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use
longport
::
quote
::
SubFlags
;
use
longport_python_macros
::
{
PyEnum
,
PyObject
}
;
use
pyo3
::
prelude
::
*
;
use
crate
::
{
decimal
::
PyDecimal
,
time
::
{
PyDateWrapper
,
PyOffsetDateTimeWrapper
,
PyTimeWrapper
}
,
types
::
Market
,
}
;
/// Subscription
#
[
pyclass
]
#
[
derive
(
Debug
,
PyObject
)
]
#
[
py
(
remote =
"longport::quote::Subscription"
)
]
pub
(
crate
)
struct
Subscription
{
symbol
:
String
,
#
[
py
(
sub_types
)
]
sub_types
:
Vec
<
SubType
>
,
#
[
py
(
array
)
]
candlesticks
:
Vec
<
Period
>
,
}
#
[
pyclass
(
eq
,
eq_int
)
]
#
[
derive
(
PyEnum
,
Debug
,
Copy
,
Clone
,
Hash
,
Eq
,
PartialEq
)
]
#
[
py
(
remote =
"longport::quote::TradeStatus"
)
]
pub
(
crate
)
enum
TradeStatus
{
/// Normal
Normal
,
/// Suspension
Halted
,
/// Delisted
Delisted
,
/// Fuse
Fuse
,
/// Prepare List
PrepareList
,
/// Code Moved
CodeMoved
,
/// To Be Opened
ToBeOpened
,
/// Split Stock Halts
SplitStockHalts
,
/// Expired
Expired
,
/// Warrant To BeListed
WarrantPrepareList
,
/// Warrant To BeListed
#
[
py
(
remote =
"SuspendTrade"
)
]
Suspend
,
}
/// Trade session
#
[
pyclass
(
eq
,
eq_int
)
]
#
[
derive
(
PyEnum
,
Debug
,
Copy
,
Clone
,
Hash
,
Eq
,
PartialEq
)
]
#
[
py
(
remote =
"longport::quote::TradeSession"
)
]
pub
(
crate
)
enum
TradeSession
{
/// Trading
Intraday
,
/// Pre-Market
Pre
,
/// Post-Market
Post
,
/// Overnight
Overnight
,
}
/// Quote type of subscription
#
[
pyclass
(
eq
,
eq_int
)
]
#
[
derive
(
Debug
,
Copy
,
Clone
,
Hash
,
Eq
,
PartialEq
)
]
pub
(
crate
)
enum
SubType
{
/// Quote
Quote
,
/// Depth
Depth
,
/// Brokers
Brokers
,
/// Trade
Trade
,
}
pub
(
crate
)
struct
SubTypes
(
pub
(
crate
)
Vec
<
SubType
>
)
;
impl
From
<
SubTypes
>
for
SubFlags
{
fn
from
(
types
:
SubTypes
)
->
Self
{
types
.
0
.
into_iter
(
)
.
map
(
|ty|
match
ty
{
SubType
::
Quote
=>
SubFlags
::
QUOTE
,
SubType
::
Depth
=>
SubFlags
::
DEPTH
,
SubType
::
Brokers
=>
SubFlags
::
BROKER
,
SubType
::
Trade
=>
SubFlags
::
TRADE
,
}
)
.
fold
(
SubFlags
::
empty
(
)
,
|
mut
acc
,
flag|
{
acc |= flag
;
acc
}
)
}
}
impl
From
<
SubFlags
>
for
SubTypes
{
fn
from
(
flags
:
SubFlags
)
->
Self
{
let
mut
res =
Vec
::
new
(
)
;
if
flags
.
contains
(
SubFlags
::
QUOTE
)
{
res
.
push
(
SubType
::
Quote
)
;
}
if
flags
.
contains
(
SubFlags
::
DEPTH
)
{
res
.
push
(
SubType
::
Quote
)
;
}
if
flags
.
contains
(
SubFlags
::
BROKER
)
{
res
.
push
(
SubType
::
Quote
)
;
}
if
flags
.
contains
(
SubFlags
::
TRADE
)
{
res
.
