datahub_binary 1.8.7__cp312-cp312-win_amd64.whl → 1.8.9__cp312-cp312-win_amd64.whl

datahub/datahub.pyi

@@ -6,6 +6,7 @@ from .dbo.sr import StarRocks as StarRocks
 from .protos.client_msg import BarMatrix as BarMatrix, MsgType as MsgType
 from .setting import Setting as Setting
 from .utils.logger import logger as logger
+from _typeshed import Incomplete
 from dataclasses import dataclass
 from datetime import date, datetime, time
 from pydantic import BaseModel
@@ -78,6 +79,7 @@ class BarDataMatrix:
         """生成proto"""
 
 class RsTopic:
+    indicator_1min: str
     indicator_5min: str
     factor_5min: str
     predictor: str
@@ -85,7 +87,14 @@ class RsTopic:
 
 class DataHub:
     setting: Setting
-    def __init__(self, setting: Setting) -> None: ...
+    custom_logger: Incomplete
+    def __init__(self, setting: Setting, custom_logger=None) -> None:
+        """
+        初始化Datahub
+
+        :param setting: 配置
+        :param custom_logger: 自定义logger如果传入则使用传入的logger
+        """
     @property
     def calendar(self) -> Calendar: ...
     @property
@@ -94,11 +103,12 @@ class DataHub:
     def postgres(self) -> Postgres: ...
     @property
     def redis(self): ...
-    def post_task(self, task: CronTask) -> dict[str, Any]:
+    def post_task(self, task: CronTask, send_error_to: str = 'alpha运维') -> dict[str, Any]:
         """
         通过POST接口更新任务信息
 
         :param task: Task对象
+        :param send_error_to: 失败则推送到哪个群组
         """
     def get_kline(self, freq: str, instruments: Sequence[str] = (), start_time: datetime | None = None, end_time: datetime | None = None, adj_method: str | None = None) -> pl.DataFrame:
         '''
@@ -493,11 +503,11 @@ class DataHub:
         :param topic: 订阅主题
         :param block: 阻塞毫秒数，0为一直等待，超时后会直接返回
         :return: {
-                "trade_date" : "20251116",
-                "broker": "htsc",
-                "account_id": "960000328562",
-                "status": 1, # 1为成功，目前只有成功会推送
-                "version": 1,
+            "trade_date" : "20251116",
+            "broker": "htsc",
+            "account_id": "960000328562",
+            "status": 1, # 1为成功，目前只有成功会推送
+            "version": 1,
         }
         '''
     def get_factor_data(self, start_time: datetime, end_time: datetime | None = None, factors: Sequence[str] = (), instruments: Sequence[str] = (), types: Sequence[str] = ()) -> pl.DataFrame:

datahub/protos/client_pb2.pyi

@@ -444,11 +444,15 @@ class StrategyControlReq(_message.Message):
         kPause: _ClassVar[StrategyControlReq.ControlType]
         kStop: _ClassVar[StrategyControlReq.ControlType]
         kClose: _ClassVar[StrategyControlReq.ControlType]
+        kLoadAccnt: _ClassVar[StrategyControlReq.ControlType]
+        kUnloadAccnt: _ClassVar[StrategyControlReq.ControlType]
     kInit: StrategyControlReq.ControlType
     kRunning: StrategyControlReq.ControlType
     kPause: StrategyControlReq.ControlType
     kStop: StrategyControlReq.ControlType
     kClose: StrategyControlReq.ControlType
+    kLoadAccnt: StrategyControlReq.ControlType
+    kUnloadAccnt: StrategyControlReq.ControlType
     MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
     STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
     STRATEGY_NAME_FIELD_NUMBER: _ClassVar[int]
@@ -1422,20 +1426,22 @@ class QrySblListReq(_message.Message):
     def __init__(self, msg_type: _Optional[int] = ..., strategy_id: _Optional[int] = ..., sbl_ids: _Optional[_Iterable[str]] = ..., request_id: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
 
 class SblList(_message.Message):
-    __slots__ = ("sbl_id", "broker", "trade_date", "instrument_id", "intrate", "avail_sbl_qty")
+    __slots__ = ("sbl_id", "broker", "trade_date", "instrument_id", "intrate", "avail_sbl_qty", "ext_info")
     SBL_ID_FIELD_NUMBER: _ClassVar[int]
     BROKER_FIELD_NUMBER: _ClassVar[int]
     TRADE_DATE_FIELD_NUMBER: _ClassVar[int]
     INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
     INTRATE_FIELD_NUMBER: _ClassVar[int]
     AVAIL_SBL_QTY_FIELD_NUMBER: _ClassVar[int]
+    EXT_INFO_FIELD_NUMBER: _ClassVar[int]
     sbl_id: str
     broker: str
     trade_date: str
     instrument_id: str
     intrate: float
     avail_sbl_qty: int
-    def __init__(self, sbl_id: _Optional[str] = ..., broker: _Optional[str] = ..., trade_date: _Optional[str] = ..., instrument_id: _Optional[str] = ..., intrate: _Optional[float] = ..., avail_sbl_qty: _Optional[int] = ...) -> None: ...
+    ext_info: str
+    def __init__(self, sbl_id: _Optional[str] = ..., broker: _Optional[str] = ..., trade_date: _Optional[str] = ..., instrument_id: _Optional[str] = ..., intrate: _Optional[float] = ..., avail_sbl_qty: _Optional[int] = ..., ext_info: _Optional[str] = ...) -> None: ...
 
 class QrySblListRsp(_message.Message):
     __slots__ = ("msg_type", "sbl_list", "request_id", "status", "reason", "last_timestamp")
@@ -1454,7 +1460,7 @@ 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", "intrate")
+    __slots__ = ("msg_type", "strategy_id", "instrument_id", "lock_qty", "cl_order_id", "last_timestamp", "sbl_id", "intrate", "duration", "min_duration")
     MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
     STRATEGY_ID_FIELD_NUMBER: _ClassVar[int]
     INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
@@ -1463,6 +1469,8 @@ class LockSblReq(_message.Message):
     LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
     SBL_ID_FIELD_NUMBER: _ClassVar[int]
     INTRATE_FIELD_NUMBER: _ClassVar[int]
+    DURATION_FIELD_NUMBER: _ClassVar[int]
+    MIN_DURATION_FIELD_NUMBER: _ClassVar[int]
     msg_type: int
     strategy_id: int
     instrument_id: str
@@ -1471,7 +1479,9 @@ class LockSblReq(_message.Message):
     last_timestamp: int
     sbl_id: str
     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: ...
+    duration: int
+    min_duration: int
+    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] = ..., duration: _Optional[int] = ..., min_duration: _Optional[int] = ...) -> 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")
@@ -2514,18 +2524,22 @@ class QryBasketInfoReq(_message.Message):
     def __init__(self, msg_type: _Optional[int] = ..., template_id: _Optional[str] = ..., request_id: _Optional[str] = ...) -> None: ...
 
 class BasketInfoDetail(_message.Message):
-    __slots__ = ("component_instrument_id", "component_qty", "side", "comments", "position_effect")
+    __slots__ = ("component_instrument_id", "component_qty", "side", "comments", "position_effect", "is_sub_cash_replace", "is_withdraw_cash")
     COMPONENT_INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
     COMPONENT_QTY_FIELD_NUMBER: _ClassVar[int]
     SIDE_FIELD_NUMBER: _ClassVar[int]
     COMMENTS_FIELD_NUMBER: _ClassVar[int]
     POSITION_EFFECT_FIELD_NUMBER: _ClassVar[int]
+    IS_SUB_CASH_REPLACE_FIELD_NUMBER: _ClassVar[int]
+    IS_WITHDRAW_CASH_FIELD_NUMBER: _ClassVar[int]
     component_instrument_id: str
     component_qty: int
     side: int
     comments: str
     position_effect: int
-    def __init__(self, component_instrument_id: _Optional[str] = ..., component_qty: _Optional[int] = ..., side: _Optional[int] = ..., comments: _Optional[str] = ..., position_effect: _Optional[int] = ...) -> None: ...
+    is_sub_cash_replace: int
+    is_withdraw_cash: int
+    def __init__(self, component_instrument_id: _Optional[str] = ..., component_qty: _Optional[int] = ..., side: _Optional[int] = ..., comments: _Optional[str] = ..., position_effect: _Optional[int] = ..., is_sub_cash_replace: _Optional[int] = ..., is_withdraw_cash: _Optional[int] = ...) -> None: ...
 
 class BasketInfo(_message.Message):
     __slots__ = ("template_id", "basket_info_details", "strategy_id", "strategy_name", "etf_instrument_id", "etf_unit", "template_type", "comments")

datahub/protos/position_pb2.pyi

@@ -434,20 +434,22 @@ class QrySblListReq(_message.Message):
     def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., sbl_ids: _Optional[_Iterable[str]] = ..., request_id: _Optional[str] = ..., last_timestamp: _Optional[int] = ...) -> None: ...
 
