datahub_binary 1.4.8__cp312-cp312-manylinux_2_17_x86_64.manylinux2014_x86_64.whl

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@@ -0,0 +1,604 @@
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+ from google.protobuf.internal import containers as _containers
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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 OpUser(_message.Message):
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+ __slots__ = ("user_id", "party_id", "post_id", "datetime", "region_id", "ip", "mac", "sn", "uuid", "local_ip", "cpu", "sno", "pcn", "pi", "vol", "osv", "terminal_type", "text", "props")
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+ class PropsEntry(_message.Message):
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+ __slots__ = ("key", "value")
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+ KEY_FIELD_NUMBER: _ClassVar[int]
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+ VALUE_FIELD_NUMBER: _ClassVar[int]
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+ key: str
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+ value: str
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+ def __init__(self, key: _Optional[str] = ..., value: _Optional[str] = ...) -> None: ...
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+ USER_ID_FIELD_NUMBER: _ClassVar[int]
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+ PARTY_ID_FIELD_NUMBER: _ClassVar[int]
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+ POST_ID_FIELD_NUMBER: _ClassVar[int]
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+ DATETIME_FIELD_NUMBER: _ClassVar[int]
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+ REGION_ID_FIELD_NUMBER: _ClassVar[int]
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+ IP_FIELD_NUMBER: _ClassVar[int]
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+ MAC_FIELD_NUMBER: _ClassVar[int]
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+ SN_FIELD_NUMBER: _ClassVar[int]
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+ UUID_FIELD_NUMBER: _ClassVar[int]
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+ LOCAL_IP_FIELD_NUMBER: _ClassVar[int]
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+ CPU_FIELD_NUMBER: _ClassVar[int]
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+ SNO_FIELD_NUMBER: _ClassVar[int]
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+ PCN_FIELD_NUMBER: _ClassVar[int]
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+ PI_FIELD_NUMBER: _ClassVar[int]
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+ VOL_FIELD_NUMBER: _ClassVar[int]
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+ OSV_FIELD_NUMBER: _ClassVar[int]
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+ TERMINAL_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ TEXT_FIELD_NUMBER: _ClassVar[int]
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+ PROPS_FIELD_NUMBER: _ClassVar[int]
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+ user_id: str
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+ party_id: str
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+ post_id: str
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+ datetime: str
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+ region_id: int
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+ ip: str
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+ mac: str
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+ sn: str
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+ uuid: str
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+ local_ip: str
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+ cpu: str
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+ sno: str
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+ pcn: str
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+ pi: str
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+ vol: str
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+ osv: str
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+ terminal_type: str
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+ text: str
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+ props: _containers.ScalarMap[str, str]
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+ def __init__(self, user_id: _Optional[str] = ..., party_id: _Optional[str] = ..., post_id: _Optional[str] = ..., datetime: _Optional[str] = ..., region_id: _Optional[int] = ..., ip: _Optional[str] = ..., mac: _Optional[str] = ..., sn: _Optional[str] = ..., uuid: _Optional[str] = ..., local_ip: _Optional[str] = ..., cpu: _Optional[str] = ..., sno: _Optional[str] = ..., pcn: _Optional[str] = ..., pi: _Optional[str] = ..., vol: _Optional[str] = ..., osv: _Optional[str] = ..., terminal_type: _Optional[str] = ..., text: _Optional[str] = ..., props: _Optional[_Mapping[str, str]] = ...) -> None: ...
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+
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+ class OpStatus(_message.Message):
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+ __slots__ = ("status", "reason", "data")
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+ STATUS_FIELD_NUMBER: _ClassVar[int]
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+ REASON_FIELD_NUMBER: _ClassVar[int]
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+ DATA_FIELD_NUMBER: _ClassVar[int]
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+ status: int
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+ reason: str
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+ data: str
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+ def __init__(self, status: _Optional[int] = ..., reason: _Optional[str] = ..., data: _Optional[str] = ...) -> None: ...
