datahub_binary 1.4.8__cp312-cp312-manylinux_2_17_x86_64.manylinux2014_x86_64.whl

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@@ -0,0 +1,921 @@
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+ import common_pb2 as _common_pb2
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+ from google.protobuf.internal import containers as _containers
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+ from google.protobuf.internal import enum_type_wrapper as _enum_type_wrapper
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+ from google.protobuf import descriptor as _descriptor
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+ from google.protobuf import message as _message
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+ from collections.abc import Iterable as _Iterable, Mapping as _Mapping
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+ from typing import ClassVar as _ClassVar, Optional as _Optional, Union as _Union
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+
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+ DESCRIPTOR: _descriptor.FileDescriptor
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+
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+ class PlaceOrder(_message.Message):
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+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "cl_order_id", "market", "security_id", "instrument_id", "security_type", "appl_id", "user_id", "op_user", "strategy_id", "strategy_name", "account_id", "investor_id", "is_pre_order", "trigger_time", "order_type", "side", "position_effect", "time_in_force", "purpose", "stop_px", "order_price", "order_qty", "is_pass", "owner_type", "algo_type", "algo_params", "order_source", "attachment", "parent_order_id", "basket_id")
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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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+ CL_ORDER_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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+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
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+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
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+ USER_ID_FIELD_NUMBER: _ClassVar[int]
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+ OP_USER_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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+ IS_PRE_ORDER_FIELD_NUMBER: _ClassVar[int]
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+ TRIGGER_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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+ TIME_IN_FORCE_FIELD_NUMBER: _ClassVar[int]
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+ PURPOSE_FIELD_NUMBER: _ClassVar[int]
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+ STOP_PX_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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+ IS_PASS_FIELD_NUMBER: _ClassVar[int]
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+ OWNER_TYPE_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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+ PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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+ BASKET_ID_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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+ cl_order_id: str
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+ market: str
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+ security_id: str
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+ instrument_id: str
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+ security_type: str
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+ appl_id: str
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+ user_id: str
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+ op_user: _common_pb2.OpUser
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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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+ is_pre_order: int
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+ trigger_time: int
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+ order_type: int
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+ side: int
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+ position_effect: int
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+ time_in_force: int
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+ purpose: int
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+ stop_px: float
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+ order_price: float
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+ order_qty: int
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+ is_pass: int
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+ owner_type: int
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+ algo_type: int
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+ algo_params: _common_pb2.AlgoParams
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+ order_source: str
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+ attachment: str
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+ parent_order_id: str
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+ basket_id: str
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+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., security_type: _Optional[str] = ..., appl_id: _Optional[str] = ..., user_id: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., is_pre_order: _Optional[int] = ..., trigger_time: _Optional[int] = ..., order_type: _Optional[int] = ..., side: _Optional[int] = ..., position_effect: _Optional[int] = ..., time_in_force: _Optional[int] = ..., purpose: _Optional[int] = ..., stop_px: _Optional[float] = ..., order_price: _Optional[float] = ..., order_qty: _Optional[int] = ..., is_pass: _Optional[int] = ..., owner_type: _Optional[int] = ..., algo_type: _Optional[int] = ..., algo_params: _Optional[_Union[_common_pb2.AlgoParams, _Mapping]] = ..., order_source: _Optional[str] = ..., attachment: _Optional[str] = ..., parent_order_id: _Optional[str] = ..., basket_id: _Optional[str] = ...) -> None: ...
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+
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+ class OrderPendingConfirm(_message.Message):
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+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "cl_order_id", "order_id", "security_id", "market", "instrument_id", "appl_id", "strategy_id", "strategy_name", "account_id", "investor_id", "confirm_qty", "reject_qty", "is_pass", "order_price", "contract_unit", "position_effect")
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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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+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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+ ORDER_ID_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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+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
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+ APPL_ID_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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+ CONFIRM_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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+ ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
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+ CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
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+ POSITION_EFFECT_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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+ cl_order_id: str
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+ order_id: str
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+ security_id: str
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+ market: str
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+ instrument_id: str
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+ appl_id: str
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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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+ confirm_qty: int
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+ reject_qty: int
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+ is_pass: int
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+ order_price: float
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+ contract_unit: float
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+ position_effect: int
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+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., confirm_qty: _Optional[int] = ..., reject_qty: _Optional[int] = ..., is_pass: _Optional[int] = ..., order_price: _Optional[float] = ..., contract_unit: _Optional[float] = ..., position_effect: _Optional[int] = ...) -> None: ...