push
(
SubType
::
Quote
)
;
}
SubTypes
(
res
)
}
}
/// Trade direction
#
[
pyclass
(
eq
,
eq_int
)
]
#
[
derive
(
Debug
,
PyEnum
,
Copy
,
Clone
,
Hash
,
Eq
,
PartialEq
)
]
#
[
py
(
remote =
"longport::quote::TradeDirection"
)
]
pub
(
crate
)
enum
TradeDirection
{
/// Neutral
Neutral
,
/// Down
Down
,
/// Up
Up
,
}
/// Option type
#
[
pyclass
(
eq
,
eq_int
)
]
#
[
derive
(
Debug
,
PyEnum
,
Copy
,
Clone
,
Hash
,
Eq
,
PartialEq
)
]
#
[
py
(
remote =
"longport::quote::OptionType"
)
]
pub
(
crate
)
enum
OptionType
{
/// Unknown
Unknown
,
/// American
American
,
/// Europe
Europe
,
}
/// Option direction
#
[
pyclass
(
eq
,
eq_int
)
]
#
[
derive
(
Debug
,
PyEnum
,
Copy
,
Clone
,
Hash
,
Eq
,
PartialEq
)
]
#
[
py
(
remote =
"longport::quote::OptionDirection"
)
]
pub
(
crate
)
enum
OptionDirection
{
/// Unknown
Unknown
,
/// Put
Put
,
/// Call
Call
,
}
/// Warrant type
#
[
pyclass
(
eq
,
eq_int
)
]
#
[
derive
(
Debug
,
PyEnum
,
Copy
,
Clone
,
Hash
,
Eq
,
PartialEq
)
]
#
[
py
(
remote =
"longport::quote::WarrantType"
)
]
pub
(
crate
)
enum
WarrantType
{
/// Unknown
Unknown
,
/// Call
Call
,
/// Put
Put
,
/// Bull
Bull
,
/// Bear
Bear
,
/// Inline
Inline
,
}
/// Candlestick period
#
[
pyclass
(
eq
,
eq_int
)
]
#
[
allow
(
non_camel_case_types
)
]
#
[
derive
(
Debug
,
PyEnum
,
Copy
,
Clone
,
Hash
,
Eq
,
PartialEq
)
]
#
[
py
(
remote =
"longport::quote::Period"
)
]
pub
(
crate
)
enum
Period
{
/// Unknown
#
[
py
(
remote =
"UnknownPeriod"
)
]
Unknown
,
/// One Minute
#
[
py
(
remote =
"OneMinute"
)
]
Min_1
,
/// Two Minutes
#
[
py
(
remote =
"TwoMinute"
)
]
Min_2
,
/// Three Minutes
#
[
py
(
remote =
"ThreeMinute"
)
]
Min_3
,
/// Five Minutes
#
[
py
(
remote =
"FiveMinute"
)
]
Min_5
,
/// Ten Minutes
#
[
py
(
remote =
"TenMinute"
)
]
Min_10
,
/// Fifteen Minutes
#
[
py
(
remote =
"FifteenMinute"
)
]
Min_15
,
/// Twenty Minutes
#
[
py
(
remote =
"TwentyMinute"
)
]
Min_20
,
/// Thirty Minutes
#
[
py
(
remote =
"ThirtyMinute"
)
]
Min_30
,
/// Forty-Five Minutes
#
[
py
(
remote =
"FortyFiveMinute"
)
]
Min_45
,
/// One Hour
#
[
py
(
remote =
"SixtyMinute"
)
]
Min_60
,
/// Two Hours
#
[
py
(
remote =
"TwoHour"
)
]
Min_120
,
/// Three Hours
#
[
py
(
remote =
"ThreeHour"
)
]
Min_180
,
/// Four Hours
#
[
py
(
remote =
"FourHour"
)
]
Min_240
,
/// Daily
Day
,
/// Weekly
Week
,
/// Monthly
Month
,
/// Quarterly
#
[
py
(
remote =
"Quarter"
)
]
Quarter
,
/// Yearly
Year
,
}
/// Candlestick adjustment type
#
[
pyclass
(
eq
,
eq_int
)
]
#
[
derive
(
Debug
,
PyEnum
,
Copy
,
Clone
,
Hash
,
Eq
,
PartialEq
)
]
#
[
py
(
remote =
"longport::quote::AdjustType"
)
]
pub
(
crate
)
enum
AdjustType
{
/// Actual
NoAdjust
,
/// Adjust forward
ForwardAdjust
,
}
/// Derivative type
#
[
pyclass
(
eq
,
eq_int
)
]
#
[
derive
(
Debug
,
Copy
,
Clone
,
Hash
,
Eq
,
PartialEq
)
]
pub
(
crate
)
enum
DerivativeType
{
/// US stock options
Option
,
/// HK warrants
Warrant
,
}
struct
DerivativeTypes
(
Vec
<
DerivativeType
>
)
;
impl
From
<
longport
::
quote
::
DerivativeType
>
for
DerivativeTypes
{
fn
from
(
ty
:
longport
::
quote
::
DerivativeType
)
->
Self
{
let
mut
res =
Vec
::
new
(
)
;
if
ty
.