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+
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+ class PackageInfo(_message.Message):
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+ __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")
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+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
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+ COMPONENT_INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
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+ COMPONENT_QTY_FIELD_NUMBER: _ClassVar[int]
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+ IS_SUB_CASH_REPLACE_FIELD_NUMBER: _ClassVar[int]
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+ IS_SUB_CASH_REPLACE_AMOUNT_FIELD_NUMBER: _ClassVar[int]
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+ IS_WITHDRAW_CASH_FIELD_NUMBER: _ClassVar[int]
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+ IS_WITHDRAW_CASH_REPLACE_AMOUNT_FIELD_NUMBER: _ClassVar[int]
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+ instrument_id: str
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+ component_instrument_id: str
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+ component_qty: int
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+ is_sub_cash_replace: int
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+ is_sub_cash_replace_amount: float
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+ is_withdraw_cash: int
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+ is_withdraw_cash_replace_amount: float
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+ 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: ...
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+
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+ class SignalInfoL2(_message.Message):
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+ __slots__ = ("l2_signal_id", "source_signal_id", "l2_signal_name", "comments", "weight", "source_signal_name")
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+ L2_SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
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+ SOURCE_SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
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+ L2_SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
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+ COMMENTS_FIELD_NUMBER: _ClassVar[int]
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+ WEIGHT_FIELD_NUMBER: _ClassVar[int]
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+ SOURCE_SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
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+ l2_signal_id: int
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+ source_signal_id: int
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+ l2_signal_name: str
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+ comments: str
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+ weight: float
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+ source_signal_name: str
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+ 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: ...
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+
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+ class Currency(_message.Message):
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+ __slots__ = ("currency_id", "fx_rate_cny", "comments", "update_time")
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+ CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
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+ FX_RATE_CNY_FIELD_NUMBER: _ClassVar[int]
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+ COMMENTS_FIELD_NUMBER: _ClassVar[int]
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+ UPDATE_TIME_FIELD_NUMBER: _ClassVar[int]
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+ currency_id: str
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+ fx_rate_cny: float
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+ comments: str
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+ update_time: str
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+ def __init__(self, currency_id: _Optional[str] = ..., fx_rate_cny: _Optional[float] = ..., comments: _Optional[str] = ..., update_time: _Optional[str] = ...) -> None: ...
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+
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+ class Instrument(_message.Message):
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+ __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", "total_share", "posi_qty_ratio_limit", "price_cage", "instrument_sub_type", "min_size", "max_size", "list_date", "delist_date", "settle_date")
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+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
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+ MARKET_FIELD_NUMBER: _ClassVar[int]
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+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
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+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
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+ INSTRUMENT_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ LOT_SIZE_FIELD_NUMBER: _ClassVar[int]
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+ PRICE_TICK_FIELD_NUMBER: _ClassVar[int]
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+ CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
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+ INTRADAY_TRADING_FIELD_NUMBER: _ClassVar[int]
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+ IS_SUB_FIELD_NUMBER: _ClassVar[int]
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+ IS_WITHDRAW_FIELD_NUMBER: _ClassVar[int]
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+ FUND_ETFPR_MINNAV_FIELD_NUMBER: _ClassVar[int]
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+ WITHDRAW_BASKET_VOLUME_FIELD_NUMBER: _ClassVar[int]
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+ LONG_POSI_LIMIT_FIELD_NUMBER: _ClassVar[int]
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+ SHORT_POSI_LIMIT_FIELD_NUMBER: _ClassVar[int]
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+ INTRADAY_OPEN_LIMIT_FIELD_NUMBER: _ClassVar[int]
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+ MAX_UP_FIELD_NUMBER: _ClassVar[int]
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+ MAX_DOWN_FIELD_NUMBER: _ClassVar[int]
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+ UNDERLYING_INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
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+ CHAIN_CODES_FIELD_NUMBER: _ClassVar[int]
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+ FUND_ETFPR_ESTCASH_FIELD_NUMBER: _ClassVar[int]
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+ WIND_MARKET_FIELD_NUMBER: _ClassVar[int]