 class SblList(_message.Message):
-    __slots__ = ("sbl_id", "broker", "trade_date", "instrument_id", "intrate", "avail_sbl_qty")
+    __slots__ = ("sbl_id", "broker", "trade_date", "instrument_id", "intrate", "avail_sbl_qty", "ext_info")
     SBL_ID_FIELD_NUMBER: _ClassVar[int]
     BROKER_FIELD_NUMBER: _ClassVar[int]
     TRADE_DATE_FIELD_NUMBER: _ClassVar[int]
     INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
     INTRATE_FIELD_NUMBER: _ClassVar[int]
     AVAIL_SBL_QTY_FIELD_NUMBER: _ClassVar[int]
+    EXT_INFO_FIELD_NUMBER: _ClassVar[int]
     sbl_id: str
     broker: str
     trade_date: str
     instrument_id: str
     intrate: float
     avail_sbl_qty: int
-    def __init__(self, sbl_id: _Optional[str] = ..., broker: _Optional[str] = ..., trade_date: _Optional[str] = ..., instrument_id: _Optional[str] = ..., intrate: _Optional[float] = ..., avail_sbl_qty: _Optional[int] = ...) -> None: ...
+    ext_info: str
+    def __init__(self, sbl_id: _Optional[str] = ..., broker: _Optional[str] = ..., trade_date: _Optional[str] = ..., instrument_id: _Optional[str] = ..., intrate: _Optional[float] = ..., avail_sbl_qty: _Optional[int] = ..., ext_info: _Optional[str] = ...) -> None: ...
 
 class QrySblListRsp(_message.Message):
     __slots__ = ("msg_type", "node_name", "node_type", "sbl_list", "request_id", "status", "reason", "last_timestamp")
@@ -470,7 +472,7 @@ class QrySblListRsp(_message.Message):
     def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_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", "node_name", "node_type", "strategy_id", "instrument_id", "lock_qty", "cl_order_id", "last_timestamp", "sbl_id")
+    __slots__ = ("msg_type", "node_name", "node_type", "strategy_id", "instrument_id", "lock_qty", "cl_order_id", "last_timestamp", "sbl_id", "intrate", "duration", "min_duration")
     MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
     NODE_NAME_FIELD_NUMBER: _ClassVar[int]
     NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
@@ -480,6 +482,9 @@ 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]
+    DURATION_FIELD_NUMBER: _ClassVar[int]
+    MIN_DURATION_FIELD_NUMBER: _ClassVar[int]
     msg_type: int
     node_name: str
     node_type: int
@@ -489,7 +494,10 @@ class LockSblReq(_message.Message):
     cl_order_id: str
     last_timestamp: int
     sbl_id: str
-    def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_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
+    duration: int
+    min_duration: int
+    def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_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] = ..., duration: _Optional[int] = ..., min_duration: _Optional[int] = ...) -> None: ...
 
 class LockSblRsp(_message.Message):
     __slots__ = ("msg_type", "node_name", "node_type", "strategy_id", "account_id", "instrument_id", "locked_qty", "intrate", "status", "duration", "reason", "cl_order_id", "last_timestamp", "sbl_id")
@@ -564,8 +572,8 @@ 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", "node_name", "node_type", "account_id", "strategy_id", "lock_records", "request_id", "status", "reason", "last_timestamp")