contains
(
longport
::
quote
::
DerivativeType
::
OPTION
)
{
res
.
push
(
DerivativeType
::
Option
)
;
}
if
ty
.
contains
(
longport
::
quote
::
DerivativeType
::
WARRANT
)
{
res
.
push
(
DerivativeType
::
Warrant
)
;
}
DerivativeTypes
(
res
)
}
}
/// Security board
#
[
pyclass
(
eq
,
eq_int
)
]
#
[
derive
(
Debug
,
PyEnum
,
Copy
,
Clone
,
Hash
,
Eq
,
PartialEq
)
]
#
[
py
(
remote =
"longport::quote::SecurityBoard"
)
]
#
[
allow
(
clippy
::
upper_case_acronyms
)
]
pub
enum
SecurityBoard
{
/// Unknown
Unknown
,
/// US Main Board
USMain
,
/// US Pink Board
USPink
,
/// Dow Jones Industrial Average
USDJI
,
/// Nasdsaq Index
USNSDQ
,
/// US Industry Board
USSector
,
/// US Option
USOption
,
/// US Sepecial Option
USOptionS
,
/// Hong Kong Equity Securities
HKEquity
,
/// HK PreIPO Security
HKPreIPO
,
/// HK Warrant
HKWarrant
,
/// Hang Seng Index
HKHS
,
/// HK Industry Board
HKSector
,
/// SH Main Board(Connect)
SHMainConnect
,
/// SH Main Board(Non Connect)
SHMainNonConnect
,
/// SH Science and Technology Innovation Board
SHSTAR
,
/// CN Index
CNIX
,
/// CN Industry Board
CNSector
,
/// SZ Main Board(Connect)
SZMainConnect
,
/// SZ Main Board(Non Connect)
SZMainNonConnect
,
/// SZ Gem Board(Connect)
SZGEMConnect
,
/// SZ Gem Board(Non Connect)
SZGEMNonConnect
,
/// SG Main Board
SGMain
,
/// Singapore Straits Index
STI
,
/// SG Industry Board
SGSector
,
}
/// The basic information of securities
#
[
pyclass
]
#
[
derive
(
Debug
,
PyObject
)
]
#
[
py
(
remote =
"longport::quote::SecurityStaticInfo"
)
]
pub
(
crate
)
struct
SecurityStaticInfo
{
/// Security code
symbol
:
String
,
/// Security name (zh-CN)
name_cn
:
String
,
/// Security name (en)
name_en
:
String
,
/// Security name (zh-HK)
name_hk
:
String
,
/// Exchange which the security belongs to
exchange
:
String
,
/// Trading currency
currency
:
String
,
/// Lot size
lot_size
:
i32
,
/// Total shares
total_shares
:
i64
,
/// Circulating shares
circulating_shares
:
i64
,
/// HK shares (only HK stocks)
hk_shares
:
i64
,
/// Earnings per share
eps
:
PyDecimal
,
/// Earnings per share (TTM)
eps_ttm
:
PyDecimal
,
/// Net assets per share
bps
:
PyDecimal
,
/// Dividend yield
dividend_yield
:
PyDecimal
,
/// Types of supported derivatives
#
[
py
(
derivative_types
)
]
stock_derivatives
:
Vec
<
DerivativeType
>
,
/// Board
board
:
SecurityBoard
,
}
/// Quote of US pre/post market
#
[
pyclass
]
#
[
derive
(
Debug
,
PyObject
,
Copy
,
Clone
)
]
#
[
py
(
remote =
"longport::quote::PrePostQuote"
)
]
pub
(
crate
)
struct
PrePostQuote
{
/// Latest price
last_done
:
PyDecimal
,
/// Time of latest price
timestamp
:
PyOffsetDateTimeWrapper
,
/// Volume
volume
:
i64
,
/// Turnover
turnover
:
PyDecimal
,
/// High
high
:
PyDecimal
,
/// Low
low
:
PyDecimal
,