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+ COMMENTS_FIELD_NUMBER: _ClassVar[int]
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+ IS_REPLACE_PRICE_FIELD_NUMBER: _ClassVar[int]
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+ REPLACE_PRICE_FIELD_NUMBER: _ClassVar[int]
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+ QUOTE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
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+ SETTLE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
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+ TOTAL_SHARE_FIELD_NUMBER: _ClassVar[int]
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+ POSI_QTY_RATIO_LIMIT_FIELD_NUMBER: _ClassVar[int]
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+ PRICE_CAGE_FIELD_NUMBER: _ClassVar[int]
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+ INSTRUMENT_SUB_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ MIN_SIZE_FIELD_NUMBER: _ClassVar[int]
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+ MAX_SIZE_FIELD_NUMBER: _ClassVar[int]
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+ LIST_DATE_FIELD_NUMBER: _ClassVar[int]
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+ DELIST_DATE_FIELD_NUMBER: _ClassVar[int]
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+ SETTLE_DATE_FIELD_NUMBER: _ClassVar[int]
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+ instrument_id: str
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+ market: str
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+ security_id: str
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+ symbol: str
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+ instrument_type: str
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+ security_type: str
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+ lot_size: int
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+ price_tick: float
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+ contract_unit: float
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+ intraday_trading: int
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+ is_sub: int
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+ is_withdraw: int
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+ fund_etfpr_minnav: int
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+ withdraw_basket_volume: int
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+ long_posi_limit: int
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+ short_posi_limit: int
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+ intraday_open_limit: int
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+ max_up: float
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+ max_down: float
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+ underlying_instrument_id: str
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+ chain_codes: _containers.RepeatedScalarFieldContainer[str]
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+ fund_etfpr_estcash: float
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+ wind_market: str
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+ comments: str
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+ is_replace_price: int
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+ replace_price: float
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+ quote_currency_id: str
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+ settle_currency_id: str
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+ total_share: int
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+ posi_qty_ratio_limit: float
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+ price_cage: float
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+ instrument_sub_type: str
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+ min_size: int
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+ max_size: int
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+ list_date: str
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+ delist_date: str
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+ settle_date: str
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+ 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] = ..., total_share: _Optional[int] = ..., posi_qty_ratio_limit: _Optional[float] = ..., price_cage: _Optional[float] = ..., 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] = ...) -> None: ...
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+
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+ class AlgoParams(_message.Message):
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+ __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")
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+ ALGO_NAME_FIELD_NUMBER: _ClassVar[int]
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+ BEGIN_TIME_FIELD_NUMBER: _ClassVar[int]
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+ END_TIME_FIELD_NUMBER: _ClassVar[int]
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+ DURATION_SECONDS_FIELD_NUMBER: _ClassVar[int]
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+ INTERVAL_SECONDS_FIELD_NUMBER: _ClassVar[int]
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+ ORDER_PRICE_LEVEL_FIELD_NUMBER: _ClassVar[int]
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+ SHIFT_PRICE_TICK_FIELD_NUMBER: _ClassVar[int]
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+ PRICE_LIMIT_FIELD_NUMBER: _ClassVar[int]
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+ MAX_ACTIVE_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
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+ PRICE_CAGE_FIELD_NUMBER: _ClassVar[int]
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+ CUSTOM_PARAM_FIELD_NUMBER: _ClassVar[int]
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+ EXPIRE_TIME_FIELD_NUMBER: _ClassVar[int]
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+ algo_name: str
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+ begin_time: int
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+ end_time: int
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+ duration_seconds: int
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+ interval_seconds: int
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+ order_price_level: int
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+ shift_price_tick: int
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+ price_limit: float
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+ max_active_order_nums: int
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+ price_cage: float
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+ custom_param: str
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+ expire_time: int
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+ 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: ...
