datahub_binary 1.4.8__cp312-cp312-manylinux_2_17_x86_64.manylinux2014_x86_64.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- datahub/protos/client_pb2.pyi +4181 -0
- datahub/protos/common_pb2.pyi +604 -0
- datahub/protos/management_pb2.pyi +444 -0
- datahub/protos/position_pb2.pyi +652 -0
- datahub/protos/query_pb2.pyi +310 -0
- datahub/protos/quote_pb2.pyi +488 -0
- datahub/protos/signal_pb2.pyi +295 -0
- datahub/protos/strategy_pb2.pyi +615 -0
- datahub/protos/trade_pb2.pyi +921 -0
- datahub.build/.gitignore +1 -0
- datahub.cpython-312-x86_64-linux-gnu.so +0 -0
- datahub.pyi +67 -0
- datahub_binary-1.4.8.dist-info/METADATA +22 -0
- datahub_binary-1.4.8.dist-info/RECORD +16 -0
- datahub_binary-1.4.8.dist-info/WHEEL +6 -0
- datahub_binary-1.4.8.dist-info/top_level.txt +1 -0
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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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DESCRIPTOR: _descriptor.FileDescriptor
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class QuoteLevelData(_message.Message):
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__slots__ = ("bid_price", "bid_volume", "ask_price", "ask_volume")
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BID_PRICE_FIELD_NUMBER: _ClassVar[int]
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BID_VOLUME_FIELD_NUMBER: _ClassVar[int]
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ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
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ASK_VOLUME_FIELD_NUMBER: _ClassVar[int]
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bid_price: int
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bid_volume: int
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ask_price: int
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ask_volume: int
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def __init__(self, bid_price: _Optional[int] = ..., bid_volume: _Optional[int] = ..., ask_price: _Optional[int] = ..., ask_volume: _Optional[int] = ...) -> None: ...
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class SignalQuoteData(_message.Message):
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__slots__ = ("id", "value")
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ID_FIELD_NUMBER: _ClassVar[int]
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VALUE_FIELD_NUMBER: _ClassVar[int]
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id: str
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value: int
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def __init__(self, id: _Optional[str] = ..., value: _Optional[int] = ...) -> None: ...
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class MDSnapshot(_message.Message):
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__slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "last_timestamp", "instrument_id", "market", "security_id", "security_type", "md_date", "md_time", "md_type", "last_price", "volume", "turnover", "high_price", "low_price", "open_price", "close_price", "pre_close_price", "up_limit", "down_limit", "iopv", "open_interest", "trade_nums", "status", "phase_code", "signal_value", "signal_id", "signal_name", "depth_quote")
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MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
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NODE_NAME_FIELD_NUMBER: _ClassVar[int]
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NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
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MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
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LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
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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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SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
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MD_DATE_FIELD_NUMBER: _ClassVar[int]
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MD_TIME_FIELD_NUMBER: _ClassVar[int]
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MD_TYPE_FIELD_NUMBER: _ClassVar[int]
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LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
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VOLUME_FIELD_NUMBER: _ClassVar[int]
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TURNOVER_FIELD_NUMBER: _ClassVar[int]
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HIGH_PRICE_FIELD_NUMBER: _ClassVar[int]
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LOW_PRICE_FIELD_NUMBER: _ClassVar[int]
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OPEN_PRICE_FIELD_NUMBER: _ClassVar[int]
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CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
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PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
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UP_LIMIT_FIELD_NUMBER: _ClassVar[int]
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DOWN_LIMIT_FIELD_NUMBER: _ClassVar[int]
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IOPV_FIELD_NUMBER: _ClassVar[int]
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OPEN_INTEREST_FIELD_NUMBER: _ClassVar[int]
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TRADE_NUMS_FIELD_NUMBER: _ClassVar[int]
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STATUS_FIELD_NUMBER: _ClassVar[int]
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PHASE_CODE_FIELD_NUMBER: _ClassVar[int]
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SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
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SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
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SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
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DEPTH_QUOTE_FIELD_NUMBER: _ClassVar[int]
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msg_type: int
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node_name: str
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node_type: int
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msg_sequence: int
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last_timestamp: 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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security_type: str