/// Close of the last trade session
prev_close
:
PyDecimal
,
}
/// Quote of securitity
#
[
pyclass
]
#
[
derive
(
Debug
,
PyObject
)
]
#
[
py
(
remote =
"longport::quote::SecurityQuote"
)
]
pub
(
crate
)
struct
SecurityQuote
{
/// Security code
symbol
:
String
,
/// Latest price
last_done
:
PyDecimal
,
/// Yesterday's close
prev_close
:
PyDecimal
,
/// Open
open
:
PyDecimal
,
/// High
high
:
PyDecimal
,
/// Low
low
:
PyDecimal
,
/// Time of latest price
timestamp
:
PyOffsetDateTimeWrapper
,
/// Volume
volume
:
i64
,
/// Turnover
turnover
:
PyDecimal
,
/// Security trading status
trade_status
:
TradeStatus
,
/// Quote of US pre market
#
[
py
(
opt
)
]
pre_market_quote
:
Option
<
PrePostQuote
>
,
/// Quote of US post market
#
[
py
(
opt
)
]
post_market_quote
:
Option
<
PrePostQuote
>
,
/// Quote of US overnight market
#
[
py
(
opt
)
]
overnight_quote
:
Option
<
PrePostQuote
>
,
}
/// Quote of option
#
[
pyclass
]
#
[
derive
(
Debug
,
PyObject
)
]
#
[
py
(
remote =
"longport::quote::OptionQuote"
)
]
pub
(
crate
)
struct
OptionQuote
{
/// Security code
symbol
:
String
,
/// Latest price
last_done
:
PyDecimal
,
/// Yesterday's close
prev_close
:
PyDecimal
,
/// Open
open
:
PyDecimal
,
/// High
high
:
PyDecimal
,
/// Low
low
:
PyDecimal
,
/// Time of latest price
timestamp
:
PyOffsetDateTimeWrapper
,
/// Volume
volume
:
i64
,
/// Turnover
turnover
:
PyDecimal
,
/// Security trading status
trade_status
:
TradeStatus
,
/// Implied volatility
implied_volatility
:
PyDecimal
,
/// Number of open positions
open_interest
:
i64
,
/// Exprity date
expiry_date
:
PyDateWrapper
,
/// Strike price
strike_price
:
PyDecimal
,
/// Contract multiplier
contract_multiplier
:
PyDecimal
,
/// Option type
contract_type
:
OptionType
,
/// Contract size
contract_size
:
PyDecimal
,
/// Option direction
direction
:
OptionDirection
,
/// Underlying security historical volatility of the option
historical_volatility
:
PyDecimal
,
/// Underlying security symbol of the option
underlying_symbol
:
String
,
}
/// Quote of warrant
#
[
pyclass
]
#
[
derive
(
Debug
,
PyObject
)
]
#
[
py
(
remote =
"longport::quote::WarrantQuote"
)
]
pub
(
crate
)
struct
WarrantQuote
{
/// Security code
symbol
:
String
,
/// Latest price
last_done
:
PyDecimal
,
/// Yesterday's close
prev_close
:
PyDecimal
,
/// Open
open
:
PyDecimal
,
/// High
high
:
PyDecimal
,
/// Low
low
:
PyDecimal
,
/// Time of latest price
timestamp
:
PyOffsetDateTimeWrapper
,
/// Volume
volume
:
i64
,
/// Turnover
turnover
:
PyDecimal
,
/// Security trading status
trade_status
:
TradeStatus
,
/// Implied volatility
implied_volatility
:
PyDecimal
,
/// Exprity date
expiry_date
:
PyDateWrapper
,
/// Last tradalbe date
last_trade_date
:
PyDateWrapper
,
/// Outstanding ratio
outstanding_ratio
:
