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@@ -1,7 +1,7 @@
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// Code generated by protoc-gen-go. DO NOT EDIT.
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// versions:
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// protoc-gen-go v1.25.0
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-// protoc v3.14.0
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+// protoc v3.11.4
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// source: mtp2.proto
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package pb
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@@ -145,6 +145,415 @@ func (x *TradeRuleInfoStruct) GetTradeRules() []*TradeRule {
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return nil
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}
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+// 日期类型定义
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+type Date struct {
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+ state protoimpl.MessageState
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+ sizeCache protoimpl.SizeCache
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+ unknownFields protoimpl.UnknownFields
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+
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+ DateStr *string `protobuf:"bytes,1,opt,name=DateStr" json:"DateStr,omitempty"` // 日期时间
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+}
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+
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+func (x *Date) Reset() {
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+ *x = Date{}
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+ if protoimpl.UnsafeEnabled {
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+ mi := &file_mtp2_proto_msgTypes[2]
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+ ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
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+ ms.StoreMessageInfo(mi)
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+ }
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+}
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+
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+func (x *Date) String() string {
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+ return protoimpl.X.MessageStringOf(x)
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+}
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+
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+func (*Date) ProtoMessage() {}
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+
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+func (x *Date) ProtoReflect() protoreflect.Message {
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+ mi := &file_mtp2_proto_msgTypes[2]
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+ if protoimpl.UnsafeEnabled && x != nil {
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+ ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
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+ if ms.LoadMessageInfo() == nil {
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+ ms.StoreMessageInfo(mi)
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+ }
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+ return ms
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+ }
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+ return mi.MessageOf(x)
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+}
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+
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+// Deprecated: Use Date.ProtoReflect.Descriptor instead.
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+func (*Date) Descriptor() ([]byte, []int) {
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+ return file_mtp2_proto_rawDescGZIP(), []int{2}
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+}
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+
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+func (x *Date) GetDateStr() string {
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+ if x != nil && x.DateStr != nil {
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+ return *x.DateStr
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+ }
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+ return ""
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+}
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+
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+// ERMS2_ARBITRAGESTRATEGY 期现套利策略表
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+type Erms2ArbitrageStrategy struct {
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+ state protoimpl.MessageState
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+ sizeCache protoimpl.SizeCache
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+ unknownFields protoimpl.UnknownFields
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+
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+ //mkey: 1
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+ ASApplyId *uint64 `protobuf:"varint,1,opt,name=ASApplyId" json:"ASApplyId,omitempty"` // 策略申请ID(702+Unix秒时间戳(10位)+xxxxxx)
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+ ASNo *string `protobuf:"bytes,2,opt,name=ASNo" json:"ASNo,omitempty"` // 策略编号
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+ BizType *uint32 `protobuf:"varint,3,opt,name=BizType" json:"BizType,omitempty"` // 业务类型 - 1:正向套利 -1:反向套利
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+ UserId *uint32 `protobuf:"varint,4,opt,name=UserId" json:"UserId,omitempty"` // 所属机构
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+ DeliveryGoodsId *uint32 `protobuf:"varint,5,opt,name=DeliveryGoodsId" json:"DeliveryGoodsId,omitempty"` // 现货品种ID
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+ GoodsGroupId *uint32 `protobuf:"varint,6,opt,name=GoodsGroupId" json:"GoodsGroupId,omitempty"` // 期货品种ID
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+ SpotQuota *float64 `protobuf:"fixed64,7,opt,name=SpotQuota" json:"SpotQuota,omitempty"` // 现货额度
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+ FutureQuote *float64 `protobuf:"fixed64,8,opt,name=FutureQuote" json:"FutureQuote,omitempty"` // 期货额度
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+ ApplyBasis *float64 `protobuf:"fixed64,9,opt,name=ApplyBasis" json:"ApplyBasis,omitempty"` // 申请基差
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+ StrategyStatus *uint32 `protobuf:"varint,10,opt,name=StrategyStatus" json:"StrategyStatus,omitempty"` // 策略状态 - 0:未结束 1:已结束
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+ Remark *string `protobuf:"bytes,11,opt,name=Remark" json:"Remark,omitempty"` // 备注
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+ MarketId *uint32 `protobuf:"varint,12,opt,name=MarketId" json:"MarketId,omitempty"` // 市场ID
