insight-proxy-client 0.0.1__tar.gz

insight_proxy_client-0.0.1/PKG-INFO

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+Metadata-Version: 2.4
+Name: insight-proxy-client
+Version: 0.0.1
+Summary: Python client for insight_proxy with Insight 6.1.2 compatible data APIs
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Operating System :: OS Independent
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown
+Requires-Dist: pandas<3,>=1.5
+Requires-Dist: numpy<3,>=1.23
+
+# insight-proxy-client
+
+Python client for the **insight_proxy** TCP service. Data APIs target **Insight 6.1.2**;
+the import namespace is `insight_proxy.com.insight`.
+This is an independent adapter, not the official Insight SDK.
+
+## Installation
+
+```shell
+python -m pip install insight-proxy-client==0.0.1
+```
+
+Supports Python 3.9–3.12. pandas and NumPy are installed as dependencies.
+The client does not require the vendor SDK or native DLLs. A separately deployed
+insight_proxy server with Insight 6.1.2 and valid data access is required.
+This package does not include the server executable or account credentials.
+
+## Quick start
+
+```python
+from datetime import datetime
+from insight_proxy.com.insight import Client
+from insight_proxy.com.insight.market_service import market_service
+
+class Market(market_service):
+    def on_subscribe_tick(self, result):
+        print(result)
+
+    def on_query_response(self, result):
+        print(result)
+
+# Both Client() and Client(Market()) are supported.
+# Defaults: host="127.0.0.1", port=8765, token="123456".
+# The token must match the server configuration.
+with Client(Market()) as client:
+    frame = client.query.get_kline(
+        "601688.SH",
+        [datetime(2026, 10, 19), datetime(2026, 10, 26, 23, 59, 59)],
+        frequency="daily", fq="none",
+    )
+    print(frame)
+    client.subscribe.subscribe_tick_by_id(["601688.SH"], mode="coverage")
+    input("Press Enter to close the subscription session.\n")
+```
+
+Construction does not open a connection. Use `client.connect()` / `client.close()`
+or a `with` block. Override connection settings using keyword arguments:
+`Client(Market(), host="127.0.0.1", port=8765, token="your-server-token")`.
+Example dates are fixed historical values; select dates and instruments available
+to your server account.
+
+## Migrating SDK data calls
+
+Replace `insight_python.com.insight` imports with `insight_proxy.com.insight`.
+Replace SDK login and initialization with the proxy connection:
+
+```python
+from insight_proxy.com.insight import connect, close, query, subscribe, playback
+
+connect()  # or connect(Market(), host="...", port=8765, token="...")
+try:
+    result = query.get_kline()  # retains the SDK's missing-argument response
+finally:
+    close()
+```
+
+The compatibility layer exposes 80 query functions, 11 data subscription functions,
+local `subscribe.sync()`, two playback functions and the `market_service` callbacks.
+It preserves Insight 6.1.2 data function signatures, DataFrame/Series values,
+column ordering, indexes, dtypes, datetime values, tuples and callback names.
+SDK login/logging helpers and native gateway types are outside this client API.
+One compatibility session exclusively owns the server's native SDK login.
+Native SDK permissions and availability still determine which requests succeed.
+
+Do not install the older combined `insight_proxy` distribution alongside this
+client package in the same environment: they provide the same import namespace.