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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", "business_type", "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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+ BUSINESS_TYPE_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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+ business_type: str
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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] = ..., business_type: _Optional[str] = ..., 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", "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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+ 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]
341
+ LAST_AMT_FIELD_NUMBER: _ClassVar[int]
342
+ MATCH_PLACE_FIELD_NUMBER: _ClassVar[int]
343
+ ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
344
+ ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
345
+ ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
346
+ USER_ID_FIELD_NUMBER: _ClassVar[int]
347
+ COUNTER_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
348
+ COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
349
+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
350
+ PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
351
+ BASKET_ID_FIELD_NUMBER: _ClassVar[int]
352
+ order_id: str
353
+ cl_order_id: str
354
+ order_date: int
355
+ order_time: int
356
+ trade_id: str
357
+ trade_time: int
358
+ order_type: int
359
+ side: int
360
+ position_effect: int
361
+ owner_type: int
362
+ security_id: str
363
+ market: str
364
+ security_type: str
365
+ instrument_id: str
366
+ appl_id: str
367
+ contract_unit: float
368
+ strategy_id: int
369
+ strategy_name: str
370
+ account_id: str
371
+ investor_id: str
372
+ business_type: str
373
+ last_qty: int
374
+ last_px: float
375
+ last_amt: float
376
+ match_place: int
377
+ algo_type: int
378
+ order_source: str
379
+ attachment: str
380
+ user_id: str
381
+ counter_cl_order_id: str
382
+ counter_order_id: str
383
+ symbol: str
384
+ parent_order_id: str
385
+ basket_id: str
386
+ 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] = ..., basket_id: _Optional[str] = ...) -> None: ...
387
+
388
+ class Fund(_message.Message):
389
+ __slots__ = ("account_id", "investor_id", "currency_id", "sod", "balance", "frozen", "available", "intraday", "trans_in", "trans_out", "version")
390
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
391
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
392
+ CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
393
+ SOD_FIELD_NUMBER: _ClassVar[int]
394
+ BALANCE_FIELD_NUMBER: _ClassVar[int]
395
+ FROZEN_FIELD_NUMBER: _ClassVar[int]
396
+ AVAILABLE_FIELD_NUMBER: _ClassVar[int]
397
+ INTRADAY_FIELD_NUMBER: _ClassVar[int]
398
+ TRANS_IN_FIELD_NUMBER: _ClassVar[int]
399
+ TRANS_OUT_FIELD_NUMBER: _ClassVar[int]
400
+ VERSION_FIELD_NUMBER: _ClassVar[int]
401
+ account_id: str
402
+ investor_id: str
403
+ currency_id: str
404
+ sod: float
405
+ balance: float
406
+ frozen: float
407
+ available: float
408
+ intraday: float
409
+ trans_in: float
410
+ trans_out: float
411
+ version: int
412
+ 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: ...
413
+
414
+ class Position(_message.Message):
415
+ __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", "cost_amt", "intraday_trading", "buy_in_nodeal")
416
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
417
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
418
+ MARKET_FIELD_NUMBER: _ClassVar[int]
419
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
420
+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
421
+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
422
+ POSI_SIDE_FIELD_NUMBER: _ClassVar[int]
423
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
424
+ SOD_FIELD_NUMBER: _ClassVar[int]
425
+ BALANCE_FIELD_NUMBER: _ClassVar[int]
426
+ AVAILABLE_FIELD_NUMBER: _ClassVar[int]
427
+ FROZEN_FIELD_NUMBER: _ClassVar[int]
428
+ BUY_IN_FIELD_NUMBER: _ClassVar[int]
429
+ SELL_OUT_FIELD_NUMBER: _ClassVar[int]
430
+ TRANS_IN_FIELD_NUMBER: _ClassVar[int]
431
+ TRANS_OUT_FIELD_NUMBER: _ClassVar[int]
432
+ TRANS_AVL_FIELD_NUMBER: _ClassVar[int]
433
+ APPLY_AVL_FIELD_NUMBER: _ClassVar[int]
434
+ COST_PRICE_FIELD_NUMBER: _ClassVar[int]
435
+ REALIZED_PNL_FIELD_NUMBER: _ClassVar[int]
436
+ VERSION_FIELD_NUMBER: _ClassVar[int]
437
+ COST_AMT_FIELD_NUMBER: _ClassVar[int]
438
+ INTRADAY_TRADING_FIELD_NUMBER: _ClassVar[int]
439
+ BUY_IN_NODEAL_FIELD_NUMBER: _ClassVar[int]
440
+ account_id: str
441
+ investor_id: str
442
+ market: str
443
+ security_id: str
444
+ security_type: str
445
+ symbol: str
446
+ posi_side: int
447
+ instrument_id: str
448
+ sod: int
449
+ balance: int
450
+ available: int
451
+ frozen: int
452
+ buy_in: int
453
+ sell_out: int
454
+ trans_in: int
455
+ trans_out: int
456
+ trans_avl: int
457
+ apply_avl: int
458
+ cost_price: float
459
+ realized_pnl: float
460
+ version: int
461
+ cost_amt: float
462
+ intraday_trading: int
463
+ buy_in_nodeal: int
464
+ 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] = ..., cost_amt: _Optional[float] = ..., intraday_trading: _Optional[int] = ..., buy_in_nodeal: _Optional[int] = ...) -> None: ...