PyDecimal
,
/// Outstanding quantity
outstanding_quantity
:
i64
,
/// Conversion ratio
conversion_ratio
:
PyDecimal
,
/// Warrant type
category
:
WarrantType
,
/// Strike price
strike_price
:
PyDecimal
,
/// Upper bound price
upper_strike_price
:
PyDecimal
,
/// Lower bound price
lower_strike_price
:
PyDecimal
,
/// Call price
call_price
:
PyDecimal
,
/// Underlying security symbol of the warrant
underlying_symbol
:
String
,
}
/// Depth
#
[
pyclass
]
#
[
derive
(
Debug
,
PyObject
,
Copy
,
Clone
)
]
#
[
py
(
remote =
"longport::quote::Depth"
)
]
pub
(
crate
)
struct
Depth
{
/// Position
position
:
i32
,
/// Price
#
[
py
(
opt
)
]
price
:
Option
<
PyDecimal
>
,
/// Volume
volume
:
i64
,
/// Number of orders
order_num
:
i64
,
}
/// Security depth
#
[
pyclass
]
#
[
derive
(
Debug
,
PyObject
)
]
#
[
py
(
remote =
"longport::quote::SecurityDepth"
)
]
pub
(
crate
)
struct
SecurityDepth
{
/// Ask depth
#
[
py
(
array
)
]
asks
:
Vec
<
Depth
>
,
/// Bid depth
#
[
py
(
array
)
]
bids
:
Vec
<
Depth
>
,
}
/// Brokers
#
[
pyclass
]
#
[
derive
(
Debug
,
PyObject
,
Clone
)
]
#
[
py
(
remote =
"longport::quote::Brokers"
)
]
pub
(
crate
)
struct
Brokers
{
/// Position
position
:
i32
,
/// Broker IDs
broker_ids
:
Vec
<
i32
>
,
}
/// Security brokers
#
[
pyclass
]
#
[
derive
(
Debug
,
PyObject
)
]
#
[
py
(
remote =
"longport::quote::SecurityBrokers"
)
]
pub
(
crate
)
struct
SecurityBrokers
{
/// Ask brokers
#
[
py
(
array
)
]
ask_brokers
:
Vec
<
Brokers
>
,
/// Bid brokers
#
[
py
(
array
)
]
bid_brokers
:
Vec
<
Brokers
>
,
}
/// Participant info
#
[
pyclass
]
#
[
derive
(
Debug
,
PyObject
)
]
#
[
py
(
remote =
"longport::quote::ParticipantInfo"
)
]
pub
(
crate
)
struct
ParticipantInfo
{
/// Broker IDs
broker_ids
:
Vec
<
i32
>
,
/// Participant name (zh-CN)
name_cn
:
String
,
/// Participant name (en)
name_en
:
String
,
/// Participant name (zh-HK)
name_hk
:
String
,
}
/// Trade
#
[
pyclass
]
#
[
derive
(
Debug
,
PyObject
,
Clone
)
]
#
[
py
(
remote =
"longport::quote::Trade"
)
]
pub
(
crate
)
struct
Trade
{
/// Price
price
:
PyDecimal
,
/// Volume
volume
:
i64
,
/// Time of trading
timestamp
:
PyOffsetDateTimeWrapper
,
/// Trade type
trade_type
:
String
,
/// Trade direction
direction
:
TradeDirection
,
/// Trade session
trade_session
:
TradeSession
,
}
/// Intraday line
#
[
pyclass
]
#
[
derive
(
Debug
,
PyObject
)
]
#
[
py
(
remote =
"longport::quote::IntradayLine"
)
]
pub
(
crate
)
struct
IntradayLine
{
/// Close price of the minute
price
:
PyDecimal
,
/// Start time of the minute
timestamp
:
PyOffsetDateTimeWrapper
,
/// Volume
volume
:
i64
,
/// Turnover
turnover
:
PyDecimal
,
/// Average price
avg_price
:
PyDecimal
,
}
/// Candlestick
#
[
pyclass
]
#
[
derive
(
Debug
,
PyObject
,
Clone
)
]
#
[
py
(
remote =
