ last_timestamp: int
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+ request_id: str
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+ def __init__(self, msg_type: _Optional[int] = ..., user_id: _Optional[str] = ..., passwd: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
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+
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+ class LoginRsp(_message.Message):
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+ __slots__ = ("msg_type", "is_succ", "error_msg", "last_timestamp", "request_id")
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+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ IS_SUCC_FIELD_NUMBER: _ClassVar[int]
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+ ERROR_MSG_FIELD_NUMBER: _ClassVar[int]
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+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
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+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
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+ msg_type: int
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+ is_succ: bool
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+ error_msg: str
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+ last_timestamp: int
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+ request_id: str
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+ def __init__(self, msg_type: _Optional[int] = ..., is_succ: bool = ..., error_msg: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
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+
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+ class SubscribeReq(_message.Message):
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+ __slots__ = ("msg_type", "sub_type", "quote_type", "instrument_id", "request_id", "last_timestamp")
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+ class SubscribeType(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
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+ __slots__ = ()
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+ SUBSCRIBE: _ClassVar[SubscribeReq.SubscribeType]
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+ UNSUBSCRIBE: _ClassVar[SubscribeReq.SubscribeType]
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+ SUBSCRIBE: SubscribeReq.SubscribeType
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+ UNSUBSCRIBE: SubscribeReq.SubscribeType
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+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ SUB_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ QUOTE_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
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+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
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+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
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+ msg_type: int
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+ sub_type: SubscribeReq.SubscribeType
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+ quote_type: QuoteType
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+ instrument_id: str
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+ request_id: str
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+ last_timestamp: int
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+ def __init__(self, msg_type: _Optional[int] = ..., sub_type: _Optional[_Union[SubscribeReq.SubscribeType, str]] = ..., quote_type: _Optional[_Union[QuoteType, str]] = ..., instrument_id: _Optional[str] = ..., request_id: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
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+
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+ class SubscribeRsp(_message.Message):
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+ __slots__ = ("msg_type", "is_succ", "error_msg", "last_timestamp", "request_id")
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+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ IS_SUCC_FIELD_NUMBER: _ClassVar[int]
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+ ERROR_MSG_FIELD_NUMBER: _ClassVar[int]
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+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
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+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
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+ msg_type: int
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+ is_succ: bool
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+ error_msg: str
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+ last_timestamp: int
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+ request_id: str
384
+ def __init__(self, msg_type: _Optional[int] = ..., is_succ: bool = ..., error_msg: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
385
+
386
+ class QryQuoteReq(_message.Message):
387
+ __slots__ = ("msg_type", "quote_type", "instrument_id", "request_id", "last_timestamp")
388
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
389
+ QUOTE_TYPE_FIELD_NUMBER: _ClassVar[int]
390
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
391
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
392
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
393
+ msg_type: int
394
+ quote_type: QuoteType
395
+ instrument_id: str
396
+ request_id: str
397
+ last_timestamp: int
398
+ def __init__(self, msg_type: _Optional[int] = ..., quote_type: _Optional[_Union[QuoteType, str]] = ..., instrument_id: _Optional[str] = ..., request_id: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
399
+
400
+ class QryQuoteRsp(_message.Message):
401
+ __slots__ = ("msg_type", "is_succ", "error_msg", "last_timestamp", "request_id", "is_last", "md_snapshot", "signal_snapshot", "etf_snapshot", "etf_tick", "bar_matrix")
402
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
403
+ IS_SUCC_FIELD_NUMBER: _ClassVar[int]
404
+ ERROR_MSG_FIELD_NUMBER: _ClassVar[int]
405
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
406
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
407
+ IS_LAST_FIELD_NUMBER: _ClassVar[int]
408
+ MD_SNAPSHOT_FIELD_NUMBER: _ClassVar[int]
409
+ SIGNAL_SNAPSHOT_FIELD_NUMBER: _ClassVar[int]
410
+ ETF_SNAPSHOT_FIELD_NUMBER: _ClassVar[int]
411
+ ETF_TICK_FIELD_NUMBER: _ClassVar[int]
412
+ BAR_MATRIX_FIELD_NUMBER: _ClassVar[int]
413
+ msg_type: int
414
+ is_succ: bool
415
+ error_msg: str
416
+ last_timestamp: int
417
+ request_id: str
418
+ is_last: bool
419
+ md_snapshot: _containers.RepeatedCompositeFieldContainer[MDSnapshot]
420
+ signal_snapshot: _containers.RepeatedCompositeFieldContainer[SignalSnapshot]
421
+ etf_snapshot: _containers.RepeatedCompositeFieldContainer[ETFQuoteSnapshot]
422
+ etf_tick: _containers.RepeatedCompositeFieldContainer[ETFQuoteTick]
423
+ bar_matrix: _containers.RepeatedCompositeFieldContainer[BarMatrix]
424
+ def __init__(self, msg_type: _Optional[int] = ..., is_succ: bool = ..., error_msg: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., is_last: bool = ..., md_snapshot: _Optional[_Iterable[_Union[MDSnapshot, _Mapping]]] = ..., signal_snapshot: _Optional[_Iterable[_Union[SignalSnapshot, _Mapping]]] = ..., etf_snapshot: _Optional[_Iterable[_Union[ETFQuoteSnapshot, _Mapping]]] = ..., etf_tick: _Optional[_Iterable[_Union[ETFQuoteTick, _Mapping]]] = ..., bar_matrix: _Optional[_Iterable[_Union[BarMatrix, _Mapping]]] = ...) -> None: ...
425
+
426
+ class StrategyControlReq(_message.Message):
427
+ __slots__ = ("msg_type", "strategy_id", "strategy_name", "control_type", "operate_type", "last_timestamp", "request_id")
428
+ class ControlType(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
429
+ __slots__ = ()
430
+ kInit: _ClassVar[StrategyControlReq.ControlType]
431
+ kRunning: _ClassVar[StrategyControlReq.ControlType]
432
+ kPause: _ClassVar[StrategyControlReq.ControlType]
433
+ kStop: _ClassVar[StrategyControlReq.ControlType]
434
+ kInit: StrategyControlReq.ControlType
435
+ kRunning: StrategyControlReq.ControlType
436
+ kPause: StrategyControlReq.ControlType
437
+ kStop: StrategyControlReq.ControlType
438
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
439
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
440
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
441
+ CONTROL_TYPE_FIELD_NUMBER: _ClassVar[int]
442
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
443
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
444
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
445
+ msg_type: int
446
+ strategy_id: int
447
+ strategy_name: str
448
+ control_type: StrategyControlReq.ControlType
449
+ operate_type: int
450
+ last_timestamp: int
451
+ request_id: str
452
+ def __init__(self, msg_type: _Optional[int] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., control_type: _Optional[_Union[StrategyControlReq.ControlType, str]] = ..., operate_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
453
+
454
+ class StrategyControlRsp(_message.Message):
455
+ __slots__ = ("msg_type", "strategy_id", "status", "last_timestamp", "text", "request_id")
456
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
457
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
458
+ STATUS_FIELD_NUMBER: _ClassVar[int]
459
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
460
+ TEXT_FIELD_NUMBER: _ClassVar[int]
461
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
462
+ msg_type: int
463
+ strategy_id: int
464
+ status: int
465
+ last_timestamp: int
466
+ text: str
467
+ request_id: str
468
+ def __init__(self, msg_type: _Optional[int] = ..., strategy_id: _Optional[int] = ..., status: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., text: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
469
+
470
+ class UpdateStrategyParamsReq(_message.Message):
471
+ __slots__ = ("msg_type", "strategy_name", "strategy_id", "text", "strategy_params", "monitor_params", "last_timestamp", "request_id", "strategy_instruments", "signal_id", "signal_name", "target_qty")
472
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
473
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
474
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
475
+ TEXT_FIELD_NUMBER: _ClassVar[int]
476
+ STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
477
+ MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
478
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
479
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
480
+ STRATEGY_INSTRUMENTS_FIELD_NUMBER: _ClassVar[int]
481
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
482
+ SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
483
+ TARGET_QTY_FIELD_NUMBER: _ClassVar[int]
484
+ msg_type: int
485
+ strategy_name: str
486
+ strategy_id: int
487
+ text: str
488
+ strategy_params: str
489
+ monitor_params: str
490
+ last_timestamp: int
491
+ request_id: str
492
+ strategy_instruments: _containers.RepeatedCompositeFieldContainer[StrategyInstrument]
493
+ signal_id: int
494
+ signal_name: str
495
+ target_qty: int
496
+ def __init__(self, msg_type: _Optional[int] = ..., strategy_name: _Optional[str] = ..., strategy_id: _Optional[int] = ..., text: _Optional[str] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., strategy_instruments: _Optional[_Iterable[_Union[StrategyInstrument, _Mapping]]] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., target_qty: _Optional[int] = ...) -> None: ...
497
+
498
+ class UpdateStrategyParamsRsp(_message.Message):
499
+ __slots__ = ("msg_type", "strategy_name", "strategy_id", "status", "text", "last_timestamp", "request_id", "strategy_params", "monitor_params", "strategy_instruments", "signal_id", "signal_name", "target_qty")
500
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
501
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
502
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
503
+ STATUS_FIELD_NUMBER: _ClassVar[int]
504
+ TEXT_FIELD_NUMBER: _ClassVar[int]
505
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
506
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
507
+ STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
508
+ MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
509
+ STRATEGY_INSTRUMENTS_FIELD_NUMBER: _ClassVar[int]
510
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
511
+ SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
512
+ TARGET_QTY_FIELD_NUMBER: _ClassVar[int]
513
+ msg_type: int
514
+ strategy_name: str
515
+ strategy_id: int
516
+ status: int
517
+ text: str
518
+ last_timestamp: int
519
+ request_id: str
520
+ strategy_params: str
521
+ monitor_params: str
522
+ strategy_instruments: _containers.RepeatedCompositeFieldContainer[StrategyInstrument]
523
+ signal_id: int
524
+ signal_name: str
525
+ target_qty: int
526
+ def __init__(self, msg_type: _Optional[int] = ..., strategy_name: _Optional[str] = ..., strategy_id: _Optional[int] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ..., strategy_instruments: _Optional[_Iterable[_Union[StrategyInstrument, _Mapping]]] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., target_qty: _Optional[int] = ...) -> None: ...
527
+
528
+ class UpdateStrategyParamsEvent(_message.Message):
529
+ __slots__ = ("msg_type", "strategy_name", "strategy_id", "strategy_params", "monitor_params", "text", "last_timestamp", "strategy_instruments", "signal_id", "signal_name", "target_qty")
530
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
531
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
532
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
533
+ STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
534
+ MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
535
+ TEXT_FIELD_NUMBER: _ClassVar[int]
536
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
537
+ STRATEGY_INSTRUMENTS_FIELD_NUMBER: _ClassVar[int]
538
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
539
+ SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
540
+ TARGET_QTY_FIELD_NUMBER: _ClassVar[int]
541
+ msg_type: int
542
+ strategy_name: str
543
+ strategy_id: int
544
+ strategy_params: str
545
+ monitor_params: str
546
+ text: str
547
+ last_timestamp: int
548
+ strategy_instruments: _containers.RepeatedCompositeFieldContainer[StrategyInstrument]
549
+ signal_id: int
550
+ signal_name: str
551
+ target_qty: int
552
+ def __init__(self, msg_type: _Optional[int] = ..., strategy_name: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ..., text: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., strategy_instruments: _Optional[_Iterable[_Union[StrategyInstrument, _Mapping]]] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., target_qty: _Optional[int] = ...) -> None: ...
553
+
554
+ class UpdateStrategyGlobalParamsReq(_message.Message):
555
+ __slots__ = ("msg_type", "strategy_template_id", "text", "strategy_params", "monitor_params", "last_timestamp", "request_id")
556
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
557
+ STRATEGY_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
558
+ TEXT_FIELD_NUMBER: _ClassVar[int]
559
+ STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
560
+ MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
561
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
562
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
563
+ msg_type: int
564
+ strategy_template_id: str
565
+ text: str
566
+ strategy_params: str
567
+ monitor_params: str
568
+ last_timestamp: int
569
+ request_id: str
570
+ def __init__(self, msg_type: _Optional[int] = ..., strategy_template_id: _Optional[str] = ..., text: _Optional[str] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
571
+
572
+ class UpdateStrategyGlobalParamsRsp(_message.Message):
573
+ __slots__ = ("msg_type", "strategy_template_id", "status", "text", "last_timestamp", "request_id", "strategy_params", "monitor_params")
574
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
575
+ STRATEGY_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
576
+ STATUS_FIELD_NUMBER: _ClassVar[int]
577
+ TEXT_FIELD_NUMBER: _ClassVar[int]
578
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
579
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
580
+ STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
581
+ MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
582
+ msg_type: int
583
+ strategy_template_id: str
584
+ status: int
585
+ text: str
586
+ last_timestamp: int
587
+ request_id: str
588
+ strategy_params: str
589
+ monitor_params: str
590
+ def __init__(self, msg_type: _Optional[int] = ..., strategy_template_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ...) -> None: ...
591
+
592
+ class UpdateStrategyGlobalParamsEvent(_message.Message):
593
+ __slots__ = ("msg_type", "strategy_template_id", "strategy_params", "monitor_params", "text", "last_timestamp")
594
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
595
+ STRATEGY_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
596
+ STRATEGY_PARAMS_FIELD_NUMBER: _ClassVar[int]
597
+ MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
598
+ TEXT_FIELD_NUMBER: _ClassVar[int]
599
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
600
+ msg_type: int
601
+ strategy_template_id: str
602
+ strategy_params: str
603
+ monitor_params: str
604
+ text: str
605
+ last_timestamp: int
606
+ def __init__(self, msg_type: _Optional[int] = ..., strategy_template_id: _Optional[str] = ..., strategy_params: _Optional[str] = ..., monitor_params: _Optional[str] = ..., text: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
607
+
608
+ class SaveStrategyParamsToDefaultReq(_message.Message):
609
+ __slots__ = ("msg_type", "request_id", "strategy_id_list")
610
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
611
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
612
+ STRATEGY_ID_LIST_FIELD_NUMBER: _ClassVar[int]
613
+ msg_type: int
614
+ request_id: str
615
+ strategy_id_list: _containers.RepeatedScalarFieldContainer[int]
616
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., strategy_id_list: _Optional[_Iterable[int]] = ...) -> None: ...
617
+
618
+ class SaveStrategyParamsToDefaultRsp(_message.Message):
619
+ __slots__ = ("msg_type", "request_id", "strategy_id_list", "status", "text", "last_timestamp")
620
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
621
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
622
+ STRATEGY_ID_LIST_FIELD_NUMBER: _ClassVar[int]
623
+ STATUS_FIELD_NUMBER: _ClassVar[int]
624
+ TEXT_FIELD_NUMBER: _ClassVar[int]
625
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
626
+ msg_type: int
627
+ request_id: str
628
+ strategy_id_list: _containers.RepeatedScalarFieldContainer[int]
629
+ status: int
630
+ text: str
631
+ last_timestamp: int
632
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., strategy_id_list: _Optional[_Iterable[int]] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
633
+
634
+ class ApplyDefaultStrategyParamsReq(_message.Message):
635
+ __slots__ = ("msg_type", "request_id", "strategy_id_list")
636
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
637
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
638
+ STRATEGY_ID_LIST_FIELD_NUMBER: _ClassVar[int]
639
+ msg_type: int
640
+ request_id: str
641
+ strategy_id_list: _containers.RepeatedScalarFieldContainer[int]
642
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., strategy_id_list: _Optional[_Iterable[int]] = ...) -> None: ...
643
+
644
+ class ApplyDefaultStrategyParamsRsp(_message.Message):
645
+ __slots__ = ("msg_type", "request_id", "strategy_id_list", "status", "text", "last_timestamp")
646
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
647
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
648
+ STRATEGY_ID_LIST_FIELD_NUMBER: _ClassVar[int]
649
+ STATUS_FIELD_NUMBER: _ClassVar[int]
650
+ TEXT_FIELD_NUMBER: _ClassVar[int]
651
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
652
+ msg_type: int
653
+ request_id: str
654
+ strategy_id_list: _containers.RepeatedScalarFieldContainer[int]
655
+ status: int
656
+ text: str
657
+ last_timestamp: int
658
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., strategy_id_list: _Optional[_Iterable[int]] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
659
+
660
+ class UpdateDefaultStrategyParamsEvent(_message.Message):
661
+ __slots__ = ("msg_type", "strategy_name", "strategy_id", "default_params", "text", "last_timestamp")
662
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
663
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
664
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
665
+ DEFAULT_PARAMS_FIELD_NUMBER: _ClassVar[int]
666
+ TEXT_FIELD_NUMBER: _ClassVar[int]
667
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
668
+ msg_type: int
669
+ strategy_name: str
670
+ strategy_id: int
671
+ default_params: str
672
+ text: str
673
+ last_timestamp: int
674
+ def __init__(self, msg_type: _Optional[int] = ..., strategy_name: _Optional[str] = ..., strategy_id: _Optional[int] = ..., default_params: _Optional[str] = ..., text: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
675
+
676
+ class QryStrategyStatReq(_message.Message):
677
+ __slots__ = ("msg_type", "text", "last_timestamp", "request_id")
678
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
679
+ TEXT_FIELD_NUMBER: _ClassVar[int]
680
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
681
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
682
+ msg_type: int
683
+ text: str
684
+ last_timestamp: int
685
+ request_id: str
686
+ def __init__(self, msg_type: _Optional[int] = ..., text: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
687
+
688
+ class StrategyStatDetail(_message.Message):
689
+ __slots__ = ("strategy_id", "strategy_name", "strategy_template_id", "status", "instrument_id", "symbol", "expo_qty", "sod_qty", "current_qty", "posi_amount", "last_px", "buy_amount", "sell_amount", "buy_qty", "sell_qty", "expo_amt", "active_order_nums", "text", "avail_qty", "net_change", "best_order_spread", "positon_rate", "trade_side_rate", "net_buy_amount", "total_trade_amount", "trade_rate", "diff2limit", "order_depth", "orders", "bid_premium_rate", "ask_premium_rate", "impact_factor", "theory_price", "original_price", "cost_price", "pre_close_price", "float_pnl", "contract_unit", "posi_adjust_rate", "active_buy_amt", "active_sell_amt", "max_spread_in_target_order_amt", "target_qty", "node_id", "node_name", "active_buy_price", "active_sell_price", "effective_active_amt", "stat_bid_price", "stat_ask_price", "stat_fields", "stat_status", "active_order_qty", "total_order_qty", "total_order_nums", "total_cancel_nums")
690
+ class DepthItem(_message.Message):
691
+ __slots__ = ("price", "volume", "side")
692
+ PRICE_FIELD_NUMBER: _ClassVar[int]
693
+ VOLUME_FIELD_NUMBER: _ClassVar[int]
694
+ SIDE_FIELD_NUMBER: _ClassVar[int]
695
+ price: float
696
+ volume: int
697
+ side: int
698
+ def __init__(self, price: _Optional[float] = ..., volume: _Optional[int] = ..., side: _Optional[int] = ...) -> None: ...
699
+ class OrderItem(_message.Message):
700
+ __slots__ = ("price", "qty", "side", "ids")
701
+ PRICE_FIELD_NUMBER: _ClassVar[int]
702
+ QTY_FIELD_NUMBER: _ClassVar[int]
703
+ SIDE_FIELD_NUMBER: _ClassVar[int]
704
+ IDS_FIELD_NUMBER: _ClassVar[int]
705
+ price: float
706
+ qty: int
707
+ side: int
708
+ ids: _containers.RepeatedScalarFieldContainer[str]
709
+ def __init__(self, price: _Optional[float] = ..., qty: _Optional[int] = ..., side: _Optional[int] = ..., ids: _Optional[_Iterable[str]] = ...) -> None: ...
710
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
711
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
712
+ STRATEGY_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
713
+ STATUS_FIELD_NUMBER: _ClassVar[int]
714
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
715
+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
716
+ EXPO_QTY_FIELD_NUMBER: _ClassVar[int]
717
+ SOD_QTY_FIELD_NUMBER: _ClassVar[int]
718
+ CURRENT_QTY_FIELD_NUMBER: _ClassVar[int]
719
+ POSI_AMOUNT_FIELD_NUMBER: _ClassVar[int]
720
+ LAST_PX_FIELD_NUMBER: _ClassVar[int]
721
+ BUY_AMOUNT_FIELD_NUMBER: _ClassVar[int]
722
+ SELL_AMOUNT_FIELD_NUMBER: _ClassVar[int]
723
+ BUY_QTY_FIELD_NUMBER: _ClassVar[int]
724
+ SELL_QTY_FIELD_NUMBER: _ClassVar[int]
725
+ EXPO_AMT_FIELD_NUMBER: _ClassVar[int]
726
+ ACTIVE_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
727
+ TEXT_FIELD_NUMBER: _ClassVar[int]
728
+ AVAIL_QTY_FIELD_NUMBER: _ClassVar[int]
729
+ NET_CHANGE_FIELD_NUMBER: _ClassVar[int]
730
+ BEST_ORDER_SPREAD_FIELD_NUMBER: _ClassVar[int]
731
+ POSITON_RATE_FIELD_NUMBER: _ClassVar[int]
732
+ TRADE_SIDE_RATE_FIELD_NUMBER: _ClassVar[int]
733
+ NET_BUY_AMOUNT_FIELD_NUMBER: _ClassVar[int]
734
+ TOTAL_TRADE_AMOUNT_FIELD_NUMBER: _ClassVar[int]
735
+ TRADE_RATE_FIELD_NUMBER: _ClassVar[int]
736
+ DIFF2LIMIT_FIELD_NUMBER: _ClassVar[int]
737
+ ORDER_DEPTH_FIELD_NUMBER: _ClassVar[int]
738
+ ORDERS_FIELD_NUMBER: _ClassVar[int]
739
+ BID_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
740
+ ASK_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
741
+ IMPACT_FACTOR_FIELD_NUMBER: _ClassVar[int]
742
+ THEORY_PRICE_FIELD_NUMBER: _ClassVar[int]
743
+ ORIGINAL_PRICE_FIELD_NUMBER: _ClassVar[int]
744
+ COST_PRICE_FIELD_NUMBER: _ClassVar[int]
745
+ PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
746
+ FLOAT_PNL_FIELD_NUMBER: _ClassVar[int]
747
+ CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
748
+ POSI_ADJUST_RATE_FIELD_NUMBER: _ClassVar[int]
749
+ ACTIVE_BUY_AMT_FIELD_NUMBER: _ClassVar[int]
750
+ ACTIVE_SELL_AMT_FIELD_NUMBER: _ClassVar[int]
751
+ MAX_SPREAD_IN_TARGET_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
752
+ TARGET_QTY_FIELD_NUMBER: _ClassVar[int]
753
+ NODE_ID_FIELD_NUMBER: _ClassVar[int]
754
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
755
+ ACTIVE_BUY_PRICE_FIELD_NUMBER: _ClassVar[int]
756
+ ACTIVE_SELL_PRICE_FIELD_NUMBER: _ClassVar[int]
757
+ EFFECTIVE_ACTIVE_AMT_FIELD_NUMBER: _ClassVar[int]
758
+ STAT_BID_PRICE_FIELD_NUMBER: _ClassVar[int]
759
+ STAT_ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
760
+ STAT_FIELDS_FIELD_NUMBER: _ClassVar[int]
761
+ STAT_STATUS_FIELD_NUMBER: _ClassVar[int]
762
+ ACTIVE_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
763
+ TOTAL_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
764
+ TOTAL_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
765
+ TOTAL_CANCEL_NUMS_FIELD_NUMBER: _ClassVar[int]
766
+ strategy_id: int
767
+ strategy_name: str
768
+ strategy_template_id: str
769
+ status: str
770
+ instrument_id: str
771
+ symbol: str
772
+ expo_qty: int
773
+ sod_qty: int
774
+ current_qty: int
775
+ posi_amount: float
776
+ last_px: float
777
+ buy_amount: float
778
+ sell_amount: float
779
+ buy_qty: int
780
+ sell_qty: int
781
+ expo_amt: float
782
+ active_order_nums: int
783
+ text: str
784
+ avail_qty: int
785
+ net_change: float
786
+ best_order_spread: int
787
+ positon_rate: float
788
+ trade_side_rate: float
789
+ net_buy_amount: float
790
+ total_trade_amount: float
791
+ trade_rate: float
792
+ diff2limit: float
793
+ order_depth: _containers.RepeatedCompositeFieldContainer[StrategyStatDetail.DepthItem]
794
+ orders: _containers.RepeatedCompositeFieldContainer[StrategyStatDetail.OrderItem]
795
+ bid_premium_rate: float
796
+ ask_premium_rate: float
797
+ impact_factor: float
798
+ theory_price: float
799
+ original_price: float
800
+ cost_price: float
801
+ pre_close_price: float
802
+ float_pnl: float
803
+ contract_unit: float
804
+ posi_adjust_rate: float
805
+ active_buy_amt: float
806
+ active_sell_amt: float
807
+ max_spread_in_target_order_amt: int
808
+ target_qty: int
809
+ node_id: int
810
+ node_name: str
811
+ active_buy_price: float
812
+ active_sell_price: float
813
+ effective_active_amt: float
814
+ stat_bid_price: float
815
+ stat_ask_price: float
816
+ stat_fields: str
817
+ stat_status: int
818
+ active_order_qty: int
819
+ total_order_qty: int
820
+ total_order_nums: int
821
+ total_cancel_nums: int
822
+ def __init__(self, strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., strategy_template_id: _Optional[str] = ..., status: _Optional[str] = ..., instrument_id: _Optional[str] = ..., symbol: _Optional[str] = ..., expo_qty: _Optional[int] = ..., 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] = ..., expo_amt: _Optional[float] = ..., active_order_nums: _Optional[int] = ..., text: _Optional[str] = ..., avail_qty: _Optional[int] = ..., net_change: _Optional[float] = ..., best_order_spread: _Optional[int] = ..., positon_rate: _Optional[float] = ..., trade_side_rate: _Optional[float] = ..., net_buy_amount: _Optional[float] = ..., total_trade_amount: _Optional[float] = ..., trade_rate: _Optional[float] = ..., diff2limit: _Optional[float] = ..., order_depth: _Optional[_Iterable[_Union[StrategyStatDetail.DepthItem, _Mapping]]] = ..., orders: _Optional[_Iterable[_Union[StrategyStatDetail.OrderItem, _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] = ..., active_buy_amt: _Optional[float] = ..., active_sell_amt: _Optional[float] = ..., max_spread_in_target_order_amt: _Optional[int] = ..., target_qty: _Optional[int] = ..., node_id: _Optional[int] = ..., node_name: _Optional[str] = ..., active_buy_price: _Optional[float] = ..., active_sell_price: _Optional[float] = ..., effective_active_amt: _Optional[float] = ..., stat_bid_price: _Optional[float] = ..., stat_ask_price: _Optional[float] = ..., stat_fields: _Optional[str] = ..., stat_status: _Optional[int] = ..., active_order_qty: _Optional[int] = ..., total_order_qty: _Optional[int] = ..., total_order_nums: _Optional[int] = ..., total_cancel_nums: _Optional[int] = ...) -> None: ...