465
+
466
+ class StrategyInstrument(_message.Message):
467
+ __slots__ = ("instrument_id", "market", "security_id", "sod_qty", "sod_amount")
468
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
469
+ MARKET_FIELD_NUMBER: _ClassVar[int]
470
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
471
+ SOD_QTY_FIELD_NUMBER: _ClassVar[int]
472
+ SOD_AMOUNT_FIELD_NUMBER: _ClassVar[int]
473
+ instrument_id: str
474
+ market: str
475
+ security_id: str
476
+ sod_qty: int
477
+ sod_amount: float
478
+ def __init__(self, instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., sod_qty: _Optional[int] = ..., sod_amount: _Optional[float] = ...) -> None: ...
479
+
480
+ class RiskItem(_message.Message):
481
+ __slots__ = ("account_id", "instrument_id", "status", "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")
482
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
483
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
484
+ STATUS_FIELD_NUMBER: _ClassVar[int]
485
+ SINGLE_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
486
+ LONG_POSI_QTY_UP_FIELD_NUMBER: _ClassVar[int]
487
+ SHORT_POSI_QTY_UP_FIELD_NUMBER: _ClassVar[int]
488
+ PREV_PRICE_DEVIATION_FIELD_NUMBER: _ClassVar[int]
489
+ LAST_PRICE_DEVIATION_FIELD_NUMBER: _ClassVar[int]
490
+ BEST_PRICE_DEVIATION_FIELD_NUMBER: _ClassVar[int]
491
+ POSI_CONCENTRATION_FIELD_NUMBER: _ClassVar[int]
492
+ FUND_AVAILABLE_FIELD_NUMBER: _ClassVar[int]
493
+ TOTAL_BUY_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
494
+ TOTAL_SELL_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
495
+ TOTAL_BUY_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
496
+ TOTAL_SELL_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
497
+ TOTAL_BUY_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
498
+ TOTAL_SELL_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
499
+ TOTAL_BUY_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
500
+ TOTAL_SELL_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
501
+ TOTAL_BUY_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
502
+ TOTAL_SELL_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
503
+ TOTAL_BUY_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
504
+ TOTAL_SELL_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
505
+ WARNING_RATIO_FIELD_NUMBER: _ClassVar[int]
506
+ account_id: str
507
+ instrument_id: str
508
+ status: int
509
+ single_order_qty: int
510
+ long_posi_qty_up: int
511
+ short_posi_qty_up: int
512
+ prev_price_deviation: float
513
+ last_price_deviation: float
514
+ best_price_deviation: float
515
+ posi_concentration: float
516
+ fund_available: float
517
+ total_buy_order_qty: int
518
+ total_sell_order_qty: int
519
+ total_buy_order_amt: float
520
+ total_sell_order_amt: float
521
+ total_buy_trade_qty: int
522
+ total_sell_trade_qty: int
523
+ total_buy_trade_amt: float
524
+ total_sell_trade_amt: float
525
+ total_buy_active_qty: int
526
+ total_sell_active_qty: int
527
+ total_buy_order_nums: int
528
+ total_sell_order_nums: int
529
+ warning_ratio: float
530
+ def __init__(self, account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., status: _Optional[int] = ..., 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: ...
