datahub_binary 1.7.12__cp312-cp312-win_amd64.whl → 1.7.14__cp312-cp312-win_amd64.whl

datahub/ats/client_sdk.pyi

@@ -279,7 +279,7 @@ class BaseStrategy:
         :return:
         """
     def qry_sbl_list_req(self, sbl_ids: list[str]) -> str: ...
-    def lock_sbl_req(self, instrument_id: str, sbl_id: str, lock_qty: int) -> str: ...
+    def lock_sbl_req(self, instrument_id: str, sbl_id: str, lock_qty: int, intrate: float = 0.0) -> str: ...
     def qry_lock_position_req(self) -> None: ...
     def qry_lock_record_req(self) -> None: ...
     def proxy(self) -> None: ...

datahub/protos/client_pb2.pyi

@@ -294,7 +294,7 @@ class Trade(_message.Message):
     def __init__(self, order_id: _Optional[str] = ..., cl_order_id: _Optional[str] = ..., order_date: _Optional[int] = ..., order_time: _Optional[int] = ..., trade_id: _Optional[str] = ..., trade_time: _Optional[int] = ..., order_type: _Optional[int] = ..., side: _Optional[int] = ..., position_effect: _Optional[int] = ..., owner_type: _Optional[int] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., security_type: _Optional[str] = ..., instrument_id: _Optional[str] = ..., appl_id: _Optional[str] = ..., contract_unit: _Optional[float] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., business_type: _Optional[str] = ..., last_qty: _Optional[int] = ..., last_px: _Optional[float] = ..., last_amt: _Optional[float] = ..., match_place: _Optional[int] = ..., algo_type: _Optional[int] = ..., order_source: _Optional[str] = ..., attachment: _Optional[str] = ..., user_id: _Optional[str] = ..., counter_cl_order_id: _Optional[str] = ..., counter_order_id: _Optional[str] = ..., symbol: _Optional[str] = ..., parent_order_id: _Optional[str] = ...) -> None: ...
 
 class Fund(_message.Message):
-    __slots__ = ("account_id", "investor_id", "currency_id", "sod", "balance", "frozen", "available", "intraday", "trans_in", "trans_out", "version")
+    __slots__ = ("account_id", "investor_id", "currency_id", "sod", "balance", "frozen", "available", "intraday", "trans_in", "trans_out", "version", "product_id", "product_name", "broker", "long_market_value", "short_market_value", "market_value")
     ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
     INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
     CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
@@ -306,6 +306,12 @@ class Fund(_message.Message):
     TRANS_IN_FIELD_NUMBER: _ClassVar[int]
     TRANS_OUT_FIELD_NUMBER: _ClassVar[int]
     VERSION_FIELD_NUMBER: _ClassVar[int]
+    PRODUCT_ID_FIELD_NUMBER: _ClassVar[int]
+    PRODUCT_NAME_FIELD_NUMBER: _ClassVar[int]
+    BROKER_FIELD_NUMBER: _ClassVar[int]
+    LONG_MARKET_VALUE_FIELD_NUMBER: _ClassVar[int]
+    SHORT_MARKET_VALUE_FIELD_NUMBER: _ClassVar[int]
+    MARKET_VALUE_FIELD_NUMBER: _ClassVar[int]
     account_id: str
     investor_id: str
     currency_id: str
@@ -317,7 +323,13 @@ class Fund(_message.Message):
     trans_in: float
     trans_out: float
     version: int
-    def __init__(self, account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., currency_id: _Optional[str] = ..., sod: _Optional[float] = ..., balance: _Optional[float] = ..., frozen: _Optional[float] = ..., available: _Optional[float] = ..., intraday: _Optional[float] = ..., trans_in: _Optional[float] = ..., trans_out: _Optional[float] = ..., version: _Optional[int] = ...) -> None: ...
+    product_id: str
+    product_name: str
+    broker: str
+    long_market_value: float
+    short_market_value: float
+    market_value: float
+    def __init__(self, account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., currency_id: _Optional[str] = ..., sod: _Optional[float] = ..., balance: _Optional[float] = ..., frozen: _Optional[float] = ..., available: _Optional[float] = ..., intraday: _Optional[float] = ..., trans_in: _Optional[float] = ..., trans_out: _Optional[float] = ..., version: _Optional[int] = ..., product_id: _Optional[str] = ..., product_name: _Optional[str] = ..., broker: _Optional[str] = ..., long_market_value: _Optional[float] = ..., short_market_value: _Optional[float] = ..., market_value: _Optional[float] = ...) -> None: ...
 