"longport::quote::Candlestick"
)
]
pub
(
crate
)
struct
Candlestick
{
/// Close price
close
:
PyDecimal
,
/// Open price
open
:
PyDecimal
,
/// Low price
low
:
PyDecimal
,
/// High price
high
:
PyDecimal
,
/// Volume
volume
:
i64
,
/// Turnover
turnover
:
PyDecimal
,
/// Timestamp
timestamp
:
PyOffsetDateTimeWrapper
,
/// Trade session
trade_session
:
TradeSession
,
}
/// Strike price info
#
[
pyclass
]
#
[
derive
(
Debug
,
PyObject
)
]
#
[
py
(
remote =
"longport::quote::StrikePriceInfo"
)
]
pub
(
crate
)
struct
StrikePriceInfo
{
/// Strike price
price
:
PyDecimal
,
/// Security code of call option
call_symbol
:
String
,
/// Security code of put option
put_symbol
:
String
,
/// Is standard
standard
:
bool
,
}
/// Issuer info
#
[
pyclass
]
#
[
derive
(
Debug
,
PyObject
)
]
#
[
py
(
remote =
"longport::quote::IssuerInfo"
)
]
pub
(
crate
)
struct
IssuerInfo
{
/// Issuer ID
issuer_id
:
i32
,
/// Issuer name (zh-CN)
name_cn
:
String
,
/// Issuer name (en)
name_en
:
String
,
/// Issuer name (zh-HK)
name_hk
:
String
,
}
/// Sort order type
#
[
pyclass
(
eq
,
eq_int
)
]
#
[
derive
(
PyEnum
,
Debug
,
Copy
,
Clone
,
Hash
,
Eq
,
PartialEq
)
]
#
[
py
(
remote =
"longport::quote::SortOrderType"
)
]
pub
enum
SortOrderType
{
/// Ascending
Ascending
,
/// Descending
Descending
,
}
/// Warrant sort by
#
[
pyclass
(
eq
,
eq_int
)
]
#
[
derive
(
PyEnum
,
Debug
,
Copy
,
Clone
,
Hash
,
Eq
,
PartialEq
)
]
#
[
py
(
remote =
"longport::quote::WarrantSortBy"
)
]
pub
enum
WarrantSortBy
{
/// Last done
LastDone
,
/// Change rate
ChangeRate
,
/// Change value
ChangeValue
,
/// Volume
Volume
,
/// Turnover
Turnover
,
/// Expiry date
ExpiryDate
,
/// Strike price
StrikePrice
,
/// Upper strike price
UpperStrikePrice
,
/// Lower strike price
LowerStrikePrice
,
/// Outstanding quantity
OutstandingQuantity
,
/// Outstanding ratio
OutstandingRatio
,
/// Premium
Premium
,
/// In/out of the bound
ItmOtm
,
/// Implied volatility
ImpliedVolatility
,
/// Greek value delta
Delta
,
/// Call price
CallPrice
,
/// Price interval from the call price
ToCallPrice
,
/// Effective leverage
EffectiveLeverage
,
/// Leverage ratio
LeverageRatio
,
/// Conversion ratio
ConversionRatio
,
/// Breakeven point
BalancePoint
,
/// Status
Status
,
}
/// Filter warrant expiry date type
#
[
pyclass
(
eq
,
eq_int
)
]
#
[
derive
(
PyEnum
,
Debug
,
Copy
,
Clone
,
Hash
,
Eq
,
PartialEq
)
]
#
[
py
(
remote =
"longport::quote::FilterWarrantExpiryDate"
)
]
#
[
allow
(
non_camel_case_types
)
]
pub
enum
FilterWarrantExpiryDate
{
/// Less than 3 months
LT_3
,
/// 3 - 6 months
Between_3_6
,
/// 6 - 12 months
Between_6_12
,
/// Greater than 12 months
GT_12
,
}
/// Filter warrant in/out of the bounds type
#
[
pyclass
(
eq
,
eq_int
)
]
#
[
derive
(
PyEnum
,
Debug
,
Copy
,
Clone