insight_proxy_client-0.0.1/README.md

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+# insight-proxy-client
+
+Python client for the **insight_proxy** TCP service. Data APIs target **Insight 6.1.2**;
+the import namespace is `insight_proxy.com.insight`.
+This is an independent adapter, not the official Insight SDK.
+
+## Installation
+
+```shell
+python -m pip install insight-proxy-client==0.0.1
+```
+
+Supports Python 3.9–3.12. pandas and NumPy are installed as dependencies.
+The client does not require the vendor SDK or native DLLs. A separately deployed
+insight_proxy server with Insight 6.1.2 and valid data access is required.
+This package does not include the server executable or account credentials.
+
+## Quick start
+
+```python
+from datetime import datetime
+from insight_proxy.com.insight import Client
+from insight_proxy.com.insight.market_service import market_service
+
+class Market(market_service):
+    def on_subscribe_tick(self, result):
+        print(result)
+
+    def on_query_response(self, result):
+        print(result)
+
+# Both Client() and Client(Market()) are supported.
+# Defaults: host="127.0.0.1", port=8765, token="123456".
+# The token must match the server configuration.
+with Client(Market()) as client:
+    frame = client.query.get_kline(
+        "601688.SH",
+        [datetime(2026, 10, 19), datetime(2026, 10, 26, 23, 59, 59)],
+        frequency="daily", fq="none",
+    )
+    print(frame)
+    client.subscribe.subscribe_tick_by_id(["601688.SH"], mode="coverage")
+    input("Press Enter to close the subscription session.\n")
+```
+
+Construction does not open a connection. Use `client.connect()` / `client.close()`
+or a `with` block. Override connection settings using keyword arguments:
+`Client(Market(), host="127.0.0.1", port=8765, token="your-server-token")`.
+Example dates are fixed historical values; select dates and instruments available
+to your server account.
+
+## Migrating SDK data calls
+
+Replace `insight_python.com.insight` imports with `insight_proxy.com.insight`.
+Replace SDK login and initialization with the proxy connection:
+
+```python
+from insight_proxy.com.insight import connect, close, query, subscribe, playback
+
+connect()  # or connect(Market(), host="...", port=8765, token="...")
+try:
+    result = query.get_kline()  # retains the SDK's missing-argument response
+finally:
+    close()
+```
+
+The compatibility layer exposes 80 query functions, 11 data subscription functions,
+local `subscribe.sync()`, two playback functions and the `market_service` callbacks.
+It preserves Insight 6.1.2 data function signatures, DataFrame/Series values,
+column ordering, indexes, dtypes, datetime values, tuples and callback names.
+SDK login/logging helpers and native gateway types are outside this client API.
+One compatibility session exclusively owns the server's native SDK login.
+Native SDK permissions and availability still determine which requests succeed.
+
+Do not install the older combined `insight_proxy` distribution alongside this
+client package in the same environment: they provide the same import namespace.

insight_proxy_client-0.0.1/pyproject.toml

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+[build-system]
+requires = ["setuptools>=68", "wheel"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "insight-proxy-client"
+version = "0.0.1"
+description = "Python client for insight_proxy with Insight 6.1.2 compatible data APIs"
+readme = "README.md"
+requires-python = ">=3.9"
+dependencies = ["pandas>=1.5,<3", "numpy>=1.23,<3"]
+classifiers = [
+  "Programming Language :: Python :: 3",
+  "Programming Language :: Python :: 3.9",
+  "Programming Language :: Python :: 3.10",
+  "Programming Language :: Python :: 3.11",
+  "Programming Language :: Python :: 3.12",
+  "Operating System :: OS Independent",
+]
+
+[tool.setuptools.packages.find]
+where = ["src"]
+include = ["insight_proxy*"]
+
+[tool.setuptools]
+package-dir = {"" = "src"}
+include-package-data = false

insight_proxy_client-0.0.1/setup.cfg

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+[egg_info]
+tag_build = 
+tag_date = 0
+

insight_proxy_client-0.0.1/src/insight_proxy/__init__.py

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+"""No vendor SDK is imported on the client side."""
+from .client import InsightClient, BridgeError
+
+__all__ = ["InsightClient", "BridgeError"]