 class LoginReq(_message.Message):
     __slots__ = ("msg_type", "user_id", "passwd", "last_timestamp", "request_id")
@@ -431,10 +443,12 @@ class StrategyControlReq(_message.Message):
         kRunning: _ClassVar[StrategyControlReq.ControlType]
         kPause: _ClassVar[StrategyControlReq.ControlType]
         kStop: _ClassVar[StrategyControlReq.ControlType]
+        kClose: _ClassVar[StrategyControlReq.ControlType]
     kInit: StrategyControlReq.ControlType
     kRunning: StrategyControlReq.ControlType
     kPause: StrategyControlReq.ControlType
     kStop: StrategyControlReq.ControlType
+    kClose: StrategyControlReq.ControlType
     MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
     STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
     STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
@@ -686,7 +700,7 @@ class QryStrategyStatReq(_message.Message):
     def __init__(self, msg_type: _Optional[int] = ..., text: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
 
 class StrategyStatDetail(_message.Message):
-    __slots__ = ("strategy_id", "strategy_name", "strategy_template_id", "status", "instrument_id", "symbol", "expo_qty", "sod_qty", "current_qty", "posi_amount", "last_px", "buy_amount", "sell_amount", "buy_qty", "sell_qty", "expo_amt", "active_order_nums", "text", "avail_qty", "net_change", "best_order_spread", "positon_rate", "trade_side_rate", "net_buy_amount", "total_trade_amount", "trade_rate", "diff2limit", "order_depth", "orders", "bid_premium_rate", "ask_premium_rate", "impact_factor", "theory_price", "original_price", "cost_price", "pre_close_price", "float_pnl", "contract_unit", "posi_adjust_rate", "active_buy_amt", "active_sell_amt", "max_spread_in_target_order_amt", "target_qty", "node_id", "node_name", "active_buy_price", "active_sell_price", "effective_active_amt", "stat_bid_price", "stat_ask_price", "stat_fields", "stat_status", "active_order_qty", "total_order_qty", "total_order_nums", "total_cancel_nums")
+    __slots__ = ("strategy_id", "account_id", "strategy_name", "strategy_template_id", "status", "instrument_id", "symbol", "expo_qty", "sod_qty", "current_qty", "posi_amount", "last_px", "buy_amount", "sell_amount", "buy_qty", "sell_qty", "expo_amt", "active_order_nums", "text", "avail_qty", "net_change", "best_order_spread", "positon_rate", "trade_side_rate", "net_buy_amount", "total_trade_amount", "trade_rate", "diff2limit", "order_depth", "orders", "bid_premium_rate", "ask_premium_rate", "impact_factor", "theory_price", "original_price", "cost_price", "pre_close_price", "float_pnl", "contract_unit", "posi_adjust_rate", "active_buy_amt", "active_sell_amt", "max_spread_in_target_order_amt", "target_qty", "node_id", "node_name", "active_buy_price", "active_sell_price", "effective_active_amt", "stat_bid_price", "stat_ask_price", "stat_fields", "stat_status", "active_order_qty", "total_order_qty", "total_order_nums", "total_cancel_nums")
     class DepthItem(_message.Message):
         __slots__ = ("price", "volume", "side")
         PRICE_FIELD_NUMBER: _ClassVar[int]
@@ -708,6 +722,7 @@ class StrategyStatDetail(_message.Message):
         ids: _containers.RepeatedScalarFieldContainer[str]
         def __init__(self, price: _Optional[float] = ..., qty: _Optional[int] = ..., side: _Optional[int] = ..., ids: _Optional[_Iterable[str]] = ...) -> None: ...
     STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
+    ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
     STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
     STRATEGY_TEMPLATE_ID_FIELD_NUMBER: _ClassVar[int]
     STATUS_FIELD_NUMBER: _ClassVar[int]
@@ -764,6 +779,7 @@ class StrategyStatDetail(_message.Message):
     TOTAL_ORDER_NUMS_FIELD_NUMBER: _ClassVar[int]
     TOTAL_CANCEL_NUMS_FIELD_NUMBER: _ClassVar[int]
     strategy_id: int
+    account_id: str
     strategy_name: str
     strategy_template_id: str
     status: str
@@ -819,7 +835,7 @@ class StrategyStatDetail(_message.Message):
     total_order_qty: int
     total_order_nums: int
     total_cancel_nums: int
