hikyuu 2.5.6__py3-none-macosx_11_0_arm64.whl

hikyuu/fetcher/stock/zh_stock_a_sina_qq.py

@@ -0,0 +1,229 @@
+# coding:utf-8
+#
+# The MIT License (MIT)
+#
+# Created on: 2020-11-29
+#     Author: fasiondog
+
+import requests
+import datetime
+from concurrent import futures
+from hikyuu.util import *
+from hikyuu.fetcher.proxy import request_with_proxy, request_with_local
+
+
+@hku_catch(callback=lambda resultstr: hku_warn(resultstr))
+def parse_one_result_sina(resultstr):
+    result = {}
+    hku_check_ignore(resultstr, "Invalid input param!")
+    hku_check_ignore(len(resultstr) > 3 and resultstr[:3] == 'var', "Invalid input param! {}", resultstr)
+
+    a = resultstr.split(',')
+    result['market'] = a[0][11:13]
+    result['code'] = a[0][13:19]
+    result['name'] = a[0][21:]
+    result['open'] = float(a[1])  # 今日开盘价
+    result['yesterday_close'] = float(a[2])  # 昨日收盘价
+    result['close'] = float(a[3])  # 当前价格
+    result['high'] = float(a[4])  # 今日最高价
+    result['low'] = float(a[5])  # 今日最低价
+    result['bid'] = float(a[6])  # 竞买价，即“买一”报价
+    result['ask'] = float(a[7])  # 竞卖价，即“卖一”报价
+    result['volume'] = float(a[8]) / 100.0  # 成交的股票数，由于股票交易以一百股为基本单位，所以在使用时，通常把该值除以一百
+    result['amount'] = round(float(a[9]) / 10000.0, 2)  # 成交金额，单位为“元”，若要以“万元”为成交金额的单位，需要把该值除以一万
+    result['bid1_amount'] = float(a[10]) / 100.0  # “买一”申请4695股，即47手
+    result['bid1'] = float(a[11])  # “买一”报价
+    result['bid2_amount'] = float(a[12]) / 100.0
+    result['bid2'] = float(a[13])
+    result['bid3_amount'] = float(a[14]) / 100.0
+    result['bid3'] = float(a[15])
+    result['bid4_amount'] = float(a[16]) / 100.0
+    result['bid4'] = float(a[16])
+    result['bid5_amount'] = float(a[18]) / 100.0
+    result['bid5'] = float(a[19])
+    result['ask1_amount'] = float(a[20]) / 100.0  # “卖一”申报3100股，即31手
+    result['ask1'] = float(a[21])  # “卖一”报价
+    result['ask2_amount'] = float(a[22]) / 100.0
+    result['ask2'] = float(a[23])
+    result['ask3_amount'] = float(a[24]) / 100.0
+    result['ask3'] = float(a[25])
+    result['ask4_amount'] = float(a[26]) / 100.0
+    result['ask4'] = float(a[27])
+    result['ask5_amount'] = float(a[28]) / 100.0
+    result['ask5'] = float(a[29])
+    result['datetime'] = datetime.datetime.combine(
+        datetime.date.fromisoformat(a[30]), datetime.time.fromisoformat(a[31])
+    )
+    return result
+
+
+@hku_catch(callback=lambda resultstr: hku_warn(resultstr))
+def parse_one_result_qq(resultstr):
+    result = {}
+    hku_check_ignore(resultstr, "Invalid input param!")