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+ TradeDate *string `protobuf:"bytes,13,opt,name=TradeDate" json:"TradeDate,omitempty"` // 交易日(yyyyMMdd)
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+ CloseTradeDate *string `protobuf:"bytes,14,opt,name=CloseTradeDate" json:"CloseTradeDate,omitempty"` // 完结交易日(yyyyMMdd)
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+ UsedQuota *float64 `protobuf:"fixed64,15,opt,name=UsedQuota" json:"UsedQuota,omitempty"` // 已占用资金
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+ FutureQty *float64 `protobuf:"fixed64,16,opt,name=FutureQty" json:"FutureQty,omitempty"` // 期货持仓数量
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+ FutureAvgPrice *float64 `protobuf:"fixed64,17,opt,name=FutureAvgPrice" json:"FutureAvgPrice,omitempty"` // 期货建仓均价
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+ FuturePL *float64 `protobuf:"fixed64,18,opt,name=FuturePL" json:"FuturePL,omitempty"` // 期货总盈亏[结算更新]
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+ PricedSpotQty *float64 `protobuf:"fixed64,19,opt,name=PricedSpotQty" json:"PricedSpotQty,omitempty"` // 已定价现货数量
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+ PricedSpotQtyNoTax *float64 `protobuf:"fixed64,20,opt,name=PricedSpotQtyNoTax" json:"PricedSpotQtyNoTax,omitempty"` // 已定价现货不含税数量
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+ SpotavgPrice *float64 `protobuf:"fixed64,21,opt,name=SpotavgPrice" json:"SpotavgPrice,omitempty"` // 现货均价
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+ SpotPL *float64 `protobuf:"fixed64,22,opt,name=SpotPL" json:"SpotPL,omitempty"` // 现货总盈亏[结算更新]
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+ NetExposure *float64 `protobuf:"fixed64,23,opt,name=NetExposure" json:"NetExposure,omitempty"` // 单笔业务头寸净敞口 = 期货持仓数量 + 已定价现货不含税数量
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+ NetExposureRate *float64 `protobuf:"fixed64,24,opt,name=NetExposureRate" json:"NetExposureRate,omitempty"` // 净敞口比例 - 0:未结束 = (NetExposure/PriceSpotQtyNoTax) ； 已结束为0
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+ TotalPL *float64 `protobuf:"fixed64,25,opt,name=TotalPL" json:"TotalPL,omitempty"` // 业务合计损益 = FuturePL + SpotPL [结算更新]
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+ OpenBasis *float64 `protobuf:"fixed64,26,opt,name=OpenBasis" json:"OpenBasis,omitempty"` // 建仓基差
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+ CurBasis *float64 `protobuf:"fixed64,27,opt,name=CurBasis" json:"CurBasis,omitempty"` // 当前基差[结算更新]
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+ BasisChangePL *float64 `protobuf:"fixed64,28,opt,name=BasisChangePL" json:"BasisChangePL,omitempty"` // 基差变动损益[结算更新]
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+ NetExposurePL *float64 `protobuf:"fixed64,29,opt,name=NetExposurePL" json:"NetExposurePL,omitempty"` // 净敞口损益 = TotalPL - BasisChangePL[结算更新]
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+ SpotUsedQuota *float64 `protobuf:"fixed64,30,opt,name=SpotUsedQuota" json:"SpotUsedQuota,omitempty"` // 现货占用资金
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+ FutureOpenQty *float64 `protobuf:"fixed64,31,opt,name=FutureOpenQty" json:"FutureOpenQty,omitempty"` // 期货开仓数量
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+ FutureOpenAmount *float64 `protobuf:"fixed64,32,opt,name=FutureOpenAmount" json:"FutureOpenAmount,omitempty"` // 期货开仓金额
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+ FutureCloseQty *float64 `protobuf:"fixed64,33,opt,name=FutureCloseQty" json:"FutureCloseQty,omitempty"` // 期货平仓数量
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+ FutureCloseAmount *float64 `protobuf:"fixed64,34,opt,name=FutureCloseAmount" json:"FutureCloseAmount,omitempty"` // 期货平仓金额
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+ SpotBuyAmount *float64 `protobuf:"fixed64,35,opt,name=SpotBuyAmount" json:"SpotBuyAmount,omitempty"` // 现货采购金额
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+ SpotBuyQty *float64 `protobuf:"fixed64,36,opt,name=SpotBuyQty" json:"SpotBuyQty,omitempty"` // 现货采购数量
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+ SpotSellAmount *float64 `protobuf:"fixed64,37,opt,name=SpotSellAmount" json:"SpotSellAmount,omitempty"` // 现货销售金额
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+ SpotSellQty *float64 `protobuf:"fixed64,38,opt,name=SpotSellQty" json:"SpotSellQty,omitempty"` // 现货销售数量
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+ UpDatetime *Date `protobuf:"bytes,39,opt,name=UpDatetime" json:"UpDatetime,omitempty"` // 更新时间
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+ ASName *string `protobuf:"bytes,40,opt,name=ASName" json:"ASName,omitempty"` // 策略名称
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+}
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+
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+func (x *Erms2ArbitrageStrategy) Reset() {
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+ *x = Erms2ArbitrageStrategy{}
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+ if protoimpl.UnsafeEnabled {
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+ mi := &file_mtp2_proto_msgTypes[3]
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+ ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
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+ ms.StoreMessageInfo(mi)
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+ }
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+}
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+
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+func (x *Erms2ArbitrageStrategy) String() string {
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+ return protoimpl.X.MessageStringOf(x)
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+}
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+
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+func (*Erms2ArbitrageStrategy) ProtoMessage() {}
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+
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+func (x *Erms2ArbitrageStrategy) ProtoReflect() protoreflect.Message {
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+ mi := &file_mtp2_proto_msgTypes[3]
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+ if protoimpl.UnsafeEnabled && x != nil {
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+ ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
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+ if ms.LoadMessageInfo() == nil {
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+ ms.StoreMessageInfo(mi)
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+ }
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+ return ms
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+ }
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+ return mi.MessageOf(x)
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+}
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+
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+// Deprecated: Use Erms2ArbitrageStrategy.ProtoReflect.Descriptor instead.