-    def __init__(self, strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., strategy_template_id: _Optional[str] = ..., status: _Optional[str] = ..., instrument_id: _Optional[str] = ..., symbol: _Optional[str] = ..., expo_qty: _Optional[int] = ..., sod_qty: _Optional[int] = ..., current_qty: _Optional[int] = ..., posi_amount: _Optional[float] = ..., last_px: _Optional[float] = ..., buy_amount: _Optional[float] = ..., sell_amount: _Optional[float] = ..., buy_qty: _Optional[int] = ..., sell_qty: _Optional[int] = ..., expo_amt: _Optional[float] = ..., active_order_nums: _Optional[int] = ..., text: _Optional[str] = ..., avail_qty: _Optional[int] = ..., net_change: _Optional[float] = ..., best_order_spread: _Optional[int] = ..., positon_rate: _Optional[float] = ..., trade_side_rate: _Optional[float] = ..., net_buy_amount: _Optional[float] = ..., total_trade_amount: _Optional[float] = ..., trade_rate: _Optional[float] = ..., diff2limit: _Optional[float] = ..., order_depth: _Optional[_Iterable[_Union[StrategyStatDetail.DepthItem, _Mapping]]] = ..., orders: _Optional[_Iterable[_Union[StrategyStatDetail.OrderItem, _Mapping]]] = ..., bid_premium_rate: _Optional[float] = ..., ask_premium_rate: _Optional[float] = ..., impact_factor: _Optional[float] = ..., theory_price: _Optional[float] = ..., original_price: _Optional[float] = ..., cost_price: _Optional[float] = ..., pre_close_price: _Optional[float] = ..., float_pnl: _Optional[float] = ..., contract_unit: _Optional[float] = ..., posi_adjust_rate: _Optional[float] = ..., active_buy_amt: _Optional[float] = ..., active_sell_amt: _Optional[float] = ..., max_spread_in_target_order_amt: _Optional[int] = ..., target_qty: _Optional[int] = ..., node_id: _Optional[int] = ..., node_name: _Optional[str] = ..., active_buy_price: _Optional[float] = ..., active_sell_price: _Optional[float] = ..., effective_active_amt: _Optional[float] = ..., stat_bid_price: _Optional[float] = ..., stat_ask_price: _Optional[float] = ..., stat_fields: _Optional[str] = ..., stat_status: _Optional[int] = ..., active_order_qty: _Optional[int] = ..., total_order_qty: _Optional[int] = ..., total_order_nums: _Optional[int] = ..., total_cancel_nums: _Optional[int] = ...) -> None: ...
+    def __init__(self, strategy_id: _Optional[int] = ..., account_id: _Optional[str] = ..., strategy_name: _Optional[str] = ..., strategy_template_id: _Optional[str] = ..., status: _Optional[str] = ..., instrument_id: _Optional[str] = ..., symbol: _Optional[str] = ..., expo_qty: _Optional[int] = ..., sod_qty: _Optional[int] = ..., current_qty: _Optional[int] = ..., posi_amount: _Optional[float] = ..., last_px: _Optional[float] = ..., buy_amount: _Optional[float] = ..., sell_amount: _Optional[float] = ..., buy_qty: _Optional[int] = ..., sell_qty: _Optional[int] = ..., expo_amt: _Optional[float] = ..., active_order_nums: _Optional[int] = ..., text: _Optional[str] = ..., avail_qty: _Optional[int] = ..., net_change: _Optional[float] = ..., best_order_spread: _Optional[int] = ..., positon_rate: _Optional[float] = ..., trade_side_rate: _Optional[float] = ..., net_buy_amount: _Optional[float] = ..., total_trade_amount: _Optional[float] = ..., trade_rate: _Optional[float] = ..., diff2limit: _Optional[float] = ..., order_depth: _Optional[_Iterable[_Union[StrategyStatDetail.DepthItem, _Mapping]]] = ..., orders: _Optional[_Iterable[_Union[StrategyStatDetail.OrderItem, _Mapping]]] = ..., bid_premium_rate: _Optional[float] = ..., ask_premium_rate: _Optional[float] = ..., impact_factor: _Optional[float] = ..., theory_price: _Optional[float] = ..., original_price: _Optional[float] = ..., cost_price: _Optional[float] = ..., pre_close_price: _Optional[float] = ..., float_pnl: _Optional[float] = ..., contract_unit: _Optional[float] = ..., posi_adjust_rate: _Optional[float] = ..., active_buy_amt: _Optional[float] = ..., active_sell_amt: _Optional[float] = ..., max_spread_in_target_order_amt: _Optional[int] = ..., target_qty: _Optional[int] = ..., node_id: _Optional[int] = ..., node_name: _Optional[str] = ..., active_buy_price: _Optional[float] = ..., active_sell_price: _Optional[float] = ..., effective_active_amt: _Optional[float] = ..., stat_bid_price: _Optional[float] = ..., stat_ask_price: _Optional[float] = ..., stat_fields: _Optional[str] = ..., stat_status: _Optional[int] = ..., active_order_qty: _Optional[int] = ..., total_order_qty: _Optional[int] = ..., total_order_nums: _Optional[int] = ..., total_cancel_nums: _Optional[int] = ...) -> None: ...
 