+    # hku_check_ignore(len(resultstr) > 3 and resultstr[:2] == 'v_', "Invalid input param! {}", resultstr)
+    if (len(resultstr) <= 3 or resultstr[:2] != 'v_'):
+        return None
+
+    a = resultstr.split('~')
+    if len(a) <= 1:
+        return None
+    market = a[0][2:4].upper()
+    code = a[0][4:10]
+    result['market'] = market
+    result['code'] = code
+
+    result['name'] = a[1]
+    result['close'] = float(a[3])  # 当前价格
+    result['yesterday_close'] = float(a[4])  # 昨日收盘价
+    result['open'] = float(a[5])  # 今日开盘价
+    # result['amount'] = float(a[6])  # 成交量
+    # 7: 外盘 ？
+    # 8：内盘 ？
+    result['bid1'] = float(a[9])  # “买一”报价
+    result['bid1_amount'] = float(a[10])  # “买一”申请4695股，即47手
+    result['bid2'] = float(a[11])
+    result['bid2_amount'] = float(a[12])
+    result['bid3'] = float(a[13])
+    result['bid3_amount'] = float(a[14])
+    result['bid4'] = float(a[15])
+    result['bid4_amount'] = float(a[16])
+    result['bid5'] = float(a[17])
+    result['bid5_amount'] = float(a[18])
+    result['ask1'] = float(a[19])  # “卖一”报价
+    result['ask1_amount'] = float(a[20])  # “卖一”申报3100股，即31手
+    result['ask2'] = float(a[21])
+    result['ask2_amount'] = float(a[22])
+    result['ask3'] = float(a[23])
+    result['ask3_amount'] = float(a[24])
+    result['ask4'] = float(a[25])
+    result['ask4_amount'] = float(a[26])
+    result['ask5'] = float(a[27])
+    result['ask5_amount'] = float(a[28])
+    # result['最近逐笔成交'] = float(a[29])
+    x = a[30]
+    result['datetime'] = datetime.datetime(
+        int(x[:4]), int(x[4:6]), int(x[6:8]), int(x[8:10]), int(x[10:12]), int(x[12:])
+    )  # 时间
+    result['up_and_down_price'] = float(a[31])  # 涨跌
+    result['up_and_down_percent'] = float(a[32])  # 涨跌幅
+    result['high'] = float(a[33])  # 最高价
+    result['low'] = float(a[34])  # 最低价
+    # 35: 价格/成交量（手）/成交额
+    if (market == 'SZ' and code[:2] == '39') or (market == 'SH' and code[:3] == '000'):
+        result['volume'] = float(a[36]) * 0.01  # 成交量（手）
+    else:
+        result['volume'] = float(a[36])  # 成交量（手）
+    result['amount'] = float(a[37])   # 成交额（万）
+    result['turnover_rate'] = float(a[38]) if a[38] else 0.0  # 换手率
+    result['pe'] = float(a[39]) if a[39] else 0.0  # 市盈率 Price Earnings Ratio，简称P/E或PER
+    result['amplitude'] = float(a[43]) if a[43] else 0.0  # 振幅
+    result['circulation_market_value'] = float(a[44]) if a[44] else 0.0  # 流通市值
+    result['total_value'] = float(a[45]) if a[45] else 0.0  # 总市值
+    result['pb'] = float(a[46]) if a[46] else 0.0  # 市净率 PB:Price/Book value
+    result['limit_up'] = float(a[47])  # 涨停价
+    result['limit_down'] = float(a[48])  # 涨停价
+    return result
+
+
+def request_data(querystr, parse_one_result, use_proxy=False):
+    """请求失败将抛出异常"""
+    query = request_with_proxy(querystr) if use_proxy else request_with_local(querystr)
+    query = query.split('\n')
+    result = []
+    for tmpstr in query:
+        if tmpstr:
+            one_record = parse_one_result(tmpstr)
+            if one_record is not None:
+                result.append(one_record)
+    return result
+
+
+def get_spotV1(stocklist, source='qq', use_proxy=False, batch_func=None):
+    """获取实时数据，获取失败时，抛出异常
+
+    :param list stocklist: 股票名称列表，股票名称示例：sh000001, sz000001
+    :param str source: 使用 sina 还是 qq 作为数据来源
+    :param boolean: use_proxy: 是否使用代理
+    :param function batch_func: 当网络请求返回一个批次数据时，调用该函数，通常用于向数据库写入数据
+    """
+    if source == 'sina':
+        queryStr = "http://hq.sinajs.cn/list="
+        max_size = 140
+        parse_one_result = parse_one_result_sina
+        hku_error("新浪接口已不再支持！")
+    else:
+        queryStr = "http://qt.gtimg.cn/q="
+        max_size = 60
+        parse_one_result = parse_one_result_qq
+    count = 0
+    tmpstr = queryStr
+    result = []
+    for stock in stocklist:
+        tmpstr += ("%s,") % (stock)
+        count += 1
+        if count >= max_size:
+            phase_result = request_data(tmpstr, parse_one_result, use_proxy)
+            if phase_result:
+                result.extend(phase_result)
+                if batch_func:
+                    batch_func(phase_result)
+            count = 0
+            tmpstr = queryStr