823
+
824
+ class QryStrategyStatRsp(_message.Message):
825
+ __slots__ = ("msg_type", "last_timestamp", "request_id", "status", "text")
826
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
827
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
828
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
829
+ STATUS_FIELD_NUMBER: _ClassVar[int]
830
+ TEXT_FIELD_NUMBER: _ClassVar[int]
831
+ msg_type: int
832
+ last_timestamp: int
833
+ request_id: str
834
+ status: int
835
+ text: str
836
+ def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
837
+
838
+ class StrategyStatEvent(_message.Message):
839
+ __slots__ = ("msg_type", "msg_sequence", "strategy_id", "strategy_name", "strategy_stat", "last_timestamp")
840
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
841
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
842
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
843
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
844
+ STRATEGY_STAT_FIELD_NUMBER: _ClassVar[int]
845
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
846
+ msg_type: int
847
+ msg_sequence: int
848
+ strategy_id: int
849
+ strategy_name: str
850
+ strategy_stat: StrategyStatDetail
851
+ last_timestamp: int
852
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., strategy_stat: _Optional[_Union[StrategyStatDetail, _Mapping]] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
853
+
854
+ class StrategyLogEvent(_message.Message):
855
+ __slots__ = ("msg_type", "strategy_id", "strategy_name", "log_level", "occur_time", "file_name", "function_name", "line", "text", "last_timestamp", "node_name", "node_type")
856
+ class LogLevel(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
857
+ __slots__ = ()
858
+ TRACE: _ClassVar[StrategyLogEvent.LogLevel]
859
+ DEBUG: _ClassVar[StrategyLogEvent.LogLevel]
860
+ INFO: _ClassVar[StrategyLogEvent.LogLevel]
861
+ WARN: _ClassVar[StrategyLogEvent.LogLevel]
862
+ ERROR: _ClassVar[StrategyLogEvent.LogLevel]
863
+ FATAL: _ClassVar[StrategyLogEvent.LogLevel]
864
+ TRACE: StrategyLogEvent.LogLevel
865
+ DEBUG: StrategyLogEvent.LogLevel
866
+ INFO: StrategyLogEvent.LogLevel
867
+ WARN: StrategyLogEvent.LogLevel
868
+ ERROR: StrategyLogEvent.LogLevel
869
+ FATAL: StrategyLogEvent.LogLevel
870
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
871
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
872
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
873
+ LOG_LEVEL_FIELD_NUMBER: _ClassVar[int]
874
+ OCCUR_TIME_FIELD_NUMBER: _ClassVar[int]
875
+ FILE_NAME_FIELD_NUMBER: _ClassVar[int]
876
+ FUNCTION_NAME_FIELD_NUMBER: _ClassVar[int]
877
+ LINE_FIELD_NUMBER: _ClassVar[int]
878
+ TEXT_FIELD_NUMBER: _ClassVar[int]
879
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
880
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
881
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
882
+ msg_type: int
883
+ strategy_id: int
884
+ strategy_name: str
885
+ log_level: StrategyLogEvent.LogLevel
886
+ occur_time: int
887
+ file_name: str
888
+ function_name: str
889
+ line: int
890
+ text: str
891
+ last_timestamp: int
892
+ node_name: str
893
+ node_type: int
894
+ def __init__(self, msg_type: _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] = ..., last_timestamp: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ...) -> None: ...
895
+
896
+ class QryStrategyLogReq(_message.Message):
897
+ __slots__ = ("msg_type", "request_id", "start_time")
898
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
899
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
900
+ START_TIME_FIELD_NUMBER: _ClassVar[int]
901
+ msg_type: int
902
+ request_id: str
903
+ start_time: int
904
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., start_time: _Optional[int] = ...) -> None: ...
905
+
906
+ class QryStrategyLogRsp(_message.Message):
907
+ __slots__ = ("msg_type", "request_id", "status", "text", "logs", "is_last")
908
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
909
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
910
+ STATUS_FIELD_NUMBER: _ClassVar[int]
911
+ TEXT_FIELD_NUMBER: _ClassVar[int]
912
+ LOGS_FIELD_NUMBER: _ClassVar[int]
913
+ IS_LAST_FIELD_NUMBER: _ClassVar[int]
914
+ msg_type: int
915
+ request_id: str
916
+ status: int
917
+ text: str
918
+ logs: _containers.RepeatedCompositeFieldContainer[StrategyLogEvent]
919
+ is_last: bool
920
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., logs: _Optional[_Iterable[_Union[StrategyLogEvent, _Mapping]]] = ..., is_last: bool = ...) -> None: ...
921
+
922
+ class ArbitrageStrategyStatEvent(_message.Message):
923
+ __slots__ = ("msg_type", "strategy_id", "strategy_name", "signal_id", "status", "reason", "last_timestamp")
924
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
925
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
926
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
927
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
928
+ STATUS_FIELD_NUMBER: _ClassVar[int]
929
+ REASON_FIELD_NUMBER: _ClassVar[int]
930
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
931
+ msg_type: int
932
+ strategy_id: int
933
+ strategy_name: str
934
+ signal_id: int
935
+ status: str
936
+ reason: str
937
+ last_timestamp: int
938
+ def __init__(self, msg_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: ...
939
+
940
+ class StrategyInstrumentStat(_message.Message):
941
+ __slots__ = ("strategy_name", "instrument_id", "book_id", "account_id", "strategy_id", "sod_qty", "trade_pnl", "total_pnl", "current_qty", "trade_qty", "trade_amount", "last_price", "fee", "buy_qty", "sell_qty", "buy_amount", "sell_amount", "buy_pnl", "sell_pnl", "buy_avg_price", "sell_avg_price", "prev_close", "sod_pnl", "symbol")
942
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
943
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
944
+ BOOK_ID_FIELD_NUMBER: _ClassVar[int]
945
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
946
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
947
+ SOD_QTY_FIELD_NUMBER: _ClassVar[int]
948
+ TRADE_PNL_FIELD_NUMBER: _ClassVar[int]
949
+ TOTAL_PNL_FIELD_NUMBER: _ClassVar[int]
950
+ CURRENT_QTY_FIELD_NUMBER: _ClassVar[int]
951
+ TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
952
+ TRADE_AMOUNT_FIELD_NUMBER: _ClassVar[int]
953
+ LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
954
+ FEE_FIELD_NUMBER: _ClassVar[int]
955
+ BUY_QTY_FIELD_NUMBER: _ClassVar[int]
956
+ SELL_QTY_FIELD_NUMBER: _ClassVar[int]
957
+ BUY_AMOUNT_FIELD_NUMBER: _ClassVar[int]
958
+ SELL_AMOUNT_FIELD_NUMBER: _ClassVar[int]
959
+ BUY_PNL_FIELD_NUMBER: _ClassVar[int]
960
+ SELL_PNL_FIELD_NUMBER: _ClassVar[int]
961
+ BUY_AVG_PRICE_FIELD_NUMBER: _ClassVar[int]
962
+ SELL_AVG_PRICE_FIELD_NUMBER: _ClassVar[int]
963
+ PREV_CLOSE_FIELD_NUMBER: _ClassVar[int]
964
+ SOD_PNL_FIELD_NUMBER: _ClassVar[int]
965
+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
966
+ strategy_name: str
967
+ instrument_id: str
968
+ book_id: str
969
+ account_id: str
970
+ strategy_id: int
971
+ sod_qty: int
972
+ trade_pnl: float
973
+ total_pnl: float
974
+ current_qty: int
975
+ trade_qty: int
976
+ trade_amount: float
977
+ last_price: float
978
+ fee: float
979
+ buy_qty: int
980
+ sell_qty: int
981
+ buy_amount: float
982
+ sell_amount: float
983
+ buy_pnl: float
984
+ sell_pnl: float
985
+ buy_avg_price: float
986
+ sell_avg_price: float
987
+ prev_close: float
988
+ sod_pnl: float
989
+ symbol: str
990
+ def __init__(self, strategy_name: _Optional[str] = ..., instrument_id: _Optional[str] = ..., book_id: _Optional[str] = ..., account_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., sod_qty: _Optional[int] = ..., trade_pnl: _Optional[float] = ..., total_pnl: _Optional[float] = ..., current_qty: _Optional[int] = ..., trade_qty: _Optional[int] = ..., trade_amount: _Optional[float] = ..., last_price: _Optional[float] = ..., fee: _Optional[float] = ..., buy_qty: _Optional[int] = ..., sell_qty: _Optional[int] = ..., buy_amount: _Optional[float] = ..., sell_amount: _Optional[float] = ..., buy_pnl: _Optional[float] = ..., sell_pnl: _Optional[float] = ..., buy_avg_price: _Optional[float] = ..., sell_avg_price: _Optional[float] = ..., prev_close: _Optional[float] = ..., sod_pnl: _Optional[float] = ..., symbol: _Optional[str] = ...) -> None: ...
991
+
992
+ class StrategySummary(_message.Message):
993
+ __slots__ = ("strategy_name", "book_id", "account_id", "strategy_id", "trade_pnl", "total_pnl", "trade_amount", "total_amount", "fee", "buy_amount", "sell_amount", "buy_pnl", "sell_pnl", "sod_pnl", "stats", "total_instruments")
994
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
995
+ BOOK_ID_FIELD_NUMBER: _ClassVar[int]
996
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
997
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
998
+ TRADE_PNL_FIELD_NUMBER: _ClassVar[int]
999
+ TOTAL_PNL_FIELD_NUMBER: _ClassVar[int]
1000
+ TRADE_AMOUNT_FIELD_NUMBER: _ClassVar[int]
1001
+ TOTAL_AMOUNT_FIELD_NUMBER: _ClassVar[int]
1002
+ FEE_FIELD_NUMBER: _ClassVar[int]
1003
+ BUY_AMOUNT_FIELD_NUMBER: _ClassVar[int]
1004
+ SELL_AMOUNT_FIELD_NUMBER: _ClassVar[int]
1005
+ BUY_PNL_FIELD_NUMBER: _ClassVar[int]
1006
+ SELL_PNL_FIELD_NUMBER: _ClassVar[int]
1007
+ SOD_PNL_FIELD_NUMBER: _ClassVar[int]
1008
+ STATS_FIELD_NUMBER: _ClassVar[int]
1009
+ TOTAL_INSTRUMENTS_FIELD_NUMBER: _ClassVar[int]
1010
+ strategy_name: str
1011
+ book_id: str
1012
+ account_id: str
1013
+ strategy_id: int
1014
+ trade_pnl: float
1015
+ total_pnl: float
1016
+ trade_amount: float
1017
+ total_amount: float
1018
+ fee: float
1019
+ buy_amount: float
1020
+ sell_amount: float
1021
+ buy_pnl: float
1022
+ sell_pnl: float
1023
+ sod_pnl: float
1024
+ stats: _containers.RepeatedCompositeFieldContainer[StrategyInstrumentStat]
1025
+ total_instruments: int
1026
+ def __init__(self, strategy_name: _Optional[str] = ..., book_id: _Optional[str] = ..., account_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., trade_pnl: _Optional[float] = ..., total_pnl: _Optional[float] = ..., trade_amount: _Optional[float] = ..., total_amount: _Optional[float] = ..., fee: _Optional[float] = ..., buy_amount: _Optional[float] = ..., sell_amount: _Optional[float] = ..., buy_pnl: _Optional[float] = ..., sell_pnl: _Optional[float] = ..., sod_pnl: _Optional[float] = ..., stats: _Optional[_Iterable[_Union[StrategyInstrumentStat, _Mapping]]] = ..., total_instruments: _Optional[int] = ...) -> None: ...
1027
+
1028
+ class Book(_message.Message):
1029
+ __slots__ = ("book_id", "comments", "settle_currency_id", "exposure", "trade_pnl", "total_pnl", "book_type", "is_auto_hedge", "auto_hedge_strategy_id", "auto_hedge_strategy_name", "strategy_summaries", "last_timestamp", "long_exposure", "short_exposure", "sod_pnl")
1030
+ BOOK_ID_FIELD_NUMBER: _ClassVar[int]
1031
+ COMMENTS_FIELD_NUMBER: _ClassVar[int]
1032
+ SETTLE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
1033
+ EXPOSURE_FIELD_NUMBER: _ClassVar[int]
1034
+ TRADE_PNL_FIELD_NUMBER: _ClassVar[int]
1035
+ TOTAL_PNL_FIELD_NUMBER: _ClassVar[int]
1036
+ BOOK_TYPE_FIELD_NUMBER: _ClassVar[int]
1037
+ IS_AUTO_HEDGE_FIELD_NUMBER: _ClassVar[int]
1038
+ AUTO_HEDGE_STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
1039
+ AUTO_HEDGE_STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
1040
+ STRATEGY_SUMMARIES_FIELD_NUMBER: _ClassVar[int]
1041
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
1042
+ LONG_EXPOSURE_FIELD_NUMBER: _ClassVar[int]
1043
+ SHORT_EXPOSURE_FIELD_NUMBER: _ClassVar[int]
1044
+ SOD_PNL_FIELD_NUMBER: _ClassVar[int]
1045
+ book_id: str
1046
+ comments: str
1047
+ settle_currency_id: str
1048
+ exposure: float
1049
+ trade_pnl: float
1050
+ total_pnl: float
1051
+ book_type: str
1052
+ is_auto_hedge: int
1053
+ auto_hedge_strategy_id: int
1054
+ auto_hedge_strategy_name: str
1055
+ strategy_summaries: _containers.RepeatedCompositeFieldContainer[StrategySummary]
1056
+ last_timestamp: int
1057
+ long_exposure: float
1058
+ short_exposure: float
1059
+ sod_pnl: float
1060
+ def __init__(self, book_id: _Optional[str] = ..., comments: _Optional[str] = ..., settle_currency_id: _Optional[str] = ..., exposure: _Optional[float] = ..., trade_pnl: _Optional[float] = ..., total_pnl: _Optional[float] = ..., book_type: _Optional[str] = ..., is_auto_hedge: _Optional[int] = ..., auto_hedge_strategy_id: _Optional[int] = ..., auto_hedge_strategy_name: _Optional[str] = ..., strategy_summaries: _Optional[_Iterable[_Union[StrategySummary, _Mapping]]] = ..., last_timestamp: _Optional[int] = ..., long_exposure: _Optional[float] = ..., short_exposure: _Optional[float] = ..., sod_pnl: _Optional[float] = ...) -> None: ...
1061
+
1062
+ class BookStatEvent(_message.Message):
1063
+ __slots__ = ("msg_type", "book")
1064
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1065
+ BOOK_FIELD_NUMBER: _ClassVar[int]
1066
+ msg_type: int
1067
+ book: Book
1068
+ def __init__(self, msg_type: _Optional[int] = ..., book: _Optional[_Union[Book, _Mapping]] = ...) -> None: ...
1069
+
1070
+ class QryBookStatReq(_message.Message):
1071
+ __slots__ = ("msg_type", "book_id", "request_id")
1072
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1073
+ BOOK_ID_FIELD_NUMBER: _ClassVar[int]
1074
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
1075
+ msg_type: int
1076
+ book_id: str
1077
+ request_id: str
1078
+ def __init__(self, msg_type: _Optional[int] = ..., book_id: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
1079
+
1080
+ class QryBookStatRsp(_message.Message):
1081
+ __slots__ = ("msg_type", "books", "request_id", "status", "text")
1082
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1083
+ BOOKS_FIELD_NUMBER: _ClassVar[int]
1084
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
1085
+ STATUS_FIELD_NUMBER: _ClassVar[int]
1086
+ TEXT_FIELD_NUMBER: _ClassVar[int]
1087
+ msg_type: int
1088
+ books: _containers.RepeatedCompositeFieldContainer[Book]
1089
+ request_id: str
1090
+ status: int
1091
+ text: str
1092
+ def __init__(self, msg_type: _Optional[int] = ..., books: _Optional[_Iterable[_Union[Book, _Mapping]]] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
1093
+
1094
+ class SignalControlReq(_message.Message):
1095
+ __slots__ = ("msg_type", "last_timestamp", "request_id", "operate_type", "signal_id", "signal_name", "control_type")
1096
+ class ControlType(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
1097
+ __slots__ = ()
1098
+ kInit: _ClassVar[SignalControlReq.ControlType]
1099
+ kRun: _ClassVar[SignalControlReq.ControlType]
1100
+ kPause: _ClassVar[SignalControlReq.ControlType]
1101
+ kStop: _ClassVar[SignalControlReq.ControlType]
1102
+ kClose: _ClassVar[SignalControlReq.ControlType]
1103
+ kInit: SignalControlReq.ControlType
1104
+ kRun: SignalControlReq.ControlType
1105
+ kPause: SignalControlReq.ControlType
1106
+ kStop: SignalControlReq.ControlType
1107
+ kClose: SignalControlReq.ControlType
1108
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1109
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
1110
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
1111
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
1112
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
1113
+ SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
1114
+ CONTROL_TYPE_FIELD_NUMBER: _ClassVar[int]
1115
+ msg_type: int
1116
+ last_timestamp: int
1117
+ request_id: str
1118
+ operate_type: int
1119
+ signal_id: int
1120
+ signal_name: str
1121
+ control_type: SignalControlReq.ControlType
1122
+ def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[int] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., control_type: _Optional[_Union[SignalControlReq.ControlType, str]] = ...) -> None: ...
1123
+
1124
+ class SignalControlRsp(_message.Message):
1125
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "signal_name", "signal_id", "status", "text")
1126
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1127
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
1128
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
1129
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
1130
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
1131
+ SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
1132
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
1133
+ STATUS_FIELD_NUMBER: _ClassVar[int]
1134
+ TEXT_FIELD_NUMBER: _ClassVar[int]
1135
+ msg_type: int
1136
+ node_name: str
1137
+ node_type: int
1138
+ last_timestamp: int
1139
+ request_id: str
1140
+ signal_name: str
1141
+ signal_id: int
1142
+ status: int
1143
+ text: str
1144
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., signal_name: _Optional[str] = ..., signal_id: _Optional[int] = ..., status: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
1145
+
1146
+ class QryFundReq(_message.Message):
1147
+ __slots__ = ("msg_type", "node_name", "node_type", "request_id", "start_row", "page_size")
1148
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1149
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
1150
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
1151
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
1152
+ START_ROW_FIELD_NUMBER: _ClassVar[int]
1153
+ PAGE_SIZE_FIELD_NUMBER: _ClassVar[int]
1154
+ msg_type: int
1155
+ node_name: str
1156
+ node_type: int
1157
+ request_id: str
1158
+ start_row: int
1159
+ page_size: int
1160
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., request_id: _Optional[str] = ..., start_row: _Optional[int] = ..., page_size: _Optional[int] = ...) -> None: ...
1161
+
1162
+ class QryFundRsp(_message.Message):
1163
+ __slots__ = ("msg_type", "request_id", "total_row", "start_row", "page_size", "is_last", "status", "reason", "fund")
1164
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1165
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
1166
+ TOTAL_ROW_FIELD_NUMBER: _ClassVar[int]
1167
+ START_ROW_FIELD_NUMBER: _ClassVar[int]
1168
+ PAGE_SIZE_FIELD_NUMBER: _ClassVar[int]
1169
+ IS_LAST_FIELD_NUMBER: _ClassVar[int]
1170
+ STATUS_FIELD_NUMBER: _ClassVar[int]
1171
+ REASON_FIELD_NUMBER: _ClassVar[int]
1172
+ FUND_FIELD_NUMBER: _ClassVar[int]
1173
+ msg_type: int
1174
+ request_id: str
1175
+ total_row: int
1176
+ start_row: int
1177
+ page_size: int
1178
+ is_last: bool
1179
+ status: int
1180
+ reason: str
1181
+ fund: _containers.RepeatedCompositeFieldContainer[Fund]
1182
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., total_row: _Optional[int] = ..., start_row: _Optional[int] = ..., page_size: _Optional[int] = ..., is_last: bool = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., fund: _Optional[_Iterable[_Union[Fund, _Mapping]]] = ...) -> None: ...
1183
+
1184
+ class QryPosiReq(_message.Message):
1185
+ __slots__ = ("msg_type", "request_id", "security_id", "market", "account_id", "node_name", "node_type")
1186
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1187
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
1188
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
1189
+ MARKET_FIELD_NUMBER: _ClassVar[int]
1190
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
1191
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
1192
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
1193
+ msg_type: int
1194
+ request_id: str
1195
+ security_id: str
1196
+ market: str
1197
+ account_id: str
1198
+ node_name: str
1199
+ node_type: int
1200
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., account_id: _Optional[str] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ...) -> None: ...
1201
+
1202
+ class QryPosiRsp(_message.Message):
1203
+ __slots__ = ("msg_type", "msg_sequence", "request_id", "total_row", "start_row", "page_size", "is_last", "status", "reason", "position")
1204
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1205
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
1206
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
1207
+ TOTAL_ROW_FIELD_NUMBER: _ClassVar[int]
1208
+ START_ROW_FIELD_NUMBER: _ClassVar[int]
1209
+ PAGE_SIZE_FIELD_NUMBER: _ClassVar[int]
1210
+ IS_LAST_FIELD_NUMBER: _ClassVar[int]
1211
+ STATUS_FIELD_NUMBER: _ClassVar[int]
1212
+ REASON_FIELD_NUMBER: _ClassVar[int]
1213
+ POSITION_FIELD_NUMBER: _ClassVar[int]
1214
+ msg_type: int
1215
+ msg_sequence: int
1216
+ request_id: str
1217
+ total_row: int
1218
+ start_row: int
1219
+ page_size: int
1220
+ is_last: bool
1221
+ status: int
1222
+ reason: str
1223
+ position: _containers.RepeatedCompositeFieldContainer[Position]
1224
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., request_id: _Optional[str] = ..., total_row: _Optional[int] = ..., start_row: _Optional[int] = ..., page_size: _Optional[int] = ..., is_last: bool = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., position: _Optional[_Iterable[_Union[Position, _Mapping]]] = ...) -> None: ...
1225
+
1226
+ class QryBrokerPosiReq(_message.Message):
1227
+ __slots__ = ("msg_type", "request_id", "account_id", "start_row", "page_size")
1228
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1229
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
1230
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
1231
+ START_ROW_FIELD_NUMBER: _ClassVar[int]
1232
+ PAGE_SIZE_FIELD_NUMBER: _ClassVar[int]
1233
+ msg_type: int
1234
+ request_id: str
1235
+ account_id: str
1236
+ start_row: int
1237
+ page_size: int
1238
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., account_id: _Optional[str] = ..., start_row: _Optional[int] = ..., page_size: _Optional[int] = ...) -> None: ...
1239
+
1240
+ class QryBrokerPosiRsp(_message.Message):
1241
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "request_id", "total_row", "start_row", "page_size", "is_last", "status", "reason", "position", "last_timestamp")
1242
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1243
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
1244
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
1245
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
1246
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
1247
+ TOTAL_ROW_FIELD_NUMBER: _ClassVar[int]
1248
+ START_ROW_FIELD_NUMBER: _ClassVar[int]
1249
+ PAGE_SIZE_FIELD_NUMBER: _ClassVar[int]
1250
+ IS_LAST_FIELD_NUMBER: _ClassVar[int]
1251
+ STATUS_FIELD_NUMBER: _ClassVar[int]
1252
+ REASON_FIELD_NUMBER: _ClassVar[int]
1253
+ POSITION_FIELD_NUMBER: _ClassVar[int]
1254
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
1255
+ msg_type: int
1256
+ node_name: str
1257
+ node_type: int
1258
+ msg_sequence: int
1259
+ request_id: str
1260
+ total_row: int
1261
+ start_row: int
1262
+ page_size: int
1263
+ is_last: bool
1264
+ status: int
1265
+ reason: str
1266
+ position: _containers.RepeatedCompositeFieldContainer[Position]
1267
+ last_timestamp: int
1268
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., request_id: _Optional[str] = ..., total_row: _Optional[int] = ..., start_row: _Optional[int] = ..., page_size: _Optional[int] = ..., is_last: bool = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., position: _Optional[_Iterable[_Union[Position, _Mapping]]] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
1269
+
1270
+ class QryBrokerFundReq(_message.Message):
1271
+ __slots__ = ("msg_type", "node_type", "node_name", "account_id", "request_id", "start_row", "page_size")
1272
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1273
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
1274
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
1275
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
1276
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
1277
+ START_ROW_FIELD_NUMBER: _ClassVar[int]
1278
+ PAGE_SIZE_FIELD_NUMBER: _ClassVar[int]
1279
+ msg_type: int
1280
+ node_type: int
1281
+ node_name: str
1282
+ account_id: str
1283
+ request_id: str
1284
+ start_row: int
1285
+ page_size: int
1286
+ def __init__(self, msg_type: _Optional[int] = ..., node_type: _Optional[int] = ..., node_name: _Optional[str] = ..., account_id: _Optional[str] = ..., request_id: _Optional[str] = ..., start_row: _Optional[int] = ..., page_size: _Optional[int] = ...) -> None: ...