 class QryStrategyStatRsp(_message.Message):
     __slots__ = ("msg_type", "last_timestamp", "request_id", "status", "text")
@@ -990,7 +1006,7 @@ class StrategyInstrumentStat(_message.Message):
     def __init__(self, strategy_name: _Optional[str] = ..., instrument_id: _Optional[str] = ..., book_id: _Optional[str] = ..., account_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., sod_qty: _Optional[int] = ..., trade_pnl: _Optional[float] = ..., total_pnl: _Optional[float] = ..., current_qty: _Optional[int] = ..., trade_qty: _Optional[int] = ..., trade_amount: _Optional[float] = ..., last_price: _Optional[float] = ..., fee: _Optional[float] = ..., buy_qty: _Optional[int] = ..., sell_qty: _Optional[int] = ..., buy_amount: _Optional[float] = ..., sell_amount: _Optional[float] = ..., buy_pnl: _Optional[float] = ..., sell_pnl: _Optional[float] = ..., buy_avg_price: _Optional[float] = ..., sell_avg_price: _Optional[float] = ..., prev_close: _Optional[float] = ..., sod_pnl: _Optional[float] = ..., symbol: _Optional[str] = ...) -> None: ...
 
 class StrategySummary(_message.Message):
-    __slots__ = ("strategy_name", "book_id", "account_id", "strategy_id", "trade_pnl", "total_pnl", "trade_amount", "total_amount", "fee", "buy_amount", "sell_amount", "buy_pnl", "sell_pnl", "sod_pnl", "stats", "total_instruments")
+    __slots__ = ("strategy_name", "book_id", "account_id", "strategy_id", "trade_pnl", "total_pnl", "trade_amount", "total_amount", "fee", "buy_amount", "sell_amount", "buy_pnl", "sell_pnl", "sod_pnl", "stats", "total_instruments", "long_amount", "short_amount", "product_id", "product_name")
     STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
     BOOK_ID_FIELD_NUMBER: _ClassVar[int]
     ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
@@ -1007,6 +1023,10 @@ class StrategySummary(_message.Message):
     SOD_PNL_FIELD_NUMBER: _ClassVar[int]
     STATS_FIELD_NUMBER: _ClassVar[int]
     TOTAL_INSTRUMENTS_FIELD_NUMBER: _ClassVar[int]
+    LONG_AMOUNT_FIELD_NUMBER: _ClassVar[int]
+    SHORT_AMOUNT_FIELD_NUMBER: _ClassVar[int]
+    PRODUCT_ID_FIELD_NUMBER: _ClassVar[int]
+    PRODUCT_NAME_FIELD_NUMBER: _ClassVar[int]
     strategy_name: str
     book_id: str
     account_id: str
@@ -1023,7 +1043,11 @@ class StrategySummary(_message.Message):
     sod_pnl: float
     stats: _containers.RepeatedCompositeFieldContainer[StrategyInstrumentStat]
     total_instruments: int
-    def __init__(self, strategy_name: _Optional[str] = ..., book_id: _Optional[str] = ..., account_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., trade_pnl: _Optional[float] = ..., total_pnl: _Optional[float] = ..., trade_amount: _Optional[float] = ..., total_amount: _Optional[float] = ..., fee: _Optional[float] = ..., buy_amount: _Optional[float] = ..., sell_amount: _Optional[float] = ..., buy_pnl: _Optional[float] = ..., sell_pnl: _Optional[float] = ..., sod_pnl: _Optional[float] = ..., stats: _Optional[_Iterable[_Union[StrategyInstrumentStat, _Mapping]]] = ..., total_instruments: _Optional[int] = ...) -> None: ...
+    long_amount: float
+    short_amount: float
+    product_id: str
+    product_name: str
+    def __init__(self, strategy_name: _Optional[str] = ..., book_id: _Optional[str] = ..., account_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., trade_pnl: _Optional[float] = ..., total_pnl: _Optional[float] = ..., trade_amount: _Optional[float] = ..., total_amount: _Optional[float] = ..., fee: _Optional[float] = ..., buy_amount: _Optional[float] = ..., sell_amount: _Optional[float] = ..., buy_pnl: _Optional[float] = ..., sell_pnl: _Optional[float] = ..., sod_pnl: _Optional[float] = ..., stats: _Optional[_Iterable[_Union[StrategyInstrumentStat, _Mapping]]] = ..., total_instruments: _Optional[int] = ..., long_amount: _Optional[float] = ..., short_amount: _Optional[float] = ..., product_id: _Optional[str] = ..., product_name: _Optional[str] = ...) -> None: ...
 
 class Book(_message.Message):
     __slots__ = ("book_id", "comments", "settle_currency_id", "exposure", "trade_pnl", "total_pnl", "book_type", "is_auto_hedge", "auto_hedge_strategy_id", "auto_hedge_strategy_name", "strategy_summaries", "last_timestamp", "long_exposure", "short_exposure", "sod_pnl")
@@ -1430,7 +1454,7 @@ class QrySblListRsp(_message.Message):
     def __init__(self, msg_type: _Optional[int] = ..., sbl_list: _Optional[_Iterable[_Union[SblList, _Mapping]]] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
 
 class LockSblReq(_message.Message):
-    __slots__ = ("msg_type", "strategy_id", "instrument_id", "lock_qty", "cl_order_id", "last_timestamp", "sbl_id")
+    __slots__ = ("msg_type", "strategy_id", "instrument_id", "lock_qty", "cl_order_id", "last_timestamp", "sbl_id", "intrate")
     MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
     STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
     INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
@@ -1438,6 +1462,7 @@ class LockSblReq(_message.Message):
     CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
     LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
     SBL_ID_FIELD_NUMBER: _ClassVar[int]
+    INTRATE_FIELD_NUMBER: _ClassVar[int]
     msg_type: int
     strategy_id: int
     instrument_id: str
@@ -1445,7 +1470,8 @@ class LockSblReq(_message.Message):
     cl_order_id: str
     last_timestamp: int
     sbl_id: str
-    def __init__(self, msg_type: _Optional[int] = ..., strategy_id: _Optional[int] = ..., instrument_id: _Optional[str] = ..., lock_qty: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., sbl_id: _Optional[str] = ...) -> None: ...
+    intrate: float
+    def __init__(self, msg_type: _Optional[int] = ..., strategy_id: _Optional[int] = ..., instrument_id: _Optional[str] = ..., lock_qty: _Optional[int] = ..., cl_order_id: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., sbl_id: _Optional[str] = ..., intrate: _Optional[float] = ...) -> None: ...
 