insight_proxy_client-0.0.1/src/insight_proxy/client.py

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+"""Thread-safe request/response multiplexing with a bounded event queue."""
+import itertools
+import queue
+import socket
+import ssl
+import threading
+
+from .protocol import frame_size, pack, unpack, restore_dates
+
+
+class BridgeError(RuntimeError):
+    def __init__(self, code, message):
+        self.code = code
+        super().__init__(f"{code}: {message}")
+
+
+class InsightClient:
+    def __init__(self, host="127.0.0.1", port=8765, *, token="", timeout=30,
+                 event_queue_size=10000, ssl_context=None):
+        self.host, self.port = host, port
+        self.token, self.timeout = token, timeout
+        self.ssl_context = ssl_context
+        self._sock = None
+        self._reader = None
+        self._send_lock = threading.Lock()
+        self._lock = threading.Lock()
+        self._ids = itertools.count(1)
+        self._pending = {}
+        self._events = queue.Queue(maxsize=event_queue_size)
+        self._failure = None
+
+    def connect(self):
+        if self._sock is not None:
+            raise RuntimeError("Already connected; create a new client for reconnect")
+        sock = socket.create_connection((self.host, self.port), self.timeout)
+        try:
+            if self.ssl_context:
+                sock = self.ssl_context.wrap_socket(sock, server_hostname=self.host)
+            sock.settimeout(None)
+            sock.setsockopt(socket.IPPROTO_TCP, socket.TCP_NODELAY, 1)
+            self._sock = sock
+            self._reader = threading.Thread(target=self._read_loop, daemon=True)
+            self._reader.start()
+            self.request("hello", {"version": 1, "token": self.token})
+            return self
+        except BaseException:
+            sock.close()
+            self.close()
+            raise
+
+    def _exact(self, size):
+        chunks = bytearray()
+        while len(chunks) < size:
+            chunk = self._sock.recv(size - len(chunks))
+            if not chunk:
+                raise ConnectionError("Bridge disconnected; reconnect and resubscribe")
+            chunks.extend(chunk)
+        return bytes(chunks)
+
+    def _fail(self, error):
+        with self._lock:
+            if self._failure is None:
+                self._failure = error
+            pending, self._pending = self._pending, {}
+        for waiter in pending.values():
+            waiter.put(self._failure)
+        if self._sock:
+            try:
+                self._sock.shutdown(socket.SHUT_RDWR)
+            except OSError:
+                pass
+            self._sock.close()
+
+    def _read_loop(self):
+        try:
+            while True:
+                message = restore_dates(unpack(self._exact(frame_size(self._exact(4)))))
+                if message.get("type") == "response":
+                    with self._lock:
+                        waiter = self._pending.pop(message.get("id"), None)
+                    if waiter:
+                        waiter.put(message)
+                elif message.get("type") == "event":
+                    try:
+                        self._events.put_nowait(message)
+                    except queue.Full:
+                        raise BridgeError("slow_consumer", "Client event queue full; connection closed to signal a data gap")
+                else:
+                    raise ValueError("Unknown server message")
+        except Exception as exc:
+            self._fail(exc)
+
+    def request(self, method, params=None, *, timeout=None):
+        request_id = next(self._ids)
+        waiter = queue.Queue()
+        frame = pack({"id": request_id, "method": method, "params": params or {}})
+        with self._lock:
+            if self._failure:
+                raise self._failure
+            if self._sock is None:
+                raise ConnectionError("Call connect() first")
+            self._pending[request_id] = waiter
+        try:
+            with self._send_lock:
+                self._sock.sendall(frame)
+            try:
+                reply = waiter.get(timeout=self.timeout if timeout is None else timeout)
+            except queue.Empty:
+                raise TimeoutError(f"{method} timed out; upstream execution may still finish") from None
+            if isinstance(reply, Exception):
+                raise reply
+            if not reply.get("ok"):
+                error = reply["error"]
+                raise BridgeError(error["code"], error["message"])
+            return reply.get("result")
+        finally:
+            with self._lock:
+                self._pending.pop(request_id, None)
+
+    def ping(self):
+        return self.request("ping")
+
+    def status(self):
+        return self.request("status")
+
+    def methods(self):
+        return self.request("methods")
+
+    def query(self, name, **params):
+        """Returns {columns, records, dtypes}; datetime parameters are encoded automatically."""
+        return self.request("query", {"name": name, "kwargs": params})
+
+    def snapshot(self, symbols, datatype):
+        return self.query("get_gdp_recent_snap", htsc_code=symbols, data_type=datatype)
+
+    def static(self, symbols):
+        return self.query("get_gdp_static_by_id", htsc_code=symbols)
+
+    def subscribe(self, datatype, symbols=None):
+        """symbols=None subscribes the entire datatype. Returns submitted, not confirmed."""
+        return self.request("subscribe", {"datatype": datatype, "symbols": symbols})
+
+    def unsubscribe(self, datatype, symbols=None):
+        return self.request("unsubscribe", {"datatype": datatype, "symbols": symbols})
+
+    def subscribe_tick(self, symbols):
+        """Legacy SDK stock/futures/ETF tick subscription with explicit codes."""
+        return self.request("subscribe_tick", {"symbols": symbols})
+
+    def unsubscribe_tick(self, symbols):
+        return self.request("unsubscribe_tick", {"symbols": symbols})
+
+    def unsubscribe_all(self):
+        return self.request("unsubscribe_all")
+
+    def next_event(self, timeout=None):
+        # Check failure first: do not silently serve buffered stale data after a gap.
+        import time
+        deadline = None if timeout is None else time.monotonic() + timeout
+        while True:
+            if self._failure:
+                raise self._failure
+            wait = 0.2 if deadline is None else max(0, min(0.2, deadline - time.monotonic()))
+            try:
+                return self._events.get(timeout=wait)
+            except queue.Empty:
+                if deadline is not None and time.monotonic() >= deadline:
+                    raise TimeoutError("No event received") from None
+
+    def events(self):
+        while True:
+            yield self.next_event()
+
+    def close(self):
+        self._fail(ConnectionError("Client closed"))
+        if self._reader and threading.current_thread() is not self._reader:
+            self._reader.join(timeout=2)
+
+    def __enter__(self):
+        return self.connect()
+
+    def __exit__(self, *_):
+        self.close()