,
Hash
,
Eq
,
PartialEq
)
]
#
[
py
(
remote =
"longport::quote::FilterWarrantInOutBoundsType"
)
]
pub
enum
FilterWarrantInOutBoundsType
{
/// In bounds
In
,
/// Out bounds
Out
,
}
/// Warrant info
#
[
pyclass
]
#
[
derive
(
Debug
,
Clone
,
PyObject
)
]
#
[
py
(
remote =
"longport::quote::WarrantInfo"
)
]
pub
(
crate
)
struct
WarrantInfo
{
/// Security code
symbol
:
String
,
/// Warrant type
warrant_type
:
WarrantType
,
/// Security name
name
:
String
,
/// Latest price
last_done
:
PyDecimal
,
/// Quote change rate
change_rate
:
PyDecimal
,
/// Quote change
change_value
:
PyDecimal
,
/// Volume
volume
:
i64
,
/// Turnover
turnover
:
PyDecimal
,
/// Expiry date
expiry_date
:
PyDateWrapper
,
/// Strike price
#
[
py
(
opt
)
]
strike_price
:
Option
<
PyDecimal
>
,
/// Upper strike price
#
[
py
(
opt
)
]
upper_strike_price
:
Option
<
PyDecimal
>
,
/// Lower strike price
#
[
py
(
opt
)
]
lower_strike_price
:
Option
<
PyDecimal
>
,
/// Outstanding quantity
outstanding_qty
:
i64
,
/// Outstanding ratio
outstanding_ratio
:
PyDecimal
,
/// Premium
premium
:
PyDecimal
,
/// In/out of the bound
#
[
py
(
opt
)
]
itm_otm
:
Option
<
PyDecimal
>
,
/// Implied volatility
#
[
py
(
opt
)
]
implied_volatility
:
Option
<
PyDecimal
>
,
/// Delta
#
[
py
(
opt
)
]
delta
:
Option
<
PyDecimal
>
,
/// Call price
#
[
py
(
opt
)
]
call_price
:
Option
<
PyDecimal
>
,
/// Price interval from the call price
#
[
py
(
opt
)
]
to_call_price
:
Option
<
PyDecimal
>
,
/// Effective leverage
#
[
py
(
opt
)
]
effective_leverage
:
Option
<
PyDecimal
>
,
/// Leverage ratio
leverage_ratio
:
PyDecimal
,
/// Conversion ratio
#
[
py
(
opt
)
]
conversion_ratio
:
Option
<
PyDecimal
>
,
/// Breakeven point
#
[
py
(
opt
)
]
balance_point
:
Option
<
PyDecimal
>
,
/// Status
status
:
WarrantStatus
,
}
/// Warrant status
#
[
pyclass
(
eq
,
eq_int
)
]
#
[
derive
(
PyEnum
,
Debug
,
Copy
,
Clone
,
Hash
,
Eq
,
PartialEq
)
]
#
[
py
(
remote =
"longport::quote::WarrantStatus"
)
]
pub
enum
WarrantStatus
{
/// Suspend
Suspend
,
/// Prepare List
PrepareList
,
/// Normal
Normal
,
}
/// The information of trading session
#
[
pyclass
]
#
[
derive
(
Debug
,
PyObject
,
Copy
,
Clone
)
]
#
[
py
(
remote =
"longport::quote::TradingSessionInfo"
)
]
pub
(
crate
)
struct
TradingSessionInfo
{
/// Being trading time
begin_time
:
PyTimeWrapper
,
/// End trading time
end_time
:
PyTimeWrapper
,
/// Trading session
trade_session
:
TradeSession
,
}
/// Market trading session
#
[
pyclass
]
#
[
derive
(
Debug
,
PyObject
)
]
#
[
py
(
remote =
"longport::quote::MarketTradingSession"
)
]
pub
(
crate
)
struct
MarketTradingSession
{
/// Market
market
:
Market
,
/// Trading sessions
#
[
py
(
array
)
]
trade_sessions
:
Vec
<
TradingSessionInfo
>
,
}
/// Real-time quote
#
[
pyclass
]