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md_date: int
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md_time: int
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md_type: int
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last_price: int
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volume: int
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turnover: int
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high_price: int
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low_price: int
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open_price: int
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close_price: int
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pre_close_price: int
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up_limit: int
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down_limit: int
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iopv: int
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open_interest: int
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trade_nums: int
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status: int
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phase_code: int
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signal_value: int
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signal_id: int
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signal_name: str
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depth_quote: _containers.RepeatedCompositeFieldContainer[QuoteLevelData]
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def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., security_type: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., md_type: _Optional[int] = ..., last_price: _Optional[int] = ..., volume: _Optional[int] = ..., turnover: _Optional[int] = ..., high_price: _Optional[int] = ..., low_price: _Optional[int] = ..., open_price: _Optional[int] = ..., close_price: _Optional[int] = ..., pre_close_price: _Optional[int] = ..., up_limit: _Optional[int] = ..., down_limit: _Optional[int] = ..., iopv: _Optional[int] = ..., open_interest: _Optional[int] = ..., trade_nums: _Optional[int] = ..., status: _Optional[int] = ..., phase_code: _Optional[int] = ..., signal_value: _Optional[int] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., depth_quote: _Optional[_Iterable[_Union[QuoteLevelData, _Mapping]]] = ...) -> None: ...
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class MDTransaction(_message.Message):
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__slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "last_timestamp", "instrument_id", "market", "security_id", "security_type", "md_date", "md_time", "trade_index", "trade_price", "trade_qty", "bs_flag", "ask_order_id", "bid_order_id", "trade_type", "channel_id", "biz_index", "status")
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MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
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NODE_NAME_FIELD_NUMBER: _ClassVar[int]
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NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
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MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
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LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
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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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SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
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MD_DATE_FIELD_NUMBER: _ClassVar[int]
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MD_TIME_FIELD_NUMBER: _ClassVar[int]
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TRADE_INDEX_FIELD_NUMBER: _ClassVar[int]
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TRADE_PRICE_FIELD_NUMBER: _ClassVar[int]
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TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
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BS_FLAG_FIELD_NUMBER: _ClassVar[int]
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ASK_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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BID_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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TRADE_TYPE_FIELD_NUMBER: _ClassVar[int]
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CHANNEL_ID_FIELD_NUMBER: _ClassVar[int]
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BIZ_INDEX_FIELD_NUMBER: _ClassVar[int]
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STATUS_FIELD_NUMBER: _ClassVar[int]
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msg_type: int
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node_name: str
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node_type: int
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msg_sequence: int
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last_timestamp: 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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security_type: str
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md_date: int
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md_time: int
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trade_index: int
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trade_price: int
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trade_qty: int
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bs_flag: str
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ask_order_id: int
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bid_order_id: int
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trade_type: str
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channel_id: int
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biz_index: int
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status: int
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def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., security_type: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., trade_index: _Optional[int] = ..., trade_price: _Optional[int] = ..., trade_qty: _Optional[int] = ..., bs_flag: _Optional[str] = ..., ask_order_id: _Optional[int] = ..., bid_order_id: _Optional[int] = ..., trade_type: _Optional[str] = ..., channel_id: _Optional[int] = ..., biz_index: _Optional[int] = ..., status: _Optional[int] = ...) -> None: ...