datahub/protos/quote_pb2.pyi

@@ -1,488 +1,488 @@
-from google.protobuf.internal import containers as _containers
-from google.protobuf.internal import enum_type_wrapper as _enum_type_wrapper
-from google.protobuf import descriptor as _descriptor
-from google.protobuf import message as _message
-from collections.abc import Iterable as _Iterable, Mapping as _Mapping
-from typing import ClassVar as _ClassVar, Optional as _Optional, Union as _Union
-
-DESCRIPTOR: _descriptor.FileDescriptor
-
-class QuoteLevelData(_message.Message):
-    __slots__ = ("bid_price", "bid_volume", "ask_price", "ask_volume")
-    BID_PRICE_FIELD_NUMBER: _ClassVar[int]
-    BID_VOLUME_FIELD_NUMBER: _ClassVar[int]
-    ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
-    ASK_VOLUME_FIELD_NUMBER: _ClassVar[int]
-    bid_price: int
-    bid_volume: int
-    ask_price: int
-    ask_volume: int
-    def __init__(self, bid_price: _Optional[int] = ..., bid_volume: _Optional[int] = ..., ask_price: _Optional[int] = ..., ask_volume: _Optional[int] = ...) -> None: ...
-
-class SignalQuoteData(_message.Message):
-    __slots__ = ("id", "value")
-    ID_FIELD_NUMBER: _ClassVar[int]
-    VALUE_FIELD_NUMBER: _ClassVar[int]
-    id: str
-    value: int
-    def __init__(self, id: _Optional[str] = ..., value: _Optional[int] = ...) -> None: ...
-
-class MDSnapshot(_message.Message):
-    __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "last_timestamp", "instrument_id", "market", "security_id", "security_type", "md_date", "md_time", "md_type", "last_price", "volume", "turnover", "high_price", "low_price", "open_price", "close_price", "pre_close_price", "up_limit", "down_limit", "iopv", "open_interest", "trade_nums", "status", "phase_code", "signal_value", "signal_id", "signal_name", "depth_quote")
-    MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
-    NODE_NAME_FIELD_NUMBER: _ClassVar[int]
-    NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
-    MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
-    LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
-    INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
-    MARKET_FIELD_NUMBER: _ClassVar[int]
-    SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
-    SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
-    MD_DATE_FIELD_NUMBER: _ClassVar[int]
-    MD_TIME_FIELD_NUMBER: _ClassVar[int]
-    MD_TYPE_FIELD_NUMBER: _ClassVar[int]
-    LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
-    VOLUME_FIELD_NUMBER: _ClassVar[int]
-    TURNOVER_FIELD_NUMBER: _ClassVar[int]
-    HIGH_PRICE_FIELD_NUMBER: _ClassVar[int]
-    LOW_PRICE_FIELD_NUMBER: _ClassVar[int]
-    OPEN_PRICE_FIELD_NUMBER: _ClassVar[int]
-    CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
-    PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
-    UP_LIMIT_FIELD_NUMBER: _ClassVar[int]
-    DOWN_LIMIT_FIELD_NUMBER: _ClassVar[int]
-    IOPV_FIELD_NUMBER: _ClassVar[int]
-    OPEN_INTEREST_FIELD_NUMBER: _ClassVar[int]
-    TRADE_NUMS_FIELD_NUMBER: _ClassVar[int]
-    STATUS_FIELD_NUMBER: _ClassVar[int]
-    PHASE_CODE_FIELD_NUMBER: _ClassVar[int]
-    SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
-    SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
-    SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
-    DEPTH_QUOTE_FIELD_NUMBER: _ClassVar[int]
-    msg_type: int
-    node_name: str
-    node_type: int
-    msg_sequence: int
-    last_timestamp: int
-    instrument_id: str
-    market: str
-    security_id: str
-    security_type: str
-    md_date: int
-    md_time: int
-    md_type: int
-    last_price: int
-    volume: int
-    turnover: int
-    high_price: int
-    low_price: int
-    open_price: int
-    close_price: int
-    pre_close_price: int
-    up_limit: int
-    down_limit: int
-    iopv: int
-    open_interest: int
-    trade_nums: int
-    status: int
-    phase_code: int
-    signal_value: int
-    signal_id: int
-    signal_name: str
-    depth_quote: _containers.RepeatedCompositeFieldContainer[QuoteLevelData]
-    def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., security_type: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., md_type: _Optional[int] = ..., last_price: _Optional[int] = ..., volume: _Optional[int] = ..., turnover: _Optional[int] = ..., high_price: _Optional[int] = ..., low_price: _Optional[int] = ..., open_price: _Optional[int] = ..., close_price: _Optional[int] = ..., pre_close_price: _Optional[int] = ..., up_limit: _Optional[int] = ..., down_limit: _Optional[int] = ..., iopv: _Optional[int] = ..., open_interest: _Optional[int] = ..., trade_nums: _Optional[int] = ..., status: _Optional[int] = ..., phase_code: _Optional[int] = ..., signal_value: _Optional[int] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., depth_quote: _Optional[_Iterable[_Union[QuoteLevelData, _Mapping]]] = ...) -> None: ...
-
-class MDTransaction(_message.Message):
-    __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "last_timestamp", "instrument_id", "market", "security_id", "security_type", "md_date", "md_time", "trade_index", "trade_price", "trade_qty", "bs_flag", "ask_order_id", "bid_order_id", "trade_type", "channel_id", "biz_index", "status")
-    MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
-    NODE_NAME_FIELD_NUMBER: _ClassVar[int]
-    NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
-    MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
-    LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
-    INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
-    MARKET_FIELD_NUMBER: _ClassVar[int]
-    SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
-    SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
-    MD_DATE_FIELD_NUMBER: _ClassVar[int]
-    MD_TIME_FIELD_NUMBER: _ClassVar[int]
-    TRADE_INDEX_FIELD_NUMBER: _ClassVar[int]
-    TRADE_PRICE_FIELD_NUMBER: _ClassVar[int]
-    TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
-    BS_FLAG_FIELD_NUMBER: _ClassVar[int]
-    ASK_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
-    BID_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
-    TRADE_TYPE_FIELD_NUMBER: _ClassVar[int]
-    CHANNEL_ID_FIELD_NUMBER: _ClassVar[int]
-    BIZ_INDEX_FIELD_NUMBER: _ClassVar[int]
-    STATUS_FIELD_NUMBER: _ClassVar[int]
-    msg_type: int
-    node_name: str
-    node_type: int
-    msg_sequence: int
-    last_timestamp: int
-    instrument_id: str
-    market: str
-    security_id: str
-    security_type: str
-    md_date: int
-    md_time: int
-    trade_index: int
-    trade_price: int
-    trade_qty: int
-    bs_flag: str
-    ask_order_id: int
-    bid_order_id: int
-    trade_type: str
-    channel_id: int
-    biz_index: int
-    status: int
-    def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., security_type: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., trade_index: _Optional[int] = ..., trade_price: _Optional[int] = ..., trade_qty: _Optional[int] = ..., bs_flag: _Optional[str] = ..., ask_order_id: _Optional[int] = ..., bid_order_id: _Optional[int] = ..., trade_type: _Optional[str] = ..., channel_id: _Optional[int] = ..., biz_index: _Optional[int] = ..., status: _Optional[int] = ...) -> None: ...
-
-class MDOrder(_message.Message):
-    __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "last_timestamp", "instrument_id", "market", "security_id", "security_type", "md_date", "md_time", "order_id", "bs_flag", "order_price", "order_qty", "order_type", "channel_id", "biz_index", "status")
-    MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
-    NODE_NAME_FIELD_NUMBER: _ClassVar[int]
-    NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
-    MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
-    LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
-    INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
-    MARKET_FIELD_NUMBER: _ClassVar[int]
-    SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
-    SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
-    MD_DATE_FIELD_NUMBER: _ClassVar[int]
-    MD_TIME_FIELD_NUMBER: _ClassVar[int]
-    ORDER_ID_FIELD_NUMBER: _ClassVar[int]
-    BS_FLAG_FIELD_NUMBER: _ClassVar[int]
-    ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
-    ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
-    ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
-    CHANNEL_ID_FIELD_NUMBER: _ClassVar[int]
-    BIZ_INDEX_FIELD_NUMBER: _ClassVar[int]
-    STATUS_FIELD_NUMBER: _ClassVar[int]
-    msg_type: int
-    node_name: str
-    node_type: int
-    msg_sequence: int
-    last_timestamp: int
-    instrument_id: str
-    market: str
-    security_id: str
-    security_type: str
-    md_date: int
-    md_time: int
-    order_id: int
-    bs_flag: str
-    order_price: int
-    order_qty: int
-    order_type: str
-    channel_id: int
-    biz_index: int
-    status: int
-    def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., security_type: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., order_id: _Optional[int] = ..., bs_flag: _Optional[str] = ..., order_price: _Optional[int] = ..., order_qty: _Optional[int] = ..., order_type: _Optional[str] = ..., channel_id: _Optional[int] = ..., biz_index: _Optional[int] = ..., status: _Optional[int] = ...) -> None: ...
-
-class RCParam(_message.Message):
-    __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "last_timestamp", "account_id", "instrument_id", "market", "security_id", "buy_order_num", "sell_order_num", "buy_cancel_num", "sell_cancel_num", "buy_order_qty", "sell_order_qty", "buy_order_amt", "sell_order_amt", "buy_active_qty", "sell_active_qty", "buy_active_amt", "sell_active_amt", "buy_trade_qty", "sell_trade_qty", "buy_trade_amt", "sell_trade_amt")
-    MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
-    NODE_NAME_FIELD_NUMBER: _ClassVar[int]
-    NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
-    MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
-    LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
-    ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
-    INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
-    MARKET_FIELD_NUMBER: _ClassVar[int]
-    SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
-    BUY_ORDER_NUM_FIELD_NUMBER: _ClassVar[int]
-    SELL_ORDER_NUM_FIELD_NUMBER: _ClassVar[int]
-    BUY_CANCEL_NUM_FIELD_NUMBER: _ClassVar[int]
-    SELL_CANCEL_NUM_FIELD_NUMBER: _ClassVar[int]
-    BUY_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
-    SELL_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
-    BUY_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