insight_proxy_client-0.0.1/src/insight_proxy/com/__init__.py

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+"""Insight-compatible module namespace."""

insight_proxy_client-0.0.1/src/insight_proxy/com/insight/__init__.py

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+"""Insight 6.1.2 data API over TCP, for Python 3.9-3.12.
+
+Change SDK imports to this package and replace login/initialization with connect().
+An SDK-compatible connection exclusively owns the server's native login session.
+"""
+from ._session import Client, connect, close, SDKError
+from . import query, subscribe, playback, market_service
+
+__all__ = ['Client', 'connect', 'close', 'SDKError', 'query', 'subscribe', 'playback', 'market_service']

insight_proxy_client-0.0.1/src/insight_proxy/com/insight/_contract.py

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+"""Pinned public API contract, generated from SDK 6.1.2."""
+CONTRACT = {'sdk_version': '6.1.2', 'modules': {'query': {'query_fin_info': '(query_type, params)', 'get_kline': "(htsc_code=None, time=None, frequency='daily', fq='pre')", 'get_derived': '(htsc_code=None, trading_day=None, type=None)', 'get_trade_distribution': '(htsc_code=None, trading_day=None)', 'get_chip_distribution': '(htsc_code=None, trading_day=None)', 'get_money_flow': '(htsc_code=None, trading_day=None)', 'get_change_summary': '(market=None, trading_day=None)', 'get_billboard': '(type=None, market=None)', 'get_stock_info': '(htsc_code=None, listing_date=None, listing_state=None)', 'get_all_stocks_info': '(listing_date=None, exchange=None, listing_state=None)', 'get_trading_days': '(exchange=None, trading_day=None, count=None)', 'get_industries': '(classified=None)', 'get_industry': "(htsc_code=None, classified='sw')", 'get_industry_stocks': "(industry_code=None, classified='sw')", 'get_new_share': '(htsc_code=None, book_start_date_online=None, listing_date=None)', 'get_daily_basic': '(htsc_code=None, trading_day=None)', 'get_stock_valuation': '(htsc_code=None, trading_day=None)', 'get_bond_info': '(htsc_code=None, secu_category_code=None, listing_date=None, issue_start_date=None, end_date=None)', 'get_all_bonds': '(exchange=None, secu_category_code=None, listing_date=None, issue_start_date=None, end_date=None)', 'get_repo_price': '(htsc_code=None, exchange=None, trading_day=None)', 'get_new_con_bond': '(htsc_code=None, exchange=None, book_start_date_online=None, listing_date=None, issue_date=None, convert_code=None)', 'get_bond_price': '(htsc_code=None, exchange=None, trading_day=None)', 'get_con_bond_redemption': '(htsc_code=None, exchange=None, register_date=None)', 'get_con_bond_2_shares_change': '(htsc_code=None, exchange=None, pub_date=None, convert_code=None)', 'get_con_bond_2_shares': '(htsc_code=None, pub_date=None, exer_begin_date=None, exer_end_date=None, convert_code=None, exchange=None)', 'get_income_statement': '(htsc_code=None, end_date=None, period=None)', 'get_balance_sheet': '(htsc_code=None, end_date=None, period=None)', 'get_cashflow_statement': '(htsc_code=None, end_date=None, period=None)', 'get_fin_indicator': '(htsc_code=None, end_date=None, period=None)', 'get_newest_stock_value': '(htsc_code=None, exchange=None)', 'get_company_info': '(htsc_code=None, name=None)', 'get_shareholder_num': '(htsc_code=None, name=None, end_date=None)', 'get_additional_share': '(htsc_code=None, listing_date=None)', 'get_allotment_share': '(htsc_code=None, ini_pub_date=None, is_allot_half_year=None)', 'get_capital_structure': '(htsc_code=None, end_date=None)', 'get_dividend': '(htsc_code=None, right_reg_date=None, ex_divi_date=None, divi_pay_date=None)', 'get_north_bound': '(htsc_code=None, trading_day=None)', 'get_margin_target': '(htsc_code=None, exchange=None)', 'get_margin_summary': '(htsc_code=None, trading_day=None)', 'get_margin_detail': '(exchange=None, trading_day=None)', 'get_shareholders_top10': '(htsc_code=None, change_date=None)', 