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+
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+ class OrderConfirm(_message.Message):
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+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "cl_order_id", "order_id", "counter_order_id", "security_id", "market", "instrument_id", "appl_id", "strategy_id", "strategy_name", "account_id", "investor_id", "confirm_qty", "reject_qty", "is_pass", "order_price", "contract_unit", "position_effect")
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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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+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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+ ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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+ COUNTER_ORDER_ID_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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+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
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+ APPL_ID_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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+ CONFIRM_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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+ ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
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+ CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
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+ POSITION_EFFECT_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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+ cl_order_id: str
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+ order_id: str
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+ counter_order_id: str
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+ security_id: str
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+ market: str
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+ instrument_id: str
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+ appl_id: str
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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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+ confirm_qty: int
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+ reject_qty: int
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+ is_pass: int
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+ order_price: float
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+ contract_unit: float
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+ position_effect: int
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+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., counter_order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., confirm_qty: _Optional[int] = ..., reject_qty: _Optional[int] = ..., is_pass: _Optional[int] = ..., order_price: _Optional[float] = ..., contract_unit: _Optional[float] = ..., position_effect: _Optional[int] = ...) -> None: ...
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+
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+ class OrderReject(_message.Message):
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+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "cl_order_id", "order_id", "reject_reason", "text", "security_id", "market", "instrument_id", "appl_id", "strategy_id", "strategy_name", "account_id", "investor_id", "reject_qty", "is_pass", "order_price", "contract_unit", "exchange_reject_reason")
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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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+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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+ ORDER_ID_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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+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
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+ MARKET_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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+ 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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+ REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
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+ IS_PASS_FIELD_NUMBER: _ClassVar[int]
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+ ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
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+ CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
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+ EXCHANGE_REJECT_REASON_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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+ cl_order_id: str
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+ order_id: str
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+ reject_reason: int
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+ text: str
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+ security_id: str
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+ market: str
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+ instrument_id: str
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+ appl_id: str
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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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+ reject_qty: int
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+ is_pass: int
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+ order_price: float
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+ contract_unit: float
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+ exchange_reject_reason: int
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+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., reject_reason: _Optional[int] = ..., text: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., reject_qty: _Optional[int] = ..., is_pass: _Optional[int] = ..., order_price: _Optional[float] = ..., contract_unit: _Optional[float] = ..., exchange_reject_reason: _Optional[int] = ...) -> None: ...
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+
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+ class TradeConfirm(_message.Message):
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+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "cl_order_id", "order_id", "counter_order_id", "trade_id", "trade_time", "last_px", "last_qty", "security_id", "market", "instrument_id", "appl_id", "strategy_id", "strategy_name", "account_id", "investor_id", "match_place", "counterparty_id", "is_maker", "side", "position_effect", "trade_amt", "order_qty", "order_price", "contract_unit", "order_type", "order_source", "user_id", "counter_cl_order_id", "owner_type", "business_type", "symbol", "parent_order_id", "algo_type", "attachment", "basket_id")
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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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+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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+ ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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+ COUNTER_ORDER_ID_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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+ LAST_PX_FIELD_NUMBER: _ClassVar[int]
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+ LAST_QTY_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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+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
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+ APPL_ID_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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+ MATCH_PLACE_FIELD_NUMBER: _ClassVar[int]
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+ COUNTERPARTY_ID_FIELD_NUMBER: _ClassVar[int]
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+ IS_MAKER_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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+ TRADE_AMT_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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+ CONTRACT_UNIT_FIELD_NUMBER: _ClassVar[int]
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+ ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
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+ USER_ID_FIELD_NUMBER: _ClassVar[int]
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+ COUNTER_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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+ OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ BUSINESS_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ SYMBOL_FIELD_NUMBER: _ClassVar[int]
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+ PARENT_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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+ ALGO_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ ATTACHMENT_FIELD_NUMBER: _ClassVar[int]
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+ BASKET_ID_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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+ cl_order_id: str
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+ order_id: str
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+ counter_order_id: str
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+ trade_id: str
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+ trade_time: int
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+ last_px: float
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+ last_qty: int
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+ security_id: str
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+ market: str
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+ instrument_id: str
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+ appl_id: str
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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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+ match_place: int
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+ counterparty_id: str
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+ is_maker: int
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+ side: int
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+ position_effect: int
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+ trade_amt: float
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+ order_qty: int
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+ order_price: float
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+ contract_unit: float
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+ order_type: int
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+ order_source: str
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+ user_id: str
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+ counter_cl_order_id: str
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+ owner_type: int
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+ business_type: str
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+ symbol: str
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+ parent_order_id: str
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+ algo_type: int
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+ attachment: str
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+ basket_id: str
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+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., counter_order_id: _Optional[str] = ..., trade_id: _Optional[str] = ..., trade_time: _Optional[int] = ..., last_px: _Optional[float] = ..., last_qty: _Optional[int] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., match_place: _Optional[int] = ..., counterparty_id: _Optional[str] = ..., is_maker: _Optional[int] = ..., side: _Optional[int] = ..., position_effect: _Optional[int] = ..., trade_amt: _Optional[float] = ..., order_qty: _Optional[int] = ..., order_price: _Optional[float] = ..., contract_unit: _Optional[float] = ..., order_type: _Optional[int] = ..., order_source: _Optional[str] = ..., user_id: _Optional[str] = ..., counter_cl_order_id: _Optional[str] = ..., owner_type: _Optional[int] = ..., business_type: _Optional[str] = ..., symbol: _Optional[str] = ..., parent_order_id: _Optional[str] = ..., algo_type: _Optional[int] = ..., attachment: _Optional[str] = ..., basket_id: _Optional[str] = ...) -> None: ...