-    SELL_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
-    BUY_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
-    SELL_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
-    BUY_ACTIVE_AMT_FIELD_NUMBER: _ClassVar[int]
-    SELL_ACTIVE_AMT_FIELD_NUMBER: _ClassVar[int]
-    BUY_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
-    SELL_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
-    BUY_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
-    SELL_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
-    msg_type: int
-    node_name: str
-    node_type: int
-    msg_sequence: int
-    last_timestamp: int
-    account_id: str
-    instrument_id: str
-    market: str
-    security_id: str
-    buy_order_num: int
-    sell_order_num: int
-    buy_cancel_num: int
-    sell_cancel_num: int
-    buy_order_qty: int
-    sell_order_qty: int
-    buy_order_amt: float
-    sell_order_amt: float
-    buy_active_qty: int
-    sell_active_qty: int
-    buy_active_amt: float
-    sell_active_amt: float
-    buy_trade_qty: int
-    sell_trade_qty: int
-    buy_trade_amt: float
-    sell_trade_amt: float
-    def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., buy_order_num: _Optional[int] = ..., sell_order_num: _Optional[int] = ..., buy_cancel_num: _Optional[int] = ..., sell_cancel_num: _Optional[int] = ..., buy_order_qty: _Optional[int] = ..., sell_order_qty: _Optional[int] = ..., buy_order_amt: _Optional[float] = ..., sell_order_amt: _Optional[float] = ..., buy_active_qty: _Optional[int] = ..., sell_active_qty: _Optional[int] = ..., buy_active_amt: _Optional[float] = ..., sell_active_amt: _Optional[float] = ..., buy_trade_qty: _Optional[int] = ..., sell_trade_qty: _Optional[int] = ..., buy_trade_amt: _Optional[float] = ..., sell_trade_amt: _Optional[float] = ...) -> None: ...
-
-class ETFQuoteSnapshot(_message.Message):
-    __slots__ = ("msg_type", "msg_sequence", "last_timestamp", "instrument_id", "security_id", "market", "currency_id", "security_type", "symbol", "constituent_nums", "suspension_nums", "up_limit_nums", "down_limit_nums", "bid_iopv", "ask_iopv", "iopv", "pre_close_iopv", "iopv_pct_change", "etf_last_price", "etf_bid_price", "etf_ask_price", "etf_pre_close_price", "etf_pct_change", "index_last_price", "index_pre_close_price", "index_pct_change", "index_deviation", "etf_deviation", "etf_bid_premium_rate", "etf_ask_premium_rate", "etf_premium_rate", "md_date", "md_time", "signal_id", "node_name", "node_type")
-    MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
-    MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
-    LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
-    INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
-    SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
-    MARKET_FIELD_NUMBER: _ClassVar[int]
-    CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
-    SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
-    SYMBOL_FIELD_NUMBER: _ClassVar[int]
-    CONSTITUENT_NUMS_FIELD_NUMBER: _ClassVar[int]
-    SUSPENSION_NUMS_FIELD_NUMBER: _ClassVar[int]
-    UP_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
-    DOWN_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
-    BID_IOPV_FIELD_NUMBER: _ClassVar[int]
-    ASK_IOPV_FIELD_NUMBER: _ClassVar[int]
-    IOPV_FIELD_NUMBER: _ClassVar[int]
-    PRE_CLOSE_IOPV_FIELD_NUMBER: _ClassVar[int]
-    IOPV_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
-    ETF_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
-    ETF_BID_PRICE_FIELD_NUMBER: _ClassVar[int]
-    ETF_ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
-    ETF_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
-    ETF_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
-    INDEX_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
-    INDEX_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
-    INDEX_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
-    INDEX_DEVIATION_FIELD_NUMBER: _ClassVar[int]
-    ETF_DEVIATION_FIELD_NUMBER: _ClassVar[int]
-    ETF_BID_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
-    ETF_ASK_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
-    ETF_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
-    MD_DATE_FIELD_NUMBER: _ClassVar[int]
-    MD_TIME_FIELD_NUMBER: _ClassVar[int]
-    SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
-    NODE_NAME_FIELD_NUMBER: _ClassVar[int]
-    NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
-    msg_type: int
-    msg_sequence: int
-    last_timestamp: int
-    instrument_id: str
-    security_id: str
-    market: str
-    currency_id: str
-    security_type: str
-    symbol: str
-    constituent_nums: int
-    suspension_nums: int
-    up_limit_nums: int
-    down_limit_nums: int
-    bid_iopv: int
-    ask_iopv: int
-    iopv: int
-    pre_close_iopv: int
-    iopv_pct_change: float
-    etf_last_price: int
-    etf_bid_price: int
-    etf_ask_price: int
-    etf_pre_close_price: int
-    etf_pct_change: float
-    index_last_price: int
-    index_pre_close_price: int
-    index_pct_change: float
-    index_deviation: float
-    etf_deviation: float
-    etf_bid_premium_rate: float
-    etf_ask_premium_rate: float
-    etf_premium_rate: float
-    md_date: int
-    md_time: int
-    signal_id: int
-    node_name: str
-    node_type: int
-    def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., currency_id: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., constituent_nums: _Optional[int] = ..., suspension_nums: _Optional[int] = ..., up_limit_nums: _Optional[int] = ..., down_limit_nums: _Optional[int] = ..., bid_iopv: _Optional[int] = ..., ask_iopv: _Optional[int] = ..., iopv: _Optional[int] = ..., pre_close_iopv: _Optional[int] = ..., iopv_pct_change: _Optional[float] = ..., etf_last_price: _Optional[int] = ..., etf_bid_price: _Optional[int] = ..., etf_ask_price: _Optional[int] = ..., etf_pre_close_price: _Optional[int] = ..., etf_pct_change: _Optional[float] = ..., index_last_price: _Optional[int] = ..., index_pre_close_price: _Optional[int] = ..., index_pct_change: _Optional[float] = ..., index_deviation: _Optional[float] = ..., etf_deviation: _Optional[float] = ..., etf_bid_premium_rate: _Optional[float] = ..., etf_ask_premium_rate: _Optional[float] = ..., etf_premium_rate: _Optional[float] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., signal_id: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ...) -> None: ...
-
-class ETFQuoteTick(_message.Message):
-    __slots__ = ("msg_type", "msg_sequence", "last_timestamp", "instrument_id", "security_id", "market", "security_type", "symbol", "constituent_nums", "suspension_nums", "up_limit_nums", "down_limit_nums", "iopv", "etf_premium_rate", "md_date", "md_time", "etf_last_price", "etf_bid_price", "etf_ask_price", "etf_pre_close_price", "etf_pct_change", "signal_id", "bid_iopv", "ask_iopv", "node_name", "node_type")
-    MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
-    MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
-    LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
-    INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
-    SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
-    MARKET_FIELD_NUMBER: _ClassVar[int]
-    SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
-    SYMBOL_FIELD_NUMBER: _ClassVar[int]
-    CONSTITUENT_NUMS_FIELD_NUMBER: _ClassVar[int]
-    SUSPENSION_NUMS_FIELD_NUMBER: _ClassVar[int]
-    UP_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
-    DOWN_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
-    IOPV_FIELD_NUMBER: _ClassVar[int]
-    ETF_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
-    MD_DATE_FIELD_NUMBER: _ClassVar[int]
-    MD_TIME_FIELD_NUMBER: _ClassVar[int]
-    ETF_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
-    ETF_BID_PRICE_FIELD_NUMBER: _ClassVar[int]
-    ETF_ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
-    ETF_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
-    ETF_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
-    SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
-    BID_IOPV_FIELD_NUMBER: _ClassVar[int]
-    ASK_IOPV_FIELD_NUMBER: _ClassVar[int]
-    NODE_NAME_FIELD_NUMBER: _ClassVar[int]
-    NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
-    msg_type: int
-    msg_sequence: int
-    last_timestamp: int
-    instrument_id: str
-    security_id: str
-    market: str
-    security_type: str
-    symbol: str
-    constituent_nums: int
-    suspension_nums: int
-    up_limit_nums: int
-    down_limit_nums: int
-    iopv: int
-    etf_premium_rate: float
-    md_date: int
-    md_time: int
-    etf_last_price: int
-    etf_bid_price: int
-    etf_ask_price: int
-    etf_pre_close_price: int
-    etf_pct_change: float
-    signal_id: int
-    bid_iopv: int
-    ask_iopv: int
-    node_name: str
-    node_type: int
-    def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., constituent_nums: _Optional[int] = ..., suspension_nums: _Optional[int] = ..., up_limit_nums: _Optional[int] = ..., down_limit_nums: _Optional[int] = ..., iopv: _Optional[int] = ..., etf_premium_rate: _Optional[float] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., etf_last_price: _Optional[int] = ..., etf_bid_price: _Optional[int] = ..., etf_ask_price: _Optional[int] = ..., etf_pre_close_price: _Optional[int] = ..., etf_pct_change: _Optional[float] = ..., signal_id: _Optional[int] = ..., bid_iopv: _Optional[int] = ..., ask_iopv: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ...) -> None: ...
-
-class FXSnapshot(_message.Message):
-    __slots__ = ("msg_type", "msg_sequence", "last_timestamp", "node_name", "node_type", "md_date", "md_time", "currency_id", "opposite_currency_id", "fx_market", "fx_rate")
-    MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
-    MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
-    LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
-    NODE_NAME_FIELD_NUMBER: _ClassVar[int]
-    NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
-    MD_DATE_FIELD_NUMBER: _ClassVar[int]
-    MD_TIME_FIELD_NUMBER: _ClassVar[int]
-    CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
-    OPPOSITE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
-    FX_MARKET_FIELD_NUMBER: _ClassVar[int]
-    FX_RATE_FIELD_NUMBER: _ClassVar[int]
-    msg_type: int
-    msg_sequence: int
-    last_timestamp: int
-    node_name: str
-    node_type: int
-    md_date: int
-    md_time: int
-    currency_id: str
-    opposite_currency_id: str
-    fx_market: str