'get_shareholders_floating_top10': '(htsc_code=None, change_date=None)', 'get_tick': '(htsc_code=None, security_type=None, trading_day=None)', 'get_adj_factor': '(htsc_code=None, begin_date=None)', 'get_locked_shares': '(htsc_code=None, listing_date=None)', 'get_frozen_shares': '(htsc_code=None, freezing_start_date=None)', 'get_hk_industry': '(htsc_code=None)', 'get_hk_industry_stocks': '(industry_code=None)', 'get_hk_daily_basic': '(htsc_code=None, trading_day=None)', 'get_hk_stock_valuation': '(htsc_code=None, trading_day=None)', 'get_hk_stock_basic_info': '(htsc_code=None, listing_date=None, listing_state=None)', 'get_hk_dividend': '(htsc_code=None, ex_divi_date=None)', 'get_hk_index_mapping': '(month=None)', 'get_main_product_info': '(htsc_code=None, product_code=None, product_level=None)', 'get_htsc_margin_target': '()', 'get_htsc_margin_by_id': '(htsc_code=None, data_type=None)', 'get_htsc_margin_by_type': '(data_type=None, security_type=None, is_async=False)', 'get_index_info': '(htsc_code=None, trading_day=None)', 'get_all_index': '(exchange=None, trading_day=None)', 'get_index_component': '(htsc_code=None, name=None, stock_code=None, trading_day=None)', 'get_index_component_pro': '(htsc_code=None, name=None, stock_code=None, trading_day=None)', 'get_factors': '(htsc_code=None, factor_name=None, trading_day=None)', 'get_fund_info': '(htsc_code=None, trading_day=None)', 'get_fund_target': '(htsc_code=None, exchange=None, end_date=None)', 'get_etf_component': '(htsc_code=None, pub_date=None, trading_day=None)', 'get_public_fund_portfolio': '(htsc_code=None, name=None, exchange=None, end_date=None)', 'get_etf_redemption': '(htsc_code=None, exchange=None, trading_day=None)', 'get_basic_info': '(htsc_code=None)', 'get_all_basic_info': '(security_type=None, exchange=None, today=True)', 'get_news': '(htsc_code=None, event_ids=None, pub_date=None)', 'find_edb_index': '(name=None)', 'edb': '(indexes=None, pub_date=None)', 'get_rpt_basicinfo_ht': '(id=None, report_code=None, time=None, title=None, language=None, is_valid=None)', 'get_rpt_stk_ht': '(report_code=None)', 'get_rpt_industry_ht': '(report_code=None)', 'get_rpt_author_ht': '(report_code=None)', 'get_rpt_annex_ht': '(report_code=None)', 'get_rpt_stkpredict_ht': '(report_code=None)', 'get_etf_info': '(query)', 'query_mdcontant': '(security_idsource_and_types, security_id_list)'}, 'subscribe': {'subscribe_tick_by_id': "(htsc_code, mode='coverage')", 'subscribe_tick_by_type': "(query=None, mode='coverage')", 'subscribe_kline_by_id': "(htsc_code=None, frequency=None, mode='coverage')", 'subscribe_kline_by_type': "(query=None, frequency=None, mode='coverage')", 'subscribe_trans_and_order_by_id': "(htsc_code=None, mode='coverage')", 'subscribe_trans_and_order_by_type': "(query=None, mode='coverage')", 'subscribe_htsc_margin_by_id': "(htsc_code=None, data_type=None, mode='coverage')", 'subscribe_htsc_margin_by_type': "(security_type=None, data_type=None, mode='coverage')", 'subscribe_derived': "(type=None, htsc_code=None, exchange=None, frequency='1min', mode='coverage')", 'subscribe_news_by_type': "(query=None, mode='coverage')", 'subscribe_news_by_id': "(htsc_code=None, mode='coverage')", 'sync': '()'}, 'playback': {'playback_tick': "(htsc_code=None, replay_time=None, fq='pre', timeout=600)", 'playback_trans_and_order': "(htsc_code=None, replay_time=None, fq='pre', timeout=600)"}}, 'sha256': {'query': '17976b193d25e5a05e8e3492b9f04ad54a93ddd1a700a30212b721cd09e3b4a7', 'subscribe': 'b7920962f688aac4cb8bedd8c5a60c80846a729b347eafc94719c5faba9913b0', 'playback': 'fdd2d88a9a67f564eae0c6a048916a4c25c0e1ca2bcd38ec03d24a3a5e2e2ddf'}, 'callbacks': ['on_subscribe_tick', 'on_subscribe_kline', 'on_subscribe_trans_and_order', 'on_subscribe_derived', 'on_subscribe_htsc_margin', 'on_subscribe_news', 'on_playback_tick', 'on_playback_trans_and_order', 'onPlaybackStatus', 'onPlaybackResponse', 'onPlaybackControlResponse', 'on_query_response', 'on_query_margin_response']}