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+
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+ class CancelOrder(_message.Message):
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+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "account_id", "investor_id", "cl_order_id", "original_order_id", "original_cl_order_id", "security_id", "market", "instrument_id", "appl_id", "op_user", "strategy_id", "strategy_name", "owner_type", "parent_order_id")
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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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+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
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+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
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+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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+ ORIGINAL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
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+ ORIGINAL_CL_ORDER_ID_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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+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
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+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
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+ OP_USER_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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+ OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
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+ PARENT_ORDER_ID_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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+ account_id: str
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+ investor_id: str
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+ cl_order_id: str
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+ original_order_id: str
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+ original_cl_order_id: str
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+ security_id: str
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+ market: str
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+ instrument_id: str
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+ appl_id: str
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+ op_user: _common_pb2.OpUser
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+ strategy_id: int
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+ strategy_name: str
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+ owner_type: int
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+ parent_order_id: str
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+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., cl_order_id: _Optional[str] = ..., original_order_id: _Optional[str] = ..., original_cl_order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., owner_type: _Optional[int] = ..., parent_order_id: _Optional[str] = ...) -> None: ...
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+
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+ class CancelAllOrder(_message.Message):
342
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "op_user", "cl_order_id", "account_id", "investor_id", "security_id", "market", "instrument_id", "strategy_id", "strategy_name", "owner_type")
343
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
344
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
345
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
346
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
347
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
348
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
349
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
350
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
351
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
352
+ MARKET_FIELD_NUMBER: _ClassVar[int]
353
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
354
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
355
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
356
+ OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
357
+ msg_type: int
358
+ node_name: str
359
+ node_type: int
360
+ msg_sequence: int
361
+ op_user: _common_pb2.OpUser
362
+ cl_order_id: str
363
+ account_id: str
364
+ investor_id: str
365
+ security_id: str
366
+ market: str
367
+ instrument_id: str
368
+ strategy_id: int
369
+ strategy_name: str
370
+ owner_type: int
371
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., cl_order_id: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., owner_type: _Optional[int] = ...) -> None: ...
372
+
373
+ class CancelPendingConfirm(_message.Message):
374
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "cl_order_id", "original_order_id", "original_cl_order_id", "original_counter_order_id", "security_id", "market", "instrument_id", "appl_id", "strategy_id", "strategy_name", "account_id", "investor_id", "cancel_qty", "reason", "text")
375
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
376
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
377
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
378
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
379
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
380
+ ORIGINAL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
381
+ ORIGINAL_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
382
+ ORIGINAL_COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
383
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
384
+ MARKET_FIELD_NUMBER: _ClassVar[int]
385
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
386
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
387
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
388
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
389
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
390
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
391
+ CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
392
+ REASON_FIELD_NUMBER: _ClassVar[int]
393
+ TEXT_FIELD_NUMBER: _ClassVar[int]
394
+ msg_type: int
395
+ node_name: str
396
+ node_type: int
397
+ msg_sequence: int
398
+ cl_order_id: str
399
+ original_order_id: str
400
+ original_cl_order_id: str
401
+ original_counter_order_id: str
402
+ security_id: str
403
+ market: str
404
+ instrument_id: str
405
+ appl_id: str
406
+ strategy_id: int
407
+ strategy_name: str
408
+ account_id: str
409
+ investor_id: str
410
+ cancel_qty: int
411
+ reason: int
412
+ text: str
413
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., original_order_id: _Optional[str] = ..., original_cl_order_id: _Optional[str] = ..., original_counter_order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., cancel_qty: _Optional[int] = ..., reason: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
414
+
415
+ class CancelConfirm(_message.Message):