-    fx_rate: float
-    def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., currency_id: _Optional[str] = ..., opposite_currency_id: _Optional[str] = ..., fx_market: _Optional[str] = ..., fx_rate: _Optional[float] = ...) -> None: ...
-
-class SignalSnapshot(_message.Message):
-    __slots__ = ("msg_type", "msg_sequence", "last_timestamp", "node_name", "node_type", "instrument_id", "security_id", "market", "security_type", "symbol", "md_date", "md_time", "signal_type", "signal_id", "signal_name", "signal_value", "signal_quote", "depth_quote")
-    MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
-    MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
-    LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
-    NODE_NAME_FIELD_NUMBER: _ClassVar[int]
-    NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
-    INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
-    SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
-    MARKET_FIELD_NUMBER: _ClassVar[int]
-    SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
-    SYMBOL_FIELD_NUMBER: _ClassVar[int]
-    MD_DATE_FIELD_NUMBER: _ClassVar[int]
-    MD_TIME_FIELD_NUMBER: _ClassVar[int]
-    SIGNAL_TYPE_FIELD_NUMBER: _ClassVar[int]
-    SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
-    SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
-    SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
-    SIGNAL_QUOTE_FIELD_NUMBER: _ClassVar[int]
-    DEPTH_QUOTE_FIELD_NUMBER: _ClassVar[int]
-    msg_type: int
-    msg_sequence: int
-    last_timestamp: int
-    node_name: str
-    node_type: int
-    instrument_id: str
-    security_id: str
-    market: str
-    security_type: str
-    symbol: str
-    md_date: int
-    md_time: int
-    signal_type: int
-    signal_id: int
-    signal_name: str
-    signal_value: int
-    signal_quote: _containers.RepeatedCompositeFieldContainer[SignalQuoteData]
-    depth_quote: _containers.RepeatedCompositeFieldContainer[QuoteLevelData]
-    def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., instrument_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., signal_type: _Optional[int] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., signal_value: _Optional[int] = ..., signal_quote: _Optional[_Iterable[_Union[SignalQuoteData, _Mapping]]] = ..., depth_quote: _Optional[_Iterable[_Union[QuoteLevelData, _Mapping]]] = ...) -> None: ...
-
-class SignalTick(_message.Message):
-    __slots__ = ("msg_type", "msg_sequence", "last_timestamp", "node_name", "node_type", "instrument_id", "md_date", "md_time", "signal_type", "signal_id", "signal_value")
-    MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
-    MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
-    LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
-    NODE_NAME_FIELD_NUMBER: _ClassVar[int]
-    NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
-    INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
-    MD_DATE_FIELD_NUMBER: _ClassVar[int]
-    MD_TIME_FIELD_NUMBER: _ClassVar[int]
-    SIGNAL_TYPE_FIELD_NUMBER: _ClassVar[int]
-    SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
-    SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
-    msg_type: int
-    msg_sequence: int
-    last_timestamp: int
-    node_name: str
-    node_type: int
-    instrument_id: str
-    md_date: int
-    md_time: int
-    signal_type: int
-    signal_id: int
-    signal_value: int
-    def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., instrument_id: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., signal_type: _Optional[int] = ..., signal_id: _Optional[int] = ..., signal_value: _Optional[int] = ...) -> None: ...
-
-class BarMatrix(_message.Message):
-    __slots__ = ("msg_type", "msg_sequence", "trade_time", "last_timestamp", "source", "instrument_ids", "cols", "data_matrix")
-    class Source(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
-        __slots__ = ()
-        INDICATOR: _ClassVar[BarMatrix.Source]
-        PREDICTOR: _ClassVar[BarMatrix.Source]
-        FACTOR: _ClassVar[BarMatrix.Source]
-    INDICATOR: BarMatrix.Source
-    PREDICTOR: BarMatrix.Source
-    FACTOR: BarMatrix.Source
-    MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
-    MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
-    TRADE_TIME_FIELD_NUMBER: _ClassVar[int]
-    LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
-    SOURCE_FIELD_NUMBER: _ClassVar[int]
-    INSTRUMENT_IDS_FIELD_NUMBER: _ClassVar[int]
-    COLS_FIELD_NUMBER: _ClassVar[int]
-    DATA_MATRIX_FIELD_NUMBER: _ClassVar[int]
-    msg_type: int
-    msg_sequence: int
-    trade_time: int
-    last_timestamp: int
-    source: BarMatrix.Source
-    instrument_ids: _containers.RepeatedScalarFieldContainer[str]
-    cols: _containers.RepeatedScalarFieldContainer[str]
-    data_matrix: _containers.RepeatedScalarFieldContainer[float]
-    def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., trade_time: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., source: _Optional[_Union[BarMatrix.Source, str]] = ..., instrument_ids: _Optional[_Iterable[str]] = ..., cols: _Optional[_Iterable[str]] = ..., data_matrix: _Optional[_Iterable[float]] = ...) -> None: ...
+from google.protobuf.internal import containers as _containers
+from google.protobuf.internal import enum_type_wrapper as _enum_type_wrapper
+from google.protobuf import descriptor as _descriptor
+from google.protobuf import message as _message
+from collections.abc import Iterable as _Iterable, Mapping as _Mapping
+from typing import ClassVar as _ClassVar, Optional as _Optional, Union as _Union
+
+DESCRIPTOR: _descriptor.FileDescriptor
+
+class QuoteLevelData(_message.Message):
+    __slots__ = ("bid_price", "bid_volume", "ask_price", "ask_volume")
+    BID_PRICE_FIELD_NUMBER: _ClassVar[int]
+    BID_VOLUME_FIELD_NUMBER: _ClassVar[int]
+    ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
+    ASK_VOLUME_FIELD_NUMBER: _ClassVar[int]
+    bid_price: int
+    bid_volume: int
+    ask_price: int
+    ask_volume: int
+    def __init__(self, bid_price: _Optional[int] = ..., bid_volume: _Optional[int] = ..., ask_price: _Optional[int] = ..., ask_volume: _Optional[int] = ...) -> None: ...
+
+class SignalQuoteData(_message.Message):
+    __slots__ = ("id", "value")
+    ID_FIELD_NUMBER: _ClassVar[int]
+    VALUE_FIELD_NUMBER: _ClassVar[int]
+    id: str
+    value: int
+    def __init__(self, id: _Optional[str] = ..., value: _Optional[int] = ...) -> None: ...
+
+class MDSnapshot(_message.Message):
+    __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "last_timestamp", "instrument_id", "market", "security_id", "security_type", "md_date", "md_time", "md_type", "last_price", "volume", "turnover", "high_price", "low_price", "open_price", "close_price", "pre_close_price", "up_limit", "down_limit", "iopv", "open_interest", "trade_nums", "status", "phase_code", "signal_value", "signal_id", "signal_name", "depth_quote")
+    MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
+    NODE_NAME_FIELD_NUMBER: _ClassVar[int]
+    NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
+    MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
+    LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
+    INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
+    MARKET_FIELD_NUMBER: _ClassVar[int]
+    SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
+    SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
+    MD_DATE_FIELD_NUMBER: _ClassVar[int]
+    MD_TIME_FIELD_NUMBER: _ClassVar[int]
+    MD_TYPE_FIELD_NUMBER: _ClassVar[int]
+    LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
+    VOLUME_FIELD_NUMBER: _ClassVar[int]
+    TURNOVER_FIELD_NUMBER: _ClassVar[int]
+    HIGH_PRICE_FIELD_NUMBER: _ClassVar[int]
+    LOW_PRICE_FIELD_NUMBER: _ClassVar[int]
+    OPEN_PRICE_FIELD_NUMBER: _ClassVar[int]
+    CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
+    PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
+    UP_LIMIT_FIELD_NUMBER: _ClassVar[int]
+    DOWN_LIMIT_FIELD_NUMBER: _ClassVar[int]
+    IOPV_FIELD_NUMBER: _ClassVar[int]
+    OPEN_INTEREST_FIELD_NUMBER: _ClassVar[int]
+    TRADE_NUMS_FIELD_NUMBER: _ClassVar[int]
+    STATUS_FIELD_NUMBER: _ClassVar[int]
+    PHASE_CODE_FIELD_NUMBER: _ClassVar[int]
+    SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
+    SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
+    SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
+    DEPTH_QUOTE_FIELD_NUMBER: _ClassVar[int]
+    msg_type: int
+    node_name: str
+    node_type: int
+    msg_sequence: int
+    last_timestamp: int
+    instrument_id: str
+    market: str
+    security_id: str
+    security_type: str
+    md_date: int
+    md_time: int
+    md_type: int
+    last_price: int
+    volume: int
+    turnover: int
+    high_price: int
+    low_price: int
+    open_price: int
+    close_price: int
+    pre_close_price: int
+    up_limit: int
+    down_limit: int
+    iopv: int
+    open_interest: int
+    trade_nums: int
+    status: int
+    phase_code: int
+    signal_value: int
+    signal_id: int
+    signal_name: str
+    depth_quote: _containers.RepeatedCompositeFieldContainer[QuoteLevelData]
+    def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., security_type: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., md_type: _Optional[int] = ..., last_price: _Optional[int] = ..., volume: _Optional[int] = ..., turnover: _Optional[int] = ..., high_price: _Optional[int] = ..., low_price: _Optional[int] = ..., open_price: _Optional[int] = ..., close_price: _Optional[int] = ..., pre_close_price: _Optional[int] = ..., up_limit: _Optional[int] = ..., down_limit: _Optional[int] = ..., iopv: _Optional[int] = ..., open_interest: _Optional[int] = ..., trade_nums: _Optional[int] = ..., status: _Optional[int] = ..., phase_code: _Optional[int] = ..., signal_value: _Optional[int] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., depth_quote: _Optional[_Iterable[_Union[QuoteLevelData, _Mapping]]] = ...) -> None: ...
+
+class MDTransaction(_message.Message):
+    __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "last_timestamp", "instrument_id", "market", "security_id", "security_type", "md_date", "md_time", "trade_index", "trade_price", "trade_qty", "bs_flag", "ask_order_id", "bid_order_id", "trade_type", "channel_id", "biz_index", "status")
+    MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
+    NODE_NAME_FIELD_NUMBER: _ClassVar[int]
+    NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
+    MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