1287
+
1288
+ class QryBrokerFundRsp(_message.Message):
1289
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "request_id", "total_row", "start_row", "page_size", "is_last", "status", "reason", "fund", "last_timestamp")
1290
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1291
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
1292
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
1293
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
1294
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
1295
+ TOTAL_ROW_FIELD_NUMBER: _ClassVar[int]
1296
+ START_ROW_FIELD_NUMBER: _ClassVar[int]
1297
+ PAGE_SIZE_FIELD_NUMBER: _ClassVar[int]
1298
+ IS_LAST_FIELD_NUMBER: _ClassVar[int]
1299
+ STATUS_FIELD_NUMBER: _ClassVar[int]
1300
+ REASON_FIELD_NUMBER: _ClassVar[int]
1301
+ FUND_FIELD_NUMBER: _ClassVar[int]
1302
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
1303
+ msg_type: int
1304
+ node_name: str
1305
+ node_type: int
1306
+ msg_sequence: int
1307
+ request_id: str
1308
+ total_row: int
1309
+ start_row: int
1310
+ page_size: int
1311
+ is_last: bool
1312
+ status: int
1313
+ reason: str
1314
+ fund: _containers.RepeatedCompositeFieldContainer[Fund]
1315
+ last_timestamp: int
1316
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., request_id: _Optional[str] = ..., total_row: _Optional[int] = ..., start_row: _Optional[int] = ..., page_size: _Optional[int] = ..., is_last: bool = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., fund: _Optional[_Iterable[_Union[Fund, _Mapping]]] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
1317
+
1318
+ class StrategyPosition(_message.Message):
1319
+ __slots__ = ("strategy_id", "strategy_name", "instrument_id", "target_qty", "sod_qty", "current_qty", "posi_amount", "last_px", "buy_amount", "sell_amount", "buy_qty", "sell_qty", "avail_qty", "contract_unit", "sod_amount", "account_id", "book_id", "prev_close")
1320
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
1321
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
1322
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
1323
+ TARGET_QTY_FIELD_NUMBER: _ClassVar[int]
1324
+ SOD_QTY_FIELD_NUMBER: _ClassVar[int]
1325
+ CURRENT_QTY_FIELD_NUMBER: _ClassVar[int]
1326
+ POSI_AMOUNT_FIELD_NUMBER: _ClassVar[int]
1327
+ LAST_PX_FIELD_NUMBER: _ClassVar[int]
1328
+ BUY_AMOUNT_FIELD_NUMBER: _ClassVar[int]
1329
+ SELL_AMOUNT_FIELD_NUMBER: _ClassVar[int]
1330
+ BUY_QTY_FIELD_NUMBER: _ClassVar[int]
1331
+ SELL_QTY_FIELD_NUMBER: _ClassVar[int]
1332
+ AVAIL_QTY_FIELD_NUMBER: _ClassVar[int]
1333
+ CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
1334
+ SOD_AMOUNT_FIELD_NUMBER: _ClassVar[int]
1335
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
1336
+ BOOK_ID_FIELD_NUMBER: _ClassVar[int]
1337
+ PREV_CLOSE_FIELD_NUMBER: _ClassVar[int]
1338
+ strategy_id: int
1339
+ strategy_name: str
1340
+ instrument_id: str
1341
+ target_qty: int
1342
+ sod_qty: int
1343
+ current_qty: int
1344
+ posi_amount: float
1345
+ last_px: float
1346
+ buy_amount: float
1347
+ sell_amount: float
1348
+ buy_qty: int
1349
+ sell_qty: int
1350
+ avail_qty: int
1351
+ contract_unit: float
1352
+ sod_amount: float
1353
+ account_id: str
1354
+ book_id: str
1355
+ prev_close: float
1356
+ def __init__(self, strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., instrument_id: _Optional[str] = ..., target_qty: _Optional[int] = ..., 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] = ..., avail_qty: _Optional[int] = ..., contract_unit: _Optional[float] = ..., sod_amount: _Optional[float] = ..., account_id: _Optional[str] = ..., book_id: _Optional[str] = ..., prev_close: _Optional[float] = ...) -> None: ...
1357
+
1358
+ class QryStrategyPositionReq(_message.Message):
1359
+ __slots__ = ("msg_type", "book_id", "request_id", "last_timestamp")
1360
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1361
+ BOOK_ID_FIELD_NUMBER: _ClassVar[int]
1362
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
1363
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
1364
+ msg_type: int
1365
+ book_id: str
1366
+ request_id: str
1367
+ last_timestamp: int
1368
+ def __init__(self, msg_type: _Optional[int] = ..., book_id: _Optional[str] = ..., request_id: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
1369
+
1370
+ class QryStrategyPositionRsp(_message.Message):
1371
+ __slots__ = ("msg_type", "strategy_positions", "request_id", "status", "reason", "last_timestamp")
1372
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1373
+ STRATEGY_POSITIONS_FIELD_NUMBER: _ClassVar[int]
1374
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
1375
+ STATUS_FIELD_NUMBER: _ClassVar[int]
1376
+ REASON_FIELD_NUMBER: _ClassVar[int]
1377
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
1378
+ msg_type: int
1379
+ strategy_positions: _containers.RepeatedCompositeFieldContainer[StrategyPosition]
1380
+ request_id: str
1381
+ status: int
1382
+ reason: str
1383
+ last_timestamp: int
1384
+ def __init__(self, msg_type: _Optional[int] = ..., strategy_positions: _Optional[_Iterable[_Union[StrategyPosition, _Mapping]]] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
1385
+
1386
+ class QrySblListReq(_message.Message):
1387
+ __slots__ = ("msg_type", "strategy_id", "sbl_ids", "request_id", "last_timestamp")
1388
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1389
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
1390
+ SBL_IDS_FIELD_NUMBER: _ClassVar[int]
1391
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
1392
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
1393
+ msg_type: int
1394
+ strategy_id: int
1395
+ sbl_ids: _containers.RepeatedScalarFieldContainer[str]
1396
+ request_id: str
1397
+ last_timestamp: int
1398
+ def __init__(self, msg_type: _Optional[int] = ..., strategy_id: _Optional[int] = ..., sbl_ids: _Optional[_Iterable[str]] = ..., request_id: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
1399
+
1400
+ class SblList(_message.Message):
1401
+ __slots__ = ("sbl_id", "broker", "trade_date", "instrument_id", "intrate", "avail_sbl_qty")
1402
+ SBL_ID_FIELD_NUMBER: _ClassVar[int]
1403
+ BROKER_FIELD_NUMBER: _ClassVar[int]
1404
+ TRADE_DATE_FIELD_NUMBER: _ClassVar[int]
1405
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
1406
+ INTRATE_FIELD_NUMBER: _ClassVar[int]
1407
+ AVAIL_SBL_QTY_FIELD_NUMBER: _ClassVar[int]
1408
+ sbl_id: str
1409
+ broker: str
1410
+ trade_date: str
1411
+ instrument_id: str
1412
+ intrate: float
1413
+ avail_sbl_qty: int
1414
+ def __init__(self, sbl_id: _Optional[str] = ..., broker: _Optional[str] = ..., trade_date: _Optional[str] = ..., instrument_id: _Optional[str] = ..., intrate: _Optional[float] = ..., avail_sbl_qty: _Optional[int] = ...) -> None: ...
1415
+
1416
+ class QrySblListRsp(_message.Message):
1417
+ __slots__ = ("msg_type", "sbl_list", "request_id", "status", "reason", "last_timestamp")
1418
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1419
+ SBL_LIST_FIELD_NUMBER: _ClassVar[int]
1420
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
1421
+ STATUS_FIELD_NUMBER: _ClassVar[int]
1422
+ REASON_FIELD_NUMBER: _ClassVar[int]
1423
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
1424
+ msg_type: int
1425
+ sbl_list: _containers.RepeatedCompositeFieldContainer[SblList]
1426
+ request_id: str
1427
+ status: int
1428
+ reason: str
1429
+ last_timestamp: int
1430
+ def __init__(self, msg_type: _Optional[int] = ..., sbl_list: _Optional[_Iterable[_Union[SblList, _Mapping]]] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
1431
+
1432
+ class LockSblReq(_message.Message):
1433
+ __slots__ = ("msg_type", "strategy_id", "instrument_id", "lock_qty", "cl_order_id", "last_timestamp", "sbl_id")
1434
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1435
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
1436
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
1437
+ LOCK_QTY_FIELD_NUMBER: _ClassVar[int]
1438
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
1439
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
1440
+ SBL_ID_FIELD_NUMBER: _ClassVar[int]
1441
+ msg_type: int
1442
+ strategy_id: int
1443
+ instrument_id: str
1444
+ lock_qty: int
1445
+ cl_order_id: str
1446
+ last_timestamp: int
1447
+ sbl_id: str
1448
+ def __init__(self, msg_type: _Optional[int] = ..., strategy_id: _Optional[int] = ..., instrument_id: _Optional[str] = ..., lock_qty: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., sbl_id: _Optional[str] = ...) -> None: ...
1449
+
1450
+ class LockSblRsp(_message.Message):
1451
+ __slots__ = ("msg_type", "strategy_id", "account_id", "instrument_id", "locked_qty", "intrate", "status", "duration", "reason", "cl_order_id", "last_timestamp", "sbl_id")
1452
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1453
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
1454
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
1455
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
1456
+ LOCKED_QTY_FIELD_NUMBER: _ClassVar[int]
1457
+ INTRATE_FIELD_NUMBER: _ClassVar[int]
1458
+ STATUS_FIELD_NUMBER: _ClassVar[int]
1459
+ DURATION_FIELD_NUMBER: _ClassVar[int]
1460
+ REASON_FIELD_NUMBER: _ClassVar[int]
1461
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
1462
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
1463
+ SBL_ID_FIELD_NUMBER: _ClassVar[int]
1464
+ msg_type: int
1465
+ strategy_id: int
1466
+ account_id: str
1467
+ instrument_id: str
1468
+ locked_qty: int
1469
+ intrate: float
1470
+ status: int
1471
+ duration: int
1472
+ reason: str
1473
+ cl_order_id: str
1474
+ last_timestamp: int
1475
+ sbl_id: str
1476
+ def __init__(self, msg_type: _Optional[int] = ..., strategy_id: _Optional[int] = ..., account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., locked_qty: _Optional[int] = ..., intrate: _Optional[float] = ..., status: _Optional[int] = ..., duration: _Optional[int] = ..., reason: _Optional[str] = ..., cl_order_id: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., sbl_id: _Optional[str] = ...) -> None: ...
1477
+
1478
+ class QryLockRecordReq(_message.Message):
1479
+ __slots__ = ("msg_type", "strategy_id", "instrument_id", "request_id", "last_timestamp")
1480
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1481
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
1482
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
1483
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
1484
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
1485
+ msg_type: int
1486
+ strategy_id: int
1487
+ instrument_id: str
1488
+ request_id: str
1489
+ last_timestamp: int
1490
+ def __init__(self, msg_type: _Optional[int] = ..., strategy_id: _Optional[int] = ..., instrument_id: _Optional[str] = ..., request_id: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
1491
+
1492
+ class LockRecord(_message.Message):
1493
+ __slots__ = ("sbl_id", "instrument_id", "locked_qty", "intrate", "status", "reason", "cl_order_id", "duration", "request_time", "response_time", "counter_order_id")
1494
+ SBL_ID_FIELD_NUMBER: _ClassVar[int]
1495
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
1496
+ LOCKED_QTY_FIELD_NUMBER: _ClassVar[int]
1497
+ INTRATE_FIELD_NUMBER: _ClassVar[int]
1498
+ STATUS_FIELD_NUMBER: _ClassVar[int]
1499
+ REASON_FIELD_NUMBER: _ClassVar[int]
1500
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
1501
+ DURATION_FIELD_NUMBER: _ClassVar[int]
1502
+ REQUEST_TIME_FIELD_NUMBER: _ClassVar[int]
1503
+ RESPONSE_TIME_FIELD_NUMBER: _ClassVar[int]
1504
+ COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
1505
+ sbl_id: str
1506
+ instrument_id: str
1507
+ locked_qty: int
1508
+ intrate: float
1509
+ status: int
1510
+ reason: str
1511
+ cl_order_id: str
1512
+ duration: int
1513
+ request_time: int
1514
+ response_time: int
1515
+ counter_order_id: int
1516
+ def __init__(self, sbl_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., locked_qty: _Optional[int] = ..., intrate: _Optional[float] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., cl_order_id: _Optional[str] = ..., duration: _Optional[int] = ..., request_time: _Optional[int] = ..., response_time: _Optional[int] = ..., counter_order_id: _Optional[int] = ...) -> None: ...
1517
+
1518
+ class QryLockRecordRsp(_message.Message):
1519
+ __slots__ = ("msg_type", "account_id", "strategy_id", "lock_records", "request_id", "status", "reason", "last_timestamp")
1520
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1521
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
1522
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
1523
+ LOCK_RECORDS_FIELD_NUMBER: _ClassVar[int]
1524
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
1525
+ STATUS_FIELD_NUMBER: _ClassVar[int]
1526
+ REASON_FIELD_NUMBER: _ClassVar[int]
1527
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
1528
+ msg_type: int
1529
+ account_id: str
1530
+ strategy_id: int
1531
+ lock_records: _containers.RepeatedCompositeFieldContainer[LockRecord]
1532
+ request_id: str
1533
+ status: int
1534
+ reason: str
1535
+ last_timestamp: int
1536
+ def __init__(self, msg_type: _Optional[int] = ..., account_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., lock_records: _Optional[_Iterable[_Union[LockRecord, _Mapping]]] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
1537
+
1538
+ class QryLockPositionReq(_message.Message):
1539
+ __slots__ = ("msg_type", "strategy_id", "instrument_id", "last_timestamp", "request_id")
1540
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1541
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
1542
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
1543
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
1544
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
1545
+ msg_type: int
1546
+ strategy_id: int
1547
+ instrument_id: str
1548
+ last_timestamp: int
1549
+ request_id: str
1550
+ def __init__(self, msg_type: _Optional[int] = ..., strategy_id: _Optional[int] = ..., instrument_id: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
1551
+
1552
+ class LockPosition(_message.Message):
1553
+ __slots__ = ("trade_date", "instrument_id", "long_quota_limit_qty", "long_available_qty", "short_quota_limit_qty", "short_available_qty", "update_time")
1554
+ TRADE_DATE_FIELD_NUMBER: _ClassVar[int]
1555
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
1556
+ LONG_QUOTA_LIMIT_QTY_FIELD_NUMBER: _ClassVar[int]
1557
+ LONG_AVAILABLE_QTY_FIELD_NUMBER: _ClassVar[int]
1558
+ SHORT_QUOTA_LIMIT_QTY_FIELD_NUMBER: _ClassVar[int]
1559
+ SHORT_AVAILABLE_QTY_FIELD_NUMBER: _ClassVar[int]
1560
+ UPDATE_TIME_FIELD_NUMBER: _ClassVar[int]
1561
+ trade_date: str
1562
+ instrument_id: str
1563
+ long_quota_limit_qty: int
1564
+ long_available_qty: int
1565
+ short_quota_limit_qty: int
1566
+ short_available_qty: int
1567
+ update_time: int
1568
+ def __init__(self, trade_date: _Optional[str] = ..., instrument_id: _Optional[str] = ..., long_quota_limit_qty: _Optional[int] = ..., long_available_qty: _Optional[int] = ..., short_quota_limit_qty: _Optional[int] = ..., short_available_qty: _Optional[int] = ..., update_time: _Optional[int] = ...) -> None: ...
1569
+
1570
+ class QryLockPositionRsp(_message.Message):
1571
+ __slots__ = ("msg_type", "strategy_id", "account_id", "lock_positions", "status", "reason", "last_timestamp", "request_id")
1572
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1573
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
1574
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
1575
+ LOCK_POSITIONS_FIELD_NUMBER: _ClassVar[int]
1576
+ STATUS_FIELD_NUMBER: _ClassVar[int]
1577
+ REASON_FIELD_NUMBER: _ClassVar[int]
1578
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
1579
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
1580
+ msg_type: int
1581
+ strategy_id: int
1582
+ account_id: str
1583
+ lock_positions: _containers.RepeatedCompositeFieldContainer[LockPosition]
1584
+ status: int
1585
+ reason: str
1586
+ last_timestamp: int
1587
+ request_id: str
1588
+ def __init__(self, msg_type: _Optional[int] = ..., strategy_id: _Optional[int] = ..., account_id: _Optional[str] = ..., lock_positions: _Optional[_Iterable[_Union[LockPosition, _Mapping]]] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
1589
+
1590
+ class Position(_message.Message):
1591
+ __slots__ = ("account_id", "investor_id", "market", "security_id", "security_type", "symbol", "posi_side", "instrument_id", "sod", "balance", "available", "frozen", "buy_in", "sell_out", "trans_in", "trans_out", "trans_avl", "apply_avl", "cost_price", "realized_pnl", "version", "last_price", "market_value")
1592
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
1593
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
1594
+ MARKET_FIELD_NUMBER: _ClassVar[int]
1595
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
1596
+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
1597
+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
1598
+ POSI_SIDE_FIELD_NUMBER: _ClassVar[int]
1599
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
1600
+ SOD_FIELD_NUMBER: _ClassVar[int]
1601
+ BALANCE_FIELD_NUMBER: _ClassVar[int]
1602
+ AVAILABLE_FIELD_NUMBER: _ClassVar[int]
1603
+ FROZEN_FIELD_NUMBER: _ClassVar[int]
1604
+ BUY_IN_FIELD_NUMBER: _ClassVar[int]
1605
+ SELL_OUT_FIELD_NUMBER: _ClassVar[int]
1606
+ TRANS_IN_FIELD_NUMBER: _ClassVar[int]
1607
+ TRANS_OUT_FIELD_NUMBER: _ClassVar[int]
1608
+ TRANS_AVL_FIELD_NUMBER: _ClassVar[int]
1609
+ APPLY_AVL_FIELD_NUMBER: _ClassVar[int]
1610
+ COST_PRICE_FIELD_NUMBER: _ClassVar[int]
1611
+ REALIZED_PNL_FIELD_NUMBER: _ClassVar[int]
1612
+ VERSION_FIELD_NUMBER: _ClassVar[int]
1613
+ LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
1614
+ MARKET_VALUE_FIELD_NUMBER: _ClassVar[int]
1615
+ account_id: str
1616
+ investor_id: str
1617
+ market: str
1618
+ security_id: str
1619
+ security_type: str
1620
+ symbol: str
1621
+ posi_side: int
1622
+ instrument_id: str
1623
+ sod: int
1624
+ balance: int
1625
+ available: int
1626
+ frozen: int
1627
+ buy_in: int
1628
+ sell_out: int
1629
+ trans_in: int
1630
+ trans_out: int
1631
+ trans_avl: int
1632
+ apply_avl: int
1633
+ cost_price: float
1634
+ realized_pnl: float
1635
+ version: int
1636
+ last_price: float
1637
+ market_value: float
1638
+ def __init__(self, account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., posi_side: _Optional[int] = ..., instrument_id: _Optional[str] = ..., sod: _Optional[int] = ..., balance: _Optional[int] = ..., available: _Optional[int] = ..., frozen: _Optional[int] = ..., buy_in: _Optional[int] = ..., sell_out: _Optional[int] = ..., trans_in: _Optional[int] = ..., trans_out: _Optional[int] = ..., trans_avl: _Optional[int] = ..., apply_avl: _Optional[int] = ..., cost_price: _Optional[float] = ..., realized_pnl: _Optional[float] = ..., version: _Optional[int] = ..., last_price: _Optional[float] = ..., market_value: _Optional[float] = ...) -> None: ...
1639
+
1640
+ class PositionQty(_message.Message):
1641
+ __slots__ = ("type", "qty")
1642
+ TYPE_FIELD_NUMBER: _ClassVar[int]
1643
+ QTY_FIELD_NUMBER: _ClassVar[int]
1644
+ type: PosType
1645
+ qty: int
1646
+ def __init__(self, type: _Optional[_Union[PosType, str]] = ..., qty: _Optional[int] = ...) -> None: ...
1647
+
1648
+ class RequestForPosition(_message.Message):
1649
+ __slots__ = ("msg_type", "request_id", "pos_req_type", "account_id", "investor_id", "node_name", "version", "market", "security_id", "posi_side", "pos_qty")
1650
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1651
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
1652
+ POS_REQ_TYPE_FIELD_NUMBER: _ClassVar[int]
1653
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
1654
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
1655
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
1656
+ VERSION_FIELD_NUMBER: _ClassVar[int]
1657
+ MARKET_FIELD_NUMBER: _ClassVar[int]
1658
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
1659
+ POSI_SIDE_FIELD_NUMBER: _ClassVar[int]
1660
+ POS_QTY_FIELD_NUMBER: _ClassVar[int]
1661
+ msg_type: int
1662
+ request_id: str
1663
+ pos_req_type: PosReqType
1664
+ account_id: str
1665
+ investor_id: str
1666
+ node_name: str
1667
+ version: int
1668
+ market: str
1669
+ security_id: str
1670
+ posi_side: int
1671
+ pos_qty: _containers.RepeatedCompositeFieldContainer[PositionQty]
1672
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., pos_req_type: _Optional[_Union[PosReqType, str]] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., node_name: _Optional[str] = ..., version: _Optional[int] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., posi_side: _Optional[int] = ..., pos_qty: _Optional[_Iterable[_Union[PositionQty, _Mapping]]] = ...) -> None: ...
1673
+
1674
+ class PositionReport(_message.Message):
1675
+ __slots__ = ("msg_type", "msg_sequence", "node_name", "request_id", "pos_req_type", "pos_account_type", "pos_rpt_id", "status", "text", "is_last", "version", "account_id", "investor_id", "market", "security_id", "balance", "available", "cost_price", "realized_pnl", "symbol", "security_type", "posi_side", "pos_qty")
1676
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1677
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
1678
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
1679
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
1680
+ POS_REQ_TYPE_FIELD_NUMBER: _ClassVar[int]
1681
+ POS_ACCOUNT_TYPE_FIELD_NUMBER: _ClassVar[int]
1682
+ POS_RPT_ID_FIELD_NUMBER: _ClassVar[int]
1683
+ STATUS_FIELD_NUMBER: _ClassVar[int]
1684
+ TEXT_FIELD_NUMBER: _ClassVar[int]
1685
+ IS_LAST_FIELD_NUMBER: _ClassVar[int]
1686
+ VERSION_FIELD_NUMBER: _ClassVar[int]
1687
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
1688
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
1689
+ MARKET_FIELD_NUMBER: _ClassVar[int]
1690
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
1691
+ BALANCE_FIELD_NUMBER: _ClassVar[int]
1692
+ AVAILABLE_FIELD_NUMBER: _ClassVar[int]
1693
+ COST_PRICE_FIELD_NUMBER: _ClassVar[int]
1694
+ REALIZED_PNL_FIELD_NUMBER: _ClassVar[int]
1695
+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
1696
+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
1697
+ POSI_SIDE_FIELD_NUMBER: _ClassVar[int]
1698
+ POS_QTY_FIELD_NUMBER: _ClassVar[int]
1699
+ msg_type: int
1700
+ msg_sequence: int
1701
+ node_name: str
1702
+ request_id: str
1703
+ pos_req_type: PosReqType
1704
+ pos_account_type: PosAccountType
1705
+ pos_rpt_id: str
1706
+ status: int
1707
+ text: str
1708
+ is_last: bool
1709
+ version: int
1710
+ account_id: str
1711
+ investor_id: str
1712
+ market: str
1713
+ security_id: str
1714
+ balance: int
1715
+ available: int
1716
+ cost_price: int
1717
+ realized_pnl: int
1718
+ symbol: str
1719
+ security_type: str
1720
+ posi_side: int
1721
+ pos_qty: _containers.RepeatedCompositeFieldContainer[PositionQty]
1722
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., node_name: _Optional[str] = ..., request_id: _Optional[str] = ..., pos_req_type: _Optional[_Union[PosReqType, str]] = ..., pos_account_type: _Optional[_Union[PosAccountType, str]] = ..., pos_rpt_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., is_last: bool = ..., version: _Optional[int] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., balance: _Optional[int] = ..., available: _Optional[int] = ..., cost_price: _Optional[int] = ..., realized_pnl: _Optional[int] = ..., symbol: _Optional[str] = ..., security_type: _Optional[str] = ..., posi_side: _Optional[int] = ..., pos_qty: _Optional[_Iterable[_Union[PositionQty, _Mapping]]] = ...) -> None: ...
1723
+
1724
+ class AlgoParams(_message.Message):
1725
+ __slots__ = ("algo_name", "begin_time", "end_time", "duration_seconds", "interval_seconds", "order_price_level", "shift_price_tick", "price_limit", "max_active_order_nums", "price_cage", "custom_param", "expire_time")
1726
+ ALGO_NAME_FIELD_NUMBER: _ClassVar[int]
1727
+ BEGIN_TIME_FIELD_NUMBER: _ClassVar[int]
1728
+ END_TIME_FIELD_NUMBER: _ClassVar[int]
1729
+ DURATION_SECONDS_FIELD_NUMBER: _ClassVar[int]
1730
+ INTERVAL_SECONDS_FIELD_NUMBER: _ClassVar[int]
1731
+ ORDER_PRICE_LEVEL_FIELD_NUMBER: _ClassVar[int]
1732
+ SHIFT_PRICE_TICK_FIELD_NUMBER: _ClassVar[int]
1733
+ PRICE_LIMIT_FIELD_NUMBER: _ClassVar[int]
1734
+ MAX_ACTIVE_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
1735
+ PRICE_CAGE_FIELD_NUMBER: _ClassVar[int]
1736
+ CUSTOM_PARAM_FIELD_NUMBER: _ClassVar[int]
1737
+ EXPIRE_TIME_FIELD_NUMBER: _ClassVar[int]
1738
+ algo_name: str
1739
+ begin_time: int
1740
+ end_time: int
1741
+ duration_seconds: int
1742
+ interval_seconds: int
1743
+ order_price_level: int
1744
+ shift_price_tick: int
1745
+ price_limit: float
1746
+ max_active_order_nums: int
1747
+ price_cage: float
1748
+ custom_param: str
1749
+ expire_time: int
1750
+ def __init__(self, algo_name: _Optional[str] = ..., begin_time: _Optional[int] = ..., end_time: _Optional[int] = ..., duration_seconds: _Optional[int] = ..., interval_seconds: _Optional[int] = ..., order_price_level: _Optional[int] = ..., shift_price_tick: _Optional[int] = ..., price_limit: _Optional[float] = ..., max_active_order_nums: _Optional[int] = ..., price_cage: _Optional[float] = ..., custom_param: _Optional[str] = ..., expire_time: _Optional[int] = ...) -> None: ...