#
[
derive
(
PyObject
,
Debug
,
Clone
)
]
#
[
py
(
remote =
"longport::quote::RealtimeQuote"
)
]
pub
struct
RealtimeQuote
{
/// Security code
symbol
:
String
,
/// Latest price
last_done
:
PyDecimal
,
/// Open
open
:
PyDecimal
,
/// High
high
:
PyDecimal
,
/// Low
low
:
PyDecimal
,
/// Time of latest price
timestamp
:
PyOffsetDateTimeWrapper
,
/// Volume
volume
:
i64
,
/// Turnover
turnover
:
PyDecimal
,
/// Security trading status
trade_status
:
TradeStatus
,
}
/// Push real-time quote
#
[
pyclass
]
#
[
derive
(
PyObject
)
]
#
[
py
(
remote =
"longport::quote::PushQuote"
)
]
#
[
derive
(
Debug
,
Clone
)
]
pub
struct
PushQuote
{
/// Latest price
last_done
:
PyDecimal
,
/// Open
open
:
PyDecimal
,
/// High
high
:
PyDecimal
,
/// Low
low
:
PyDecimal
,
/// Time of latest price
timestamp
:
PyOffsetDateTimeWrapper
,
/// Volume
volume
:
i64
,
/// Turnover
turnover
:
PyDecimal
,
/// Security trading status
trade_status
:
TradeStatus
,
/// Trade session,
trade_session
:
TradeSession
,
/// Increase volume between pushes
current_volume
:
i64
,
/// Increase turnover between pushes
current_turnover
:
PyDecimal
,
}
/// Push real-time depth
#
[
pyclass
]
#
[
derive
(
Debug
,
PyObject
)
]
#
[
py
(
remote =
"longport::quote::PushDepth"
)
]
pub
(
crate
)
struct
PushDepth
{
/// Ask depth
#
[
py
(
array
)
]
asks
:
Vec
<
Depth
>
,
/// Bid depth
#
[
py
(
array
)
]
bids
:
Vec
<
Depth
>
,
}
/// Push real-time brokers
#
[
pyclass
]
#
[
derive
(
Debug
,
PyObject
)
]
#
[
py
(
remote =
"longport::quote::PushBrokers"
)
]
pub
(
crate
)
struct
PushBrokers
{
/// Ask brokers
#
[
py
(
array
)
]
ask_brokers
:
Vec
<
Brokers
>
,
/// Bid brokers
#
[
py
(
array
)
]
bid_brokers
:
Vec
<
Brokers
>
,
}
/// Push real-time trades
#
[
pyclass
]
#
[
derive
(
Debug
,
PyObject
)
]
#
[
py
(
remote =
"longport::quote::PushTrades"
)
]
pub
(
crate
)
struct
PushTrades
{
/// Trades data
#
[
py
(
array
)
]
trades
:
Vec
<
Trade
>
,
}
/// Push candlestick updated event
#
[
pyclass
]
#
[
derive
(
Debug
,
PyObject
)
]
#
[
py
(
remote =
"longport::quote::PushCandlestick"
)
]
pub
struct
PushCandlestick
{
/// Period type
period
:
Period
,
/// Candlestick
candlestick
:
Candlestick
,
/// Is confirmed
is_confirmed
:
bool
,
}
/// Market trading days
#
[
pyclass
]
#
[
derive
(
Debug
,
PyObject
)
]
#
[
py
(
remote =
"longport::quote::MarketTradingDays"
)
]
pub
(
crate
)
struct
MarketTradingDays
{
/// Trading days
#
[
py
(
array
)
]
trading_days
:
Vec
<
PyDateWrapper
>
,
/// Half trading days
#
[
py
(
array
)
]
half_trading_days
:
Vec
<
PyDateWrapper
>
,
}
/// Capital flow line
#
[
pyclass
]
#
[
derive
(
Debug
,
PyObject
)
]
#
[
py
(
remote =
"longport::quote::CapitalFlowLine"
)
]
View remainder of file in raw view
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