insight_proxy_client-0.0.1/src/insight_proxy/com/insight/_session.py

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+import builtins
+import functools
+import importlib
+import inspect
+import logging
+import queue
+import threading
+
+from ...client import InsightClient, BridgeError
+from ...typed_codec import encode, decode
+from ._contract import CONTRACT
+from .market_service import market_service
+
+LOG = logging.getLogger('insight_proxy.compat')
+_default = None
+_default_lock = threading.RLock()
+_EXCEPTIONS = {name: getattr(builtins, name) for name in (
+    'ValueError', 'TypeError', 'KeyError', 'IndexError', 'RuntimeError', 'AttributeError',
+    'NotImplementedError', 'AssertionError', 'ZeroDivisionError', 'OverflowError',
+    'NameError', 'UnboundLocalError', 'TimeoutError', 'OSError', 'ConnectionError',
+    'PermissionError', 'FileNotFoundError', 'ImportError', 'ModuleNotFoundError')}
+
+
+class SDKError(RuntimeError):
+    """A vendor exception whose class is not part of the safe builtin allowlist."""
+
+
+class _Namespace:
+    def __init__(self, client, module):
+        self._client, self._module = client, module
+
+    def __dir__(self):
+        return list(CONTRACT['modules'][self._module])
+
+    def __getattr__(self, name):
+        if name not in CONTRACT['modules'][self._module]:
+            raise AttributeError(name)
+        template = getattr(importlib.import_module('.' + self._module, __package__), name)
+        if name == 'sync':
+            return template
+        signature = inspect.signature(template)
+
+        @functools.wraps(template)
+        def invoke(*args, **kwargs):
+            bound = signature.bind(*args, **kwargs)
+            bound.apply_defaults()
+            return self._client._call(self._module, name, dict(bound.arguments))
+        return invoke
+
+
+class Client:
+    """Explicit session alternative to module-level connect/query/subscribe.
+
+    Callback exceptions are logged and placed in errors. Transport failures are
+    also placed there and close the session; neither is silently swallowed.
+    on_event receives bridge status/ack/error events, outside the SDK callback API.
+    """
+    def __init__(self, marketservice=None, *, host='127.0.0.1', port=8765, token='123456',
+                 timeout=30, ssl_context=None, event_queue_size=10000, on_event=None):
+        self.transport = InsightClient(host, port, token=token, timeout=timeout,
+                                       ssl_context=ssl_context, event_queue_size=event_queue_size)
+        self.marketservice = market_service() if marketservice is None else marketservice
+        self.on_event = on_event
+        self.errors = queue.Queue(maxsize=100)
+        self.query = _Namespace(self, 'query')
+        self.subscribe = _Namespace(self, 'subscribe')
+        self.playback = _Namespace(self, 'playback')
+        self._closed = threading.Event()
+        self._thread = None
+        self._connected = False
+        self.capabilities = None
+
+    def connect(self):
+        # Fail early with an actionable dependency message, before claiming a login.
+        try:
+            import pandas  # noqa: F401
+        except ImportError as exc:
+            raise ImportError('Install insight-proxy-client (pandas >=1.5,<3)') from exc
+        try:
+            self.transport.connect()
+            self.capabilities = self.transport.request('sdk_open', {'sdk_version': '6.1.2', 'codec': 1})
+            if self.capabilities.get('modules') != CONTRACT['modules']:
+                raise BridgeError('incompatible_sdk', 'Server API contract differs from Insight 6.1.2')
+            self._connected = True