1751
+
1752
+ class PlaceOrder(_message.Message):
1753
+ __slots__ = ("msg_type", "cl_order_id", "instrument_id", "strategy_id", "strategy_name", "account_id", "investor_id", "is_pre_order", "trigger_time", "order_type", "side", "position_effect", "time_in_force", "purpose", "stop_px", "order_price", "order_qty", "is_pass", "owner_type", "algo_type", "algo_params", "order_source", "attachment", "parent_order_id", "basket_id")
1754
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1755
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
1756
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
1757
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
1758
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
1759
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
1760
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
1761
+ IS_PRE_ORDER_FIELD_NUMBER: _ClassVar[int]
1762
+ TRIGGER_TIME_FIELD_NUMBER: _ClassVar[int]
1763
+ ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
1764
+ SIDE_FIELD_NUMBER: _ClassVar[int]
1765
+ POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
1766
+ TIME_IN_FORCE_FIELD_NUMBER: _ClassVar[int]
1767
+ PURPOSE_FIELD_NUMBER: _ClassVar[int]
1768
+ STOP_PX_FIELD_NUMBER: _ClassVar[int]
1769
+ ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
1770
+ ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
1771
+ IS_PASS_FIELD_NUMBER: _ClassVar[int]
1772
+ OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
1773
+ ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
1774
+ ALGO_PARAMS_FIELD_NUMBER: _ClassVar[int]
1775
+ ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
1776
+ ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
1777
+ PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
1778
+ BASKET_ID_FIELD_NUMBER: _ClassVar[int]
1779
+ msg_type: int
1780
+ cl_order_id: str
1781
+ instrument_id: str
1782
+ strategy_id: int
1783
+ strategy_name: str
1784
+ account_id: str
1785
+ investor_id: str
1786
+ is_pre_order: int
1787
+ trigger_time: int
1788
+ order_type: int
1789
+ side: int
1790
+ position_effect: int
1791
+ time_in_force: int
1792
+ purpose: int
1793
+ stop_px: float
1794
+ order_price: float
1795
+ order_qty: int
1796
+ is_pass: int
1797
+ owner_type: int
1798
+ algo_type: int
1799
+ algo_params: AlgoParams
1800
+ order_source: str
1801
+ attachment: str
1802
+ parent_order_id: str
1803
+ basket_id: str
1804
+ def __init__(self, msg_type: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., is_pre_order: _Optional[int] = ..., trigger_time: _Optional[int] = ..., order_type: _Optional[int] = ..., side: _Optional[int] = ..., position_effect: _Optional[int] = ..., time_in_force: _Optional[int] = ..., purpose: _Optional[int] = ..., stop_px: _Optional[float] = ..., order_price: _Optional[float] = ..., order_qty: _Optional[int] = ..., is_pass: _Optional[int] = ..., owner_type: _Optional[int] = ..., algo_type: _Optional[int] = ..., algo_params: _Optional[_Union[AlgoParams, _Mapping]] = ..., order_source: _Optional[str] = ..., attachment: _Optional[str] = ..., parent_order_id: _Optional[str] = ..., basket_id: _Optional[str] = ...) -> None: ...
1805
+
1806
+ class BookTradeReq(_message.Message):
1807
+ __slots__ = ("msg_type", "operate_type", "cl_order_id", "instrument_id", "strategy_id", "strategy_name", "order_type", "position_effect", "purpose", "order_price", "order_qty", "order_source", "request_id", "business_type")
1808
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1809
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
1810
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
1811
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
1812
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
1813
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
1814
+ ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
1815
+ POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
1816
+ PURPOSE_FIELD_NUMBER: _ClassVar[int]
1817
+ ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
1818
+ ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
1819
+ ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
1820
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
1821
+ BUSINESS_TYPE_FIELD_NUMBER: _ClassVar[int]
1822
+ msg_type: int
1823
+ operate_type: str
1824
+ cl_order_id: str
1825
+ instrument_id: str
1826
+ strategy_id: int
1827
+ strategy_name: str
1828
+ order_type: int
1829
+ position_effect: int
1830
+ purpose: int
1831
+ order_price: float
1832
+ order_qty: int
1833
+ order_source: str
1834
+ request_id: str
1835
+ business_type: str
1836
+ def __init__(self, msg_type: _Optional[int] = ..., operate_type: _Optional[str] = ..., cl_order_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., order_type: _Optional[int] = ..., position_effect: _Optional[int] = ..., purpose: _Optional[int] = ..., order_price: _Optional[float] = ..., order_qty: _Optional[int] = ..., order_source: _Optional[str] = ..., request_id: _Optional[str] = ..., business_type: _Optional[str] = ...) -> None: ...
1837
+
1838
+ class BookTradeRsp(_message.Message):
1839
+ __slots__ = ("msg_type", "request_id", "status", "reason", "last_timestamp", "cl_order_id", "operate_type")
1840
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1841
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
1842
+ STATUS_FIELD_NUMBER: _ClassVar[int]
1843
+ REASON_FIELD_NUMBER: _ClassVar[int]
1844
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
1845
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
1846
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
1847
+ msg_type: int
1848
+ request_id: str
1849
+ status: int
1850
+ reason: str
1851
+ last_timestamp: int
1852
+ cl_order_id: str
1853
+ operate_type: str
1854
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., operate_type: _Optional[str] = ...) -> None: ...
1855
+
1856
+ class OrderPendingConfirm(_message.Message):
1857
+ __slots__ = ("msg_type", "msg_sequence", "cl_order_id", "order_id", "security_id", "market", "instrument_id", "appl_id", "strategy_id", "strategy_name", "account_id", "investor_id", "confirm_qty", "reject_qty", "is_pass")
1858
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1859
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
1860
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
1861
+ ORDER_ID_FIELD_NUMBER: _ClassVar[int]
1862
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
1863
+ MARKET_FIELD_NUMBER: _ClassVar[int]
1864
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
1865
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
1866
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
1867
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
1868
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
1869
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
1870
+ CONFIRM_QTY_FIELD_NUMBER: _ClassVar[int]
1871
+ REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
1872
+ IS_PASS_FIELD_NUMBER: _ClassVar[int]
1873
+ msg_type: int
1874
+ msg_sequence: int
1875
+ cl_order_id: str
1876
+ order_id: str
1877
+ security_id: str
1878
+ market: str
1879
+ instrument_id: str
1880
+ appl_id: str
1881
+ strategy_id: int
1882
+ strategy_name: str
1883
+ account_id: str
1884
+ investor_id: str
1885
+ confirm_qty: int
1886
+ reject_qty: int
1887
+ is_pass: int
1888
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., confirm_qty: _Optional[int] = ..., reject_qty: _Optional[int] = ..., is_pass: _Optional[int] = ...) -> None: ...
1889
+
1890
+ class OrderConfirm(_message.Message):
1891
+ __slots__ = ("msg_type", "msg_sequence", "cl_order_id", "order_id", "counter_order_id", "security_id", "market", "instrument_id", "appl_id", "strategy_id", "strategy_name", "account_id", "investor_id", "confirm_qty", "reject_qty", "is_pass", "order_price", "contract_unit")
1892
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1893
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
1894
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
1895
+ ORDER_ID_FIELD_NUMBER: _ClassVar[int]
1896
+ COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
1897
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
1898
+ MARKET_FIELD_NUMBER: _ClassVar[int]
1899
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
1900
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
1901
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
1902
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
1903
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
1904
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
1905
+ CONFIRM_QTY_FIELD_NUMBER: _ClassVar[int]
1906
+ REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
1907
+ IS_PASS_FIELD_NUMBER: _ClassVar[int]
1908
+ ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
1909
+ CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
1910
+ msg_type: int
1911
+ msg_sequence: int
1912
+ cl_order_id: str
1913
+ order_id: str
1914
+ counter_order_id: str
1915
+ security_id: str
1916
+ market: str
1917
+ instrument_id: str
1918
+ appl_id: str
1919
+ strategy_id: int
1920
+ strategy_name: str
1921
+ account_id: str
1922
+ investor_id: str
1923
+ confirm_qty: int
1924
+ reject_qty: int
1925
+ is_pass: int
1926
+ order_price: float
1927
+ contract_unit: float
1928
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., counter_order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., confirm_qty: _Optional[int] = ..., reject_qty: _Optional[int] = ..., is_pass: _Optional[int] = ..., order_price: _Optional[float] = ..., contract_unit: _Optional[float] = ...) -> None: ...
1929
+
1930
+ class OrderReject(_message.Message):
1931
+ __slots__ = ("msg_type", "msg_sequence", "cl_order_id", "order_id", "reject_reason", "text", "security_id", "market", "instrument_id", "appl_id", "strategy_id", "strategy_name", "account_id", "investor_id", "reject_qty", "is_pass", "order_price", "contract_unit")
1932
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1933
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
1934
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
1935
+ ORDER_ID_FIELD_NUMBER: _ClassVar[int]
1936
+ REJECT_REASON_FIELD_NUMBER: _ClassVar[int]
1937
+ TEXT_FIELD_NUMBER: _ClassVar[int]
1938
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
1939
+ MARKET_FIELD_NUMBER: _ClassVar[int]
1940
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
1941
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
1942
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
1943
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
1944
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
1945
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
1946
+ REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
1947
+ IS_PASS_FIELD_NUMBER: _ClassVar[int]
1948
+ ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
1949
+ CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
1950
+ msg_type: int
1951
+ msg_sequence: int
1952
+ cl_order_id: str
1953
+ order_id: str
1954
+ reject_reason: int
1955
+ text: str
1956
+ security_id: str
1957
+ market: str
1958
+ instrument_id: str
1959
+ appl_id: str
1960
+ strategy_id: int
1961
+ strategy_name: str
1962
+ account_id: str
1963
+ investor_id: str
1964
+ reject_qty: int
1965
+ is_pass: int
1966
+ order_price: float
1967
+ contract_unit: float
1968
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., reject_reason: _Optional[int] = ..., text: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., reject_qty: _Optional[int] = ..., is_pass: _Optional[int] = ..., order_price: _Optional[float] = ..., contract_unit: _Optional[float] = ...) -> None: ...
1969
+
1970
+ class TradeConfirm(_message.Message):
1971
+ __slots__ = ("msg_type", "msg_sequence", "cl_order_id", "order_id", "counter_order_id", "trade_id", "trade_time", "last_px", "last_qty", "security_id", "market", "instrument_id", "appl_id", "strategy_id", "strategy_name", "account_id", "investor_id", "match_place", "counterparty_id", "is_maker", "side", "position_effect", "trade_amt", "order_qty", "order_price", "contract_unit", "order_type", "order_source", "user_id", "counter_cl_order_id", "owner_type", "business_type", "symbol", "parent_order_id", "algo_type", "attachment", "basket_id")
1972
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
1973
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
1974
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
1975
+ ORDER_ID_FIELD_NUMBER: _ClassVar[int]
1976
+ COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
1977
+ TRADE_ID_FIELD_NUMBER: _ClassVar[int]
1978
+ TRADE_TIME_FIELD_NUMBER: _ClassVar[int]
1979
+ LAST_PX_FIELD_NUMBER: _ClassVar[int]
1980
+ LAST_QTY_FIELD_NUMBER: _ClassVar[int]
1981
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
1982
+ MARKET_FIELD_NUMBER: _ClassVar[int]
1983
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
1984
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
1985
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
1986
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
1987
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
1988
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
1989
+ MATCH_PLACE_FIELD_NUMBER: _ClassVar[int]
1990
+ COUNTERPARTY_ID_FIELD_NUMBER: _ClassVar[int]
1991
+ IS_MAKER_FIELD_NUMBER: _ClassVar[int]
1992
+ SIDE_FIELD_NUMBER: _ClassVar[int]
1993
+ POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
1994
+ TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
1995
+ ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
1996
+ ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
1997
+ CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
1998
+ ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
1999
+ ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
2000
+ USER_ID_FIELD_NUMBER: _ClassVar[int]
2001
+ COUNTER_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2002
+ OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
2003
+ BUSINESS_TYPE_FIELD_NUMBER: _ClassVar[int]
2004
+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
2005
+ PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2006
+ ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
2007
+ ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
2008
+ BASKET_ID_FIELD_NUMBER: _ClassVar[int]
2009
+ msg_type: int
2010
+ msg_sequence: int
2011
+ cl_order_id: str
2012
+ order_id: str
2013
+ counter_order_id: str
2014
+ trade_id: str
2015
+ trade_time: int
2016
+ last_px: float
2017
+ last_qty: int
2018
+ security_id: str
2019
+ market: str
2020
+ instrument_id: str
2021
+ appl_id: str
2022
+ strategy_id: int
2023
+ strategy_name: str
2024
+ account_id: str
2025
+ investor_id: str
2026
+ match_place: int
2027
+ counterparty_id: str
2028
+ is_maker: int
2029
+ side: int
2030
+ position_effect: int
2031
+ trade_amt: float
2032
+ order_qty: int
2033
+ order_price: float
2034
+ contract_unit: float
2035
+ order_type: int
2036
+ order_source: str
2037
+ user_id: str
2038
+ counter_cl_order_id: str
2039
+ owner_type: int
2040
+ business_type: str
2041
+ symbol: str
2042
+ parent_order_id: str
2043
+ algo_type: int
2044
+ attachment: str
2045
+ basket_id: str
2046
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., counter_order_id: _Optional[str] = ..., trade_id: _Optional[str] = ..., trade_time: _Optional[int] = ..., last_px: _Optional[float] = ..., last_qty: _Optional[int] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., match_place: _Optional[int] = ..., counterparty_id: _Optional[str] = ..., is_maker: _Optional[int] = ..., side: _Optional[int] = ..., position_effect: _Optional[int] = ..., trade_amt: _Optional[float] = ..., order_qty: _Optional[int] = ..., order_price: _Optional[float] = ..., contract_unit: _Optional[float] = ..., order_type: _Optional[int] = ..., order_source: _Optional[str] = ..., user_id: _Optional[str] = ..., counter_cl_order_id: _Optional[str] = ..., owner_type: _Optional[int] = ..., business_type: _Optional[str] = ..., symbol: _Optional[str] = ..., parent_order_id: _Optional[str] = ..., algo_type: _Optional[int] = ..., attachment: _Optional[str] = ..., basket_id: _Optional[str] = ...) -> None: ...
2047
+
2048
+ class CancelOrder(_message.Message):
2049
+ __slots__ = ("msg_type", "msg_sequence", "account_id", "investor_id", "cl_order_id", "original_order_id", "original_cl_order_id", "security_id", "market", "instrument_id", "appl_id", "strategy_id", "strategy_name", "owner_type")
2050
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2051
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
2052
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
2053
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
2054
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2055
+ ORIGINAL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2056
+ ORIGINAL_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2057
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
2058
+ MARKET_FIELD_NUMBER: _ClassVar[int]
2059
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
2060
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
2061
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
2062
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
2063
+ OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
2064
+ msg_type: int
2065
+ msg_sequence: int
2066
+ account_id: str
2067
+ investor_id: str
2068
+ cl_order_id: str
2069
+ original_order_id: str
2070
+ original_cl_order_id: str
2071
+ security_id: str
2072
+ market: str
2073
+ instrument_id: str
2074
+ appl_id: str
2075
+ strategy_id: int
2076
+ strategy_name: str
2077
+ owner_type: int
2078
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., cl_order_id: _Optional[str] = ..., original_order_id: _Optional[str] = ..., original_cl_order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., owner_type: _Optional[int] = ...) -> None: ...
2079
+
2080
+ class CancelAllOrder(_message.Message):
2081
+ __slots__ = ("msg_type", "msg_sequence", "cl_order_id", "account_id", "investor_id", "security_id", "market", "instrument_id", "strategy_id", "strategy_name", "owner_type")
2082
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2083
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
2084
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2085
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
2086
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
2087
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
2088
+ MARKET_FIELD_NUMBER: _ClassVar[int]
2089
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
2090
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
2091
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
2092
+ OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
2093
+ msg_type: int
2094
+ msg_sequence: int
2095
+ cl_order_id: str
2096
+ account_id: str
2097
+ investor_id: str
2098
+ security_id: str
2099
+ market: str
2100
+ instrument_id: str
2101
+ strategy_id: int
2102
+ strategy_name: str
2103
+ owner_type: int
2104
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., owner_type: _Optional[int] = ...) -> None: ...
2105
+
2106
+ class CancelPendingConfirm(_message.Message):
2107
+ __slots__ = ("msg_type", "msg_sequence", "cl_order_id", "original_order_id", "original_cl_order_id", "original_counter_order_id", "security_id", "market", "instrument_id", "appl_id", "strategy_id", "strategy_name", "account_id", "investor_id", "cancel_qty", "reason", "text")
2108
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2109
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
2110
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2111
+ ORIGINAL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2112
+ ORIGINAL_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2113
+ ORIGINAL_COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2114
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
2115
+ MARKET_FIELD_NUMBER: _ClassVar[int]
2116
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
2117
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
2118
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
2119
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
2120
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
2121
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
2122
+ CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
2123
+ REASON_FIELD_NUMBER: _ClassVar[int]
2124
+ TEXT_FIELD_NUMBER: _ClassVar[int]
2125
+ msg_type: int
2126
+ msg_sequence: int
2127
+ cl_order_id: str
2128
+ original_order_id: str
2129
+ original_cl_order_id: str
2130
+ original_counter_order_id: str
2131
+ security_id: str
2132
+ market: str
2133
+ instrument_id: str
2134
+ appl_id: str
2135
+ strategy_id: int
2136
+ strategy_name: str
2137
+ account_id: str
2138
+ investor_id: str
2139
+ cancel_qty: int
2140
+ reason: int
2141
+ text: str
2142
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., original_order_id: _Optional[str] = ..., original_cl_order_id: _Optional[str] = ..., original_counter_order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., cancel_qty: _Optional[int] = ..., reason: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
2143
+
2144
+ class CancelConfirm(_message.Message):
2145
+ __slots__ = ("msg_type", "msg_sequence", "cl_order_id", "original_order_id", "original_cl_order_id", "original_counter_order_id", "security_id", "market", "instrument_id", "appl_id", "strategy_id", "strategy_name", "account_id", "investor_id", "cancel_qty", "reason", "text")
2146
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2147
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
2148
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2149
+ ORIGINAL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2150
+ ORIGINAL_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2151
+ ORIGINAL_COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2152
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
2153
+ MARKET_FIELD_NUMBER: _ClassVar[int]
2154
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
2155
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
2156
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
2157
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
2158
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
2159
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
2160
+ CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
2161
+ REASON_FIELD_NUMBER: _ClassVar[int]
2162
+ TEXT_FIELD_NUMBER: _ClassVar[int]
2163
+ msg_type: int
2164
+ msg_sequence: int
2165
+ cl_order_id: str
2166
+ original_order_id: str
2167
+ original_cl_order_id: str
2168
+ original_counter_order_id: str
2169
+ security_id: str
2170
+ market: str
2171
+ instrument_id: str
2172
+ appl_id: str
2173
+ strategy_id: int
2174
+ strategy_name: str
2175
+ account_id: str
2176
+ investor_id: str
2177
+ cancel_qty: int
2178
+ reason: int
2179
+ text: str
2180
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., original_order_id: _Optional[str] = ..., original_cl_order_id: _Optional[str] = ..., original_counter_order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., cancel_qty: _Optional[int] = ..., reason: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
2181
+
2182
+ class CancelReject(_message.Message):
2183
+ __slots__ = ("msg_type", "msg_sequence", "cl_order_id", "original_order_id", "original_cl_order_id", "original_counter_order_id", "security_id", "market", "instrument_id", "appl_id", "strategy_id", "strategy_name", "account_id", "investor_id", "reject_reason", "text")
2184
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2185
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
2186
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2187
+ ORIGINAL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2188
+ ORIGINAL_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2189
+ ORIGINAL_COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2190
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
2191
+ MARKET_FIELD_NUMBER: _ClassVar[int]
2192
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
2193
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
2194
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
2195
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
2196
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
2197
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
2198
+ REJECT_REASON_FIELD_NUMBER: _ClassVar[int]
2199
+ TEXT_FIELD_NUMBER: _ClassVar[int]
2200
+ msg_type: int
2201
+ msg_sequence: int
2202
+ cl_order_id: str
2203
+ original_order_id: str
2204
+ original_cl_order_id: str
2205
+ original_counter_order_id: str
2206
+ security_id: str
2207
+ market: str
2208
+ instrument_id: str
2209
+ appl_id: str
2210
+ strategy_id: int
2211
+ strategy_name: str
2212
+ account_id: str
2213
+ investor_id: str
2214
+ reject_reason: int
2215
+ text: str
2216
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., original_order_id: _Optional[str] = ..., original_cl_order_id: _Optional[str] = ..., original_counter_order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., reject_reason: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
2217
+
2218
+ class UpdateRiskParamsReq(_message.Message):
2219
+ __slots__ = ("msg_type", "last_timestamp", "request_id", "operate_type", "risk_item", "account_id")
2220
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2221
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
2222
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
2223
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
2224
+ RISK_ITEM_FIELD_NUMBER: _ClassVar[int]
2225
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
2226
+ msg_type: int
2227
+ last_timestamp: int
2228
+ request_id: str
2229
+ operate_type: str
2230
+ risk_item: _containers.RepeatedCompositeFieldContainer[RiskItem]
2231
+ account_id: str
2232
+ def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., risk_item: _Optional[_Iterable[_Union[RiskItem, _Mapping]]] = ..., account_id: _Optional[str] = ...) -> None: ...
2233
+
2234
+ class UpdateRiskParamsRsp(_message.Message):
2235
+ __slots__ = ("msg_type", "last_timestamp", "request_id", "status", "text", "risk_item")
2236
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2237
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
2238
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
2239
+ STATUS_FIELD_NUMBER: _ClassVar[int]
2240
+ TEXT_FIELD_NUMBER: _ClassVar[int]
2241
+ RISK_ITEM_FIELD_NUMBER: _ClassVar[int]
2242
+ msg_type: int
2243
+ last_timestamp: int
2244
+ request_id: str
2245
+ status: int
2246
+ text: str
2247
+ risk_item: _containers.RepeatedCompositeFieldContainer[RiskItem]
2248
+ def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., risk_item: _Optional[_Iterable[_Union[RiskItem, _Mapping]]] = ...) -> None: ...
2249
+
2250
+ class PlaceBasketOrder(_message.Message):
2251
+ __slots__ = ("msg_type", "basket_cl_order_id", "template_id", "strategy_id", "side", "purpose", "basket_qty", "algo_type", "algo_params", "order_source", "attachment")
2252
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2253
+ BASKET_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2254
+ TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
2255
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
2256
+ SIDE_FIELD_NUMBER: _ClassVar[int]
2257
+ PURPOSE_FIELD_NUMBER: _ClassVar[int]
2258
+ BASKET_QTY_FIELD_NUMBER: _ClassVar[int]
2259
+ ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
2260
+ ALGO_PARAMS_FIELD_NUMBER: _ClassVar[int]
2261
+ ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
2262
+ ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
2263
+ msg_type: int
2264
+ basket_cl_order_id: str
2265
+ template_id: str
2266
+ strategy_id: int
2267
+ side: int
2268
+ purpose: int
2269
+ basket_qty: int
2270
+ algo_type: int
2271
+ algo_params: AlgoParams
2272
+ order_source: str
2273
+ attachment: str
2274
+ def __init__(self, msg_type: _Optional[int] = ..., basket_cl_order_id: _Optional[str] = ..., template_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., side: _Optional[int] = ..., purpose: _Optional[int] = ..., basket_qty: _Optional[int] = ..., algo_type: _Optional[int] = ..., algo_params: _Optional[_Union[AlgoParams, _Mapping]] = ..., order_source: _Optional[str] = ..., attachment: _Optional[str] = ...) -> None: ...
2275
+
2276
+ class PlaceBasketOrderRsp(_message.Message):
2277
+ __slots__ = ("msg_type", "basket_cl_order_id", "status", "reason", "basket_id", "template_id", "strategy_id", "strategy_name", "side", "basket_amt", "trade_amt", "basket_qty", "process_qty", "process_amt", "create_time", "algo_type", "algo_params", "order_source")
2278
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2279
+ BASKET_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2280
+ STATUS_FIELD_NUMBER: _ClassVar[int]
2281
+ REASON_FIELD_NUMBER: _ClassVar[int]
2282
+ BASKET_ID_FIELD_NUMBER: _ClassVar[int]
2283
+ TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
2284
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
2285
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
2286
+ SIDE_FIELD_NUMBER: _ClassVar[int]
2287
+ BASKET_AMT_FIELD_NUMBER: _ClassVar[int]
2288
+ TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
2289
+ BASKET_QTY_FIELD_NUMBER: _ClassVar[int]
2290
+ PROCESS_QTY_FIELD_NUMBER: _ClassVar[int]
2291
+ PROCESS_AMT_FIELD_NUMBER: _ClassVar[int]
2292
+ CREATE_TIME_FIELD_NUMBER: _ClassVar[int]
2293
+ ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
2294
+ ALGO_PARAMS_FIELD_NUMBER: _ClassVar[int]
2295
+ ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
2296
+ msg_type: int
2297
+ basket_cl_order_id: str
2298
+ status: int
2299
+ reason: str
2300
+ basket_id: str
2301
+ template_id: str
2302
+ strategy_id: int
2303
+ strategy_name: str
2304
+ side: int
2305
+ basket_amt: float
2306
+ trade_amt: float
2307
+ basket_qty: int
2308
+ process_qty: float
2309
+ process_amt: float
2310
+ create_time: int
2311
+ algo_type: int
2312
+ algo_params: AlgoParams
2313
+ order_source: str
2314
+ def __init__(self, msg_type: _Optional[int] = ..., basket_cl_order_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., basket_id: _Optional[str] = ..., template_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., side: _Optional[int] = ..., basket_amt: _Optional[float] = ..., trade_amt: _Optional[float] = ..., basket_qty: _Optional[int] = ..., process_qty: _Optional[float] = ..., process_amt: _Optional[float] = ..., create_time: _Optional[int] = ..., algo_type: _Optional[int] = ..., algo_params: _Optional[_Union[AlgoParams, _Mapping]] = ..., order_source: _Optional[str] = ...) -> None: ...