 class LockSblRsp(_message.Message):
     __slots__ = ("msg_type", "strategy_id", "account_id", "instrument_id", "locked_qty", "intrate", "status", "duration", "reason", "cl_order_id", "last_timestamp", "sbl_id")
@@ -1512,8 +1538,8 @@ class LockRecord(_message.Message):
     duration: int
     request_time: int
     response_time: int
-    counter_order_id: int
-    def __init__(self, sbl_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., locked_qty: _Optional[int] = ..., intrate: _Optional[float] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., cl_order_id: _Optional[str] = ..., duration: _Optional[int] = ..., request_time: _Optional[int] = ..., response_time: _Optional[int] = ..., counter_order_id: _Optional[int] = ...) -> None: ...
+    counter_order_id: str
+    def __init__(self, sbl_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., locked_qty: _Optional[int] = ..., intrate: _Optional[float] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., cl_order_id: _Optional[str] = ..., duration: _Optional[int] = ..., request_time: _Optional[int] = ..., response_time: _Optional[int] = ..., counter_order_id: _Optional[str] = ...) -> None: ...
 
 class QryLockRecordRsp(_message.Message):
     __slots__ = ("msg_type", "account_id", "strategy_id", "lock_records", "request_id", "status", "reason", "last_timestamp")
@@ -1588,7 +1614,7 @@ class QryLockPositionRsp(_message.Message):
     def __init__(self, msg_type: _Optional[int] = ..., strategy_id: _Optional[int] = ..., account_id: _Optional[str] = ..., lock_positions: _Optional[_Iterable[_Union[LockPosition, _Mapping]]] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., last_timestamp: _Optional[int] = ..., request_id: _Optional[str] = ...) -> None: ...
 
 class Position(_message.Message):
-    __slots__ = ("account_id", "investor_id", "market", "security_id", "security_type", "symbol", "posi_side", "instrument_id", "sod", "balance", "available", "frozen", "buy_in", "sell_out", "trans_in", "trans_out", "trans_avl", "apply_avl", "cost_price", "realized_pnl", "version", "last_price", "market_value")
+    __slots__ = ("account_id", "investor_id", "market", "security_id", "security_type", "symbol", "posi_side", "instrument_id", "sod", "balance", "available", "frozen", "buy_in", "sell_out", "trans_in", "trans_out", "trans_avl", "apply_avl", "cost_price", "realized_pnl", "version", "last_price", "market_value", "product_id", "product_name")
     ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
     INVESTOR_ID_FIELD_NUMBER: _ClassVar[int]
     MARKET_FIELD_NUMBER: _ClassVar[int]
@@ -1612,6 +1638,8 @@ class Position(_message.Message):
     VERSION_FIELD_NUMBER: _ClassVar[int]
     LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
     MARKET_VALUE_FIELD_NUMBER: _ClassVar[int]
+    PRODUCT_ID_FIELD_NUMBER: _ClassVar[int]
+    PRODUCT_NAME_FIELD_NUMBER: _ClassVar[int]
     account_id: str
     investor_id: str
     market: str
@@ -1635,7 +1663,9 @@ class Position(_message.Message):
     version: int
     last_price: float
     market_value: float
-    def __init__(self, account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., posi_side: _Optional[int] = ..., instrument_id: _Optional[str] = ..., sod: _Optional[int] = ..., balance: _Optional[int] = ..., available: _Optional[int] = ..., frozen: _Optional[int] = ..., buy_in: _Optional[int] = ..., sell_out: _Optional[int] = ..., trans_in: _Optional[int] = ..., trans_out: _Optional[int] = ..., trans_avl: _Optional[int] = ..., apply_avl: _Optional[int] = ..., cost_price: _Optional[float] = ..., realized_pnl: _Optional[float] = ..., version: _Optional[int] = ..., last_price: _Optional[float] = ..., market_value: _Optional[float] = ...) -> None: ...
+    product_id: str
+    product_name: str
+    def __init__(self, account_id: _Optional[str] = ..., investor_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., posi_side: _Optional[int] = ..., instrument_id: _Optional[str] = ..., sod: _Optional[int] = ..., balance: _Optional[int] = ..., available: _Optional[int] = ..., frozen: _Optional[int] = ..., buy_in: _Optional[int] = ..., sell_out: _Optional[int] = ..., trans_in: _Optional[int] = ..., trans_out: _Optional[int] = ..., trans_avl: _Optional[int] = ..., apply_avl: _Optional[int] = ..., cost_price: _Optional[float] = ..., realized_pnl: _Optional[float] = ..., version: _Optional[int] = ..., last_price: _Optional[float] = ..., market_value: _Optional[float] = ..., product_id: _Optional[str] = ..., product_name: _Optional[str] = ...) -> None: ...
 
 class PositionQty(_message.Message):
     __slots__ = ("type", "qty")
@@ -2314,7 +2344,7 @@ class PlaceBasketOrderRsp(_message.Message):
     def __init__(self, msg_type: _Optional[int] = ..., basket_cl_order_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., basket_id: _Optional[str] = ..., template_id: _Optional[str] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., side: _Optional[int] = ..., basket_amt: _Optional[float] = ..., trade_amt: _Optional[float] = ..., basket_qty: _Optional[int] = ..., process_qty: _Optional[float] = ..., process_amt: _Optional[float] = ..., create_time: _Optional[int] = ..., algo_type: _Optional[int] = ..., algo_params: _Optional[_Union[AlgoParams, _Mapping]] = ..., order_source: _Optional[str] = ...) -> None: ...
 