416
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "cl_order_id", "original_order_id", "original_cl_order_id", "original_counter_order_id", "security_id", "market", "instrument_id", "appl_id", "strategy_id", "strategy_name", "account_id", "investor_id", "cancel_qty", "reason", "text")
417
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
418
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
419
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
420
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
421
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
422
+ ORIGINAL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
423
+ ORIGINAL_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
424
+ ORIGINAL_COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
425
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
426
+ MARKET_FIELD_NUMBER: _ClassVar[int]
427
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
428
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
429
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
430
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
431
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
432
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
433
+ CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
434
+ REASON_FIELD_NUMBER: _ClassVar[int]
435
+ TEXT_FIELD_NUMBER: _ClassVar[int]
436
+ msg_type: int
437
+ node_name: str
438
+ node_type: int
439
+ msg_sequence: int
440
+ cl_order_id: str
441
+ original_order_id: str
442
+ original_cl_order_id: str
443
+ original_counter_order_id: str
444
+ security_id: str
445
+ market: str
446
+ instrument_id: str
447
+ appl_id: str
448
+ strategy_id: int
449
+ strategy_name: str
450
+ account_id: str
451
+ investor_id: str
452
+ cancel_qty: int
453
+ reason: int
454
+ text: str
455
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., original_order_id: _Optional[str] = ..., original_cl_order_id: _Optional[str] = ..., original_counter_order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., cancel_qty: _Optional[int] = ..., reason: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
456
+
457
+ class CancelReject(_message.Message):
458
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "cl_order_id", "original_order_id", "original_cl_order_id", "original_counter_order_id", "security_id", "market", "instrument_id", "appl_id", "strategy_id", "strategy_name", "account_id", "investor_id", "reject_reason", "text")
459
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
460
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
461
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
462
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
463
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
464
+ ORIGINAL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
465
+ ORIGINAL_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
466
+ ORIGINAL_COUNTER_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
467
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
468
+ MARKET_FIELD_NUMBER: _ClassVar[int]
469
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
470
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
471
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
472
+ STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
473
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
474
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
475
+ REJECT_REASON_FIELD_NUMBER: _ClassVar[int]
476
+ TEXT_FIELD_NUMBER: _ClassVar[int]
477
+ msg_type: int
478
+ node_name: str
479
+ node_type: int
480
+ msg_sequence: int
481
+ cl_order_id: str
482
+ original_order_id: str
483
+ original_cl_order_id: str
484
+ original_counter_order_id: str
485
+ security_id: str
486
+ market: str
487
+ instrument_id: str
488
+ appl_id: str
489
+ strategy_id: int
490
+ strategy_name: str
491
+ account_id: str
492
+ investor_id: str
493
+ reject_reason: int
494
+ text: str
495
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., original_order_id: _Optional[str] = ..., original_cl_order_id: _Optional[str] = ..., original_counter_order_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., reject_reason: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
496
+
497
+ class ExternalOrderEvent(_message.Message):
498
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "cl_order_id", "order_id", "order_date", "security_id", "market", "instrument_id", "security_type", "appl_id", "strategy_id", "account_id", "investor_id", "order_type", "side", "position_effect", "time_in_force", "purpose", "stop_px", "order_qty", "order_price", "owner_type")
499
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
500
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
501
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
502
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
503
+ CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
504
+ ORDER_ID_FIELD_NUMBER: _ClassVar[int]
505
+ ORDER_DATE_FIELD_NUMBER: _ClassVar[int]
506
+ SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
507
+ MARKET_FIELD_NUMBER: _ClassVar[int]
508
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
509
+ SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
510
+ APPL_ID_FIELD_NUMBER: _ClassVar[int]
511
+ STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
512
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
513
+ INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
514
+ ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
515
+ SIDE_FIELD_NUMBER: _ClassVar[int]
516
+ POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
517
+ TIME_IN_FORCE_FIELD_NUMBER: _ClassVar[int]
518
+ PURPOSE_FIELD_NUMBER: _ClassVar[int]
519
+ STOP_PX_FIELD_NUMBER: _ClassVar[int]
520
+ ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
521
+ ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
522
+ OWNER_TYPE_FIELD_NUMBER: _ClassVar[int]
523
+ msg_type: int
524
+ node_name: str
525
+ node_type: int
526
+ msg_sequence: int
527
+ cl_order_id: str
528
+ order_id: str
529
+ order_date: int
530
+ security_id: str
531
+ market: str
532
+ instrument_id: str
533
+ security_type: str
534
+ appl_id: str
535
+ strategy_id: int
536
+ account_id: str
537
+ investor_id: str
538
+ order_type: int
539
+ side: int
540
+ position_effect: int
541
+ time_in_force: int
542
+ purpose: int
543
+ stop_px: float
544
+ order_qty: int
545
+ order_price: float
546
+ owner_type: int
547
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., order_id: _Optional[str] = ..., order_date: _Optional[int] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., instrument_id: _Optional[str] = ..., security_type: _Optional[str] = ..., appl_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., 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] = ..., stop_px: _Optional[float] = ..., order_qty: _Optional[int] = ..., order_price: _Optional[float] = ..., owner_type: _Optional[int] = ...) -> None: ...