2315
+
2316
+ class BasketOrderEvent(_message.Message):
2317
+ __slots__ = ("msg_type", "basket_cl_order_id", "basket_id", "template_id", "status", "strategy_id", "strategy_name", "side", "basket_amt", "trade_amt", "basket_qty", "process_qty", "process_amt", "create_time", "algo_type", "algo_params", "reason", "user_id", "order_qty", "trade_qty", "reject_qty", "cancel_qty")
2318
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2319
+ BASKET_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2320
+ BASKET_ID_FIELD_NUMBER: _ClassVar[int]
2321
+ TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
2322
+ STATUS_FIELD_NUMBER: _ClassVar[int]
2323
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
2324
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
2325
+ SIDE_FIELD_NUMBER: _ClassVar[int]
2326
+ BASKET_AMT_FIELD_NUMBER: _ClassVar[int]
2327
+ TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
2328
+ BASKET_QTY_FIELD_NUMBER: _ClassVar[int]
2329
+ PROCESS_QTY_FIELD_NUMBER: _ClassVar[int]
2330
+ PROCESS_AMT_FIELD_NUMBER: _ClassVar[int]
2331
+ CREATE_TIME_FIELD_NUMBER: _ClassVar[int]
2332
+ ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
2333
+ ALGO_PARAMS_FIELD_NUMBER: _ClassVar[int]
2334
+ REASON_FIELD_NUMBER: _ClassVar[int]
2335
+ USER_ID_FIELD_NUMBER: _ClassVar[int]
2336
+ ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
2337
+ TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
2338
+ REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
2339
+ CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
2340
+ msg_type: int
2341
+ basket_cl_order_id: str
2342
+ basket_id: str
2343
+ template_id: str
2344
+ status: int
2345
+ strategy_id: int
2346
+ strategy_name: str
2347
+ side: int
2348
+ basket_amt: float
2349
+ trade_amt: float
2350
+ basket_qty: int
2351
+ process_qty: float
2352
+ process_amt: float
2353
+ create_time: int
2354
+ algo_type: int
2355
+ algo_params: AlgoParams
2356
+ reason: str
2357
+ user_id: str
2358
+ order_qty: int
2359
+ trade_qty: int
2360
+ reject_qty: int
2361
+ cancel_qty: int
2362
+ def __init__(self, msg_type: _Optional[int] = ..., basket_cl_order_id: _Optional[str] = ..., basket_id: _Optional[str] = ..., template_id: _Optional[str] = ..., status: _Optional[int] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., side: _Optional[int] = ..., basket_amt: _Optional[float] = ..., trade_amt: _Optional[float] = ..., basket_qty: _Optional[int] = ..., process_qty: _Optional[float] = ..., process_amt: _Optional[float] = ..., create_time: _Optional[int] = ..., algo_type: _Optional[int] = ..., algo_params: _Optional[_Union[AlgoParams, _Mapping]] = ..., reason: _Optional[str] = ..., user_id: _Optional[str] = ..., order_qty: _Optional[int] = ..., trade_qty: _Optional[int] = ..., reject_qty: _Optional[int] = ..., cancel_qty: _Optional[int] = ...) -> None: ...
2363
+
2364
+ class QryBasketOrderReq(_message.Message):
2365
+ __slots__ = ("msg_type", "request_id")
2366
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2367
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
2368
+ msg_type: int
2369
+ request_id: str
2370
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
2371
+
2372
+ class QryBasketOrderRsp(_message.Message):
2373
+ __slots__ = ("msg_type", "status", "reason", "request_id")
2374
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2375
+ STATUS_FIELD_NUMBER: _ClassVar[int]
2376
+ REASON_FIELD_NUMBER: _ClassVar[int]
2377
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
2378
+ msg_type: int
2379
+ status: int
2380
+ reason: str
2381
+ request_id: str
2382
+ def __init__(self, msg_type: _Optional[int] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
2383
+
2384
+ class QryBasketOrderStatReq(_message.Message):
2385
+ __slots__ = ("msg_type", "basket_cl_order_id", "request_id")
2386
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2387
+ BASKET_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2388
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
2389
+ msg_type: int
2390
+ basket_cl_order_id: str
2391
+ request_id: str
2392
+ def __init__(self, msg_type: _Optional[int] = ..., basket_cl_order_id: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
2393
+
2394
+ class BasketOrderStatDetail(_message.Message):
2395
+ __slots__ = ("instrument_id", "order_qty", "fill_qty", "active_qty", "order_status", "order_msg", "cost_price", "fill_amt", "order_amt", "order_id", "reject_qty", "order_time", "side", "position_effect")
2396
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
2397
+ ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
2398
+ FILL_QTY_FIELD_NUMBER: _ClassVar[int]
2399
+ ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
2400
+ ORDER_STATUS_FIELD_NUMBER: _ClassVar[int]
2401
+ ORDER_MSG_FIELD_NUMBER: _ClassVar[int]
2402
+ COST_PRICE_FIELD_NUMBER: _ClassVar[int]
2403
+ FILL_AMT_FIELD_NUMBER: _ClassVar[int]
2404
+ ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
2405
+ ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2406
+ REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
2407
+ ORDER_TIME_FIELD_NUMBER: _ClassVar[int]
2408
+ SIDE_FIELD_NUMBER: _ClassVar[int]
2409
+ POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
2410
+ instrument_id: str
2411
+ order_qty: int
2412
+ fill_qty: int
2413
+ active_qty: int
2414
+ order_status: int
2415
+ order_msg: str
2416
+ cost_price: float
2417
+ fill_amt: float
2418
+ order_amt: float
2419
+ order_id: str
2420
+ reject_qty: int
2421
+ order_time: int
2422
+ side: int
2423
+ position_effect: int
2424
+ def __init__(self, instrument_id: _Optional[str] = ..., order_qty: _Optional[int] = ..., fill_qty: _Optional[int] = ..., active_qty: _Optional[int] = ..., order_status: _Optional[int] = ..., order_msg: _Optional[str] = ..., cost_price: _Optional[float] = ..., fill_amt: _Optional[float] = ..., order_amt: _Optional[float] = ..., order_id: _Optional[str] = ..., reject_qty: _Optional[int] = ..., order_time: _Optional[int] = ..., side: _Optional[int] = ..., position_effect: _Optional[int] = ...) -> None: ...
2425
+
2426
+ class BasketOrderStat(_message.Message):
2427
+ __slots__ = ("component_instrument_id", "order_qty", "fill_qty", "active_qty", "reject_qty", "cancel_qty", "order_status", "process_qty", "process_amt", "cost_price", "fill_amt", "order_amt", "order_stat_details", "side")
2428
+ COMPONENT_INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
2429
+ ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
2430
+ FILL_QTY_FIELD_NUMBER: _ClassVar[int]
2431
+ ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
2432
+ REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
2433
+ CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
2434
+ ORDER_STATUS_FIELD_NUMBER: _ClassVar[int]
2435
+ PROCESS_QTY_FIELD_NUMBER: _ClassVar[int]
2436
+ PROCESS_AMT_FIELD_NUMBER: _ClassVar[int]
2437
+ COST_PRICE_FIELD_NUMBER: _ClassVar[int]
2438
+ FILL_AMT_FIELD_NUMBER: _ClassVar[int]
2439
+ ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
2440
+ ORDER_STAT_DETAILS_FIELD_NUMBER: _ClassVar[int]
2441
+ SIDE_FIELD_NUMBER: _ClassVar[int]
2442
+ component_instrument_id: str
2443
+ order_qty: int
2444
+ fill_qty: int
2445
+ active_qty: int
2446
+ reject_qty: int
2447
+ cancel_qty: int
2448
+ order_status: int
2449
+ process_qty: float
2450
+ process_amt: float
2451
+ cost_price: float
2452
+ fill_amt: float
2453
+ order_amt: float
2454
+ order_stat_details: _containers.RepeatedCompositeFieldContainer[BasketOrderStatDetail]
2455
+ side: int
2456
+ def __init__(self, component_instrument_id: _Optional[str] = ..., order_qty: _Optional[int] = ..., fill_qty: _Optional[int] = ..., active_qty: _Optional[int] = ..., reject_qty: _Optional[int] = ..., cancel_qty: _Optional[int] = ..., order_status: _Optional[int] = ..., process_qty: _Optional[float] = ..., process_amt: _Optional[float] = ..., cost_price: _Optional[float] = ..., fill_amt: _Optional[float] = ..., order_amt: _Optional[float] = ..., order_stat_details: _Optional[_Iterable[_Union[BasketOrderStatDetail, _Mapping]]] = ..., side: _Optional[int] = ...) -> None: ...
2457
+
2458
+ class QryBasketOrderStatRsp(_message.Message):
2459
+ __slots__ = ("msg_type", "basket_cl_order_id", "basket_order_stats", "request_id", "status", "reason")
2460
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2461
+ BASKET_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2462
+ BASKET_ORDER_STATS_FIELD_NUMBER: _ClassVar[int]
2463
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
2464
+ STATUS_FIELD_NUMBER: _ClassVar[int]
2465
+ REASON_FIELD_NUMBER: _ClassVar[int]
2466
+ msg_type: int
2467
+ basket_cl_order_id: str
2468
+ basket_order_stats: _containers.RepeatedCompositeFieldContainer[BasketOrderStat]
2469
+ request_id: str
2470
+ status: int
2471
+ reason: str
2472
+ def __init__(self, msg_type: _Optional[int] = ..., basket_cl_order_id: _Optional[str] = ..., basket_order_stats: _Optional[_Iterable[_Union[BasketOrderStat, _Mapping]]] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ...) -> None: ...
2473
+
2474
+ class QryBasketInfoReq(_message.Message):
2475
+ __slots__ = ("msg_type", "template_id", "request_id")
2476
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2477
+ TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
2478
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
2479
+ msg_type: int
2480
+ template_id: str
2481
+ request_id: str
2482
+ def __init__(self, msg_type: _Optional[int] = ..., template_id: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
2483
+
2484
+ class BasketInfoDetail(_message.Message):
2485
+ __slots__ = ("component_instrument_id", "component_qty", "side", "comments", "position_effect")
2486
+ COMPONENT_INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
2487
+ COMPONENT_QTY_FIELD_NUMBER: _ClassVar[int]
2488
+ SIDE_FIELD_NUMBER: _ClassVar[int]
2489
+ COMMENTS_FIELD_NUMBER: _ClassVar[int]
2490
+ POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
2491
+ component_instrument_id: str
2492
+ component_qty: int
2493
+ side: int
2494
+ comments: str
2495
+ position_effect: int
2496
+ def __init__(self, component_instrument_id: _Optional[str] = ..., component_qty: _Optional[int] = ..., side: _Optional[int] = ..., comments: _Optional[str] = ..., position_effect: _Optional[int] = ...) -> None: ...
2497
+
2498
+ class BasketInfo(_message.Message):
2499
+ __slots__ = ("template_id", "basket_info_details", "strategy_id", "strategy_name", "etf_instrument_id", "etf_unit", "template_type", "comments")
2500
+ TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
2501
+ BASKET_INFO_DETAILS_FIELD_NUMBER: _ClassVar[int]
2502
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
2503
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
2504
+ ETF_INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
2505
+ ETF_UNIT_FIELD_NUMBER: _ClassVar[int]
2506
+ TEMPLATE_TYPE_FIELD_NUMBER: _ClassVar[int]
2507
+ COMMENTS_FIELD_NUMBER: _ClassVar[int]
2508
+ template_id: str
2509
+ basket_info_details: _containers.RepeatedCompositeFieldContainer[BasketInfoDetail]
2510
+ strategy_id: int
2511
+ strategy_name: str
2512
+ etf_instrument_id: str
2513
+ etf_unit: int
2514
+ template_type: str
2515
+ comments: str
2516
+ def __init__(self, template_id: _Optional[str] = ..., basket_info_details: _Optional[_Iterable[_Union[BasketInfoDetail, _Mapping]]] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., etf_instrument_id: _Optional[str] = ..., etf_unit: _Optional[int] = ..., template_type: _Optional[str] = ..., comments: _Optional[str] = ...) -> None: ...
2517
+
2518
+ class QryBasketInfoRsp(_message.Message):
2519
+ __slots__ = ("msg_type", "request_id", "basket_infos")
2520
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2521
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
2522
+ BASKET_INFOS_FIELD_NUMBER: _ClassVar[int]
2523
+ msg_type: int
2524
+ request_id: str
2525
+ basket_infos: _containers.RepeatedCompositeFieldContainer[BasketInfo]
2526
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., basket_infos: _Optional[_Iterable[_Union[BasketInfo, _Mapping]]] = ...) -> None: ...
2527
+
2528
+ class CancelBasketOrder(_message.Message):
2529
+ __slots__ = ("msg_type", "basket_cl_order_id", "request_id")
2530
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2531
+ BASKET_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2532
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
2533
+ msg_type: int
2534
+ basket_cl_order_id: str
2535
+ request_id: str
2536
+ def __init__(self, msg_type: _Optional[int] = ..., basket_cl_order_id: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
2537
+
2538
+ class CancelBasketOrderRsp(_message.Message):
2539
+ __slots__ = ("msg_type", "basket_cl_order_id", "status", "reason", "request_id")
2540
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2541
+ BASKET_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2542
+ STATUS_FIELD_NUMBER: _ClassVar[int]
2543
+ REASON_FIELD_NUMBER: _ClassVar[int]
2544
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
2545
+ msg_type: int
2546
+ basket_cl_order_id: str
2547
+ status: int
2548
+ reason: str
2549
+ request_id: str
2550
+ def __init__(self, msg_type: _Optional[int] = ..., basket_cl_order_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
2551
+
2552
+ class AppendBasketOrder(_message.Message):
2553
+ __slots__ = ("msg_type", "basket_cl_order_id", "algo_type", "algo_params", "request_id")
2554
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2555
+ BASKET_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2556
+ ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
2557
+ ALGO_PARAMS_FIELD_NUMBER: _ClassVar[int]
2558
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
2559
+ msg_type: int
2560
+ basket_cl_order_id: str
2561
+ algo_type: int
2562
+ algo_params: AlgoParams
2563
+ request_id: str
2564
+ def __init__(self, msg_type: _Optional[int] = ..., basket_cl_order_id: _Optional[str] = ..., algo_type: _Optional[int] = ..., algo_params: _Optional[_Union[AlgoParams, _Mapping]] = ..., request_id: _Optional[str] = ...) -> None: ...
2565
+
2566
+ class AppendBasketOrderRsp(_message.Message):
2567
+ __slots__ = ("msg_type", "basket_cl_order_id", "status", "reason", "request_id")
2568
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2569
+ BASKET_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2570
+ STATUS_FIELD_NUMBER: _ClassVar[int]
2571
+ REASON_FIELD_NUMBER: _ClassVar[int]
2572
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
2573
+ msg_type: int
2574
+ basket_cl_order_id: str
2575
+ status: int
2576
+ reason: str
2577
+ request_id: str
2578
+ def __init__(self, msg_type: _Optional[int] = ..., basket_cl_order_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
2579
+
2580
+ class NewBasketTemplateReq(_message.Message):
2581
+ __slots__ = ("msg_type", "template_id", "basket_info_details", "strategy_name", "request_id", "template_type")
2582
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2583
+ TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
2584
+ BASKET_INFO_DETAILS_FIELD_NUMBER: _ClassVar[int]
2585
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
2586
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
2587
+ TEMPLATE_TYPE_FIELD_NUMBER: _ClassVar[int]
2588
+ msg_type: int
2589
+ template_id: str
2590
+ basket_info_details: _containers.RepeatedCompositeFieldContainer[BasketInfoDetail]
2591
+ strategy_name: str
2592
+ request_id: str
2593
+ template_type: str
2594
+ def __init__(self, msg_type: _Optional[int] = ..., template_id: _Optional[str] = ..., basket_info_details: _Optional[_Iterable[_Union[BasketInfoDetail, _Mapping]]] = ..., strategy_name: _Optional[str] = ..., request_id: _Optional[str] = ..., template_type: _Optional[str] = ...) -> None: ...
2595
+
2596
+ class NewBasketTemplateRsp(_message.Message):
2597
+ __slots__ = ("msg_type", "template_id", "status", "reason", "request_id", "template_type")
2598
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2599
+ TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
2600
+ STATUS_FIELD_NUMBER: _ClassVar[int]
2601
+ REASON_FIELD_NUMBER: _ClassVar[int]
2602
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
2603
+ TEMPLATE_TYPE_FIELD_NUMBER: _ClassVar[int]
2604
+ msg_type: int
2605
+ template_id: str
2606
+ status: int
2607
+ reason: str
2608
+ request_id: str
2609
+ template_type: str
2610
+ def __init__(self, msg_type: _Optional[int] = ..., template_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., request_id: _Optional[str] = ..., template_type: _Optional[str] = ...) -> None: ...
2611
+
2612
+ class UpdateBasketTemplateReq(_message.Message):
2613
+ __slots__ = ("msg_type", "template_id", "new_template_id", "basket_info_details", "strategy_name", "request_id", "template_type")
2614
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2615
+ TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
2616
+ NEW_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
2617
+ BASKET_INFO_DETAILS_FIELD_NUMBER: _ClassVar[int]
2618
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
2619
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
2620
+ TEMPLATE_TYPE_FIELD_NUMBER: _ClassVar[int]
2621
+ msg_type: int
2622
+ template_id: str
2623
+ new_template_id: str
2624
+ basket_info_details: _containers.RepeatedCompositeFieldContainer[BasketInfoDetail]
2625
+ strategy_name: str
2626
+ request_id: str
2627
+ template_type: str
2628
+ def __init__(self, msg_type: _Optional[int] = ..., template_id: _Optional[str] = ..., new_template_id: _Optional[str] = ..., basket_info_details: _Optional[_Iterable[_Union[BasketInfoDetail, _Mapping]]] = ..., strategy_name: _Optional[str] = ..., request_id: _Optional[str] = ..., template_type: _Optional[str] = ...) -> None: ...
2629
+
2630
+ class UpdateBasketTemplateRsp(_message.Message):
2631
+ __slots__ = ("msg_type", "template_id", "status", "reason", "request_id", "template_type")
2632
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2633
+ TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
2634
+ STATUS_FIELD_NUMBER: _ClassVar[int]
2635
+ REASON_FIELD_NUMBER: _ClassVar[int]
2636
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
2637
+ TEMPLATE_TYPE_FIELD_NUMBER: _ClassVar[int]
2638
+ msg_type: int
2639
+ template_id: str
2640
+ status: int
2641
+ reason: str
2642
+ request_id: str
2643
+ template_type: str
2644
+ def __init__(self, msg_type: _Optional[int] = ..., template_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., request_id: _Optional[str] = ..., template_type: _Optional[str] = ...) -> None: ...
2645
+
2646
+ class ArbitrageOrder(_message.Message):
2647
+ __slots__ = ("arbitrage_order_id", "arbitrage_cl_order_id", "arbitrage_type", "order_source", "attachment", "process_qty", "process_amt", "status", "reason", "strategy_id", "leg_exec_seq", "user_id", "order_time", "strategy_name", "leg_id", "leg_type", "order_qty", "side", "leg_order_amt", "leg_cl_order_id", "algo_type", "algo_params")
2648
+ ARBITRAGE_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2649
+ ARBITRAGE_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2650
+ ARBITRAGE_TYPE_FIELD_NUMBER: _ClassVar[int]
2651
+ ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
2652
+ ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
2653
+ PROCESS_QTY_FIELD_NUMBER: _ClassVar[int]
2654
+ PROCESS_AMT_FIELD_NUMBER: _ClassVar[int]
2655
+ STATUS_FIELD_NUMBER: _ClassVar[int]
2656
+ REASON_FIELD_NUMBER: _ClassVar[int]
2657
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
2658
+ LEG_EXEC_SEQ_FIELD_NUMBER: _ClassVar[int]
2659
+ USER_ID_FIELD_NUMBER: _ClassVar[int]
2660
+ ORDER_TIME_FIELD_NUMBER: _ClassVar[int]
2661
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
2662
+ LEG_ID_FIELD_NUMBER: _ClassVar[int]
2663
+ LEG_TYPE_FIELD_NUMBER: _ClassVar[int]
2664
+ ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
2665
+ SIDE_FIELD_NUMBER: _ClassVar[int]
2666
+ LEG_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
2667
+ LEG_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2668
+ ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
2669
+ ALGO_PARAMS_FIELD_NUMBER: _ClassVar[int]
2670
+ arbitrage_order_id: str
2671
+ arbitrage_cl_order_id: str
2672
+ arbitrage_type: str
2673
+ order_source: str
2674
+ attachment: str
2675
+ process_qty: float
2676
+ process_amt: float
2677
+ status: int
2678
+ reason: str
2679
+ strategy_id: int
2680
+ leg_exec_seq: str
2681
+ user_id: str
2682
+ order_time: int
2683
+ strategy_name: str
2684
+ leg_id: str
2685
+ leg_type: str
2686
+ order_qty: int
2687
+ side: int
2688
+ leg_order_amt: float
2689
+ leg_cl_order_id: str
2690
+ algo_type: int
2691
+ algo_params: AlgoParams
2692
+ def __init__(self, arbitrage_order_id: _Optional[str] = ..., arbitrage_cl_order_id: _Optional[str] = ..., arbitrage_type: _Optional[str] = ..., order_source: _Optional[str] = ..., attachment: _Optional[str] = ..., process_qty: _Optional[float] = ..., process_amt: _Optional[float] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., strategy_id: _Optional[int] = ..., leg_exec_seq: _Optional[str] = ..., user_id: _Optional[str] = ..., order_time: _Optional[int] = ..., strategy_name: _Optional[str] = ..., leg_id: _Optional[str] = ..., leg_type: _Optional[str] = ..., order_qty: _Optional[int] = ..., side: _Optional[int] = ..., leg_order_amt: _Optional[float] = ..., leg_cl_order_id: _Optional[str] = ..., algo_type: _Optional[int] = ..., algo_params: _Optional[_Union[AlgoParams, _Mapping]] = ...) -> None: ...
2693
+
2694
+ class PlaceArbitrageOrder(_message.Message):
2695
+ __slots__ = ("msg_type", "arbitrage_cl_order_id", "arbitrage_type", "strategy_id", "strategy_name", "order_source", "leg_exec_seq", "legs")
2696
+ class Leg(_message.Message):
2697
+ __slots__ = ("leg_id", "leg_type", "order_qty", "side", "leg_cl_order_id", "algo_type", "algo_params", "order_type", "target_process", "order_price")
2698
+ LEG_ID_FIELD_NUMBER: _ClassVar[int]
2699
+ LEG_TYPE_FIELD_NUMBER: _ClassVar[int]
2700
+ ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
2701
+ SIDE_FIELD_NUMBER: _ClassVar[int]
2702
+ LEG_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2703
+ ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
2704
+ ALGO_PARAMS_FIELD_NUMBER: _ClassVar[int]
2705
+ ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
2706
+ TARGET_PROCESS_FIELD_NUMBER: _ClassVar[int]
2707
+ ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
2708
+ leg_id: str
2709
+ leg_type: str
2710
+ order_qty: int
2711
+ side: int
2712
+ leg_cl_order_id: str
2713
+ algo_type: int
2714
+ algo_params: AlgoParams
2715
+ order_type: int
2716
+ target_process: float
2717
+ order_price: float
2718
+ def __init__(self, leg_id: _Optional[str] = ..., leg_type: _Optional[str] = ..., order_qty: _Optional[int] = ..., side: _Optional[int] = ..., leg_cl_order_id: _Optional[str] = ..., algo_type: _Optional[int] = ..., algo_params: _Optional[_Union[AlgoParams, _Mapping]] = ..., order_type: _Optional[int] = ..., target_process: _Optional[float] = ..., order_price: _Optional[float] = ...) -> None: ...
2719
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2720
+ ARBITRAGE_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2721
+ ARBITRAGE_TYPE_FIELD_NUMBER: _ClassVar[int]
2722
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
2723
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
2724
+ ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
2725
+ LEG_EXEC_SEQ_FIELD_NUMBER: _ClassVar[int]
2726
+ LEGS_FIELD_NUMBER: _ClassVar[int]
2727
+ msg_type: int
2728
+ arbitrage_cl_order_id: str
2729
+ arbitrage_type: str
2730
+ strategy_id: int
2731
+ strategy_name: str
2732
+ order_source: str
2733
+ leg_exec_seq: str
2734
+ legs: _containers.RepeatedCompositeFieldContainer[PlaceArbitrageOrder.Leg]
2735
+ def __init__(self, msg_type: _Optional[int] = ..., arbitrage_cl_order_id: _Optional[str] = ..., arbitrage_type: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., order_source: _Optional[str] = ..., leg_exec_seq: _Optional[str] = ..., legs: _Optional[_Iterable[_Union[PlaceArbitrageOrder.Leg, _Mapping]]] = ...) -> None: ...
2736
+
2737
+ class PlaceArbitrageOrderRsp(_message.Message):
2738
+ __slots__ = ("msg_type", "arbitrage_cl_order_id", "status", "reason", "order")
2739
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2740
+ ARBITRAGE_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2741
+ STATUS_FIELD_NUMBER: _ClassVar[int]
2742
+ REASON_FIELD_NUMBER: _ClassVar[int]
2743
+ ORDER_FIELD_NUMBER: _ClassVar[int]
2744
+ msg_type: int
2745
+ arbitrage_cl_order_id: str
2746
+ status: int
2747
+ reason: str
2748
+ order: ArbitrageOrder
2749
+ def __init__(self, msg_type: _Optional[int] = ..., arbitrage_cl_order_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., order: _Optional[_Union[ArbitrageOrder, _Mapping]] = ...) -> None: ...