 class BasketOrderEvent(_message.Message):
-    __slots__ = ("msg_type", "basket_cl_order_id", "basket_id", "template_id", "status", "strategy_id", "strategy_name", "side", "basket_amt", "trade_amt", "basket_qty", "process_qty", "process_amt", "create_time", "algo_type", "algo_params", "reason", "user_id", "order_qty", "trade_qty", "reject_qty", "cancel_qty")
+    __slots__ = ("msg_type", "basket_cl_order_id", "basket_id", "template_id", "status", "strategy_id", "strategy_name", "side", "basket_amt", "trade_amt", "basket_qty", "process_qty", "process_amt", "create_time", "algo_type", "algo_params", "reason", "user_id", "order_qty", "trade_qty", "reject_qty", "cancel_qty", "order_source")
     MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
     BASKET_CL_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
     BASKET_ID_FIELD_NUMBER: _ClassVar[int]
@@ -2337,6 +2367,7 @@ class BasketOrderEvent(_message.Message):
     TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
     REJECT_QTY_FIELD_NUMBER: _ClassVar[int]
     CANCEL_QTY_FIELD_NUMBER: _ClassVar[int]
+    ORDER_SOURCE_FIELD_NUMBER: _ClassVar[int]
     msg_type: int
     basket_cl_order_id: str
     basket_id: str
@@ -2359,7 +2390,8 @@ class BasketOrderEvent(_message.Message):
     trade_qty: int
     reject_qty: int
     cancel_qty: int
-    def __init__(self, msg_type: _Optional[int] = ..., basket_cl_order_id: _Optional[str] = ..., basket_id: _Optional[str] = ..., template_id: _Optional[str] = ..., status: _Optional[int] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., side: _Optional[int] = ..., basket_amt: _Optional[float] = ..., trade_amt: _Optional[float] = ..., basket_qty: _Optional[int] = ..., process_qty: _Optional[float] = ..., process_amt: _Optional[float] = ..., create_time: _Optional[int] = ..., algo_type: _Optional[int] = ..., algo_params: _Optional[_Union[AlgoParams, _Mapping]] = ..., reason: _Optional[str] = ..., user_id: _Optional[str] = ..., order_qty: _Optional[int] = ..., trade_qty: _Optional[int] = ..., reject_qty: _Optional[int] = ..., cancel_qty: _Optional[int] = ...) -> None: ...
+    order_source: str
+    def __init__(self, msg_type: _Optional[int] = ..., basket_cl_order_id: _Optional[str] = ..., basket_id: _Optional[str] = ..., template_id: _Optional[str] = ..., status: _Optional[int] = ..., strategy_id: _Optional[int] = ..., strategy_name: _Optional[str] = ..., side: _Optional[int] = ..., basket_amt: _Optional[float] = ..., trade_amt: _Optional[float] = ..., basket_qty: _Optional[int] = ..., process_qty: _Optional[float] = ..., process_amt: _Optional[float] = ..., create_time: _Optional[int] = ..., algo_type: _Optional[int] = ..., algo_params: _Optional[_Union[AlgoParams, _Mapping]] = ..., reason: _Optional[str] = ..., user_id: _Optional[str] = ..., order_qty: _Optional[int] = ..., trade_qty: _Optional[int] = ..., reject_qty: _Optional[int] = ..., cancel_qty: _Optional[int] = ..., order_source: _Optional[str] = ...) -> None: ...
 
 class QryBasketOrderReq(_message.Message):
     __slots__ = ("msg_type", "request_id")
@@ -3956,6 +3988,132 @@ class QryRiskMarketParamsRsp(_message.Message):
     data: _containers.RepeatedCompositeFieldContainer[RiskMarketParams]
     def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., is_last: bool = ..., data: _Optional[_Iterable[_Union[RiskMarketParams, _Mapping]]] = ...) -> None: ...
 