+            self._thread = threading.Thread(target=self._callbacks, name='insight-callbacks', daemon=True)
+            self._thread.start()
+            return self
+        except BaseException:
+            self.close()
+            raise
+
+    def _call(self, module, name, kwargs):
+        if not self._connected or self._closed.is_set():
+            raise ConnectionError('Call connect() first; create a new Client after close()')
+        timeout = self.transport.timeout
+        # Native playback is blocking and has its own public timeout argument.
+        if module == 'playback' and isinstance(kwargs.get('timeout'), (int, float)):
+            timeout = max(timeout, kwargs['timeout'] + 15)
+        result = self.transport.request('sdk_call', {'module': module, 'name': name,
+                                        'kwargs': encode(kwargs)}, timeout=timeout)
+        if 'exception' in result:
+            error = result['exception']
+            cls = _EXCEPTIONS.get(error['type'], SDKError)
+            raise cls(*decode(error['args']))
+        return decode(result['value'])
+
+    def _record_error(self, error):
+        try:
+            self.errors.put_nowait(error)
+        except queue.Full:
+            self.close()
+
+    def _callbacks(self):
+        while not self._closed.is_set():
+            try:
+                event = self.transport.next_event(timeout=0.2)
+            except TimeoutError:
+                continue
+            except Exception as exc:
+                if not self._closed.is_set():
+                    self._record_error(exc)
+                    LOG.error('Insight connection ended: %s', exc)
+                    self.close()
+                break
+            try:
+                if event['event'] == 'sdk_callback':
+                    name = event['data']['name']
+                    if name not in CONTRACT['callbacks']:
+                        raise ValueError('Unknown SDK callback: ' + str(name))
+                    callback = getattr(self.marketservice, name, None)
+                    if callback is not None:
+                        callback(decode(event['data']['value']))
+                elif event['event'] == 'sdk_callback_error':
+                    raise SDKError(event['data']['message'])
+                elif self.on_event:
+                    self.on_event(event)
+            except Exception as exc:
+                self._record_error(exc)
+                LOG.exception('Insight callback failed')
+
+    def close(self):
+        self._closed.set()
+        self._connected = False
+        self.transport.close()
+        if self._thread and threading.current_thread() is not self._thread:
+            self._thread.join(timeout=2)
+        # The server resets the native login before another compatibility lease.
+
+    def __enter__(self):
+        return self.connect()
+
+    def __exit__(self, *_):
+        self.close()
+
+
+def connect(marketservice=None, **connection):
+    """Initialize module-level APIs; credentials remain in the server config."""
+    global _default
+    with _default_lock:
+        if _default is not None and not _default._closed.is_set():
+            raise RuntimeError('A default connection is already active; call close() first')
+        _default = Client(marketservice, **connection).connect()
+        return _default
+
+
+def close():
+    global _default
+    with _default_lock:
+        if _default is not None:
+            _default.close()
+            _default = None
+
+
+def call(module, name, kwargs):
+    with _default_lock:
+        client = _default
+    if client is None:
+        raise ConnectionError('Call insight_proxy.com.insight.connect() first')
+    return client._call(module, name, kwargs)