548
+
549
+ class Heartbeat(_message.Message):
550
+ __slots__ = ("msg_type", "node_type", "node_name", "timestamp", "is_login", "request_id")
551
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
552
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
553
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
554
+ TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
555
+ IS_LOGIN_FIELD_NUMBER: _ClassVar[int]
556
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
557
+ msg_type: int
558
+ node_type: int
559
+ node_name: str
560
+ timestamp: int
561
+ is_login: int
562
+ request_id: str
563
+ def __init__(self, msg_type: _Optional[int] = ..., node_type: _Optional[int] = ..., node_name: _Optional[str] = ..., timestamp: _Optional[int] = ..., is_login: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
564
+
565
+ class Breakpoint(_message.Message):
566
+ __slots__ = ("msg_type", "node_type", "node_name", "msg_sequence")
567
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
568
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
569
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
570
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
571
+ msg_type: int
572
+ node_type: int
573
+ node_name: str
574
+ msg_sequence: int
575
+ def __init__(self, msg_type: _Optional[int] = ..., node_type: _Optional[int] = ..., node_name: _Optional[str] = ..., msg_sequence: _Optional[int] = ...) -> None: ...
576
+
577
+ class BlankPoint(_message.Message):
578
+ __slots__ = ("msg_type", "node_type", "node_name", "msg_sequence")
579
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
580
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
581
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
582
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
583
+ msg_type: int
584
+ node_type: int
585
+ node_name: str
586
+ msg_sequence: int
587
+ def __init__(self, msg_type: _Optional[int] = ..., node_type: _Optional[int] = ..., node_name: _Optional[str] = ..., msg_sequence: _Optional[int] = ...) -> None: ...
588
+
589
+ class BizInstructions(_message.Message):
590
+ __slots__ = ("msg_type", "node_type", "node_name", "msg_sequence", "instruction_type", "instruction_id", "instruction")
591
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
592
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
593
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
594
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
595
+ INSTRUCTION_TYPE_FIELD_NUMBER: _ClassVar[int]
596
+ INSTRUCTION_ID_FIELD_NUMBER: _ClassVar[int]
597
+ INSTRUCTION_FIELD_NUMBER: _ClassVar[int]
598
+ msg_type: int
599
+ node_type: int
600
+ node_name: str
601
+ msg_sequence: int
602
+ instruction_type: int
603
+ instruction_id: str
604
+ instruction: str
605
+ def __init__(self, msg_type: _Optional[int] = ..., node_type: _Optional[int] = ..., node_name: _Optional[str] = ..., msg_sequence: _Optional[int] = ..., instruction_type: _Optional[int] = ..., instruction_id: _Optional[str] = ..., instruction: _Optional[str] = ...) -> None: ...