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class MDOrder(_message.Message):
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__slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "last_timestamp", "instrument_id", "market", "security_id", "security_type", "md_date", "md_time", "order_id", "bs_flag", "order_price", "order_qty", "order_type", "channel_id", "biz_index", "status")
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MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
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NODE_NAME_FIELD_NUMBER: _ClassVar[int]
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NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
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MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
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LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
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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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SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
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MD_DATE_FIELD_NUMBER: _ClassVar[int]
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MD_TIME_FIELD_NUMBER: _ClassVar[int]
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ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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BS_FLAG_FIELD_NUMBER: _ClassVar[int]
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ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
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ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
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ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
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CHANNEL_ID_FIELD_NUMBER: _ClassVar[int]
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BIZ_INDEX_FIELD_NUMBER: _ClassVar[int]
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STATUS_FIELD_NUMBER: _ClassVar[int]
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msg_type: int
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node_name: str
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node_type: int
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msg_sequence: int
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last_timestamp: 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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security_type: str
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md_date: int
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md_time: int
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order_id: int
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bs_flag: str
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order_price: int
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order_qty: int
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order_type: str
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channel_id: int
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biz_index: int
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status: int
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def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., security_type: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., order_id: _Optional[int] = ..., bs_flag: _Optional[str] = ..., order_price: _Optional[int] = ..., order_qty: _Optional[int] = ..., order_type: _Optional[str] = ..., channel_id: _Optional[int] = ..., biz_index: _Optional[int] = ..., status: _Optional[int] = ...) -> None: ...
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class RCParam(_message.Message):
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__slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "last_timestamp", "account_id", "instrument_id", "market", "security_id", "buy_order_num", "sell_order_num", "buy_cancel_num", "sell_cancel_num", "buy_order_qty", "sell_order_qty", "buy_order_amt", "sell_order_amt", "buy_active_qty", "sell_active_qty", "buy_active_amt", "sell_active_amt", "buy_trade_qty", "sell_trade_qty", "buy_trade_amt", "sell_trade_amt")
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MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
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NODE_NAME_FIELD_NUMBER: _ClassVar[int]
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NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
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MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
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LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
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ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
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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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BUY_ORDER_NUM_FIELD_NUMBER: _ClassVar[int]
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SELL_ORDER_NUM_FIELD_NUMBER: _ClassVar[int]
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BUY_CANCEL_NUM_FIELD_NUMBER: _ClassVar[int]
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SELL_CANCEL_NUM_FIELD_NUMBER: _ClassVar[int]
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BUY_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
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SELL_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
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BUY_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
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SELL_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
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BUY_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
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SELL_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
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BUY_ACTIVE_AMT_FIELD_NUMBER: _ClassVar[int]
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SELL_ACTIVE_AMT_FIELD_NUMBER: _ClassVar[int]
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BUY_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
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SELL_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
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BUY_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
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SELL_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
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msg_type: int
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node_name: str
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node_type: int
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msg_sequence: int
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last_timestamp: int
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account_id: str
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instrument_id: str
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market: str
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security_id: str
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buy_order_num: int
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sell_order_num: int
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buy_cancel_num: int
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sell_cancel_num: int
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buy_order_qty: int
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sell_order_qty: int
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buy_order_amt: float
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sell_order_amt: float
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buy_active_qty: int
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sell_active_qty: int
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buy_active_amt: float
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sell_active_amt: float
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buy_trade_qty: int
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sell_trade_qty: int
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buy_trade_amt: float
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sell_trade_amt: float
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def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., buy_order_num: _Optional[int] = ..., sell_order_num: _Optional[int] = ..., buy_cancel_num: _Optional[int] = ..., sell_cancel_num: _Optional[int] = ..., buy_order_qty: _Optional[int] = ..., sell_order_qty: _Optional[int] = ..., buy_order_amt: _Optional[float] = ..., sell_order_amt: _Optional[float] = ..., buy_active_qty: _Optional[int] = ..., sell_active_qty: _Optional[int] = ..., buy_active_amt: _Optional[float] = ..., sell_active_amt: _Optional[float] = ..., buy_trade_qty: _Optional[int] = ..., sell_trade_qty: _Optional[int] = ..., buy_trade_amt: _Optional[float] = ..., sell_trade_amt: _Optional[float] = ...) -> None: ...