+    if tmpstr != queryStr:
+        phase_result = request_data(tmpstr, parse_one_result, use_proxy)
+        if phase_result:
+            result.extend(phase_result)
+            if batch_func:
+                batch_func(phase_result)
+    return result
+
+
+def get_spot(stocklist, source='sina', use_proxy=False, batch_func=None):
+    """并发网络请求获取实时数据，获取失败时，抛出异常
+
+    :param list stocklist: 股票名称列表，股票名称示例：sh000001, sz000001
+    :param str source: 使用 sina 还是 qq 作为数据来源
+    :param boolean: use_proxy: 是否使用代理
+    :param function batch_func: 当网络请求返回一个批次数据时，调用该函数，通常用于向数据库写入数据
+    """
+    if source == 'sina':
+        queryStr = "http://hq.sinajs.cn/list="
+        max_size = 140
+        parse_one_result = parse_one_result_sina
+    else:
+        queryStr = "http://qt.gtimg.cn/q="
+        max_size = 60
+        parse_one_result = parse_one_result_qq
+    count = 0
+    tmpstr = queryStr
+    batchs = []
+    for stock in stocklist:
+        tmpstr += ("%s,") % (stock)
+        count += 1
+        if count >= max_size:
+            batchs.append(tmpstr)
+            count = 0
+            tmpstr = queryStr
+    if tmpstr != queryStr:
+        batchs.append(tmpstr)
+
+    def request_inner(url):
+        batch_result = request_data(url, parse_one_result, use_proxy)
+        if batch_func and batch_result:
+            batch_func(batch_result)
+        return batch_result
+
+    with futures.ThreadPoolExecutor() as executor:
+        res = executor.map(request_inner, batchs, timeout=10)
+
+    result = []
+    for batch_result in res:
+        if batch_result:
+            result.extend(batch_result)
+    return result
+
+
+if __name__ == "__main__":
+    x = get_spot(['sh000001', 'sz000001'], source='qq', use_proxy=False)
+    print(x)

hikyuu/flat/Spot.py

@@ -0,0 +1,440 @@
+# automatically generated by the FlatBuffers compiler, do not modify
+
+# namespace: flat
+
+import flatbuffers
+from flatbuffers.compat import import_numpy
+np = import_numpy()
+
+class Spot(object):
+    __slots__ = ['_tab']
+
+    @classmethod
+    def GetRootAs(cls, buf, offset=0):
+        n = flatbuffers.encode.Get(flatbuffers.packer.uoffset, buf, offset)
+        x = Spot()
+        x.Init(buf, n + offset)
+        return x
+
+    @classmethod
+    def GetRootAsSpot(cls, buf, offset=0):
+        """This method is deprecated. Please switch to GetRootAs."""
+        return cls.GetRootAs(buf, offset)
+    # Spot
+    def Init(self, buf, pos):
+        self._tab = flatbuffers.table.Table(buf, pos)
+
+    # Spot
+    def Market(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(4))
+        if o != 0:
+            return self._tab.String(o + self._tab.Pos)
+        return None
+
+    # Spot
+    def Code(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(6))
+        if o != 0:
+            return self._tab.String(o + self._tab.Pos)
+        return None
+
+    # Spot
+    def Name(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(8))
+        if o != 0:
+            return self._tab.String(o + self._tab.Pos)
+        return None
+
+    # Spot
+    def Datetime(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(10))
+        if o != 0:
+            return self._tab.String(o + self._tab.Pos)
+        return None
+
+    # Spot
+    def YesterdayClose(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(12))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+    # Spot
+    def Open(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(14))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+    # Spot
+    def High(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(16))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+    # Spot
+    def Low(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(18))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+    # Spot
+    def Close(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(20))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+    # Spot
+    def Amount(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(22))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+    # Spot
+    def Volume(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(24))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+    # Spot