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+func (*Erms2ArbitrageStrategy) Descriptor() ([]byte, []int) {
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+ return file_mtp2_proto_rawDescGZIP(), []int{3}
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetASApplyId() uint64 {
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+ if x != nil && x.ASApplyId != nil {
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+ return *x.ASApplyId
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+ }
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+ return 0
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetASNo() string {
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+ if x != nil && x.ASNo != nil {
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+ return *x.ASNo
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+ }
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+ return ""
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetBizType() uint32 {
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+ if x != nil && x.BizType != nil {
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+ return *x.BizType
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+ }
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+ return 0
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetUserId() uint32 {
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+ if x != nil && x.UserId != nil {
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+ return *x.UserId
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+ }
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+ return 0
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetDeliveryGoodsId() uint32 {
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+ if x != nil && x.DeliveryGoodsId != nil {
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+ return *x.DeliveryGoodsId
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+ }
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+ return 0
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetGoodsGroupId() uint32 {
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+ if x != nil && x.GoodsGroupId != nil {
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+ return *x.GoodsGroupId
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+ }
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+ return 0
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetSpotQuota() float64 {
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+ if x != nil && x.SpotQuota != nil {
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+ return *x.SpotQuota
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+ }
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+ return 0
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetFutureQuote() float64 {
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+ if x != nil && x.FutureQuote != nil {
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+ return *x.FutureQuote
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+ }
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+ return 0
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetApplyBasis() float64 {
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+ if x != nil && x.ApplyBasis != nil {
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+ return *x.ApplyBasis
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+ }
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+ return 0
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetStrategyStatus() uint32 {
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+ if x != nil && x.StrategyStatus != nil {
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+ return *x.StrategyStatus
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+ }
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+ return 0
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetRemark() string {
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+ if x != nil && x.Remark != nil {
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+ return *x.Remark
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+ }
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+ return ""
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetMarketId() uint32 {
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+ if x != nil && x.MarketId != nil {
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+ return *x.MarketId
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+ }
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+ return 0
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetTradeDate() string {
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+ if x != nil && x.TradeDate != nil {
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+ return *x.TradeDate
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+ }
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+ return ""
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetCloseTradeDate() string {
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+ if x != nil && x.CloseTradeDate != nil {
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+ return *x.CloseTradeDate
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+ }
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+ return ""
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetUsedQuota() float64 {
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+ if x != nil && x.UsedQuota != nil {
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+ return *x.UsedQuota
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+ }
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+ return 0
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetFutureQty() float64 {
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+ if x != nil && x.FutureQty != nil {
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+ return *x.FutureQty
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+ }
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+ return 0
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetFutureAvgPrice() float64 {
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+ if x != nil && x.FutureAvgPrice != nil {
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+ return *x.FutureAvgPrice
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+ }
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+ return 0
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetFuturePL() float64 {
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+ if x != nil && x.FuturePL != nil {
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+ return *x.FuturePL
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+ }