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237
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+
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238
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+
class ETFQuoteSnapshot(_message.Message):
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239
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+
__slots__ = ("msg_type", "msg_sequence", "last_timestamp", "instrument_id", "security_id", "market", "currency_id", "security_type", "symbol", "constituent_nums", "suspension_nums", "up_limit_nums", "down_limit_nums", "bid_iopv", "ask_iopv", "iopv", "pre_close_iopv", "iopv_pct_change", "etf_last_price", "etf_bid_price", "etf_ask_price", "etf_pre_close_price", "etf_pct_change", "index_last_price", "index_pre_close_price", "index_pct_change", "index_deviation", "etf_deviation", "etf_bid_premium_rate", "etf_ask_premium_rate", "etf_premium_rate", "md_date", "md_time", "signal_id", "node_name", "node_type")
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240
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+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
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241
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+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
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242
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+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
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243
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+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
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244
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+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
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245
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+
MARKET_FIELD_NUMBER: _ClassVar[int]
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246
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+
CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
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247
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+
SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
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248
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+
SYMBOL_FIELD_NUMBER: _ClassVar[int]
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249
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+
CONSTITUENT_NUMS_FIELD_NUMBER: _ClassVar[int]
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250
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+
SUSPENSION_NUMS_FIELD_NUMBER: _ClassVar[int]
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251
|
+
UP_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
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252
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+
DOWN_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
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253
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+
BID_IOPV_FIELD_NUMBER: _ClassVar[int]
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254
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+
ASK_IOPV_FIELD_NUMBER: _ClassVar[int]
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255
|
+
IOPV_FIELD_NUMBER: _ClassVar[int]
|
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256
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+
PRE_CLOSE_IOPV_FIELD_NUMBER: _ClassVar[int]
|
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257
|
+
IOPV_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
|
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258
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+
ETF_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
|
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259
|
+
ETF_BID_PRICE_FIELD_NUMBER: _ClassVar[int]
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260
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+
ETF_ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
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261
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+
ETF_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
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262
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+
ETF_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
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263
|
+
INDEX_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
|
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264
|
+
INDEX_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
|
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265
|
+
INDEX_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
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266
|
+
INDEX_DEVIATION_FIELD_NUMBER: _ClassVar[int]
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267
|
+
ETF_DEVIATION_FIELD_NUMBER: _ClassVar[int]
|
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268
|
+
ETF_BID_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
|
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269
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+
ETF_ASK_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
|
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270
|
+
ETF_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
|
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271
|
+
MD_DATE_FIELD_NUMBER: _ClassVar[int]
|
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272
|
+
MD_TIME_FIELD_NUMBER: _ClassVar[int]
|
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273
|
+
SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
274
|
+
NODE_NAME_FIELD_NUMBER: _ClassVar[int]
|
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275
|
+
NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
276
|
+
msg_type: int
|
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277
|
+
msg_sequence: int
|
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278
|
+
last_timestamp: int
|
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279
|
+
instrument_id: str
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280
|
+
security_id: str
|
|
281
|
+
market: str
|
|
282
|
+
currency_id: str
|
|
283
|
+
security_type: str
|
|
284
|
+
symbol: str
|
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285
|
+
constituent_nums: int
|
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286
|
+
suspension_nums: int
|
|
287
|
+
up_limit_nums: int
|
|
288
|
+
down_limit_nums: int
|
|
289
|
+
bid_iopv: int
|
|
290
|
+
ask_iopv: int
|
|
291
|
+
iopv: int
|
|
292
|
+
pre_close_iopv: int
|
|
293
|
+
iopv_pct_change: float
|
|
294
|
+
etf_last_price: int
|
|
295
|
+
etf_bid_price: int
|
|
296
|
+
etf_ask_price: int
|
|
297
|
+
etf_pre_close_price: int
|
|
298
|
+
etf_pct_change: float
|
|
299
|
+
index_last_price: int
|
|
300
|
+
index_pre_close_price: int
|
|
301
|
+
index_pct_change: float
|
|
302
|
+
index_deviation: float
|
|
303
|
+
etf_deviation: float
|
|
304
|
+
etf_bid_premium_rate: float
|
|
305
|
+
etf_ask_premium_rate: float
|
|
306
|
+
etf_premium_rate: float
|
|
307
|
+
md_date: int
|
|
308
|
+
md_time: int
|
|
309
|
+
signal_id: int
|
|
310
|
+
node_name: str
|
|
311
|
+
node_type: int
|
|
312
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., currency_id: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., constituent_nums: _Optional[int] = ..., suspension_nums: _Optional[int] = ..., up_limit_nums: _Optional[int] = ..., down_limit_nums: _Optional[int] = ..., bid_iopv: _Optional[int] = ..., ask_iopv: _Optional[int] = ..., iopv: _Optional[int] = ..., pre_close_iopv: _Optional[int] = ..., iopv_pct_change: _Optional[float] = ..., etf_last_price: _Optional[int] = ..., etf_bid_price: _Optional[int] = ..., etf_ask_price: _Optional[int] = ..., etf_pre_close_price: _Optional[int] = ..., etf_pct_change: _Optional[float] = ..., index_last_price: _Optional[int] = ..., index_pre_close_price: _Optional[int] = ..., index_pct_change: _Optional[float] = ..., index_deviation: _Optional[float] = ..., etf_deviation: _Optional[float] = ..., etf_bid_premium_rate: _Optional[float] = ..., etf_ask_premium_rate: _Optional[float] = ..., etf_premium_rate: _Optional[float] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., signal_id: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ...) -> None: ...