2750
+
2751
+ class QryArbitrageOrderReq(_message.Message):
2752
+ __slots__ = ("msg_type", "request_id")
2753
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2754
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
2755
+ msg_type: int
2756
+ request_id: str
2757
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
2758
+
2759
+ class QryArbitrageOrderRsp(_message.Message):
2760
+ __slots__ = ("msg_type", "status", "reason", "request_id")
2761
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2762
+ STATUS_FIELD_NUMBER: _ClassVar[int]
2763
+ REASON_FIELD_NUMBER: _ClassVar[int]
2764
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
2765
+ msg_type: int
2766
+ status: int
2767
+ reason: str
2768
+ request_id: str
2769
+ def __init__(self, msg_type: _Optional[int] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
2770
+
2771
+ class ArbitrageOrderEvent(_message.Message):
2772
+ __slots__ = ("msg_type", "order")
2773
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2774
+ ORDER_FIELD_NUMBER: _ClassVar[int]
2775
+ msg_type: int
2776
+ order: ArbitrageOrder
2777
+ def __init__(self, msg_type: _Optional[int] = ..., order: _Optional[_Union[ArbitrageOrder, _Mapping]] = ...) -> None: ...
2778
+
2779
+ class CancelArbitrageOrder(_message.Message):
2780
+ __slots__ = ("msg_type", "cl_order_id", "request_id")
2781
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2782
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2783
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
2784
+ msg_type: int
2785
+ cl_order_id: str
2786
+ request_id: str
2787
+ def __init__(self, msg_type: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
2788
+
2789
+ class CancelArbitrageOrderRsp(_message.Message):
2790
+ __slots__ = ("msg_type", "cl_order_id", "status", "reason", "request_id")
2791
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2792
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2793
+ STATUS_FIELD_NUMBER: _ClassVar[int]
2794
+ REASON_FIELD_NUMBER: _ClassVar[int]
2795
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
2796
+ msg_type: int
2797
+ cl_order_id: str
2798
+ status: int
2799
+ reason: str
2800
+ request_id: str
2801
+ def __init__(self, msg_type: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
2802
+
2803
+ class PlaceBatchOrder(_message.Message):
2804
+ __slots__ = ("msg_type", "basket_cl_order_id", "orders", "strategy_id", "account_id", "algo_type", "algo_params", "order_source", "attachment", "last_timestamp")
2805
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2806
+ BASKET_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2807
+ ORDERS_FIELD_NUMBER: _ClassVar[int]
2808
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
2809
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
2810
+ ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
2811
+ ALGO_PARAMS_FIELD_NUMBER: _ClassVar[int]
2812
+ ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
2813
+ ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
2814
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
2815
+ msg_type: int
2816
+ basket_cl_order_id: str
2817
+ orders: _containers.RepeatedCompositeFieldContainer[BasketInfoDetail]
2818
+ strategy_id: int
2819
+ account_id: str
2820
+ algo_type: int
2821
+ algo_params: AlgoParams
2822
+ order_source: str
2823
+ attachment: str
2824
+ last_timestamp: int
2825
+ def __init__(self, msg_type: _Optional[int] = ..., basket_cl_order_id: _Optional[str] = ..., orders: _Optional[_Iterable[_Union[BasketInfoDetail, _Mapping]]] = ..., strategy_id: _Optional[int] = ..., account_id: _Optional[str] = ..., algo_type: _Optional[int] = ..., algo_params: _Optional[_Union[AlgoParams, _Mapping]] = ..., order_source: _Optional[str] = ..., attachment: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
2826
+
2827
+ class PlaceBatchOrderRsp(_message.Message):
2828
+ __slots__ = ("msg_type", "basket_cl_order_id", "status", "reason", "basket_id", "create_time")
2829
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2830
+ BASKET_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2831
+ STATUS_FIELD_NUMBER: _ClassVar[int]
2832
+ REASON_FIELD_NUMBER: _ClassVar[int]
2833
+ BASKET_ID_FIELD_NUMBER: _ClassVar[int]
2834
+ CREATE_TIME_FIELD_NUMBER: _ClassVar[int]
2835
+ msg_type: int
2836
+ basket_cl_order_id: str
2837
+ status: int
2838
+ reason: str
2839
+ basket_id: str
2840
+ create_time: int
2841
+ def __init__(self, msg_type: _Optional[int] = ..., basket_cl_order_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., basket_id: _Optional[str] = ..., create_time: _Optional[int] = ...) -> None: ...
2842
+
2843
+ class QryOrdersReq(_message.Message):
2844
+ __slots__ = ("msg_type", "msg_sequence", "token", "request_id", "instrument_id", "strategy_id", "account_id", "cl_order_id", "order_id", "is_active", "owner_type", "start_row", "page_size")
2845
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2846
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
2847
+ TOKEN_FIELD_NUMBER: _ClassVar[int]
2848
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
2849
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
2850
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
2851
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
2852
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2853
+ ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2854
+ IS_ACTIVE_FIELD_NUMBER: _ClassVar[int]
2855
+ OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
2856
+ START_ROW_FIELD_NUMBER: _ClassVar[int]
2857
+ PAGE_SIZE_FIELD_NUMBER: _ClassVar[int]
2858
+ msg_type: int
2859
+ msg_sequence: int
2860
+ token: str
2861
+ request_id: str
2862
+ instrument_id: str
2863
+ strategy_id: int
2864
+ account_id: str
2865
+ cl_order_id: str
2866
+ order_id: str
2867
+ is_active: int
2868
+ owner_type: int
2869
+ start_row: int
2870
+ page_size: int
2871
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., token: _Optional[str] = ..., request_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., account_id: _Optional[str] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., is_active: _Optional[int] = ..., owner_type: _Optional[int] = ..., start_row: _Optional[int] = ..., page_size: _Optional[int] = ...) -> None: ...
2872
+
2873
+ class QryOrdersRsp(_message.Message):
2874
+ __slots__ = ("msg_type", "msg_sequence", "request_id", "total_row", "start_row", "page_size", "is_last", "status", "reason", "order")
2875
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2876
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
2877
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
2878
+ TOTAL_ROW_FIELD_NUMBER: _ClassVar[int]
2879
+ START_ROW_FIELD_NUMBER: _ClassVar[int]
2880
+ PAGE_SIZE_FIELD_NUMBER: _ClassVar[int]
2881
+ IS_LAST_FIELD_NUMBER: _ClassVar[int]
2882
+ STATUS_FIELD_NUMBER: _ClassVar[int]
2883
+ REASON_FIELD_NUMBER: _ClassVar[int]
2884
+ ORDER_FIELD_NUMBER: _ClassVar[int]
2885
+ msg_type: int
2886
+ msg_sequence: int
2887
+ request_id: str
2888
+ total_row: int
2889
+ start_row: int
2890
+ page_size: int
2891
+ is_last: bool
2892
+ status: int
2893
+ reason: str
2894
+ order: _containers.RepeatedCompositeFieldContainer[Order]
2895
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., request_id: _Optional[str] = ..., total_row: _Optional[int] = ..., start_row: _Optional[int] = ..., page_size: _Optional[int] = ..., is_last: bool = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., order: _Optional[_Iterable[_Union[Order, _Mapping]]] = ...) -> None: ...
2896
+
2897
+ class QryTradesReq(_message.Message):
2898
+ __slots__ = ("msg_type", "msg_sequence", "token", "request_id", "security_id", "market", "instrument_id", "appl_id", "strategy_id", "strategy_name", "account_id", "cl_order_id", "order_id", "is_active", "start_row", "page_size")
2899
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2900
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
2901
+ TOKEN_FIELD_NUMBER: _ClassVar[int]
2902
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
2903
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
2904
+ MARKET_FIELD_NUMBER: _ClassVar[int]
2905
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
2906
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
2907
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
2908
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
2909
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
2910
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2911
+ ORDER_ID_FIELD_NUMBER: _ClassVar[int]
2912
+ IS_ACTIVE_FIELD_NUMBER: _ClassVar[int]
2913
+ START_ROW_FIELD_NUMBER: _ClassVar[int]
2914
+ PAGE_SIZE_FIELD_NUMBER: _ClassVar[int]
2915
+ msg_type: int
2916
+ msg_sequence: int
2917
+ token: str
2918
+ request_id: str
2919
+ security_id: str
2920
+ market: str
2921
+ instrument_id: str
2922
+ appl_id: str
2923
+ strategy_id: int
2924
+ strategy_name: str
2925
+ account_id: str
2926
+ cl_order_id: str
2927
+ order_id: str
2928
+ is_active: int
2929
+ start_row: int
2930
+ page_size: int
2931
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., token: _Optional[str] = ..., request_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., is_active: _Optional[int] = ..., start_row: _Optional[int] = ..., page_size: _Optional[int] = ...) -> None: ...
2932
+
2933
+ class QryTradesRsp(_message.Message):
2934
+ __slots__ = ("msg_type", "msg_sequence", "request_id", "total_row", "start_row", "page_size", "is_last", "status", "reason", "trade")
2935
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2936
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
2937
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
2938
+ TOTAL_ROW_FIELD_NUMBER: _ClassVar[int]
2939
+ START_ROW_FIELD_NUMBER: _ClassVar[int]
2940
+ PAGE_SIZE_FIELD_NUMBER: _ClassVar[int]
2941
+ IS_LAST_FIELD_NUMBER: _ClassVar[int]
2942
+ STATUS_FIELD_NUMBER: _ClassVar[int]
2943
+ REASON_FIELD_NUMBER: _ClassVar[int]
2944
+ TRADE_FIELD_NUMBER: _ClassVar[int]
2945
+ msg_type: int
2946
+ msg_sequence: int
2947
+ request_id: str
2948
+ total_row: int
2949
+ start_row: int
2950
+ page_size: int
2951
+ is_last: bool
2952
+ status: int
2953
+ reason: str
2954
+ trade: _containers.RepeatedCompositeFieldContainer[Trade]
2955
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., request_id: _Optional[str] = ..., total_row: _Optional[int] = ..., start_row: _Optional[int] = ..., page_size: _Optional[int] = ..., is_last: bool = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., trade: _Optional[_Iterable[_Union[Trade, _Mapping]]] = ...) -> None: ...
2956
+
2957
+ class OrderEvent(_message.Message):
2958
+ __slots__ = ("msg_type", "msg_sequence", "order")
2959
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2960
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
2961
+ ORDER_FIELD_NUMBER: _ClassVar[int]
2962
+ msg_type: int
2963
+ msg_sequence: int
2964
+ order: Order
2965
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., order: _Optional[_Union[Order, _Mapping]] = ...) -> None: ...
2966
+
2967
+ class QuoteLevelData(_message.Message):
2968
+ __slots__ = ("bid_price", "bid_volume", "ask_price", "ask_volume")
2969
+ BID_PRICE_FIELD_NUMBER: _ClassVar[int]
2970
+ BID_VOLUME_FIELD_NUMBER: _ClassVar[int]
2971
+ ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
2972
+ ASK_VOLUME_FIELD_NUMBER: _ClassVar[int]
2973
+ bid_price: int
2974
+ bid_volume: int
2975
+ ask_price: int
2976
+ ask_volume: int
2977
+ def __init__(self, bid_price: _Optional[int] = ..., bid_volume: _Optional[int] = ..., ask_price: _Optional[int] = ..., ask_volume: _Optional[int] = ...) -> None: ...
2978
+
2979
+ class MDSnapshot(_message.Message):
2980
+ __slots__ = ("msg_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", "trade_nums", "status", "phase_code", "signal_value", "signal_id", "signal_name", "depth_quote")
2981
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
2982
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
2983
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
2984
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
2985
+ MARKET_FIELD_NUMBER: _ClassVar[int]
2986
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
2987
+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
2988
+ MD_DATE_FIELD_NUMBER: _ClassVar[int]
2989
+ MD_TIME_FIELD_NUMBER: _ClassVar[int]
2990
+ MD_TYPE_FIELD_NUMBER: _ClassVar[int]
2991
+ LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
2992
+ VOLUME_FIELD_NUMBER: _ClassVar[int]
2993
+ TURNOVER_FIELD_NUMBER: _ClassVar[int]
2994
+ HIGH_PRICE_FIELD_NUMBER: _ClassVar[int]
2995
+ LOW_PRICE_FIELD_NUMBER: _ClassVar[int]
2996
+ OPEN_PRICE_FIELD_NUMBER: _ClassVar[int]
2997
+ CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
2998
+ PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
2999
+ UP_LIMIT_FIELD_NUMBER: _ClassVar[int]
3000
+ DOWN_LIMIT_FIELD_NUMBER: _ClassVar[int]
3001
+ IOPV_FIELD_NUMBER: _ClassVar[int]
3002
+ TRADE_NUMS_FIELD_NUMBER: _ClassVar[int]
3003
+ STATUS_FIELD_NUMBER: _ClassVar[int]
3004
+ PHASE_CODE_FIELD_NUMBER: _ClassVar[int]
3005
+ SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
3006
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
3007
+ SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
3008
+ DEPTH_QUOTE_FIELD_NUMBER: _ClassVar[int]
3009
+ msg_type: int
3010
+ msg_sequence: int
3011
+ last_timestamp: int
3012
+ instrument_id: str
3013
+ market: str
3014
+ security_id: str
3015
+ security_type: str
3016
+ md_date: int
3017
+ md_time: int
3018
+ md_type: int
3019
+ last_price: int
3020
+ volume: int
3021
+ turnover: int
3022
+ high_price: int
3023
+ low_price: int
3024
+ open_price: int
3025
+ close_price: int
3026
+ pre_close_price: int
3027
+ up_limit: int
3028
+ down_limit: int
3029
+ iopv: int
3030
+ trade_nums: int
3031
+ status: int
3032
+ phase_code: int
3033
+ signal_value: int
3034
+ signal_id: int
3035
+ signal_name: str
3036
+ depth_quote: _containers.RepeatedCompositeFieldContainer[QuoteLevelData]
3037
+ def __init__(self, msg_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] = ..., 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: ...
3038
+
3039
+ class ETFQuoteSnapshot(_message.Message):
3040
+ __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")
3041
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3042
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
3043
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
3044
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
3045
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
3046
+ MARKET_FIELD_NUMBER: _ClassVar[int]
3047
+ CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
3048
+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
3049
+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
3050
+ CONSTITUENT_NUMS_FIELD_NUMBER: _ClassVar[int]
3051
+ SUSPENSION_NUMS_FIELD_NUMBER: _ClassVar[int]
3052
+ UP_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
3053
+ DOWN_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
3054
+ BID_IOPV_FIELD_NUMBER: _ClassVar[int]
3055
+ ASK_IOPV_FIELD_NUMBER: _ClassVar[int]
3056
+ IOPV_FIELD_NUMBER: _ClassVar[int]
3057
+ PRE_CLOSE_IOPV_FIELD_NUMBER: _ClassVar[int]
3058
+ IOPV_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
3059
+ ETF_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
3060
+ ETF_BID_PRICE_FIELD_NUMBER: _ClassVar[int]
3061
+ ETF_ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
3062
+ ETF_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
3063
+ ETF_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
3064
+ INDEX_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
3065
+ INDEX_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
3066
+ INDEX_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
3067
+ INDEX_DEVIATION_FIELD_NUMBER: _ClassVar[int]
3068
+ ETF_DEVIATION_FIELD_NUMBER: _ClassVar[int]
3069
+ ETF_BID_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
3070
+ ETF_ASK_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
3071
+ ETF_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
3072
+ MD_DATE_FIELD_NUMBER: _ClassVar[int]
3073
+ MD_TIME_FIELD_NUMBER: _ClassVar[int]
3074
+ msg_type: int
3075
+ msg_sequence: int
3076
+ last_timestamp: int
3077
+ instrument_id: str
3078
+ security_id: str
3079
+ market: str
3080
+ currency_id: str
3081
+ security_type: str
3082
+ symbol: str
3083
+ constituent_nums: int
3084
+ suspension_nums: int
3085
+ up_limit_nums: int
3086
+ down_limit_nums: int
3087
+ bid_iopv: int
3088
+ ask_iopv: int
3089
+ iopv: int
3090
+ pre_close_iopv: int
3091
+ iopv_pct_change: float
3092
+ etf_last_price: int
3093
+ etf_bid_price: int
3094
+ etf_ask_price: int
3095
+ etf_pre_close_price: int
3096
+ etf_pct_change: float
3097
+ index_last_price: int
3098
+ index_pre_close_price: int
3099
+ index_pct_change: float
3100
+ index_deviation: float
3101
+ etf_deviation: float
3102
+ etf_bid_premium_rate: float
3103
+ etf_ask_premium_rate: float
3104
+ etf_premium_rate: float
3105
+ md_date: int
3106
+ md_time: int
3107
+ 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] = ...) -> None: ...
3108
+
3109
+ class ETFQuoteTick(_message.Message):
3110
+ __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")
3111
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3112
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
3113
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
3114
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
3115
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
3116
+ MARKET_FIELD_NUMBER: _ClassVar[int]
3117
+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
3118
+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
3119
+ CONSTITUENT_NUMS_FIELD_NUMBER: _ClassVar[int]
3120
+ SUSPENSION_NUMS_FIELD_NUMBER: _ClassVar[int]
3121
+ UP_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
3122
+ DOWN_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
3123
+ IOPV_FIELD_NUMBER: _ClassVar[int]
3124
+ ETF_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
3125
+ MD_DATE_FIELD_NUMBER: _ClassVar[int]
3126
+ MD_TIME_FIELD_NUMBER: _ClassVar[int]
3127
+ ETF_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
3128
+ ETF_BID_PRICE_FIELD_NUMBER: _ClassVar[int]
3129
+ ETF_ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
3130
+ ETF_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
3131
+ ETF_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
3132
+ msg_type: int
3133
+ msg_sequence: int
3134
+ last_timestamp: int
3135
+ instrument_id: str
3136
+ security_id: str
3137
+ market: str
3138
+ security_type: str
3139
+ symbol: str
3140
+ constituent_nums: int
3141
+ suspension_nums: int
3142
+ up_limit_nums: int
3143
+ down_limit_nums: int
3144
+ iopv: int
3145
+ etf_premium_rate: float
3146
+ md_date: int
3147
+ md_time: int
3148
+ etf_last_price: int
3149
+ etf_bid_price: int
3150
+ etf_ask_price: int
3151
+ etf_pre_close_price: int
3152
+ etf_pct_change: float
3153
+ 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] = ...) -> None: ...
3154
+
3155
+ class BarMatrix(_message.Message):
3156
+ __slots__ = ("msg_type", "msg_sequence", "trade_time", "last_timestamp", "source", "instrument_ids", "cols", "data_matrix")
3157
+ class Source(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
3158
+ __slots__ = ()
3159
+ INDICATOR: _ClassVar[BarMatrix.Source]
3160
+ PREDICTOR: _ClassVar[BarMatrix.Source]
3161
+ FACTOR: _ClassVar[BarMatrix.Source]
3162
+ INDICATOR: BarMatrix.Source
3163
+ PREDICTOR: BarMatrix.Source
3164
+ FACTOR: BarMatrix.Source
3165
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3166
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
3167
+ TRADE_TIME_FIELD_NUMBER: _ClassVar[int]
3168
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
3169
+ SOURCE_FIELD_NUMBER: _ClassVar[int]
3170
+ INSTRUMENT_IDS_FIELD_NUMBER: _ClassVar[int]
3171
+ COLS_FIELD_NUMBER: _ClassVar[int]
3172
+ DATA_MATRIX_FIELD_NUMBER: _ClassVar[int]
3173
+ msg_type: int
3174
+ msg_sequence: int
3175
+ trade_time: int
3176
+ last_timestamp: int
3177
+ source: BarMatrix.Source
3178
+ instrument_ids: _containers.RepeatedScalarFieldContainer[str]
3179
+ cols: _containers.RepeatedScalarFieldContainer[str]
3180
+ data_matrix: bytes
3181
+ def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., trade_time: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., source: _Optional[_Union[BarMatrix.Source, str]] = ..., instrument_ids: _Optional[_Iterable[str]] = ..., cols: _Optional[_Iterable[str]] = ..., data_matrix: _Optional[bytes] = ...) -> None: ...
3182
+
3183
+ class QrySignalKlineReq(_message.Message):
3184
+ __slots__ = ("msg_type", "signal_id", "start_date", "request_id")
3185
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3186
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
3187
+ START_DATE_FIELD_NUMBER: _ClassVar[int]
3188
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3189
+ msg_type: int
3190
+ signal_id: int
3191
+ start_date: str
3192
+ request_id: str
3193
+ def __init__(self, msg_type: _Optional[int] = ..., signal_id: _Optional[int] = ..., start_date: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
3194
+
3195
+ class QrySignalKlineRsp(_message.Message):
3196
+ __slots__ = ("msg_type", "data", "request_id", "status", "reason", "is_last", "last_timestamp")
3197
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3198
+ DATA_FIELD_NUMBER: _ClassVar[int]
3199
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3200
+ STATUS_FIELD_NUMBER: _ClassVar[int]
3201
+ REASON_FIELD_NUMBER: _ClassVar[int]
3202
+ IS_LAST_FIELD_NUMBER: _ClassVar[int]
3203
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
3204
+ msg_type: int
3205
+ data: _containers.RepeatedCompositeFieldContainer[MDSnapshot]
3206
+ request_id: str
3207
+ status: int
3208
+ reason: str
3209
+ is_last: bool
3210
+ last_timestamp: int
3211
+ def __init__(self, msg_type: _Optional[int] = ..., data: _Optional[_Iterable[_Union[MDSnapshot, _Mapping]]] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., is_last: bool = ..., last_timestamp: _Optional[int] = ...) -> None: ...
3212
+
3213
+ class SignalInfoL2(_message.Message):
3214
+ __slots__ = ("l2_signal_id", "source_signal_id", "l2_signal_name", "comments", "weight", "source_signal_name")
3215
+ L2_SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
3216
+ SOURCE_SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
3217
+ L2_SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
3218
+ COMMENTS_FIELD_NUMBER: _ClassVar[int]
3219
+ WEIGHT_FIELD_NUMBER: _ClassVar[int]
3220
+ SOURCE_SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
3221
+ l2_signal_id: int
3222
+ source_signal_id: int
3223
+ l2_signal_name: str
3224
+ comments: str
3225
+ weight: float
3226
+ source_signal_name: str
3227
+ def __init__(self, l2_signal_id: _Optional[int] = ..., source_signal_id: _Optional[int] = ..., l2_signal_name: _Optional[str] = ..., comments: _Optional[str] = ..., weight: _Optional[float] = ..., source_signal_name: _Optional[str] = ...) -> None: ...
3228
+
3229
+ class UpdateSignalParamsReq(_message.Message):
3230
+ __slots__ = ("msg_type", "last_timestamp", "request_id", "signal_name", "signal_id", "text", "signal_params", "fund_etfpr_minnav", "fund_etfpr_estcash", "package_info", "signal_info_l2")
3231
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3232
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
3233
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3234
+ SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
3235
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
3236
+ TEXT_FIELD_NUMBER: _ClassVar[int]
3237
+ SIGNAL_PARAMS_FIELD_NUMBER: _ClassVar[int]
3238
+ FUND_ETFPR_MINNAV_FIELD_NUMBER: _ClassVar[int]
3239
+ FUND_ETFPR_ESTCASH_FIELD_NUMBER: _ClassVar[int]
3240
+ PACKAGE_INFO_FIELD_NUMBER: _ClassVar[int]
3241
+ SIGNAL_INFO_L2_FIELD_NUMBER: _ClassVar[int]
3242
+ msg_type: int
3243
+ last_timestamp: int
3244
+ request_id: str
3245
+ signal_name: str
3246
+ signal_id: int
3247
+ text: str
3248
+ signal_params: str
3249
+ fund_etfpr_minnav: float
3250
+ fund_etfpr_estcash: float
3251
+ package_info: _containers.RepeatedCompositeFieldContainer[PackageInfo]
3252
+ signal_info_l2: _containers.RepeatedCompositeFieldContainer[SignalInfoL2]
3253
+ def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., signal_name: _Optional[str] = ..., signal_id: _Optional[int] = ..., text: _Optional[str] = ..., signal_params: _Optional[str] = ..., fund_etfpr_minnav: _Optional[float] = ..., fund_etfpr_estcash: _Optional[float] = ..., package_info: _Optional[_Iterable[_Union[PackageInfo, _Mapping]]] = ..., signal_info_l2: _Optional[_Iterable[_Union[SignalInfoL2, _Mapping]]] = ...) -> None: ...
3254
+
3255
+ class UpdateSignalParamsRsp(_message.Message):
3256
+ __slots__ = ("msg_type", "last_timestamp", "signal_name", "signal_id", "status", "request_id", "text", "package_info", "signal_info_l2")
3257
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3258
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
3259
+ SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
3260
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
3261
+ STATUS_FIELD_NUMBER: _ClassVar[int]
3262
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3263
+ TEXT_FIELD_NUMBER: _ClassVar[int]
3264
+ PACKAGE_INFO_FIELD_NUMBER: _ClassVar[int]
3265
+ SIGNAL_INFO_L2_FIELD_NUMBER: _ClassVar[int]
3266
+ msg_type: int
3267
+ last_timestamp: int
3268
+ signal_name: str
3269
+ signal_id: int
3270
+ status: int
3271
+ request_id: str
3272
+ text: str
3273
+ package_info: _containers.RepeatedCompositeFieldContainer[PackageInfo]
3274
+ signal_info_l2: _containers.RepeatedCompositeFieldContainer[SignalInfoL2]
3275
+ def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., signal_name: _Optional[str] = ..., signal_id: _Optional[int] = ..., status: _Optional[int] = ..., request_id: _Optional[str] = ..., text: _Optional[str] = ..., package_info: _Optional[_Iterable[_Union[PackageInfo, _Mapping]]] = ..., signal_info_l2: _Optional[_Iterable[_Union[SignalInfoL2, _Mapping]]] = ...) -> None: ...