+    LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
+    INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
+    MARKET_FIELD_NUMBER: _ClassVar[int]
+    SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
+    SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
+    MD_DATE_FIELD_NUMBER: _ClassVar[int]
+    MD_TIME_FIELD_NUMBER: _ClassVar[int]
+    TRADE_INDEX_FIELD_NUMBER: _ClassVar[int]
+    TRADE_PRICE_FIELD_NUMBER: _ClassVar[int]
+    TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
+    BS_FLAG_FIELD_NUMBER: _ClassVar[int]
+    ASK_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
+    BID_ORDER_ID_FIELD_NUMBER: _ClassVar[int]
+    TRADE_TYPE_FIELD_NUMBER: _ClassVar[int]
+    CHANNEL_ID_FIELD_NUMBER: _ClassVar[int]
+    BIZ_INDEX_FIELD_NUMBER: _ClassVar[int]
+    STATUS_FIELD_NUMBER: _ClassVar[int]
+    msg_type: int
+    node_name: str
+    node_type: int
+    msg_sequence: int
+    last_timestamp: int
+    instrument_id: str
+    market: str
+    security_id: str
+    security_type: str
+    md_date: int
+    md_time: int
+    trade_index: int
+    trade_price: int
+    trade_qty: int
+    bs_flag: str
+    ask_order_id: int
+    bid_order_id: int
+    trade_type: str
+    channel_id: int
+    biz_index: int
+    status: int
+    def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., security_type: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., trade_index: _Optional[int] = ..., trade_price: _Optional[int] = ..., trade_qty: _Optional[int] = ..., bs_flag: _Optional[str] = ..., ask_order_id: _Optional[int] = ..., bid_order_id: _Optional[int] = ..., trade_type: _Optional[str] = ..., channel_id: _Optional[int] = ..., biz_index: _Optional[int] = ..., status: _Optional[int] = ...) -> None: ...
+
+class MDOrder(_message.Message):
+    __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "last_timestamp", "instrument_id", "market", "security_id", "security_type", "md_date", "md_time", "order_id", "bs_flag", "order_price", "order_qty", "order_type", "channel_id", "biz_index", "status")
+    MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
+    NODE_NAME_FIELD_NUMBER: _ClassVar[int]
+    NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
+    MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
+    LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
+    INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
+    MARKET_FIELD_NUMBER: _ClassVar[int]
+    SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
+    SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
+    MD_DATE_FIELD_NUMBER: _ClassVar[int]
+    MD_TIME_FIELD_NUMBER: _ClassVar[int]
+    ORDER_ID_FIELD_NUMBER: _ClassVar[int]
+    BS_FLAG_FIELD_NUMBER: _ClassVar[int]
+    ORDER_PRICE_FIELD_NUMBER: _ClassVar[int]
+    ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
+    ORDER_TYPE_FIELD_NUMBER: _ClassVar[int]
+    CHANNEL_ID_FIELD_NUMBER: _ClassVar[int]
+    BIZ_INDEX_FIELD_NUMBER: _ClassVar[int]
+    STATUS_FIELD_NUMBER: _ClassVar[int]
+    msg_type: int
+    node_name: str
+    node_type: int
+    msg_sequence: int
+    last_timestamp: int
+    instrument_id: str
+    market: str
+    security_id: str
+    security_type: str
+    md_date: int
+    md_time: int
+    order_id: int
+    bs_flag: str
+    order_price: int
+    order_qty: int
+    order_type: str
+    channel_id: int
+    biz_index: int
+    status: int
+    def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., security_type: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., order_id: _Optional[int] = ..., bs_flag: _Optional[str] = ..., order_price: _Optional[int] = ..., order_qty: _Optional[int] = ..., order_type: _Optional[str] = ..., channel_id: _Optional[int] = ..., biz_index: _Optional[int] = ..., status: _Optional[int] = ...) -> None: ...
+
+class RCParam(_message.Message):
+    __slots__ = ("msg_type", "node_name", "node_type", "msg_sequence", "last_timestamp", "account_id", "instrument_id", "market", "security_id", "buy_order_num", "sell_order_num", "buy_cancel_num", "sell_cancel_num", "buy_order_qty", "sell_order_qty", "buy_order_amt", "sell_order_amt", "buy_active_qty", "sell_active_qty", "buy_active_amt", "sell_active_amt", "buy_trade_qty", "sell_trade_qty", "buy_trade_amt", "sell_trade_amt")
+    MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
+    NODE_NAME_FIELD_NUMBER: _ClassVar[int]
+    NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
+    MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
+    LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
+    ACCOUNT_ID_FIELD_NUMBER: _ClassVar[int]
+    INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
+    MARKET_FIELD_NUMBER: _ClassVar[int]
+    SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
+    BUY_ORDER_NUM_FIELD_NUMBER: _ClassVar[int]
+    SELL_ORDER_NUM_FIELD_NUMBER: _ClassVar[int]
+    BUY_CANCEL_NUM_FIELD_NUMBER: _ClassVar[int]
+    SELL_CANCEL_NUM_FIELD_NUMBER: _ClassVar[int]
+    BUY_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
+    SELL_ORDER_QTY_FIELD_NUMBER: _ClassVar[int]
+    BUY_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
+    SELL_ORDER_AMT_FIELD_NUMBER: _ClassVar[int]
+    BUY_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
+    SELL_ACTIVE_QTY_FIELD_NUMBER: _ClassVar[int]
+    BUY_ACTIVE_AMT_FIELD_NUMBER: _ClassVar[int]
+    SELL_ACTIVE_AMT_FIELD_NUMBER: _ClassVar[int]
+    BUY_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
+    SELL_TRADE_QTY_FIELD_NUMBER: _ClassVar[int]
+    BUY_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
+    SELL_TRADE_AMT_FIELD_NUMBER: _ClassVar[int]
+    msg_type: int
+    node_name: str
+    node_type: int
+    msg_sequence: int
+    last_timestamp: int
+    account_id: str
+    instrument_id: str
+    market: str
+    security_id: str
+    buy_order_num: int
+    sell_order_num: int
+    buy_cancel_num: int
+    sell_cancel_num: int
+    buy_order_qty: int
+    sell_order_qty: int
+    buy_order_amt: float
+    sell_order_amt: float
+    buy_active_qty: int
+    sell_active_qty: int
+    buy_active_amt: float
+    sell_active_amt: float
+    buy_trade_qty: int
+    sell_trade_qty: int
+    buy_trade_amt: float
+    sell_trade_amt: float
+    def __init__(self, msg_type: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., account_id: _Optional[str] = ..., instrument_id: _Optional[str] = ..., market: _Optional[str] = ..., security_id: _Optional[str] = ..., buy_order_num: _Optional[int] = ..., sell_order_num: _Optional[int] = ..., buy_cancel_num: _Optional[int] = ..., sell_cancel_num: _Optional[int] = ..., buy_order_qty: _Optional[int] = ..., sell_order_qty: _Optional[int] = ..., buy_order_amt: _Optional[float] = ..., sell_order_amt: _Optional[float] = ..., buy_active_qty: _Optional[int] = ..., sell_active_qty: _Optional[int] = ..., buy_active_amt: _Optional[float] = ..., sell_active_amt: _Optional[float] = ..., buy_trade_qty: _Optional[int] = ..., sell_trade_qty: _Optional[int] = ..., buy_trade_amt: _Optional[float] = ..., sell_trade_amt: _Optional[float] = ...) -> None: ...
+
+class ETFQuoteSnapshot(_message.Message):
+    __slots__ = ("msg_type", "msg_sequence", "last_timestamp", "instrument_id", "security_id", "market", "currency_id", "security_type", "symbol", "constituent_nums", "suspension_nums", "up_limit_nums", "down_limit_nums", "bid_iopv", "ask_iopv", "iopv", "pre_close_iopv", "iopv_pct_change", "etf_last_price", "etf_bid_price", "etf_ask_price", "etf_pre_close_price", "etf_pct_change", "index_last_price", "index_pre_close_price", "index_pct_change", "index_deviation", "etf_deviation", "etf_bid_premium_rate", "etf_ask_premium_rate", "etf_premium_rate", "md_date", "md_time", "signal_id", "node_name", "node_type")
+    MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
+    MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
+    LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
+    INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
+    SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
+    MARKET_FIELD_NUMBER: _ClassVar[int]
+    CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
+    SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
+    SYMBOL_FIELD_NUMBER: _ClassVar[int]
+    CONSTITUENT_NUMS_FIELD_NUMBER: _ClassVar[int]
+    SUSPENSION_NUMS_FIELD_NUMBER: _ClassVar[int]
+    UP_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
+    DOWN_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
+    BID_IOPV_FIELD_NUMBER: _ClassVar[int]
+    ASK_IOPV_FIELD_NUMBER: _ClassVar[int]
+    IOPV_FIELD_NUMBER: _ClassVar[int]
+    PRE_CLOSE_IOPV_FIELD_NUMBER: _ClassVar[int]
+    IOPV_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
+    ETF_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
+    ETF_BID_PRICE_FIELD_NUMBER: _ClassVar[int]
+    ETF_ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
+    ETF_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
+    ETF_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
+    INDEX_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
+    INDEX_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
+    INDEX_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
+    INDEX_DEVIATION_FIELD_NUMBER: _ClassVar[int]
+    ETF_DEVIATION_FIELD_NUMBER: _ClassVar[int]
+    ETF_BID_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
+    ETF_ASK_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
+    ETF_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
+    MD_DATE_FIELD_NUMBER: _ClassVar[int]
+    MD_TIME_FIELD_NUMBER: _ClassVar[int]
+    SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
+    NODE_NAME_FIELD_NUMBER: _ClassVar[int]
+    NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
+    msg_type: int
+    msg_sequence: int
+    last_timestamp: int
+    instrument_id: str
+    security_id: str
+    market: str
+    currency_id: str
+    security_type: str
+    symbol: str
+    constituent_nums: int
+    suspension_nums: int
+    up_limit_nums: int
+    down_limit_nums: int
+    bid_iopv: int
+    ask_iopv: int
+    iopv: int
+    pre_close_iopv: int
+    iopv_pct_change: float
+    etf_last_price: int
+    etf_bid_price: int
+    etf_ask_price: int
+    etf_pre_close_price: int
+    etf_pct_change: float
+    index_last_price: int
+    index_pre_close_price: int
+    index_pct_change: float
+    index_deviation: float
+    etf_deviation: float
+    etf_bid_premium_rate: float
+    etf_ask_premium_rate: float
+    etf_premium_rate: float
+    md_date: int
+    md_time: int
+    signal_id: int
+    node_name: str
+    node_type: int