+    def Bid1(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(26))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+    # Spot
+    def Bid1Amount(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(28))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+    # Spot
+    def Bid2(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(30))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+    # Spot
+    def Bid2Amount(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(32))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+    # Spot
+    def Bid3(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(34))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+    # Spot
+    def Bid3Amount(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(36))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+    # Spot
+    def Bid4(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(38))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+    # Spot
+    def Bid4Amount(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(40))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+    # Spot
+    def Bid5(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(42))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+    # Spot
+    def Bid5Amount(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(44))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+    # Spot
+    def Ask1(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(46))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+    # Spot
+    def Ask1Amount(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(48))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+    # Spot
+    def Ask2(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(50))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+    # Spot
+    def Ask2Amount(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(52))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+    # Spot
+    def Ask3(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(54))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+    # Spot
+    def Ask3Amount(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(56))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+    # Spot
+    def Ask4(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(58))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+    # Spot
+    def Ask4Amount(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(60))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+    # Spot
+    def Ask5(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(62))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+    # Spot
+    def Ask5Amount(self):
+        o = flatbuffers.number_types.UOffsetTFlags.py_type(self._tab.Offset(64))
+        if o != 0:
+            return self._tab.Get(flatbuffers.number_types.Float64Flags, o + self._tab.Pos)
+        return 0.0
+
+def SpotStart(builder):
+    builder.StartObject(31)
+
+def Start(builder):
+    SpotStart(builder)
+
+def SpotAddMarket(builder, market):
+    builder.PrependUOffsetTRelativeSlot(0, flatbuffers.number_types.UOffsetTFlags.py_type(market), 0)
+
+def AddMarket(builder, market):
+    SpotAddMarket(builder, market)
+
+def SpotAddCode(builder, code):
+    builder.PrependUOffsetTRelativeSlot(1, flatbuffers.number_types.UOffsetTFlags.py_type(code), 0)
+
+def AddCode(builder, code):
+    SpotAddCode(builder, code)
+
+def SpotAddName(builder, name):
+    builder.PrependUOffsetTRelativeSlot(2, flatbuffers.number_types.UOffsetTFlags.py_type(name), 0)
+
+def AddName(builder, name):
+    SpotAddName(builder, name)
+
+def SpotAddDatetime(builder, datetime):
+    builder.PrependUOffsetTRelativeSlot(3, flatbuffers.number_types.UOffsetTFlags.py_type(datetime), 0)
+
+def AddDatetime(builder, datetime):
+    SpotAddDatetime(builder, datetime)
+
+def SpotAddYesterdayClose(builder, yesterdayClose):
+    builder.PrependFloat64Slot(4, yesterdayClose, 0.0)
+
+def AddYesterdayClose(builder, yesterdayClose):
+    SpotAddYesterdayClose(builder, yesterdayClose)
+
+def SpotAddOpen(builder, open):
+    builder.PrependFloat64Slot(5, open, 0.0)
+
+def AddOpen(builder, open):