3276
+
3277
+ class UpdateSignalParamsEvent(_message.Message):
3278
+ __slots__ = ("msg_type", "last_timestamp", "signal_name", "signal_id", "status", "text", "package_info", "signal_info_l2")
3279
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3280
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
3281
+ SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
3282
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
3283
+ STATUS_FIELD_NUMBER: _ClassVar[int]
3284
+ TEXT_FIELD_NUMBER: _ClassVar[int]
3285
+ PACKAGE_INFO_FIELD_NUMBER: _ClassVar[int]
3286
+ SIGNAL_INFO_L2_FIELD_NUMBER: _ClassVar[int]
3287
+ msg_type: int
3288
+ last_timestamp: int
3289
+ signal_name: str
3290
+ signal_id: int
3291
+ status: int
3292
+ text: str
3293
+ package_info: _containers.RepeatedCompositeFieldContainer[PackageInfo]
3294
+ signal_info_l2: _containers.RepeatedCompositeFieldContainer[SignalInfoL2]
3295
+ def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., signal_name: _Optional[str] = ..., signal_id: _Optional[int] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., package_info: _Optional[_Iterable[_Union[PackageInfo, _Mapping]]] = ..., signal_info_l2: _Optional[_Iterable[_Union[SignalInfoL2, _Mapping]]] = ...) -> None: ...
3296
+
3297
+ class NewSignalParamsReq(_message.Message):
3298
+ __slots__ = ("msg_type", "last_timestamp", "request_id", "instrument_id", "signal_name", "text", "signal_params", "signal_template_id", "package_info", "signal_info_l2", "node_name")
3299
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3300
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
3301
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3302
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
3303
+ SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
3304
+ TEXT_FIELD_NUMBER: _ClassVar[int]
3305
+ SIGNAL_PARAMS_FIELD_NUMBER: _ClassVar[int]
3306
+ SIGNAL_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
3307
+ PACKAGE_INFO_FIELD_NUMBER: _ClassVar[int]
3308
+ SIGNAL_INFO_L2_FIELD_NUMBER: _ClassVar[int]
3309
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
3310
+ msg_type: int
3311
+ last_timestamp: int
3312
+ request_id: str
3313
+ instrument_id: str
3314
+ signal_name: str
3315
+ text: str
3316
+ signal_params: str
3317
+ signal_template_id: str
3318
+ package_info: _containers.RepeatedCompositeFieldContainer[PackageInfo]
3319
+ signal_info_l2: _containers.RepeatedCompositeFieldContainer[SignalInfoL2]
3320
+ node_name: str
3321
+ def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., signal_name: _Optional[str] = ..., text: _Optional[str] = ..., signal_params: _Optional[str] = ..., signal_template_id: _Optional[str] = ..., package_info: _Optional[_Iterable[_Union[PackageInfo, _Mapping]]] = ..., signal_info_l2: _Optional[_Iterable[_Union[SignalInfoL2, _Mapping]]] = ..., node_name: _Optional[str] = ...) -> None: ...
3322
+
3323
+ class NewSignalParamsRsp(_message.Message):
3324
+ __slots__ = ("msg_type", "last_timestamp", "request_id", "status", "text")
3325
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3326
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
3327
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3328
+ STATUS_FIELD_NUMBER: _ClassVar[int]
3329
+ TEXT_FIELD_NUMBER: _ClassVar[int]
3330
+ msg_type: int
3331
+ last_timestamp: int
3332
+ request_id: str
3333
+ status: int
3334
+ text: str
3335
+ def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
3336
+
3337
+ class UpdateSignalGlobalParamsReq(_message.Message):
3338
+ __slots__ = ("msg_type", "last_timestamp", "request_id", "signal_template_id", "text", "signal_params")
3339
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3340
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
3341
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3342
+ SIGNAL_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
3343
+ TEXT_FIELD_NUMBER: _ClassVar[int]
3344
+ SIGNAL_PARAMS_FIELD_NUMBER: _ClassVar[int]
3345
+ msg_type: int
3346
+ last_timestamp: int
3347
+ request_id: str
3348
+ signal_template_id: str
3349
+ text: str
3350
+ signal_params: str
3351
+ def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., signal_template_id: _Optional[str] = ..., text: _Optional[str] = ..., signal_params: _Optional[str] = ...) -> None: ...
3352
+
3353
+ class UpdateSignalGlobalParamsRsp(_message.Message):
3354
+ __slots__ = ("msg_type", "last_timestamp", "signal_template_id", "status", "request_id", "text", "signal_params")
3355
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3356
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
3357
+ SIGNAL_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
3358
+ STATUS_FIELD_NUMBER: _ClassVar[int]
3359
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3360
+ TEXT_FIELD_NUMBER: _ClassVar[int]
3361
+ SIGNAL_PARAMS_FIELD_NUMBER: _ClassVar[int]
3362
+ msg_type: int
3363
+ last_timestamp: int
3364
+ signal_template_id: str
3365
+ status: int
3366
+ request_id: str
3367
+ text: str
3368
+ signal_params: str
3369
+ def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., signal_template_id: _Optional[str] = ..., status: _Optional[int] = ..., request_id: _Optional[str] = ..., text: _Optional[str] = ..., signal_params: _Optional[str] = ...) -> None: ...
3370
+
3371
+ class UpdateSignalGlobalParamsEvent(_message.Message):
3372
+ __slots__ = ("msg_type", "last_timestamp", "signal_template_id", "status", "text", "signal_params")
3373
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3374
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
3375
+ SIGNAL_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
3376
+ STATUS_FIELD_NUMBER: _ClassVar[int]
3377
+ TEXT_FIELD_NUMBER: _ClassVar[int]
3378
+ SIGNAL_PARAMS_FIELD_NUMBER: _ClassVar[int]
3379
+ msg_type: int
3380
+ last_timestamp: int
3381
+ signal_template_id: str
3382
+ status: int
3383
+ text: str
3384
+ signal_params: str
3385
+ def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., signal_template_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., signal_params: _Optional[str] = ...) -> None: ...
3386
+
3387
+ class UpdateCurrencyPriceReq(_message.Message):
3388
+ __slots__ = ("msg_type", "last_timestamp", "request_id", "currency_id", "currency_price", "text")
3389
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3390
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
3391
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3392
+ CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
3393
+ CURRENCY_PRICE_FIELD_NUMBER: _ClassVar[int]
3394
+ TEXT_FIELD_NUMBER: _ClassVar[int]
3395
+ msg_type: int
3396
+ last_timestamp: int
3397
+ request_id: str
3398
+ currency_id: str
3399
+ currency_price: int
3400
+ text: str
3401
+ def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., currency_id: _Optional[str] = ..., currency_price: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
3402
+
3403
+ class UpdateCurrencyPriceRsp(_message.Message):
3404
+ __slots__ = ("msg_type", "last_timestamp", "status", "request_id", "text")
3405
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3406
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
3407
+ STATUS_FIELD_NUMBER: _ClassVar[int]
3408
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3409
+ TEXT_FIELD_NUMBER: _ClassVar[int]
3410
+ msg_type: int
3411
+ last_timestamp: int
3412
+ status: int
3413
+ request_id: str
3414
+ text: str
3415
+ def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., status: _Optional[int] = ..., request_id: _Optional[str] = ..., text: _Optional[str] = ...) -> None: ...
3416
+
3417
+ class Instrument(_message.Message):
3418
+ __slots__ = ("instrument_id", "market", "security_id", "symbol", "instrument_type", "security_type", "lot_size", "price_tick", "contract_unit", "intraday_trading", "is_sub", "is_withdraw", "fund_etfpr_minnav", "withdraw_basket_volume", "long_posi_limit", "short_posi_limit", "intraday_open_limit", "max_up", "max_down", "underlying_instrument_id", "chain_codes", "fund_etfpr_estcash", "wind_market", "comments", "is_replace_price", "replace_price", "quote_currency_id", "settle_currency_id", "instrument_sub_type", "min_size", "max_size", "list_date", "delist_date", "settle_date", "total_share", "trade_date", "external_info", "pre_close_price")
3419
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
3420
+ MARKET_FIELD_NUMBER: _ClassVar[int]
3421
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
3422
+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
3423
+ INSTRUMENT_TYPE_FIELD_NUMBER: _ClassVar[int]
3424
+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
3425
+ LOT_SIZE_FIELD_NUMBER: _ClassVar[int]
3426
+ PRICE_TICK_FIELD_NUMBER: _ClassVar[int]
3427
+ CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
3428
+ INTRADAY_TRADING_FIELD_NUMBER: _ClassVar[int]
3429
+ IS_SUB_FIELD_NUMBER: _ClassVar[int]
3430
+ IS_WITHDRAW_FIELD_NUMBER: _ClassVar[int]
3431
+ FUND_ETFPR_MINNAV_FIELD_NUMBER: _ClassVar[int]
3432
+ WITHDRAW_BASKET_VOLUME_FIELD_NUMBER: _ClassVar[int]
3433
+ LONG_POSI_LIMIT_FIELD_NUMBER: _ClassVar[int]
3434
+ SHORT_POSI_LIMIT_FIELD_NUMBER: _ClassVar[int]
3435
+ INTRADAY_OPEN_LIMIT_FIELD_NUMBER: _ClassVar[int]
3436
+ MAX_UP_FIELD_NUMBER: _ClassVar[int]
3437
+ MAX_DOWN_FIELD_NUMBER: _ClassVar[int]
3438
+ UNDERLYING_INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
3439
+ CHAIN_CODES_FIELD_NUMBER: _ClassVar[int]
3440
+ FUND_ETFPR_ESTCASH_FIELD_NUMBER: _ClassVar[int]
3441
+ WIND_MARKET_FIELD_NUMBER: _ClassVar[int]
3442
+ COMMENTS_FIELD_NUMBER: _ClassVar[int]
3443
+ IS_REPLACE_PRICE_FIELD_NUMBER: _ClassVar[int]
3444
+ REPLACE_PRICE_FIELD_NUMBER: _ClassVar[int]
3445
+ QUOTE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
3446
+ SETTLE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
3447
+ INSTRUMENT_SUB_TYPE_FIELD_NUMBER: _ClassVar[int]
3448
+ MIN_SIZE_FIELD_NUMBER: _ClassVar[int]
3449
+ MAX_SIZE_FIELD_NUMBER: _ClassVar[int]
3450
+ LIST_DATE_FIELD_NUMBER: _ClassVar[int]
3451
+ DELIST_DATE_FIELD_NUMBER: _ClassVar[int]
3452
+ SETTLE_DATE_FIELD_NUMBER: _ClassVar[int]
3453
+ TOTAL_SHARE_FIELD_NUMBER: _ClassVar[int]
3454
+ TRADE_DATE_FIELD_NUMBER: _ClassVar[int]
3455
+ EXTERNAL_INFO_FIELD_NUMBER: _ClassVar[int]
3456
+ PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
3457
+ instrument_id: str
3458
+ market: str
3459
+ security_id: str
3460
+ symbol: str
3461
+ instrument_type: str
3462
+ security_type: str
3463
+ lot_size: int
3464
+ price_tick: float
3465
+ contract_unit: float
3466
+ intraday_trading: int
3467
+ is_sub: int
3468
+ is_withdraw: int
3469
+ fund_etfpr_minnav: int
3470
+ withdraw_basket_volume: int
3471
+ long_posi_limit: int
3472
+ short_posi_limit: int
3473
+ intraday_open_limit: int
3474
+ max_up: float
3475
+ max_down: float
3476
+ underlying_instrument_id: str
3477
+ chain_codes: _containers.RepeatedScalarFieldContainer[str]
3478
+ fund_etfpr_estcash: float
3479
+ wind_market: str
3480
+ comments: str
3481
+ is_replace_price: int
3482
+ replace_price: float
3483
+ quote_currency_id: str
3484
+ settle_currency_id: str
3485
+ instrument_sub_type: str
3486
+ min_size: int
3487
+ max_size: int
3488
+ list_date: str
3489
+ delist_date: str
3490
+ settle_date: str
3491
+ total_share: int
3492
+ trade_date: str
3493
+ external_info: str
3494
+ pre_close_price: float
3495
+ def __init__(self, instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., symbol: _Optional[str] = ..., instrument_type: _Optional[str] = ..., security_type: _Optional[str] = ..., lot_size: _Optional[int] = ..., price_tick: _Optional[float] = ..., contract_unit: _Optional[float] = ..., intraday_trading: _Optional[int] = ..., is_sub: _Optional[int] = ..., is_withdraw: _Optional[int] = ..., fund_etfpr_minnav: _Optional[int] = ..., withdraw_basket_volume: _Optional[int] = ..., long_posi_limit: _Optional[int] = ..., short_posi_limit: _Optional[int] = ..., intraday_open_limit: _Optional[int] = ..., max_up: _Optional[float] = ..., max_down: _Optional[float] = ..., underlying_instrument_id: _Optional[str] = ..., chain_codes: _Optional[_Iterable[str]] = ..., fund_etfpr_estcash: _Optional[float] = ..., wind_market: _Optional[str] = ..., comments: _Optional[str] = ..., is_replace_price: _Optional[int] = ..., replace_price: _Optional[float] = ..., quote_currency_id: _Optional[str] = ..., settle_currency_id: _Optional[str] = ..., instrument_sub_type: _Optional[str] = ..., min_size: _Optional[int] = ..., max_size: _Optional[int] = ..., list_date: _Optional[str] = ..., delist_date: _Optional[str] = ..., settle_date: _Optional[str] = ..., total_share: _Optional[int] = ..., trade_date: _Optional[str] = ..., external_info: _Optional[str] = ..., pre_close_price: _Optional[float] = ...) -> None: ...
3496
+
3497
+ class QryInstrumentReq(_message.Message):
3498
+ __slots__ = ("msg_type", "request_id", "instrument_id", "basket_instrument_id", "market_list")
3499
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3500
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3501
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
3502
+ BASKET_INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
3503
+ MARKET_LIST_FIELD_NUMBER: _ClassVar[int]
3504
+ msg_type: int
3505
+ request_id: str
3506
+ instrument_id: str
3507
+ basket_instrument_id: str
3508
+ market_list: _containers.RepeatedScalarFieldContainer[str]
3509
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., basket_instrument_id: _Optional[str] = ..., market_list: _Optional[_Iterable[str]] = ...) -> None: ...
3510
+
3511
+ class QryInstrumentRsp(_message.Message):
3512
+ __slots__ = ("msg_type", "request_id", "status", "reason", "is_last", "data")
3513
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3514
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3515
+ STATUS_FIELD_NUMBER: _ClassVar[int]
3516
+ REASON_FIELD_NUMBER: _ClassVar[int]
3517
+ IS_LAST_FIELD_NUMBER: _ClassVar[int]
3518
+ DATA_FIELD_NUMBER: _ClassVar[int]
3519
+ msg_type: int
3520
+ request_id: str
3521
+ status: int
3522
+ reason: str
3523
+ is_last: bool
3524
+ data: _containers.RepeatedCompositeFieldContainer[Instrument]
3525
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., is_last: bool = ..., data: _Optional[_Iterable[_Union[Instrument, _Mapping]]] = ...) -> None: ...
3526
+
3527
+ class StrategyInstrument(_message.Message):
3528
+ __slots__ = ("instrument_id", "market", "security_id", "sod_qty", "sod_amount")
3529
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
3530
+ MARKET_FIELD_NUMBER: _ClassVar[int]
3531
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
3532
+ SOD_QTY_FIELD_NUMBER: _ClassVar[int]
3533
+ SOD_AMOUNT_FIELD_NUMBER: _ClassVar[int]
3534
+ instrument_id: str
3535
+ market: str
3536
+ security_id: str
3537
+ sod_qty: int
3538
+ sod_amount: float
3539
+ def __init__(self, instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., sod_qty: _Optional[int] = ..., sod_amount: _Optional[float] = ...) -> None: ...
3540
+
3541
+ class StrategyInfo(_message.Message):
3542
+ __slots__ = ("strategy_id", "strategy_name", "book_id", "status", "comment", "node_id", "node_name", "account_id", "trade_date", "params", "monitor_params", "signal_id", "signal_name", "strategy_instruments", "target_qty", "counter_id", "counter_account_id", "default_params")
3543
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
3544
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
3545
+ BOOK_ID_FIELD_NUMBER: _ClassVar[int]
3546
+ STATUS_FIELD_NUMBER: _ClassVar[int]
3547
+ COMMENT_FIELD_NUMBER: _ClassVar[int]
3548
+ NODE_ID_FIELD_NUMBER: _ClassVar[int]
3549
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
3550
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
3551
+ TRADE_DATE_FIELD_NUMBER: _ClassVar[int]
3552
+ PARAMS_FIELD_NUMBER: _ClassVar[int]
3553
+ MONITOR_PARAMS_FIELD_NUMBER: _ClassVar[int]
3554
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
3555
+ SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
3556
+ STRATEGY_INSTRUMENTS_FIELD_NUMBER: _ClassVar[int]
3557
+ TARGET_QTY_FIELD_NUMBER: _ClassVar[int]
3558
+ COUNTER_ID_FIELD_NUMBER: _ClassVar[int]
3559
+ COUNTER_ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
3560
+ DEFAULT_PARAMS_FIELD_NUMBER: _ClassVar[int]
3561
+ strategy_id: int
3562
+ strategy_name: str
3563
+ book_id: str
3564
+ status: str
3565
+ comment: str
3566
+ node_id: int
3567
+ node_name: str
3568
+ account_id: str
3569
+ trade_date: str
3570
+ params: str
3571
+ monitor_params: str
3572
+ signal_id: int
3573
+ signal_name: str
3574
+ strategy_instruments: _containers.RepeatedCompositeFieldContainer[StrategyInstrument]
3575
+ target_qty: int
3576
+ counter_id: str
3577
+ counter_account_id: str
3578
+ default_params: str
3579
+ def __init__(self, strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., book_id: _Optional[str] = ..., status: _Optional[str] = ..., comment: _Optional[str] = ..., node_id: _Optional[int] = ..., node_name: _Optional[str] = ..., account_id: _Optional[str] = ..., trade_date: _Optional[str] = ..., params: _Optional[str] = ..., monitor_params: _Optional[str] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., strategy_instruments: _Optional[_Iterable[_Union[StrategyInstrument, _Mapping]]] = ..., target_qty: _Optional[int] = ..., counter_id: _Optional[str] = ..., counter_account_id: _Optional[str] = ..., default_params: _Optional[str] = ...) -> None: ...
3580
+
3581
+ class QryStrategyInfoReq(_message.Message):
3582
+ __slots__ = ("msg_type", "node_name", "request_id", "strategy_id")
3583
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3584
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
3585
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3586
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
3587
+ msg_type: int
3588
+ node_name: str
3589
+ request_id: str
3590
+ strategy_id: int
3591
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., request_id: _Optional[str] = ..., strategy_id: _Optional[int] = ...) -> None: ...
3592
+
3593
+ class QryStrategyInfoRsp(_message.Message):
3594
+ __slots__ = ("msg_type", "request_id", "status", "reason", "is_last", "data")
3595
+ class StrategyInfoData(_message.Message):
3596
+ __slots__ = ("strategy_template_id", "global_params", "strategy_list", "params_schema", "global_params_schema", "monitor_params_schema", "strategy_template_type")
3597
+ STRATEGY_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
3598
+ GLOBAL_PARAMS_FIELD_NUMBER: _ClassVar[int]
3599
+ STRATEGY_LIST_FIELD_NUMBER: _ClassVar[int]
3600
+ PARAMS_SCHEMA_FIELD_NUMBER: _ClassVar[int]
3601
+ GLOBAL_PARAMS_SCHEMA_FIELD_NUMBER: _ClassVar[int]
3602
+ MONITOR_PARAMS_SCHEMA_FIELD_NUMBER: _ClassVar[int]
3603
+ STRATEGY_TEMPLATE_TYPE_FIELD_NUMBER: _ClassVar[int]
3604
+ strategy_template_id: str
3605
+ global_params: str
3606
+ strategy_list: _containers.RepeatedCompositeFieldContainer[StrategyInfo]
3607
+ params_schema: str
3608
+ global_params_schema: str
3609
+ monitor_params_schema: str
3610
+ strategy_template_type: str
3611
+ def __init__(self, strategy_template_id: _Optional[str] = ..., global_params: _Optional[str] = ..., strategy_list: _Optional[_Iterable[_Union[StrategyInfo, _Mapping]]] = ..., params_schema: _Optional[str] = ..., global_params_schema: _Optional[str] = ..., monitor_params_schema: _Optional[str] = ..., strategy_template_type: _Optional[str] = ...) -> None: ...
3612
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3613
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3614
+ STATUS_FIELD_NUMBER: _ClassVar[int]
3615
+ REASON_FIELD_NUMBER: _ClassVar[int]
3616
+ IS_LAST_FIELD_NUMBER: _ClassVar[int]
3617
+ DATA_FIELD_NUMBER: _ClassVar[int]
3618
+ msg_type: int
3619
+ request_id: str
3620
+ status: int
3621
+ reason: str
3622
+ is_last: bool
3623
+ data: _containers.RepeatedCompositeFieldContainer[QryStrategyInfoRsp.StrategyInfoData]
3624
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., is_last: bool = ..., data: _Optional[_Iterable[_Union[QryStrategyInfoRsp.StrategyInfoData, _Mapping]]] = ...) -> None: ...
3625
+
3626
+ class PackageInfo(_message.Message):
3627
+ __slots__ = ("instrument_id", "component_instrument_id", "component_qty", "is_sub_cash_replace", "is_sub_cash_replace_amount", "is_withdraw_cash", "is_withdraw_cash_replace_amount")
3628
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
3629
+ COMPONENT_INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
3630
+ COMPONENT_QTY_FIELD_NUMBER: _ClassVar[int]
3631
+ IS_SUB_CASH_REPLACE_FIELD_NUMBER: _ClassVar[int]
3632
+ IS_SUB_CASH_REPLACE_AMOUNT_FIELD_NUMBER: _ClassVar[int]
3633
+ IS_WITHDRAW_CASH_FIELD_NUMBER: _ClassVar[int]
3634
+ IS_WITHDRAW_CASH_REPLACE_AMOUNT_FIELD_NUMBER: _ClassVar[int]
3635
+ instrument_id: str
3636
+ component_instrument_id: str
3637
+ component_qty: int
3638
+ is_sub_cash_replace: int
3639
+ is_sub_cash_replace_amount: float
3640
+ is_withdraw_cash: int
3641
+ is_withdraw_cash_replace_amount: float
3642
+ def __init__(self, instrument_id: _Optional[str] = ..., component_instrument_id: _Optional[str] = ..., component_qty: _Optional[int] = ..., is_sub_cash_replace: _Optional[int] = ..., is_sub_cash_replace_amount: _Optional[float] = ..., is_withdraw_cash: _Optional[int] = ..., is_withdraw_cash_replace_amount: _Optional[float] = ...) -> None: ...
3643
+
3644
+ class SignalInfo(_message.Message):
3645
+ __slots__ = ("signal_id", "signal_name", "instrument_id", "instrument_type", "market", "security_id", "status", "comment", "node_id", "node_name", "trade_date", "fund_etfpr_minnav", "fund_etfpr_estcash", "params", "package_info", "signal_info_l2")
3646
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
3647
+ SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
3648
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
3649
+ INSTRUMENT_TYPE_FIELD_NUMBER: _ClassVar[int]
3650
+ MARKET_FIELD_NUMBER: _ClassVar[int]
3651
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
3652
+ STATUS_FIELD_NUMBER: _ClassVar[int]
3653
+ COMMENT_FIELD_NUMBER: _ClassVar[int]
3654
+ NODE_ID_FIELD_NUMBER: _ClassVar[int]
3655
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
3656
+ TRADE_DATE_FIELD_NUMBER: _ClassVar[int]
3657
+ FUND_ETFPR_MINNAV_FIELD_NUMBER: _ClassVar[int]
3658
+ FUND_ETFPR_ESTCASH_FIELD_NUMBER: _ClassVar[int]
3659
+ PARAMS_FIELD_NUMBER: _ClassVar[int]
3660
+ PACKAGE_INFO_FIELD_NUMBER: _ClassVar[int]
3661
+ SIGNAL_INFO_L2_FIELD_NUMBER: _ClassVar[int]
3662
+ signal_id: int
3663
+ signal_name: str
3664
+ instrument_id: str
3665
+ instrument_type: str
3666
+ market: str
3667
+ security_id: str
3668
+ status: str
3669
+ comment: str
3670
+ node_id: int
3671
+ node_name: str
3672
+ trade_date: str
3673
+ fund_etfpr_minnav: float
3674
+ fund_etfpr_estcash: float
3675
+ params: str
3676
+ package_info: _containers.RepeatedCompositeFieldContainer[PackageInfo]
3677
+ signal_info_l2: _containers.RepeatedCompositeFieldContainer[SignalInfoL2]
3678
+ def __init__(self, signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., instrument_id: _Optional[str] = ..., instrument_type: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., status: _Optional[str] = ..., comment: _Optional[str] = ..., node_id: _Optional[int] = ..., node_name: _Optional[str] = ..., trade_date: _Optional[str] = ..., fund_etfpr_minnav: _Optional[float] = ..., fund_etfpr_estcash: _Optional[float] = ..., params: _Optional[str] = ..., package_info: _Optional[_Iterable[_Union[PackageInfo, _Mapping]]] = ..., signal_info_l2: _Optional[_Iterable[_Union[SignalInfoL2, _Mapping]]] = ...) -> None: ...
3679
+
3680
+ class QrySignalInfoReq(_message.Message):
3681
+ __slots__ = ("msg_type", "request_id", "signal_id")
3682
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3683
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3684
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
3685
+ msg_type: int
3686
+ request_id: str
3687
+ signal_id: int
3688
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., signal_id: _Optional[int] = ...) -> None: ...