606
+
607
+ class UserMockRequest(_message.Message):
608
+ __slots__ = ("msg_type", "sequence", "orig_cl_order_id", "exec_type", "trade_id", "trade_price", "trade_qty", "cancel_qty", "reject_qty", "account_id")
609
+ class ExecType(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
610
+ __slots__ = ()
611
+ kUnknown: _ClassVar[UserMockRequest.ExecType]
612
+ kNew: _ClassVar[UserMockRequest.ExecType]
613
+ kCanceled: _ClassVar[UserMockRequest.ExecType]
614
+ kPendingCancel: _ClassVar[UserMockRequest.ExecType]
615
+ kRejected: _ClassVar[UserMockRequest.ExecType]
616
+ kPendingNew: _ClassVar[UserMockRequest.ExecType]
617
+ kTrade: _ClassVar[UserMockRequest.ExecType]
618
+ kCancelRejected: _ClassVar[UserMockRequest.ExecType]
619
+ kUnknown: UserMockRequest.ExecType
620
+ kNew: UserMockRequest.ExecType
621
+ kCanceled: UserMockRequest.ExecType
622
+ kPendingCancel: UserMockRequest.ExecType
623
+ kRejected: UserMockRequest.ExecType
624
+ kPendingNew: UserMockRequest.ExecType
625
+ kTrade: UserMockRequest.ExecType
626
+ kCancelRejected: UserMockRequest.ExecType
627
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
628
+ SEQUENCE_FIELD_NUMBER: _ClassVar[int]
629
+ ORIG_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
630
+ EXEC_TYPE_FIELD_NUMBER: _ClassVar[int]
631
+ TRADE_ID_FIELD_NUMBER: _ClassVar[int]
632
+ TRADE_PRICE_FIELD_NUMBER: _ClassVar[int]
633
+ TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
634
+ CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
635
+ REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
636
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
637
+ msg_type: int
638
+ sequence: int
639
+ orig_cl_order_id: str
640
+ exec_type: UserMockRequest.ExecType
641
+ trade_id: str
642
+ trade_price: float
643
+ trade_qty: int
644
+ cancel_qty: int
645
+ reject_qty: int
646
+ account_id: str
647
+ def __init__(self, msg_type: _Optional[int] = ..., sequence: _Optional[int] = ..., orig_cl_order_id: _Optional[str] = ..., exec_type: _Optional[_Union[UserMockRequest.ExecType, str]] = ..., trade_id: _Optional[str] = ..., trade_price: _Optional[float] = ..., trade_qty: _Optional[int] = ..., cancel_qty: _Optional[int] = ..., reject_qty: _Optional[int] = ..., account_id: _Optional[str] = ...) -> None: ...
648
+
649
+ class UpdateOrderReq(_message.Message):
650
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "op_user", "order_action", "order", "trade")
651
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
652
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
653
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
654
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
655
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
656
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
657
+ ORDER_ACTION_FIELD_NUMBER: _ClassVar[int]
658
+ ORDER_FIELD_NUMBER: _ClassVar[int]
659
+ TRADE_FIELD_NUMBER: _ClassVar[int]
660
+ msg_type: int
661
+ node_name: str
662
+ node_type: int
663
+ last_timestamp: int
664
+ request_id: str
665
+ op_user: _common_pb2.OpUser
666
+ order_action: str
667
+ order: _common_pb2.Order
668
+ trade: _containers.RepeatedCompositeFieldContainer[_common_pb2.Trade]
669
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., order_action: _Optional[str] = ..., order: _Optional[_Union[_common_pb2.Order, _Mapping]] = ..., trade: _Optional[_Iterable[_Union[_common_pb2.Trade, _Mapping]]] = ...) -> None: ...
670
+
671
+ class UpdateOrderRsp(_message.Message):
672
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "status", "text")
673
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
674
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
675
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
676
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
677
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
678
+ STATUS_FIELD_NUMBER: _ClassVar[int]
679
+ TEXT_FIELD_NUMBER: _ClassVar[int]
680
+ msg_type: int
681
+ node_name: str
682
+ node_type: int
683
+ last_timestamp: int
684
+ request_id: str
685
+ status: int
686
+ text: str
687
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ...) -> None: ...
688
+
689
+ class OrderEvent(_message.Message):
690
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "order")
691
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
692
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
693
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
694
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
695
+ ORDER_FIELD_NUMBER: _ClassVar[int]
696
+ msg_type: int
697
+ node_name: str
698
+ node_type: int
699
+ msg_sequence: int
700
+ order: _common_pb2.Order
701
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., order: _Optional[_Union[_common_pb2.Order, _Mapping]] = ...) -> None: ...
702
+
703
+ class RiskResult(_message.Message):
704
+ __slots__ = ("risk_code", "risk_info", "risk_status", "order_action", "order_id", "account_id", "instrument_id", "risk_id", "set_value", "real_value")
705
+ RISK_CODE_FIELD_NUMBER: _ClassVar[int]
706
+ RISK_INFO_FIELD_NUMBER: _ClassVar[int]
707
+ RISK_STATUS_FIELD_NUMBER: _ClassVar[int]
708
+ ORDER_ACTION_FIELD_NUMBER: _ClassVar[int]
709
+ ORDER_ID_FIELD_NUMBER: _ClassVar[int]
710
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
711
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
712
+ RISK_ID_FIELD_NUMBER: _ClassVar[int]
713
+ SET_VALUE_FIELD_NUMBER: _ClassVar[int]
714
+ REAL_VALUE_FIELD_NUMBER: _ClassVar[int]
715
+ risk_code: str
716
+ risk_info: str
717
+ risk_status: int
718
+ order_action: int
719
+ order_id: str
720
+ account_id: str
721
+ instrument_id: str
722
+ risk_id: int
723
+ set_value: float
724
+ real_value: float
725
+ def __init__(self, risk_code: _Optional[str] = ..., risk_info: _Optional[str] = ..., risk_status: _Optional[int] = ..., order_action: _Optional[int] = ..., order_id: _Optional[str] = ..., account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., risk_id: _Optional[int] = ..., set_value: _Optional[float] = ..., real_value: _Optional[float] = ...) -> None: ...