531
+
532
+ class RiskMarketParams(_message.Message):
533
+ __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")
534
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
535
+ MARKET_FIELD_NUMBER: _ClassVar[int]
536
+ RISK_CODE_FIELD_NUMBER: _ClassVar[int]
537
+ RISK_NAME_FIELD_NUMBER: _ClassVar[int]
538
+ CONTROL_TYPE_FIELD_NUMBER: _ClassVar[int]
539
+ CONTROL_POINT_FIELD_NUMBER: _ClassVar[int]
540
+ STATUS_FIELD_NUMBER: _ClassVar[int]
541
+ SET_VALUE_FIELD_NUMBER: _ClassVar[int]
542
+ PARAMS_FIELD_NUMBER: _ClassVar[int]
543
+ COMMENTS_FIELD_NUMBER: _ClassVar[int]
544
+ CREATE_BY_FIELD_NUMBER: _ClassVar[int]
545
+ UPDATE_BY_FIELD_NUMBER: _ClassVar[int]
546
+ CREATE_TIME_FIELD_NUMBER: _ClassVar[int]
547
+ UPDATE_TIME_FIELD_NUMBER: _ClassVar[int]
548
+ account_id: str
549
+ market: str
550
+ risk_code: str
551
+ risk_name: str
552
+ control_type: str
553
+ control_point: str
554
+ status: int
555
+ set_value: float
556
+ params: str
557
+ comments: str
558
+ create_by: str
559
+ update_by: str
560
+ create_time: str
561
+ update_time: str
562
+ 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: ...
563
+
564
+ class TradingSession(_message.Message):
565
+ __slots__ = ("market", "time_slices")
566
+ class TimeSlice(_message.Message):
567
+ __slots__ = ("start_time", "end_time")
568
+ START_TIME_FIELD_NUMBER: _ClassVar[int]
569
+ END_TIME_FIELD_NUMBER: _ClassVar[int]
570
+ start_time: str
571
+ end_time: str
572
+ def __init__(self, start_time: _Optional[str] = ..., end_time: _Optional[str] = ...) -> None: ...
573
+ MARKET_FIELD_NUMBER: _ClassVar[int]
574
+ TIME_SLICES_FIELD_NUMBER: _ClassVar[int]
575
+ market: str
576
+ time_slices: _containers.RepeatedCompositeFieldContainer[TradingSession.TimeSlice]
577
+ def __init__(self, market: _Optional[str] = ..., time_slices: _Optional[_Iterable[_Union[TradingSession.TimeSlice, _Mapping]]] = ...) -> None: ...
578
+
579
+ class CounterAccount(_message.Message):
580
+ __slots__ = ("counter_id", "account_id", "investor_id", "investor_flag", "ip", "password", "props", "params")
581
+ class PropsEntry(_message.Message):
582
+ __slots__ = ("key", "value")
583
+ KEY_FIELD_NUMBER: _ClassVar[int]
584
+ VALUE_FIELD_NUMBER: _ClassVar[int]
585
+ key: str
586
+ value: str
587
+ def __init__(self, key: _Optional[str] = ..., value: _Optional[str] = ...) -> None: ...
588
+ COUNTER_ID_FIELD_NUMBER: _ClassVar[int]
589
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
590
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
591
+ INVESTOR_FLAG_FIELD_NUMBER: _ClassVar[int]
592
+ IP_FIELD_NUMBER: _ClassVar[int]
593
+ PASSWORD_FIELD_NUMBER: _ClassVar[int]
594
+ PROPS_FIELD_NUMBER: _ClassVar[int]
595
+ PARAMS_FIELD_NUMBER: _ClassVar[int]
596
+ counter_id: str
597
+ account_id: str
598
+ investor_id: str
599
+ investor_flag: str
600
+ ip: str
601
+ password: str
602
+ props: _containers.ScalarMap[str, str]
603
+ params: str
604
+ def __init__(self, counter_id: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., investor_flag: _Optional[str] = ..., ip: _Optional[str] = ..., password: _Optional[str] = ..., props: _Optional[_Mapping[str, str]] = ..., params: _Optional[str] = ...) -> None: ...