+class RiskEventResult(_message.Message):
+    __slots__ = ("sno", "account_id", "instrument_id", "node_name", "node_type", "occur_date", "occur_time", "risk_id", "risk_code", "risk_info", "risk_status", "order_action", "order_id", "set_value", "real_value")
+    SNO_FIELD_NUMBER: _ClassVar[int]
+    ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
+    INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
+    NODE_NAME_FIELD_NUMBER: _ClassVar[int]
+    NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
+    OCCUR_DATE_FIELD_NUMBER: _ClassVar[int]
+    OCCUR_TIME_FIELD_NUMBER: _ClassVar[int]
+    RISK_ID_FIELD_NUMBER: _ClassVar[int]
+    RISK_CODE_FIELD_NUMBER: _ClassVar[int]
+    RISK_INFO_FIELD_NUMBER: _ClassVar[int]
+    RISK_STATUS_FIELD_NUMBER: _ClassVar[int]
+    ORDER_ACTION_FIELD_NUMBER: _ClassVar[int]
+    ORDER_ID_FIELD_NUMBER: _ClassVar[int]
+    SET_VALUE_FIELD_NUMBER: _ClassVar[int]
+    REAL_VALUE_FIELD_NUMBER: _ClassVar[int]
+    sno: int
+    account_id: str
+    instrument_id: str
+    node_name: str
+    node_type: int
+    occur_date: str
+    occur_time: str
+    risk_id: int
+    risk_code: str
+    risk_info: str
+    risk_status: int
+    order_action: int
+    order_id: str
+    set_value: float
+    real_value: float
+    def __init__(self, sno: _Optional[int] = ..., account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., occur_date: _Optional[str] = ..., occur_time: _Optional[str] = ..., risk_id: _Optional[int] = ..., risk_code: _Optional[str] = ..., risk_info: _Optional[str] = ..., risk_status: _Optional[int] = ..., order_action: _Optional[int] = ..., order_id: _Optional[str] = ..., set_value: _Optional[float] = ..., real_value: _Optional[float] = ...) -> None: ...
+
+class QryRiskEventResultReq(_message.Message):
+    __slots__ = ("msg_type", "request_id", "account_id")
+    MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
+    REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
+    ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
+    msg_type: int
+    request_id: str
+    account_id: str
+    def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., account_id: _Optional[str] = ...) -> None: ...
+
+class QryRiskEventResultRsp(_message.Message):
+    __slots__ = ("msg_type", "request_id", "account_id", "status", "reason", "data", "is_last")
+    MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
+    REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
+    ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
+    STATUS_FIELD_NUMBER: _ClassVar[int]
+    REASON_FIELD_NUMBER: _ClassVar[int]
+    DATA_FIELD_NUMBER: _ClassVar[int]
+    IS_LAST_FIELD_NUMBER: _ClassVar[int]
+    msg_type: int
+    request_id: str
+    account_id: str
+    status: int
+    reason: str
+    data: _containers.RepeatedCompositeFieldContainer[RiskEventResult]
+    is_last: bool
+    def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., account_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., data: _Optional[_Iterable[_Union[RiskEventResult, _Mapping]]] = ..., is_last: bool = ...) -> None: ...
+
+class RiskStatInfo(_message.Message):
+    __slots__ = ("market", "account_id", "instrument_id", "stat_mode", "last_timestamp", "total_order_num", "total_cancel_num", "cancel_rate")
+    MARKET_FIELD_NUMBER: _ClassVar[int]
+    ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
+    INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
+    STAT_MODE_FIELD_NUMBER: _ClassVar[int]
+    LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
+    TOTAL_ORDER_NUM_FIELD_NUMBER: _ClassVar[int]
+    TOTAL_CANCEL_NUM_FIELD_NUMBER: _ClassVar[int]
+    CANCEL_RATE_FIELD_NUMBER: _ClassVar[int]
+    market: str
+    account_id: str
+    instrument_id: str
+    stat_mode: int
+    last_timestamp: int
+    total_order_num: int
+    total_cancel_num: int
+    cancel_rate: float
+    def __init__(self, market: _Optional[str] = ..., account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., stat_mode: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., total_order_num: _Optional[int] = ..., total_cancel_num: _Optional[int] = ..., cancel_rate: _Optional[float] = ...) -> None: ...
+
+class QryRiskStatInfoReq(_message.Message):
+    __slots__ = ("msg_type", "request_id", "market", "account_id", "instrument_id")
+    MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
+    REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
+    MARKET_FIELD_NUMBER: _ClassVar[int]
+    ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
+    INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
+    msg_type: int
+    request_id: str
+    market: str
+    account_id: str
+    instrument_id: str
+    def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., market: _Optional[str] = ..., account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ...) -> None: ...
+
+class QryRiskStatInfoRsp(_message.Message):
+    __slots__ = ("msg_type", "request_id", "market", "account_id", "instrument_id", "status", "reason", "data", "is_last")
+    MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
+    REQUEST_ID_FIELD_NUMBER: _ClassVar[int]
+    MARKET_FIELD_NUMBER: _ClassVar[int]
+    ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
+    INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
+    STATUS_FIELD_NUMBER: _ClassVar[int]
+    REASON_FIELD_NUMBER: _ClassVar[int]
+    DATA_FIELD_NUMBER: _ClassVar[int]
+    IS_LAST_FIELD_NUMBER: _ClassVar[int]
+    msg_type: int
+    request_id: str
+    market: str
+    account_id: str
+    instrument_id: str
+    status: int
+    reason: str
+    data: _containers.RepeatedCompositeFieldContainer[RiskStatInfo]
+    is_last: bool
+    def __init__(self, msg_type: _Optional[int] = ..., request_id: _Optional[str] = ..., market: _Optional[str] = ..., account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., status: _Optional[int] = ..., reason: _Optional[str] = ..., data: _Optional[_Iterable[_Union[RiskStatInfo, _Mapping]]] = ..., is_last: bool = ...) -> None: ...
+
+class RiskEvent(_message.Message):
+    __slots__ = ("msg_type", "data")
+    MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
+    DATA_FIELD_NUMBER: _ClassVar[int]
+    msg_type: int
+    data: RiskEventResult
+    def __init__(self, msg_type: _Optional[int] = ..., data: _Optional[_Union[RiskEventResult, _Mapping]] = ...) -> None: ...
+
 class UpdateRiskMarketParamsReq(_message.Message):
     __slots__ = ("msg_type", "last_timestamp", "request_id", "operate_type", "risk_params", "account_id")
     MSG_TYPE_FIELD_NUMBER: _ClassVar[int]

{datahub_binary-1.7.12.dist-info → datahub_binary-1.7.14.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: datahub_binary
-Version: 1.7.12
+Version: 1.7.14
 Summary: A comprehensive Python library for data processing, integration, and management.
 Requires-Python: <3.13,>=3.9
 Description-Content-Type: text/markdown