726
+
727
+ class RiskEvent(_message.Message):
728
+ __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "timestamp", "risk_result")
729
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
730
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
731
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
732
+ MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
733
+ TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
734
+ RISK_RESULT_FIELD_NUMBER: _ClassVar[int]
735
+ msg_type: int
736
+ node_name: str
737
+ node_type: int
738
+ msg_sequence: int
739
+ timestamp: int
740
+ risk_result: _containers.RepeatedCompositeFieldContainer[RiskResult]
741
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., timestamp: _Optional[int] = ..., risk_result: _Optional[_Iterable[_Union[RiskResult, _Mapping]]] = ...) -> None: ...
742
+
743
+ class UpdateRiskParamsReq(_message.Message):
744
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "operate_type", "op_user", "risk_item")
745
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
746
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
747
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
748
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
749
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
750
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
751
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
752
+ RISK_ITEM_FIELD_NUMBER: _ClassVar[int]
753
+ msg_type: int
754
+ node_name: str
755
+ node_type: int
756
+ last_timestamp: int
757
+ request_id: str
758
+ operate_type: str
759
+ op_user: _common_pb2.OpUser
760
+ risk_item: _containers.RepeatedCompositeFieldContainer[_common_pb2.RiskItem]
761
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., risk_item: _Optional[_Iterable[_Union[_common_pb2.RiskItem, _Mapping]]] = ...) -> None: ...
762
+
763
+ class UpdateRiskParamsRsp(_message.Message):
764
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "operate_type", "status", "text", "risk_item")
765
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
766
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
767
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
768
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
769
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
770
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
771
+ STATUS_FIELD_NUMBER: _ClassVar[int]
772
+ TEXT_FIELD_NUMBER: _ClassVar[int]
773
+ RISK_ITEM_FIELD_NUMBER: _ClassVar[int]
774
+ msg_type: int
775
+ node_name: str
776
+ node_type: int
777
+ last_timestamp: int
778
+ request_id: str
779
+ operate_type: str
780
+ status: int
781
+ text: str
782
+ risk_item: _containers.RepeatedCompositeFieldContainer[_common_pb2.RiskItem]
783
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., risk_item: _Optional[_Iterable[_Union[_common_pb2.RiskItem, _Mapping]]] = ...) -> None: ...
784
+
785
+ class UpdateRiskStatReq(_message.Message):
786
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "op_user", "account_id", "instrument_id", "risk_code", "risk_stat_value")
787
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
788
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
789
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
790
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
791
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
792
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
793
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
794
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
795
+ RISK_CODE_FIELD_NUMBER: _ClassVar[int]
796
+ RISK_STAT_VALUE_FIELD_NUMBER: _ClassVar[int]
797
+ msg_type: int
798
+ node_name: str
799
+ node_type: int
800
+ last_timestamp: int
801
+ request_id: str
802
+ op_user: _common_pb2.OpUser
803
+ account_id: str
804
+ instrument_id: str
805
+ risk_code: str
806
+ risk_stat_value: float
807
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., risk_code: _Optional[str] = ..., risk_stat_value: _Optional[float] = ...) -> None: ...
808
+
809
+ class UpdateRiskStatRsp(_message.Message):
810
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "status", "text", "account_id", "instrument_id", "risk_code", "risk_stat_value")
811
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
812
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
813
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
814
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
815
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
816
+ STATUS_FIELD_NUMBER: _ClassVar[int]
817
+ TEXT_FIELD_NUMBER: _ClassVar[int]
818
+ ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
819
+ INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
820
+ RISK_CODE_FIELD_NUMBER: _ClassVar[int]
821
+ RISK_STAT_VALUE_FIELD_NUMBER: _ClassVar[int]
822
+ msg_type: int
823
+ node_name: str
824
+ node_type: int
825
+ last_timestamp: int
826
+ request_id: str
827
+ status: int
828
+ text: str
829
+ account_id: str
830
+ instrument_id: str
831
+ risk_code: str
832
+ risk_stat_value: float
833
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., risk_code: _Optional[str] = ..., risk_stat_value: _Optional[float] = ...) -> None: ...