insight_proxy_client-0.0.1/src/insight_proxy/com/insight/market_service.py

@@ -0,0 +1,43 @@
+"""Override these callbacks exactly as with Insight 6.1.2."""
+class market_service:
+    def __init__(self):
+        pass
+
+    def on_subscribe_tick(self, result):
+        pass
+
+    def on_subscribe_kline(self, result):
+        pass
+
+    def on_subscribe_trans_and_order(self, result):
+        pass
+
+    def on_subscribe_derived(self, result):
+        pass
+
+    def on_subscribe_htsc_margin(self, result):
+        pass
+
+    def on_subscribe_news(self, result):
+        pass
+
+    def on_playback_tick(self, result):
+        pass
+
+    def on_playback_trans_and_order(self, result):
+        pass
+
+    def onPlaybackStatus(self, status):
+        pass
+
+    def onPlaybackResponse(self, response):
+        pass
+
+    def onPlaybackControlResponse(self, response):
+        pass
+
+    def on_query_response(self, result):
+        pass
+
+    def on_query_margin_response(self, result):
+        pass

insight_proxy_client-0.0.1/src/insight_proxy/com/insight/playback.py

@@ -0,0 +1,13 @@
+"""Insight 6.1.2 signatures. Generated by tools/generate-compat.py."""
+from ._session import call as _call
+
+
+def playback_tick(htsc_code=None, replay_time=None, fq='pre', timeout=600):
+    """Socket equivalent of Insight 6.1.2 playback.playback_tick."""
+    return _call('playback', 'playback_tick', locals())
+
+def playback_trans_and_order(htsc_code=None, replay_time=None, fq='pre', timeout=600):
+    """Socket equivalent of Insight 6.1.2 playback.playback_trans_and_order."""
+    return _call('playback', 'playback_trans_and_order', locals())
+
+__all__ = ['playback_tick', 'playback_trans_and_order']