+    SpotAddOpen(builder, open)
+
+def SpotAddHigh(builder, high):
+    builder.PrependFloat64Slot(6, high, 0.0)
+
+def AddHigh(builder, high):
+    SpotAddHigh(builder, high)
+
+def SpotAddLow(builder, low):
+    builder.PrependFloat64Slot(7, low, 0.0)
+
+def AddLow(builder, low):
+    SpotAddLow(builder, low)
+
+def SpotAddClose(builder, close):
+    builder.PrependFloat64Slot(8, close, 0.0)
+
+def AddClose(builder, close):
+    SpotAddClose(builder, close)
+
+def SpotAddAmount(builder, amount):
+    builder.PrependFloat64Slot(9, amount, 0.0)
+
+def AddAmount(builder, amount):
+    SpotAddAmount(builder, amount)
+
+def SpotAddVolume(builder, volume):
+    builder.PrependFloat64Slot(10, volume, 0.0)
+
+def AddVolume(builder, volume):
+    SpotAddVolume(builder, volume)
+
+def SpotAddBid1(builder, bid1):
+    builder.PrependFloat64Slot(11, bid1, 0.0)
+
+def AddBid1(builder, bid1):
+    SpotAddBid1(builder, bid1)
+
+def SpotAddBid1Amount(builder, bid1Amount):
+    builder.PrependFloat64Slot(12, bid1Amount, 0.0)
+
+def AddBid1Amount(builder, bid1Amount):
+    SpotAddBid1Amount(builder, bid1Amount)
+
+def SpotAddBid2(builder, bid2):
+    builder.PrependFloat64Slot(13, bid2, 0.0)
+
+def AddBid2(builder, bid2):
+    SpotAddBid2(builder, bid2)
+
+def SpotAddBid2Amount(builder, bid2Amount):
+    builder.PrependFloat64Slot(14, bid2Amount, 0.0)
+
+def AddBid2Amount(builder, bid2Amount):
+    SpotAddBid2Amount(builder, bid2Amount)
+
+def SpotAddBid3(builder, bid3):
+    builder.PrependFloat64Slot(15, bid3, 0.0)
+
+def AddBid3(builder, bid3):
+    SpotAddBid3(builder, bid3)
+
+def SpotAddBid3Amount(builder, bid3Amount):
+    builder.PrependFloat64Slot(16, bid3Amount, 0.0)
+
+def AddBid3Amount(builder, bid3Amount):
+    SpotAddBid3Amount(builder, bid3Amount)
+
+def SpotAddBid4(builder, bid4):
+    builder.PrependFloat64Slot(17, bid4, 0.0)
+
+def AddBid4(builder, bid4):
+    SpotAddBid4(builder, bid4)
+
+def SpotAddBid4Amount(builder, bid4Amount):
+    builder.PrependFloat64Slot(18, bid4Amount, 0.0)
+
+def AddBid4Amount(builder, bid4Amount):
+    SpotAddBid4Amount(builder, bid4Amount)
+
+def SpotAddBid5(builder, bid5):
+    builder.PrependFloat64Slot(19, bid5, 0.0)
+
+def AddBid5(builder, bid5):
+    SpotAddBid5(builder, bid5)
+
+def SpotAddBid5Amount(builder, bid5Amount):
+    builder.PrependFloat64Slot(20, bid5Amount, 0.0)
+
+def AddBid5Amount(builder, bid5Amount):
+    SpotAddBid5Amount(builder, bid5Amount)
+
+def SpotAddAsk1(builder, ask1):
+    builder.PrependFloat64Slot(21, ask1, 0.0)
+
+def AddAsk1(builder, ask1):
+    SpotAddAsk1(builder, ask1)
+
+def SpotAddAsk1Amount(builder, ask1Amount):
+    builder.PrependFloat64Slot(22, ask1Amount, 0.0)
+
+def AddAsk1Amount(builder, ask1Amount):
+    SpotAddAsk1Amount(builder, ask1Amount)
+
+def SpotAddAsk2(builder, ask2):
+    builder.PrependFloat64Slot(23, ask2, 0.0)
+
+def AddAsk2(builder, ask2):
+    SpotAddAsk2(builder, ask2)
+
+def SpotAddAsk2Amount(builder, ask2Amount):
+    builder.PrependFloat64Slot(24, ask2Amount, 0.0)
+
+def AddAsk2Amount(builder, ask2Amount):
+    SpotAddAsk2Amount(builder, ask2Amount)
+
+def SpotAddAsk3(builder, ask3):
+    builder.PrependFloat64Slot(25, ask3, 0.0)
+
+def AddAsk3(builder, ask3):
+    SpotAddAsk3(builder, ask3)
+
+def SpotAddAsk3Amount(builder, ask3Amount):
+    builder.PrependFloat64Slot(26, ask3Amount, 0.0)
+
+def AddAsk3Amount(builder, ask3Amount):
+    SpotAddAsk3Amount(builder, ask3Amount)
+
+def SpotAddAsk4(builder, ask4):
+    builder.PrependFloat64Slot(27, ask4, 0.0)
+
+def AddAsk4(builder, ask4):
+    SpotAddAsk4(builder, ask4)
+
+def SpotAddAsk4Amount(builder, ask4Amount):
+    builder.PrependFloat64Slot(28, ask4Amount, 0.0)
+
+def AddAsk4Amount(builder, ask4Amount):
+    SpotAddAsk4Amount(builder, ask4Amount)
+
+def SpotAddAsk5(builder, ask5):
+    builder.PrependFloat64Slot(29, ask5, 0.0)
+
+def AddAsk5(builder, ask5):
+    SpotAddAsk5(builder, ask5)
+
+def SpotAddAsk5Amount(builder, ask5Amount):
+    builder.PrependFloat64Slot(30, ask5Amount, 0.0)
+
+def AddAsk5Amount(builder, ask5Amount):
+    SpotAddAsk5Amount(builder, ask5Amount)
+
+def SpotEnd(builder):
+    return builder.EndObject()
+
+def End(builder):
+    return SpotEnd(builder)