|
|
313
|
+
|
|
314
|
+
class ETFQuoteTick(_message.Message):
|
|
315
|
+
__slots__ = ("msg_type", "msg_sequence", "last_timestamp", "instrument_id", "security_id", "market", "security_type", "symbol", "constituent_nums", "suspension_nums", "up_limit_nums", "down_limit_nums", "iopv", "etf_premium_rate", "md_date", "md_time", "etf_last_price", "etf_bid_price", "etf_ask_price", "etf_pre_close_price", "etf_pct_change", "signal_id", "bid_iopv", "ask_iopv", "node_name", "node_type")
|
|
316
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
317
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
318
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
319
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
320
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
321
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
322
|
+
SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
323
|
+
SYMBOL_FIELD_NUMBER: _ClassVar[int]
|
|
324
|
+
CONSTITUENT_NUMS_FIELD_NUMBER: _ClassVar[int]
|
|
325
|
+
SUSPENSION_NUMS_FIELD_NUMBER: _ClassVar[int]
|
|
326
|
+
UP_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
|
|
327
|
+
DOWN_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
|
|
328
|
+
IOPV_FIELD_NUMBER: _ClassVar[int]
|
|
329
|
+
ETF_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
|
|
330
|
+
MD_DATE_FIELD_NUMBER: _ClassVar[int]
|
|
331
|
+
MD_TIME_FIELD_NUMBER: _ClassVar[int]
|
|
332
|
+
ETF_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
333
|
+
ETF_BID_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
334
|
+
ETF_ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
335
|
+
ETF_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
|
|
336
|
+
ETF_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
|
|
337
|
+
SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
338
|
+
BID_IOPV_FIELD_NUMBER: _ClassVar[int]
|
|
339
|
+
ASK_IOPV_FIELD_NUMBER: _ClassVar[int]
|
|
340
|
+
NODE_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
341
|
+
NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
342
|
+
msg_type: int
|
|
343
|
+
msg_sequence: int
|
|
344
|
+
last_timestamp: int
|
|
345
|
+
instrument_id: str
|
|
346
|
+
security_id: str
|
|
347
|
+
market: str
|
|
348
|
+
security_type: str
|
|
349
|
+
symbol: str
|
|
350
|
+
constituent_nums: int
|
|
351
|
+
suspension_nums: int
|
|
352
|
+
up_limit_nums: int
|
|
353
|
+
down_limit_nums: int
|
|
354
|
+
iopv: int
|
|
355
|
+
etf_premium_rate: float
|
|
356
|
+
md_date: int
|
|
357
|
+
md_time: int
|
|
358
|
+
etf_last_price: int
|
|
359
|
+
etf_bid_price: int
|
|
360
|
+
etf_ask_price: int
|
|
361
|
+
etf_pre_close_price: int
|
|
362
|
+
etf_pct_change: float
|
|
363
|
+
signal_id: int
|
|
364
|
+
bid_iopv: int
|
|
365
|
+
ask_iopv: int
|
|
366
|
+
node_name: str
|
|
367
|
+
node_type: int
|
|
368
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., constituent_nums: _Optional[int] = ..., suspension_nums: _Optional[int] = ..., up_limit_nums: _Optional[int] = ..., down_limit_nums: _Optional[int] = ..., iopv: _Optional[int] = ..., etf_premium_rate: _Optional[float] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., etf_last_price: _Optional[int] = ..., etf_bid_price: _Optional[int] = ..., etf_ask_price: _Optional[int] = ..., etf_pre_close_price: _Optional[int] = ..., etf_pct_change: _Optional[float] = ..., signal_id: _Optional[int] = ..., bid_iopv: _Optional[int] = ..., ask_iopv: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ...) -> None: ...