{datahub_binary-1.7.12.dist-info → datahub_binary-1.7.14.dist-info}/RECORD

@@ -1,16 +1,16 @@
-datahub.cp312-win_amd64.pyd,sha256=hvn8MCycQx1kdHnLizhxZ4u-MF2vewJeeQHT9j1terw,1799168
+datahub.cp312-win_amd64.pyd,sha256=sZAdKVHk95tZ5sjHpWVNPmrbpgQBNvkgYBgq1WNN6Y8,1803776
 datahub.pyi,sha256=RCXeWHG7NPZBPCR6Kn2tGHTBvItWj8e3_Smus_1ZPGk,1507
 datahub/__init__.pyi,sha256=hX8D9Qd6uPjZiUBd6rIq7Llkt_H4l_RvRXsws3sdYbI,630
 datahub/datacache.pyi,sha256=Z2b3ktYv5t2y9Z1yXn0axbdoV06-GhjJhEIl_Ms-FjU,5044
 datahub/datahub.pyi,sha256=CUApKMxrupjWgB2kz7RyDq2Wl4vjFESmGWfoy9lplqA,50337
 datahub/setting.pyi,sha256=u6gYjjF6r1thSpp2XNMvg_1JUcqB64dRTkNoHlOoKUQ,889
-datahub/ats/client_sdk.pyi,sha256=eObtyaQqSn_ouq_uDplZ8L6Xf8XRbJj2HrgvYHoXYSQ,8688
+datahub/ats/client_sdk.pyi,sha256=RScBpyY2ML84RBrYt60RnHtodOwWOe5-LbnJ3nFFBGs,8710
 datahub/dbo/database.pyi,sha256=tsGDnI5MCQdvlwDWeDb256bz8Ck6j8SYexIQNbJk7Vw,1654
 datahub/dbo/pg.pyi,sha256=0AA3aK6uLdg9TUypszoF3yVj06xPJzGnkU5cXUJByE4,1894
 datahub/dbo/redis_stream.pyi,sha256=Rd9nvmSvnz4npEfjUyiq6Cw_TO6jtN9mPgwA-7nrO0g,1752
 datahub/dbo/sr.pyi,sha256=zRHnU6QzJE5GS2SbIpd4GK_6f-XkuvBXgfE3YQOZPKE,28550
 datahub/protos/client_msg.pyi,sha256=ftmkInjCGv1DEt477f5dLmRuFdVzrJ40jbOFGr3ZrZU,4063
-datahub/protos/client_pb2.pyi,sha256=CZTEbNX3LduN31Ir1gNb4iK9GFEbP75kc4yeuAwg-dA,220830
+datahub/protos/client_pb2.pyi,sha256=3LdWOGSmV9vJiGIaaxBBrLpuQdXE4vb92bLvUGToCl8,228911
 datahub/protos/common_pb2.pyi,sha256=KCzIIakHr0iViKFNFcK1ZotkqcQuZ9_XTNIfvyvcSbM,32839
 datahub/protos/management_pb2.pyi,sha256=DtHNxR31C1T4HTUWT7KSsFPMvHiq37u_3G3aO__McA8,23183
 datahub/protos/position_pb2.pyi,sha256=C4FCpOCjQrNtqvtjvxPZFbDG7aWBsjmQEBSzNVmRKp4,32252
@@ -25,7 +25,7 @@ datahub/utils/sftp.pyi,sha256=qYlQ9nJ_lhZi6pD9Ub0MOAs4zgK8A7XXaQuomR97bLw,1720
 datahub/utils/monitor/__init__.pyi,sha256=EOwgf8CbJ4g3iUAaFoR6O-mYemJ9xjP42zlBj2KeA9c,76
 datahub/utils/monitor/base.pyi,sha256=n1dKYK73JJ_7QPkCWFc-6Aj_a16j2z_VBaQ9zkN9A3E,310
 datahub/utils/monitor/feishu.pyi,sha256=GgvJXYeX3cPOQjqpV0GJUr_Ri1_cZe2-viRBkpe6O_g,402
-datahub_binary-1.7.12.dist-info/METADATA,sha256=QSk2LsBl_dr_QYKrodrQuT5TPPcBvkslChcZC1Xk-U8,7903
-datahub_binary-1.7.12.dist-info/WHEEL,sha256=udyJfL7sDplgZRIx5dG3Nuxzf9JUNe7jMVV2dM5RExo,96
-datahub_binary-1.7.12.dist-info/top_level.txt,sha256=J0rzqYfZghMgpObWaPGhQtV88I-KXrgArDvi_ddf6ZA,8
-datahub_binary-1.7.12.dist-info/RECORD,,
+datahub_binary-1.7.14.dist-info/METADATA,sha256=_miAm4dijLf0a0bOp31-SRB2MO3XeF42OePUco1fiB8,7903
+datahub_binary-1.7.14.dist-info/WHEEL,sha256=SiQL47otJZO7hmhrbwreq4JNnTfRRNgh4xWPveO13bM,96
+datahub_binary-1.7.14.dist-info/top_level.txt,sha256=J0rzqYfZghMgpObWaPGhQtV88I-KXrgArDvi_ddf6ZA,8
+datahub_binary-1.7.14.dist-info/RECORD,,

{datahub_binary-1.7.12.dist-info → datahub_binary-1.7.14.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: Nuitka (2.8.3)
+Generator: Nuitka (2.8.4)
 Root-Is-Purelib: false
 Tag: cp312-cp312-win_amd64