834
+
835
+ class UpdateRiskMarketParamsReq(_message.Message):
836
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "operate_type", "op_user", "risk_params")
837
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
838
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
839
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
840
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
841
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
842
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
843
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
844
+ RISK_PARAMS_FIELD_NUMBER: _ClassVar[int]
845
+ msg_type: int
846
+ node_name: str
847
+ node_type: int
848
+ last_timestamp: int
849
+ request_id: str
850
+ operate_type: str
851
+ op_user: _common_pb2.OpUser
852
+ risk_params: _containers.RepeatedCompositeFieldContainer[_common_pb2.RiskMarketParams]
853
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., risk_params: _Optional[_Iterable[_Union[_common_pb2.RiskMarketParams, _Mapping]]] = ...) -> None: ...
854
+
855
+ class UpdateRiskMarketParamsRsp(_message.Message):
856
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "operate_type", "status", "text", "risk_params")
857
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
858
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
859
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
860
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
861
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
862
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
863
+ STATUS_FIELD_NUMBER: _ClassVar[int]
864
+ TEXT_FIELD_NUMBER: _ClassVar[int]
865
+ RISK_PARAMS_FIELD_NUMBER: _ClassVar[int]
866
+ msg_type: int
867
+ node_name: str
868
+ node_type: int
869
+ last_timestamp: int
870
+ request_id: str
871
+ operate_type: str
872
+ status: int
873
+ text: str
874
+ risk_params: _containers.RepeatedCompositeFieldContainer[_common_pb2.RiskMarketParams]
875
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., risk_params: _Optional[_Iterable[_Union[_common_pb2.RiskMarketParams, _Mapping]]] = ...) -> None: ...
876
+
877
+ class UpdateNodeConfigReq(_message.Message):
878
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "operate_type", "op_user", "trading_session", "counter_account")
879
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
880
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
881
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
882
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
883
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
884
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
885
+ OP_USER_FIELD_NUMBER: _ClassVar[int]
886
+ TRADING_SESSION_FIELD_NUMBER: _ClassVar[int]
887
+ COUNTER_ACCOUNT_FIELD_NUMBER: _ClassVar[int]
888
+ msg_type: int
889
+ node_name: str
890
+ node_type: int
891
+ last_timestamp: int
892
+ request_id: str
893
+ operate_type: str
894
+ op_user: _common_pb2.OpUser
895
+ trading_session: _containers.RepeatedCompositeFieldContainer[_common_pb2.TradingSession]
896
+ counter_account: _containers.RepeatedCompositeFieldContainer[_common_pb2.CounterAccount]
897
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., op_user: _Optional[_Union[_common_pb2.OpUser, _Mapping]] = ..., trading_session: _Optional[_Iterable[_Union[_common_pb2.TradingSession, _Mapping]]] = ..., counter_account: _Optional[_Iterable[_Union[_common_pb2.CounterAccount, _Mapping]]] = ...) -> None: ...
898
+
899
+ class UpdateNodeConfigRsp(_message.Message):
900
+ __slots__ = ("msg_type", "node_name", "node_type", "last_timestamp", "request_id", "operate_type", "status", "text", "trading_session", "counter_account")
901
+ MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
902
+ NODE_NAME_FIELD_NUMBER: _ClassVar[int]
903
+ NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
904
+ LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
905
+ REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
906
+ OPERATE_TYPE_FIELD_NUMBER: _ClassVar[int]
907
+ STATUS_FIELD_NUMBER: _ClassVar[int]
908
+ TEXT_FIELD_NUMBER: _ClassVar[int]
909
+ TRADING_SESSION_FIELD_NUMBER: _ClassVar[int]
910
+ COUNTER_ACCOUNT_FIELD_NUMBER: _ClassVar[int]
911
+ msg_type: int
912
+ node_name: str
913
+ node_type: int
914
+ last_timestamp: int
915
+ request_id: str
916
+ operate_type: str
917
+ status: int
918
+ text: str
919
+ trading_session: _containers.RepeatedCompositeFieldContainer[_common_pb2.TradingSession]
920
+ counter_account: _containers.RepeatedCompositeFieldContainer[_common_pb2.CounterAccount]
921
+ def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ..., operate_type: _Optional[str] = ..., status: _Optional[int] = ..., text: _Optional[str] = ..., trading_session: _Optional[_Iterable[_Union[_common_pb2.TradingSession, _Mapping]]] = ..., counter_account: _Optional[_Iterable[_Union[_common_pb2.CounterAccount, _Mapping]]] = ...) -> None: ...