3689
+
3690
+ class QrySignalInfoRsp(_message.Message):
3691
+ __slots__ = ("msg_type", "request_id", "status", "reason", "is_last", "data")
3692
+ class SignalInfoData(_message.Message):
3693
+ __slots__ = ("signal_template_id", "global_params", "signal_list", "signal_template_type", "params_schema", "global_params_schema")
3694
+ SIGNAL_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
3695
+ GLOBAL_PARAMS_FIELD_NUMBER: _ClassVar[int]
3696
+ SIGNAL_LIST_FIELD_NUMBER: _ClassVar[int]
3697
+ SIGNAL_TEMPLATE_TYPE_FIELD_NUMBER: _ClassVar[int]
3698
+ PARAMS_SCHEMA_FIELD_NUMBER: _ClassVar[int]
3699
+ GLOBAL_PARAMS_SCHEMA_FIELD_NUMBER: _ClassVar[int]
3700
+ signal_template_id: str
3701
+ global_params: str
3702
+ signal_list: _containers.RepeatedCompositeFieldContainer[SignalInfo]
3703
+ signal_template_type: str
3704
+ params_schema: str
3705
+ global_params_schema: str
3706
+ def __init__(self, signal_template_id: _Optional[str] = ..., global_params: _Optional[str] = ..., signal_list: _Optional[_Iterable[_Union[SignalInfo, _Mapping]]] = ..., signal_template_type: _Optional[str] = ..., params_schema: _Optional[str] = ..., global_params_schema: _Optional[str] = ...) -> None: ...
3707
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3708
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3709
+ STATUS_FIELD_NUMBER: _ClassVar[int]
3710
+ REASON_FIELD_NUMBER: _ClassVar[int]
3711
+ IS_LAST_FIELD_NUMBER: _ClassVar[int]
3712
+ DATA_FIELD_NUMBER: _ClassVar[int]
3713
+ msg_type: int
3714
+ request_id: str
3715
+ status: int
3716
+ reason: str
3717
+ is_last: bool
3718
+ data: _containers.RepeatedCompositeFieldContainer[QrySignalInfoRsp.SignalInfoData]
3719
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., is_last: bool = ..., data: _Optional[_Iterable[_Union[QrySignalInfoRsp.SignalInfoData, _Mapping]]] = ...) -> None: ...
3720
+
3721
+ class Currency(_message.Message):
3722
+ __slots__ = ("currency_id", "fx_rate_cny", "comments", "update_time")
3723
+ CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
3724
+ FX_RATE_CNY_FIELD_NUMBER: _ClassVar[int]
3725
+ COMMENTS_FIELD_NUMBER: _ClassVar[int]
3726
+ UPDATE_TIME_FIELD_NUMBER: _ClassVar[int]
3727
+ currency_id: str
3728
+ fx_rate_cny: float
3729
+ comments: str
3730
+ update_time: str
3731
+ def __init__(self, currency_id: _Optional[str] = ..., fx_rate_cny: _Optional[float] = ..., comments: _Optional[str] = ..., update_time: _Optional[str] = ...) -> None: ...
3732
+
3733
+ class QryCurrencyReq(_message.Message):
3734
+ __slots__ = ("msg_type", "request_id")
3735
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3736
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3737
+ msg_type: int
3738
+ request_id: str
3739
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
3740
+
3741
+ class QryCurrencyRsp(_message.Message):
3742
+ __slots__ = ("msg_type", "request_id", "status", "reason", "is_last", "data")
3743
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3744
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3745
+ STATUS_FIELD_NUMBER: _ClassVar[int]
3746
+ REASON_FIELD_NUMBER: _ClassVar[int]
3747
+ IS_LAST_FIELD_NUMBER: _ClassVar[int]
3748
+ DATA_FIELD_NUMBER: _ClassVar[int]
3749
+ msg_type: int
3750
+ request_id: str
3751
+ status: int
3752
+ reason: str
3753
+ is_last: bool
3754
+ data: _containers.RepeatedCompositeFieldContainer[Currency]
3755
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., is_last: bool = ..., data: _Optional[_Iterable[_Union[Currency, _Mapping]]] = ...) -> None: ...
3756
+
3757
+ class Node(_message.Message):
3758
+ __slots__ = ("node_name", "data_center", "ip_address", "node_status", "comments", "network_delay", "quote_id", "node_id", "node_type")
3759
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
3760
+ DATA_CENTER_FIELD_NUMBER: _ClassVar[int]
3761
+ IP_ADDRESS_FIELD_NUMBER: _ClassVar[int]
3762
+ NODE_STATUS_FIELD_NUMBER: _ClassVar[int]
3763
+ COMMENTS_FIELD_NUMBER: _ClassVar[int]
3764
+ NETWORK_DELAY_FIELD_NUMBER: _ClassVar[int]
3765
+ QUOTE_ID_FIELD_NUMBER: _ClassVar[int]
3766
+ NODE_ID_FIELD_NUMBER: _ClassVar[int]
3767
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
3768
+ node_name: str
3769
+ data_center: str
3770
+ ip_address: str
3771
+ node_status: str
3772
+ comments: str
3773
+ network_delay: int
3774
+ quote_id: str
3775
+ node_id: int
3776
+ node_type: int
3777
+ def __init__(self, node_name: _Optional[str] = ..., data_center: _Optional[str] = ..., ip_address: _Optional[str] = ..., node_status: _Optional[str] = ..., comments: _Optional[str] = ..., network_delay: _Optional[int] = ..., quote_id: _Optional[str] = ..., node_id: _Optional[int] = ..., node_type: _Optional[int] = ...) -> None: ...
3778
+
3779
+ class QryNodeReq(_message.Message):
3780
+ __slots__ = ("msg_type", "request_id")
3781
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3782
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3783
+ msg_type: int
3784
+ request_id: str
3785
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
3786
+
3787
+ class QryNodeRsp(_message.Message):
3788
+ __slots__ = ("msg_type", "nodes", "status", "reason", "request_id")
3789
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3790
+ NODES_FIELD_NUMBER: _ClassVar[int]
3791
+ STATUS_FIELD_NUMBER: _ClassVar[int]
3792
+ REASON_FIELD_NUMBER: _ClassVar[int]
3793
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3794
+ msg_type: int
3795
+ nodes: _containers.RepeatedCompositeFieldContainer[Node]
3796
+ status: int
3797
+ reason: str
3798
+ request_id: str
3799
+ def __init__(self, msg_type: _Optional[int] = ..., nodes: _Optional[_Iterable[_Union[Node, _Mapping]]] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
3800
+
3801
+ class QuoteInstance(_message.Message):
3802
+ __slots__ = ("quote_id", "quote_type", "ip_address", "comments", "data_center", "node_status")
3803
+ QUOTE_ID_FIELD_NUMBER: _ClassVar[int]
3804
+ QUOTE_TYPE_FIELD_NUMBER: _ClassVar[int]
3805
+ IP_ADDRESS_FIELD_NUMBER: _ClassVar[int]
3806
+ COMMENTS_FIELD_NUMBER: _ClassVar[int]
3807
+ DATA_CENTER_FIELD_NUMBER: _ClassVar[int]
3808
+ NODE_STATUS_FIELD_NUMBER: _ClassVar[int]
3809
+ quote_id: str
3810
+ quote_type: str
3811
+ ip_address: str
3812
+ comments: str
3813
+ data_center: str
3814
+ node_status: str
3815
+ def __init__(self, quote_id: _Optional[str] = ..., quote_type: _Optional[str] = ..., ip_address: _Optional[str] = ..., comments: _Optional[str] = ..., data_center: _Optional[str] = ..., node_status: _Optional[str] = ...) -> None: ...
3816
+
3817
+ class RiskItem(_message.Message):
3818
+ __slots__ = ("account_id", "instrument_id", "status", "symbol", "single_order_qty", "long_posi_qty_up", "short_posi_qty_up", "prev_price_deviation", "last_price_deviation", "best_price_deviation", "posi_concentration", "fund_available", "total_buy_order_qty", "total_sell_order_qty", "total_buy_order_amt", "total_sell_order_amt", "total_buy_trade_qty", "total_sell_trade_qty", "total_buy_trade_amt", "total_sell_trade_amt", "total_buy_active_qty", "total_sell_active_qty", "total_buy_order_nums", "total_sell_order_nums", "warning_ratio")
3819
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
3820
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
3821
+ STATUS_FIELD_NUMBER: _ClassVar[int]
3822
+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
3823
+ SINGLE_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
3824
+ LONG_POSI_QTY_UP_FIELD_NUMBER: _ClassVar[int]
3825
+ SHORT_POSI_QTY_UP_FIELD_NUMBER: _ClassVar[int]
3826
+ PREV_PRICE_DEVIATION_FIELD_NUMBER: _ClassVar[int]
3827
+ LAST_PRICE_DEVIATION_FIELD_NUMBER: _ClassVar[int]
3828
+ BEST_PRICE_DEVIATION_FIELD_NUMBER: _ClassVar[int]
3829
+ POSI_CONCENTRATION_FIELD_NUMBER: _ClassVar[int]
3830
+ FUND_AVAILABLE_FIELD_NUMBER: _ClassVar[int]
3831
+ TOTAL_BUY_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
3832
+ TOTAL_SELL_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
3833
+ TOTAL_BUY_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
3834
+ TOTAL_SELL_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
3835
+ TOTAL_BUY_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
3836
+ TOTAL_SELL_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
3837
+ TOTAL_BUY_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
3838
+ TOTAL_SELL_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
3839
+ TOTAL_BUY_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
3840
+ TOTAL_SELL_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
3841
+ TOTAL_BUY_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
3842
+ TOTAL_SELL_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
3843
+ WARNING_RATIO_FIELD_NUMBER: _ClassVar[int]
3844
+ account_id: str
3845
+ instrument_id: str
3846
+ status: int
3847
+ symbol: str
3848
+ single_order_qty: int
3849
+ long_posi_qty_up: int
3850
+ short_posi_qty_up: int
3851
+ prev_price_deviation: float
3852
+ last_price_deviation: float
3853
+ best_price_deviation: float
3854
+ posi_concentration: float
3855
+ fund_available: float
3856
+ total_buy_order_qty: int
3857
+ total_sell_order_qty: int
3858
+ total_buy_order_amt: float
3859
+ total_sell_order_amt: float
3860
+ total_buy_trade_qty: int
3861
+ total_sell_trade_qty: int
3862
+ total_buy_trade_amt: float
3863
+ total_sell_trade_amt: float
3864
+ total_buy_active_qty: int
3865
+ total_sell_active_qty: int
3866
+ total_buy_order_nums: int
3867
+ total_sell_order_nums: int
3868
+ warning_ratio: float
3869
+ def __init__(self, account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., status: _Optional[int] = ..., symbol: _Optional[str] = ..., single_order_qty: _Optional[int] = ..., long_posi_qty_up: _Optional[int] = ..., short_posi_qty_up: _Optional[int] = ..., prev_price_deviation: _Optional[float] = ..., last_price_deviation: _Optional[float] = ..., best_price_deviation: _Optional[float] = ..., posi_concentration: _Optional[float] = ..., fund_available: _Optional[float] = ..., total_buy_order_qty: _Optional[int] = ..., total_sell_order_qty: _Optional[int] = ..., total_buy_order_amt: _Optional[float] = ..., total_sell_order_amt: _Optional[float] = ..., total_buy_trade_qty: _Optional[int] = ..., total_sell_trade_qty: _Optional[int] = ..., total_buy_trade_amt: _Optional[float] = ..., total_sell_trade_amt: _Optional[float] = ..., total_buy_active_qty: _Optional[int] = ..., total_sell_active_qty: _Optional[int] = ..., total_buy_order_nums: _Optional[int] = ..., total_sell_order_nums: _Optional[int] = ..., warning_ratio: _Optional[float] = ...) -> None: ...
3870
+
3871
+ class QryRiskItemReq(_message.Message):
3872
+ __slots__ = ("msg_type", "request_id", "account_id", "instrument_id")
3873
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3874
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3875
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
3876
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
3877
+ msg_type: int
3878
+ request_id: str
3879
+ account_id: _containers.RepeatedScalarFieldContainer[str]
3880
+ instrument_id: _containers.RepeatedScalarFieldContainer[str]
3881
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., account_id: _Optional[_Iterable[str]] = ..., instrument_id: _Optional[_Iterable[str]] = ...) -> None: ...
3882
+
3883
+ class QryRiskItemRsp(_message.Message):
3884
+ __slots__ = ("msg_type", "request_id", "status", "reason", "is_last", "data")
3885
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3886
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3887
+ STATUS_FIELD_NUMBER: _ClassVar[int]
3888
+ REASON_FIELD_NUMBER: _ClassVar[int]
3889
+ IS_LAST_FIELD_NUMBER: _ClassVar[int]
3890
+ DATA_FIELD_NUMBER: _ClassVar[int]
3891
+ msg_type: int
3892
+ request_id: str
3893
+ status: int
3894
+ reason: str
3895
+ is_last: bool
3896
+ data: _containers.RepeatedCompositeFieldContainer[RiskItem]
3897
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., is_last: bool = ..., data: _Optional[_Iterable[_Union[RiskItem, _Mapping]]] = ...) -> None: ...
3898
+
3899
+ class RiskMarketParams(_message.Message):
3900
+ __slots__ = ("account_id", "market", "risk_code", "risk_name", "control_type", "control_point", "status", "set_value", "params", "comments", "create_by", "update_by", "create_time", "update_time")
3901
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
3902
+ MARKET_FIELD_NUMBER: _ClassVar[int]
3903
+ RISK_CODE_FIELD_NUMBER: _ClassVar[int]
3904
+ RISK_NAME_FIELD_NUMBER: _ClassVar[int]
3905
+ CONTROL_TYPE_FIELD_NUMBER: _ClassVar[int]
3906
+ CONTROL_POINT_FIELD_NUMBER: _ClassVar[int]
3907
+ STATUS_FIELD_NUMBER: _ClassVar[int]
3908
+ SET_VALUE_FIELD_NUMBER: _ClassVar[int]
3909
+ PARAMS_FIELD_NUMBER: _ClassVar[int]
3910
+ COMMENTS_FIELD_NUMBER: _ClassVar[int]
3911
+ CREATE_BY_FIELD_NUMBER: _ClassVar[int]
3912
+ UPDATE_BY_FIELD_NUMBER: _ClassVar[int]
3913
+ CREATE_TIME_FIELD_NUMBER: _ClassVar[int]
3914
+ UPDATE_TIME_FIELD_NUMBER: _ClassVar[int]
3915
+ account_id: str
3916
+ market: str
3917
+ risk_code: str
3918
+ risk_name: str
3919
+ control_type: str
3920
+ control_point: str
3921
+ status: int
3922
+ set_value: float
3923
+ params: str
3924
+ comments: str
3925
+ create_by: str
3926
+ update_by: str
3927
+ create_time: str
3928
+ update_time: str
3929
+ def __init__(self, account_id: _Optional[str] = ..., market: _Optional[str] = ..., risk_code: _Optional[str] = ..., risk_name: _Optional[str] = ..., control_type: _Optional[str] = ..., control_point: _Optional[str] = ..., status: _Optional[int] = ..., set_value: _Optional[float] = ..., params: _Optional[str] = ..., comments: _Optional[str] = ..., create_by: _Optional[str] = ..., update_by: _Optional[str] = ..., create_time: _Optional[str] = ..., update_time: _Optional[str] = ...) -> None: ...
3930
+
3931
+ class QryRiskMarketParamsReq(_message.Message):
3932
+ __slots__ = ("msg_type", "request_id", "account_id", "market")
3933
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3934
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3935
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
3936
+ MARKET_FIELD_NUMBER: _ClassVar[int]
3937
+ msg_type: int
3938
+ request_id: str
3939
+ account_id: _containers.RepeatedScalarFieldContainer[str]
3940
+ market: _containers.RepeatedScalarFieldContainer[str]
3941
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., account_id: _Optional[_Iterable[str]] = ..., market: _Optional[_Iterable[str]] = ...) -> None: ...
3942
+
3943
+ class QryRiskMarketParamsRsp(_message.Message):
3944
+ __slots__ = ("msg_type", "request_id", "status", "reason", "is_last", "data")
3945
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3946
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3947
+ STATUS_FIELD_NUMBER: _ClassVar[int]
3948
+ REASON_FIELD_NUMBER: _ClassVar[int]
3949
+ IS_LAST_FIELD_NUMBER: _ClassVar[int]
3950
+ DATA_FIELD_NUMBER: _ClassVar[int]
3951
+ msg_type: int
3952
+ request_id: str
3953
+ status: int
3954
+ reason: str
3955
+ is_last: bool
3956
+ data: _containers.RepeatedCompositeFieldContainer[RiskMarketParams]
3957
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., is_last: bool = ..., data: _Optional[_Iterable[_Union[RiskMarketParams, _Mapping]]] = ...) -> None: ...
3958
+
3959
+ class UpdateRiskMarketParamsReq(_message.Message):
3960
+ __slots__ = ("msg_type", "last_timestamp", "request_id", "operate_type", "risk_params", "account_id")
3961
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3962
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
3963
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3964
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
3965
+ RISK_PARAMS_FIELD_NUMBER: _ClassVar[int]
3966
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
3967
+ msg_type: int
3968
+ last_timestamp: int
3969
+ request_id: str
3970
+ operate_type: str
3971
+ risk_params: _containers.RepeatedCompositeFieldContainer[RiskMarketParams]
3972
+ account_id: str
3973
+ def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., risk_params: _Optional[_Iterable[_Union[RiskMarketParams, _Mapping]]] = ..., account_id: _Optional[str] = ...) -> None: ...
3974
+
3975
+ class UpdateRiskMarketParamsRsp(_message.Message):
3976
+ __slots__ = ("msg_type", "last_timestamp", "request_id", "operate_type", "status", "text", "risk_params")
3977
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3978
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
3979
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3980
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
3981
+ STATUS_FIELD_NUMBER: _ClassVar[int]
3982
+ TEXT_FIELD_NUMBER: _ClassVar[int]
3983
+ RISK_PARAMS_FIELD_NUMBER: _ClassVar[int]
3984
+ msg_type: int
3985
+ last_timestamp: int
3986
+ request_id: str
3987
+ operate_type: str
3988
+ status: int
3989
+ text: str
3990
+ risk_params: _containers.RepeatedCompositeFieldContainer[RiskMarketParams]
3991
+ def __init__(self, msg_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., risk_params: _Optional[_Iterable[_Union[RiskMarketParams, _Mapping]]] = ...) -> None: ...
3992
+
3993
+ class QryQuoteInstanceReq(_message.Message):
3994
+ __slots__ = ("msg_type", "request_id")
3995
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
3996
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
3997
+ msg_type: int
3998
+ request_id: str
3999
+ def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
4000
+
4001
+ class QryQuoteInstanceRsp(_message.Message):
4002
+ __slots__ = ("msg_type", "quote_instances", "status", "reason", "request_id")
4003
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
4004
+ QUOTE_INSTANCES_FIELD_NUMBER: _ClassVar[int]
4005
+ STATUS_FIELD_NUMBER: _ClassVar[int]
4006
+ REASON_FIELD_NUMBER: _ClassVar[int]
4007
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
4008
+ msg_type: int
4009
+ quote_instances: _containers.RepeatedCompositeFieldContainer[QuoteInstance]
4010
+ status: int
4011
+ reason: str
4012
+ request_id: str
4013
+ def __init__(self, msg_type: _Optional[int] = ..., quote_instances: _Optional[_Iterable[_Union[QuoteInstance, _Mapping]]] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
4014
+
4015
+ class SignalStatDetail(_message.Message):
4016
+ __slots__ = ("signal_id", "signal_name", "status", "text", "instrument_id", "md_type", "md_time", "signal_value", "last_price")
4017
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
4018
+ SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
4019
+ STATUS_FIELD_NUMBER: _ClassVar[int]
4020
+ TEXT_FIELD_NUMBER: _ClassVar[int]
4021
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
4022
+ MD_TYPE_FIELD_NUMBER: _ClassVar[int]
4023
+ MD_TIME_FIELD_NUMBER: _ClassVar[int]
4024
+ SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
4025
+ LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
4026
+ signal_id: int
4027
+ signal_name: str
4028
+ status: str
4029
+ text: str
4030
+ instrument_id: str
4031
+ md_type: int
4032
+ md_time: int
4033
+ signal_value: int
4034
+ last_price: int
4035
+ def __init__(self, signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., status: _Optional[str] = ..., text: _Optional[str] = ..., instrument_id: _Optional[str] = ..., md_type: _Optional[int] = ..., md_time: _Optional[int] = ..., signal_value: _Optional[int] = ..., last_price: _Optional[int] = ...) -> None: ...
4036
+
4037
+ class QrySignalStatReq(_message.Message):
4038
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "signal_id")
4039
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
4040
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
4041
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
4042
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
4043
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
4044
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
4045
+ msg_type: int
4046
+ node_name: str
4047
+ node_type: int
4048
+ last_timestamp: int
4049
+ request_id: str
4050
+ signal_id: int
4051
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., signal_id: _Optional[int] = ...) -> None: ...
4052
+
4053
+ class QrySignalStatRsp(_message.Message):
4054
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "signal_stat")
4055
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
4056
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
4057
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
4058
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
4059
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
4060
+ SIGNAL_STAT_FIELD_NUMBER: _ClassVar[int]
4061
+ msg_type: int
4062
+ node_name: str
4063
+ node_type: int
4064
+ last_timestamp: int
4065
+ request_id: str
4066
+ signal_stat: _containers.RepeatedCompositeFieldContainer[SignalStatDetail]
4067
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., signal_stat: _Optional[_Iterable[_Union[SignalStatDetail, _Mapping]]] = ...) -> None: ...
4068
+
4069
+ class SignalStatEvent(_message.Message):
4070
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "msg_sequence", "signal_id", "signal_name", "signal_stat")
4071
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
4072
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
4073
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
4074
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
4075
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
4076
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
4077
+ SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
4078
+ SIGNAL_STAT_FIELD_NUMBER: _ClassVar[int]
4079
+ msg_type: int
4080
+ node_name: str
4081
+ node_type: int
4082
+ last_timestamp: int
4083
+ msg_sequence: int
4084
+ signal_id: int
4085
+ signal_name: str
4086
+ signal_stat: _containers.RepeatedCompositeFieldContainer[SignalStatDetail]
4087
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., signal_stat: _Optional[_Iterable[_Union[SignalStatDetail, _Mapping]]] = ...) -> None: ...
4088
+
4089
+ class SignalQuoteData(_message.Message):
4090
+ __slots__ = ("id", "value")
4091
+ ID_FIELD_NUMBER: _ClassVar[int]
4092
+ VALUE_FIELD_NUMBER: _ClassVar[int]
4093
+ id: str
4094
+ value: int
4095
+ def __init__(self, id: _Optional[str] = ..., value: _Optional[int] = ...) -> None: ...
4096
+
4097
+ class SignalSnapshot(_message.Message):
4098
+ __slots__ = ("msg_type", "msg_sequence", "last_timestamp", "instrument_id", "security_id", "market", "security_type", "symbol", "md_date", "md_time", "signal_type", "signal_id", "signal_name", "signal_value", "signal_quote", "depth_quote")
4099
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
4100
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
4101
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
4102
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
4103
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
4104
+ MARKET_FIELD_NUMBER: _ClassVar[int]
4105
+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
4106
+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
4107
+ MD_DATE_FIELD_NUMBER: _ClassVar[int]
4108
+ MD_TIME_FIELD_NUMBER: _ClassVar[int]
4109
+ SIGNAL_TYPE_FIELD_NUMBER: _ClassVar[int]
4110
+ SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
4111
+ SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
4112
+ SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
4113
+ SIGNAL_QUOTE_FIELD_NUMBER: _ClassVar[int]
4114
+ DEPTH_QUOTE_FIELD_NUMBER: _ClassVar[int]
4115
+ msg_type: int
4116
+ msg_sequence: int
4117
+ last_timestamp: int
4118
+ instrument_id: str
4119
+ security_id: str
4120
+ market: str
4121
+ security_type: str
4122
+ symbol: str
4123
+ md_date: int
4124
+ md_time: int
4125
+ signal_type: int
4126
+ signal_id: int
4127
+ signal_name: str
4128
+ signal_value: int
4129
+ signal_quote: _containers.RepeatedCompositeFieldContainer[SignalQuoteData]
4130
+ depth_quote: _containers.RepeatedCompositeFieldContainer[QuoteLevelData]
4131
+ 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] = ..., 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: ...
4132
+
4133
+ class RCParam(_message.Message):
4134
+ __slots__ = ("msg_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")
4135
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
4136
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
4137
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
4138
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
4139
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
4140
+ MARKET_FIELD_NUMBER: _ClassVar[int]
4141
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
4142
+ BUY_ORDER_NUM_FIELD_NUMBER: _ClassVar[int]
4143
+ SELL_ORDER_NUM_FIELD_NUMBER: _ClassVar[int]
4144
+ BUY_CANCEL_NUM_FIELD_NUMBER: _ClassVar[int]
4145
+ SELL_CANCEL_NUM_FIELD_NUMBER: _ClassVar[int]
4146
+ BUY_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
4147
+ SELL_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
4148
+ BUY_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
4149
+ SELL_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
4150
+ BUY_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
4151
+ SELL_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
4152
+ BUY_ACTIVE_AMT_FIELD_NUMBER: _ClassVar[int]
4153
+ SELL_ACTIVE_AMT_FIELD_NUMBER: _ClassVar[int]
4154
+ BUY_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
4155
+ SELL_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
4156
+ BUY_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
4157
+ SELL_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
4158
+ msg_type: int
4159
+ msg_sequence: int
4160
+ last_timestamp: int
4161
+ account_id: str
4162
+ instrument_id: str
4163
+ market: str
4164
+ security_id: str
4165
+ buy_order_num: int
4166
+ sell_order_num: int
4167
+ buy_cancel_num: int
4168
+ sell_cancel_num: int
4169
+ buy_order_qty: int
4170
+ sell_order_qty: int
4171
+ buy_order_amt: float
4172
+ sell_order_amt: float
4173
+ buy_active_qty: int
4174
+ sell_active_qty: int
4175
+ buy_active_amt: float
4176
+ sell_active_amt: float
4177
+ buy_trade_qty: int
4178
+ sell_trade_qty: int
4179
+ buy_trade_amt: float
4180
+ sell_trade_amt: float
4181
+ def __init__(self, msg_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: ...