+    def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., currency_id: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., constituent_nums: _Optional[int] = ..., suspension_nums: _Optional[int] = ..., up_limit_nums: _Optional[int] = ..., down_limit_nums: _Optional[int] = ..., bid_iopv: _Optional[int] = ..., ask_iopv: _Optional[int] = ..., iopv: _Optional[int] = ..., pre_close_iopv: _Optional[int] = ..., iopv_pct_change: _Optional[float] = ..., etf_last_price: _Optional[int] = ..., etf_bid_price: _Optional[int] = ..., etf_ask_price: _Optional[int] = ..., etf_pre_close_price: _Optional[int] = ..., etf_pct_change: _Optional[float] = ..., index_last_price: _Optional[int] = ..., index_pre_close_price: _Optional[int] = ..., index_pct_change: _Optional[float] = ..., index_deviation: _Optional[float] = ..., etf_deviation: _Optional[float] = ..., etf_bid_premium_rate: _Optional[float] = ..., etf_ask_premium_rate: _Optional[float] = ..., etf_premium_rate: _Optional[float] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., signal_id: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ...) -> None: ...
+
+class ETFQuoteTick(_message.Message):
+    __slots__ = ("msg_type", "msg_sequence", "last_timestamp", "instrument_id", "security_id", "market", "security_type", "symbol", "constituent_nums", "suspension_nums", "up_limit_nums", "down_limit_nums", "iopv", "etf_premium_rate", "md_date", "md_time", "etf_last_price", "etf_bid_price", "etf_ask_price", "etf_pre_close_price", "etf_pct_change", "signal_id", "bid_iopv", "ask_iopv", "node_name", "node_type")
+    MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
+    MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
+    LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
+    INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
+    SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
+    MARKET_FIELD_NUMBER: _ClassVar[int]
+    SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
+    SYMBOL_FIELD_NUMBER: _ClassVar[int]
+    CONSTITUENT_NUMS_FIELD_NUMBER: _ClassVar[int]
+    SUSPENSION_NUMS_FIELD_NUMBER: _ClassVar[int]
+    UP_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
+    DOWN_LIMIT_NUMS_FIELD_NUMBER: _ClassVar[int]
+    IOPV_FIELD_NUMBER: _ClassVar[int]
+    ETF_PREMIUM_RATE_FIELD_NUMBER: _ClassVar[int]
+    MD_DATE_FIELD_NUMBER: _ClassVar[int]
+    MD_TIME_FIELD_NUMBER: _ClassVar[int]
+    ETF_LAST_PRICE_FIELD_NUMBER: _ClassVar[int]
+    ETF_BID_PRICE_FIELD_NUMBER: _ClassVar[int]
+    ETF_ASK_PRICE_FIELD_NUMBER: _ClassVar[int]
+    ETF_PRE_CLOSE_PRICE_FIELD_NUMBER: _ClassVar[int]
+    ETF_PCT_CHANGE_FIELD_NUMBER: _ClassVar[int]
+    SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
+    BID_IOPV_FIELD_NUMBER: _ClassVar[int]
+    ASK_IOPV_FIELD_NUMBER: _ClassVar[int]
+    NODE_NAME_FIELD_NUMBER: _ClassVar[int]
+    NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
+    msg_type: int
+    msg_sequence: int
+    last_timestamp: int
+    instrument_id: str
+    security_id: str
+    market: str
+    security_type: str
+    symbol: str
+    constituent_nums: int
+    suspension_nums: int
+    up_limit_nums: int
+    down_limit_nums: int
+    iopv: int
+    etf_premium_rate: float
+    md_date: int
+    md_time: int
+    etf_last_price: int
+    etf_bid_price: int
+    etf_ask_price: int
+    etf_pre_close_price: int
+    etf_pct_change: float
+    signal_id: int
+    bid_iopv: int
+    ask_iopv: int
+    node_name: str
+    node_type: int
+    def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., instrument_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., constituent_nums: _Optional[int] = ..., suspension_nums: _Optional[int] = ..., up_limit_nums: _Optional[int] = ..., down_limit_nums: _Optional[int] = ..., iopv: _Optional[int] = ..., etf_premium_rate: _Optional[float] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., etf_last_price: _Optional[int] = ..., etf_bid_price: _Optional[int] = ..., etf_ask_price: _Optional[int] = ..., etf_pre_close_price: _Optional[int] = ..., etf_pct_change: _Optional[float] = ..., signal_id: _Optional[int] = ..., bid_iopv: _Optional[int] = ..., ask_iopv: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ...) -> None: ...
+
+class FXSnapshot(_message.Message):
+    __slots__ = ("msg_type", "msg_sequence", "last_timestamp", "node_name", "node_type", "md_date", "md_time", "currency_id", "opposite_currency_id", "fx_market", "fx_rate")
+    MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
+    MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
+    LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
+    NODE_NAME_FIELD_NUMBER: _ClassVar[int]
+    NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
+    MD_DATE_FIELD_NUMBER: _ClassVar[int]
+    MD_TIME_FIELD_NUMBER: _ClassVar[int]
+    CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
+    OPPOSITE_CURRENCY_ID_FIELD_NUMBER: _ClassVar[int]
+    FX_MARKET_FIELD_NUMBER: _ClassVar[int]
+    FX_RATE_FIELD_NUMBER: _ClassVar[int]
+    msg_type: int
+    msg_sequence: int
+    last_timestamp: int
+    node_name: str
+    node_type: int
+    md_date: int
+    md_time: int
+    currency_id: str
+    opposite_currency_id: str
+    fx_market: str
+    fx_rate: float
+    def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., currency_id: _Optional[str] = ..., opposite_currency_id: _Optional[str] = ..., fx_market: _Optional[str] = ..., fx_rate: _Optional[float] = ...) -> None: ...
+
+class SignalSnapshot(_message.Message):
+    __slots__ = ("msg_type", "msg_sequence", "last_timestamp", "node_name", "node_type", "instrument_id", "security_id", "market", "security_type", "symbol", "md_date", "md_time", "signal_type", "signal_id", "signal_name", "signal_value", "signal_quote", "depth_quote")
+    MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
+    MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
+    LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
+    NODE_NAME_FIELD_NUMBER: _ClassVar[int]
+    NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
+    INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
+    SECURITY_ID_FIELD_NUMBER: _ClassVar[int]
+    MARKET_FIELD_NUMBER: _ClassVar[int]
+    SECURITY_TYPE_FIELD_NUMBER: _ClassVar[int]
+    SYMBOL_FIELD_NUMBER: _ClassVar[int]
+    MD_DATE_FIELD_NUMBER: _ClassVar[int]
+    MD_TIME_FIELD_NUMBER: _ClassVar[int]
+    SIGNAL_TYPE_FIELD_NUMBER: _ClassVar[int]
+    SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
+    SIGNAL_NAME_FIELD_NUMBER: _ClassVar[int]
+    SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
+    SIGNAL_QUOTE_FIELD_NUMBER: _ClassVar[int]
+    DEPTH_QUOTE_FIELD_NUMBER: _ClassVar[int]
+    msg_type: int
+    msg_sequence: int
+    last_timestamp: int
+    node_name: str
+    node_type: int
+    instrument_id: str
+    security_id: str
+    market: str
+    security_type: str
+    symbol: str
+    md_date: int
+    md_time: int
+    signal_type: int
+    signal_id: int
+    signal_name: str
+    signal_value: int
+    signal_quote: _containers.RepeatedCompositeFieldContainer[SignalQuoteData]
+    depth_quote: _containers.RepeatedCompositeFieldContainer[QuoteLevelData]
+    def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., instrument_id: _Optional[str] = ..., security_id: _Optional[str] = ..., market: _Optional[str] = ..., security_type: _Optional[str] = ..., symbol: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., signal_type: _Optional[int] = ..., signal_id: _Optional[int] = ..., signal_name: _Optional[str] = ..., signal_value: _Optional[int] = ..., signal_quote: _Optional[_Iterable[_Union[SignalQuoteData, _Mapping]]] = ..., depth_quote: _Optional[_Iterable[_Union[QuoteLevelData, _Mapping]]] = ...) -> None: ...
+
+class SignalTick(_message.Message):
+    __slots__ = ("msg_type", "msg_sequence", "last_timestamp", "node_name", "node_type", "instrument_id", "md_date", "md_time", "signal_type", "signal_id", "signal_value")
+    MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
+    MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
+    LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
+    NODE_NAME_FIELD_NUMBER: _ClassVar[int]
+    NODE_TYPE_FIELD_NUMBER: _ClassVar[int]
+    INSTRUMENT_ID_FIELD_NUMBER: _ClassVar[int]
+    MD_DATE_FIELD_NUMBER: _ClassVar[int]
+    MD_TIME_FIELD_NUMBER: _ClassVar[int]
+    SIGNAL_TYPE_FIELD_NUMBER: _ClassVar[int]
+    SIGNAL_ID_FIELD_NUMBER: _ClassVar[int]
+    SIGNAL_VALUE_FIELD_NUMBER: _ClassVar[int]
+    msg_type: int
+    msg_sequence: int
+    last_timestamp: int
+    node_name: str
+    node_type: int
+    instrument_id: str
+    md_date: int
+    md_time: int
+    signal_type: int
+    signal_id: int
+    signal_value: int
+    def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., node_name: _Optional[str] = ..., node_type: _Optional[int] = ..., instrument_id: _Optional[str] = ..., md_date: _Optional[int] = ..., md_time: _Optional[int] = ..., signal_type: _Optional[int] = ..., signal_id: _Optional[int] = ..., signal_value: _Optional[int] = ...) -> None: ...
+
+class BarMatrix(_message.Message):
+    __slots__ = ("msg_type", "msg_sequence", "trade_time", "last_timestamp", "source", "instrument_ids", "cols", "data_matrix")
+    class Source(int, metaclass=_enum_type_wrapper.EnumTypeWrapper):
+        __slots__ = ()
+        INDICATOR: _ClassVar[BarMatrix.Source]
+        PREDICTOR: _ClassVar[BarMatrix.Source]
+        FACTOR: _ClassVar[BarMatrix.Source]
+    INDICATOR: BarMatrix.Source
+    PREDICTOR: BarMatrix.Source
+    FACTOR: BarMatrix.Source
+    MSG_TYPE_FIELD_NUMBER: _ClassVar[int]
+    MSG_SEQUENCE_FIELD_NUMBER: _ClassVar[int]
+    TRADE_TIME_FIELD_NUMBER: _ClassVar[int]
+    LAST_TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
+    SOURCE_FIELD_NUMBER: _ClassVar[int]
+    INSTRUMENT_IDS_FIELD_NUMBER: _ClassVar[int]
+    COLS_FIELD_NUMBER: _ClassVar[int]
+    DATA_MATRIX_FIELD_NUMBER: _ClassVar[int]
+    msg_type: int
+    msg_sequence: int
+    trade_time: int
+    last_timestamp: int
+    source: BarMatrix.Source
+    instrument_ids: _containers.RepeatedScalarFieldContainer[str]
+    cols: _containers.RepeatedScalarFieldContainer[str]
+    data_matrix: _containers.RepeatedScalarFieldContainer[float]
+    def __init__(self, msg_type: _Optional[int] = ..., msg_sequence: _Optional[int] = ..., trade_time: _Optional[int] = ..., last_timestamp: _Optional[int] = ..., source: _Optional[_Union[BarMatrix.Source, str]] = ..., instrument_ids: _Optional[_Iterable[str]] = ..., cols: _Optional[_Iterable[str]] = ..., data_matrix: _Optional[_Iterable[float]] = ...) -> None: ...