|
|
369
|
+
|
|
370
|
+
class FXSnapshot(_message.Message):
|
|
371
|
+
__slots__ = ("msg_type", "msg_sequence", "last_timestamp", "node_name", "node_type", "md_date", "md_time", "currency_id", "opposite_currency_id", "fx_market", "fx_rate")
|
|
372
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
373
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
374
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
375
|
+
NODE_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
376
|
+
NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
377
|
+
MD_DATE_FIELD_NUMBER: _ClassVar[int]
|
|
378
|
+
MD_TIME_FIELD_NUMBER: _ClassVar[int]
|
|
379
|
+
CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
380
|
+
OPPOSITE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
381
|
+
FX_MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
382
|
+
FX_RATE_FIELD_NUMBER: _ClassVar[int]
|
|
383
|
+
msg_type: int
|
|
384
|
+
msg_sequence: int
|
|
385
|
+
last_timestamp: int
|
|
386
|
+
node_name: str
|
|
387
|
+
node_type: int
|
|
388
|
+
md_date: int
|
|
389
|
+
md_time: int
|
|
390
|
+
currency_id: str
|
|
391
|
+
opposite_currency_id: str
|
|
392
|
+
fx_market: str
|
|
393
|
+
fx_rate: float
|
|
394
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., currency_id: _Optional[str] = ..., opposite_currency_id: _Optional[str] = ..., fx_market: _Optional[str] = ..., fx_rate: _Optional[float] = ...) -> None: ...
|
|
395
|
+
|
|
396
|
+
class SignalSnapshot(_message.Message):
|
|
397
|
+
__slots__ = ("msg_type", "msg_sequence", "last_timestamp", "node_name", "node_type", "instrument_id", "security_id", "market", "security_type", "symbol", "md_date", "md_time", "signal_type", "signal_id", "signal_name", "signal_value", "signal_quote", "depth_quote")
|
|
398
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
399
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
400
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
401
|
+
NODE_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
402
|
+
NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
403
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
404
|
+
SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
|
|
405
|
+
MARKET_FIELD_NUMBER: _ClassVar[int]
|
|
406
|
+
SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
407
|
+
SYMBOL_FIELD_NUMBER: _ClassVar[int]
|
|
408
|
+
MD_DATE_FIELD_NUMBER: _ClassVar[int]
|
|
409
|
+
MD_TIME_FIELD_NUMBER: _ClassVar[int]
|
|
410
|
+
SIGNAL_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
411
|
+
SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
412
|
+
SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
413
|
+
SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
|
|
414
|
+
SIGNAL_QUOTE_FIELD_NUMBER: _ClassVar[int]
|
|
415
|
+
DEPTH_QUOTE_FIELD_NUMBER: _ClassVar[int]
|
|
416
|
+
msg_type: int
|
|
417
|
+
msg_sequence: int
|
|
418
|
+
last_timestamp: int
|
|
419
|
+
node_name: str
|
|
420
|
+
node_type: int
|
|
421
|
+
instrument_id: str
|
|
422
|
+
security_id: str
|
|
423
|
+
market: str
|
|
424
|
+
security_type: str
|
|
425
|
+
symbol: str
|
|
426
|
+
md_date: int
|
|
427
|
+
md_time: int
|
|
428
|
+
signal_type: int
|
|
429
|
+
signal_id: int
|
|
430
|
+
signal_name: str
|
|
431
|
+
signal_value: int
|
|
432
|
+
signal_quote: _containers.RepeatedCompositeFieldContainer[SignalQuoteData]
|
|
433
|
+
depth_quote: _containers.RepeatedCompositeFieldContainer[QuoteLevelData]
|
|
434
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., instrument_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., signal_type: _Optional[int] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., signal_value: _Optional[int] = ..., signal_quote: _Optional[_Iterable[_Union[SignalQuoteData, _Mapping]]] = ..., depth_quote: _Optional[_Iterable[_Union[QuoteLevelData, _Mapping]]] = ...) -> None: ...
|
|
435
|
+
|
|
436
|
+
class SignalTick(_message.Message):
|
|
437
|
+
__slots__ = ("msg_type", "msg_sequence", "last_timestamp", "node_name", "node_type", "instrument_id", "md_date", "md_time", "signal_type", "signal_id", "signal_value")
|
|
438
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
439
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
440
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
441
|
+
NODE_NAME_FIELD_NUMBER: _ClassVar[int]
|
|
442
|
+
NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
443
|
+
INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
|
|
444
|
+
MD_DATE_FIELD_NUMBER: _ClassVar[int]
|
|
445
|
+
MD_TIME_FIELD_NUMBER: _ClassVar[int]
|
|
446
|
+
SIGNAL_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
447
|
+
SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
|
|
448
|
+
SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
|
|
449
|
+
msg_type: int
|
|
450
|
+
msg_sequence: int
|
|
451
|
+
last_timestamp: int
|
|
452
|
+
node_name: str
|
|
453
|
+
node_type: int
|
|
454
|
+
instrument_id: str
|
|
455
|
+
md_date: int
|
|
456
|
+
md_time: int
|
|
457
|
+
signal_type: int
|
|
458
|
+
signal_id: int
|
|
459
|
+
signal_value: int
|
|
460
|
+
def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., instrument_id: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., signal_type: _Optional[int] = ..., signal_id: _Optional[int] = ..., signal_value: _Optional[int] = ...) -> None: ...
|
|
461
|
+
|
|
462
|
+
class BarMatrix(_message.Message):
|
|
463
|
+
__slots__ = ("msg_type", "msg_sequence", "trade_time", "last_timestamp", "source", "instrument_ids", "cols", "data_matrix")
|
|
464
|
+
class Source(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
|
|
465
|
+
__slots__ = ()
|
|
466
|
+
INDICATOR: _ClassVar[BarMatrix.Source]
|
|
467
|
+
PREDICTOR: _ClassVar[BarMatrix.Source]
|
|
468
|
+
FACTOR: _ClassVar[BarMatrix.Source]
|
|
469
|
+
INDICATOR: BarMatrix.Source
|
|
470
|
+
PREDICTOR: BarMatrix.Source
|
|
471
|
+
FACTOR: BarMatrix.Source
|
|
472
|
+
MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
|
|
473
|
+
MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
|
|
474
|
+
TRADE_TIME_FIELD_NUMBER: _ClassVar[int]
|
|
475
|
+
LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
|
|
476
|
+
SOURCE_FIELD_NUMBER: _ClassVar[int]
|
|
477
|
+
INSTRUMENT_IDS_FIELD_NUMBER: _ClassVar[int]
|
|
478
|
+
COLS_FIELD_NUMBER: _ClassVar[int]
|
|
479
|
+
DATA_MATRIX_FIELD_NUMBER: _ClassVar[int]
|
|
480
|
+
msg_type: int
|
|
481
|
+
msg_sequence: int
|
|
482
|
+
trade_time: int
|
|
483
|
+
last_timestamp: int
|
|
484
|
+
source: BarMatrix.Source
|
|
485
|
+
instrument_ids: _containers.RepeatedScalarFieldContainer[str]
|
|
486
|
+
cols: _containers.RepeatedScalarFieldContainer[str]
|
|
487
|
+
data_matrix: _containers.RepeatedScalarFieldContainer[float]
|
|
488
|
+
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[_Iterable[float]] = ...) -> None: ...
|