{datahub_binary-1.8.7.dist-info → datahub_binary-1.8.9.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: datahub_binary
-Version: 1.8.7
+Version: 1.8.9
 Summary: A comprehensive Python library for data processing, integration, and management.
 Requires-Python: <3.13,>=3.10
 Description-Content-Type: text/markdown

{datahub_binary-1.8.7.dist-info → datahub_binary-1.8.9.dist-info}/RECORD

@@ -1,8 +1,8 @@
-datahub.cp312-win_amd64.pyd,sha256=xAJOC7JFL0_toxFXbOJnnNUQ_TqIOjiMkyc1A7R32uc,1819648
+datahub.cp312-win_amd64.pyd,sha256=94pNmV91EueThl-tjfWFXDSP7dhntl9XAOcrZqHZxNg,1820160
 datahub.pyi,sha256=sy345awOY4R8_DxrPBOg_oOhfOyNhlH60hJOrgUp4NQ,1522
 datahub/__init__.pyi,sha256=hX8D9Qd6uPjZiUBd6rIq7Llkt_H4l_RvRXsws3sdYbI,630
 datahub/datacache.pyi,sha256=Z2b3ktYv5t2y9Z1yXn0axbdoV06-GhjJhEIl_Ms-FjU,5044
-datahub/datahub.pyi,sha256=R4yGMn92_uniMsmV-kWs2tuntWNIAwG2IbfqqNb3XEs,51017
+datahub/datahub.pyi,sha256=NKfhw00iPMsp0Z_q4usO_D7xB6-Hr50wRxpe3KGYH7E,51370
 datahub/setting.pyi,sha256=u6gYjjF6r1thSpp2XNMvg_1JUcqB64dRTkNoHlOoKUQ,889
 datahub/ats/client_sdk.pyi,sha256=RScBpyY2ML84RBrYt60RnHtodOwWOe5-LbnJ3nFFBGs,8710
 datahub/dbo/database.pyi,sha256=tsGDnI5MCQdvlwDWeDb256bz8Ck6j8SYexIQNbJk7Vw,1654
@@ -10,12 +10,12 @@ datahub/dbo/pg.pyi,sha256=fz2vWRF7vd5ANW5dVQAf7NfTzzjFN5aRKSw32nPRN4M,1931
 datahub/dbo/redis_stream.pyi,sha256=geVI1BoTHRlxodS44MquM-FY_aJt27eDqmAKf2a4PyM,1938
 datahub/dbo/sr.pyi,sha256=WWslzbQ11sasBqORbba3U5IZsAYWCiG4jeZK_f5-FZg,28579
 datahub/protos/client_msg.pyi,sha256=ftmkInjCGv1DEt477f5dLmRuFdVzrJ40jbOFGr3ZrZU,4063
-datahub/protos/client_pb2.pyi,sha256=3LdWOGSmV9vJiGIaaxBBrLpuQdXE4vb92bLvUGToCl8,228911
+datahub/protos/client_pb2.pyi,sha256=DCbERSx2ZKHyGn_0ClE_lBScMWi6RBqjCExpIuIq8ww,229745
 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
+datahub/protos/position_pb2.pyi,sha256=6IhKEhVRSNfS3zPUI5X9iOVRpBRDSOAi2HsH3ls4jbw,32684
 datahub/protos/query_pb2.pyi,sha256=V6-yht8zbiCm02e7MTb1Ag_afoMnBFX1YsIETdom87I,15945
-datahub/protos/quote_pb2.pyi,sha256=RULvl4NNbnE2O8sFuGfs8tZKJkwJoUyeadzUnHG_E-w,27254
+datahub/protos/quote_pb2.pyi,sha256=zfOKFL8y0RhUSfzBQRUydJRTJ4Y6lYe4CzJjjNASwJg,26766
 datahub/protos/signal_pb2.pyi,sha256=HJxCtrEOlc1cBtH-ywFRvKItT0IiLyQVb0jzdkRF6mY,15879
 datahub/protos/strategy_pb2.pyi,sha256=JmRoiuRdyE_1m6qQxxBMAvLp2OngDSHxTYivkcZQ2PU,32767
 datahub/protos/trade_pb2.pyi,sha256=YLZFMLEMR3q1fSQxgyR81BsVvYngNQPbKPKvLA7ktjs,49810
@@ -25,7 +25,7 @@ datahub/utils/sftp.pyi,sha256=w8S-cxJWMeWJ6--RjT95qVgng_IhwPImiyoqdCpOCQI,2107
 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-1.8.7.dist-info/METADATA,sha256=2cZHuWOcJGpDe5ZYDpu_GiNvPwDtTwuF5Rh8lf47HMk,7903
-datahub_binary-1.8.7.dist-info/WHEEL,sha256=mktjIo72eqyqXY-lxdbITmUE47ZU2O9WYzyv0PnFKrU,96
-datahub_binary-1.8.7.dist-info/top_level.txt,sha256=J0rzqYfZghMgpObWaPGhQtV88I-KXrgArDvi_ddf6ZA,8
-datahub_binary-1.8.7.dist-info/RECORD,,
+datahub_binary-1.8.9.dist-info/METADATA,sha256=F7v4eJK6-PQ3q9zRUkQfCOF0uASA7lKJGeghzVOUTos,7903
+datahub_binary-1.8.9.dist-info/WHEEL,sha256=mktjIo72eqyqXY-lxdbITmUE47ZU2O9WYzyv0PnFKrU,96
+datahub_binary-1.8.9.dist-info/top_level.txt,sha256=J0rzqYfZghMgpObWaPGhQtV88I-KXrgArDvi_ddf6ZA,8
+datahub_binary-1.8.9.dist-info/RECORD,,