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+ return 0
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetPricedSpotQty() float64 {
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+ if x != nil && x.PricedSpotQty != nil {
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+ return *x.PricedSpotQty
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+ }
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+ return 0
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetPricedSpotQtyNoTax() float64 {
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+ if x != nil && x.PricedSpotQtyNoTax != nil {
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+ return *x.PricedSpotQtyNoTax
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+ }
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+ return 0
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetSpotavgPrice() float64 {
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+ if x != nil && x.SpotavgPrice != nil {
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+ return *x.SpotavgPrice
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+ }
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+ return 0
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetSpotPL() float64 {
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+ if x != nil && x.SpotPL != nil {
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+ return *x.SpotPL
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+ }
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+ return 0
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetNetExposure() float64 {
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+ if x != nil && x.NetExposure != nil {
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+ return *x.NetExposure
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+ }
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+ return 0
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetNetExposureRate() float64 {
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+ if x != nil && x.NetExposureRate != nil {
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+ return *x.NetExposureRate
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+ }
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+ return 0
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetTotalPL() float64 {
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+ if x != nil && x.TotalPL != nil {
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+ return *x.TotalPL
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+ }
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+ return 0
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetOpenBasis() float64 {
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+ if x != nil && x.OpenBasis != nil {
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+ return *x.OpenBasis
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+ }
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+ return 0
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetCurBasis() float64 {
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+ if x != nil && x.CurBasis != nil {
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+ return *x.CurBasis
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+ }
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+ return 0
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetBasisChangePL() float64 {
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+ if x != nil && x.BasisChangePL != nil {
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+ return *x.BasisChangePL
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+ }
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+ return 0
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetNetExposurePL() float64 {
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+ if x != nil && x.NetExposurePL != nil {
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+ return *x.NetExposurePL
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+ }
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+ return 0
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetSpotUsedQuota() float64 {
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+ if x != nil && x.SpotUsedQuota != nil {
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+ return *x.SpotUsedQuota
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+ }
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+ return 0
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+}
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+
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+func (x *Erms2ArbitrageStrategy) GetFutureOpenQty() float64 {
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+ if x != nil && x.FutureOpenQty != nil {
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+ return *x.FutureOpenQty
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+ }
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+ return 0
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+}
|
|
|
+
|
|
|
+func (x *Erms2ArbitrageStrategy) GetFutureOpenAmount() float64 {
|
|
|
+ if x != nil && x.FutureOpenAmount != nil {
|
|
|
+ return *x.FutureOpenAmount
|
|
|
+ }
|
|
|
+ return 0
|
|
|
+}
|
|
|
+
|
|
|
+func (x *Erms2ArbitrageStrategy) GetFutureCloseQty() float64 {
|
|
|
+ if x != nil && x.FutureCloseQty != nil {
|
|
|
+ return *x.FutureCloseQty
|
|
|
+ }
|
|
|
+ return 0
|
|
|
+}
|
|
|
+
|
|
|
+func (x *Erms2ArbitrageStrategy) GetFutureCloseAmount() float64 {
|
|
|
+ if x != nil && x.FutureCloseAmount != nil {
|
|
|
+ return *x.FutureCloseAmount
|
|
|
+ }
|
|
|
+ return 0
|
|
|
+}
|
|
|
+
|
|
|
+func (x *Erms2ArbitrageStrategy) GetSpotBuyAmount() float64 {
|
|
|
+ if x != nil && x.SpotBuyAmount != nil {
|
|
|
+ return *x.SpotBuyAmount
|
|
|
+ }
|
|
|
+ return 0
|
|
|
+}
|
|
|
+
|
|
|
+func (x *Erms2ArbitrageStrategy) GetSpotBuyQty() float64 {
|
|
|
+ if x != nil && x.SpotBuyQty != nil {
|
|
|
+ return *x.SpotBuyQty
|
|
|
+ }
|
|
|
+ return 0
|
|
|
+}
|
|
|
+
|
|
|
+func (x *Erms2ArbitrageStrategy) GetSpotSellAmount() float64 {
|
|
|
+ if x != nil && x.SpotSellAmount != nil {
|
|
|
+ return *x.SpotSellAmount
|
|
|
+ }
|
|
|
+ return 0
|
|
|
+}
|
|
|
+
|
|
|
+func (x *Erms2ArbitrageStrategy) GetSpotSellQty() float64 {
|
|
|
+ if x != nil && x.SpotSellQty != nil {
|
|
|
+ return *x.SpotSellQty
|
|
|
+ }
|
|
|
+ return 0
|
|
|
+}
|
|
|
+
|
|
|
+func (x *Erms2ArbitrageStrategy) GetUpDatetime() *Date {
|
|
|
+ if x != nil {
|
|
|
+ return x.UpDatetime
|
|
|
+ }
|
|
|
+ return nil
|
|
|
+}
|
|
|
+
|
|
|
+func (x *Erms2ArbitrageStrategy) GetASName() string {
|
|
|
+ if x != nil && x.ASName != nil {
|
|
|
+ return *x.ASName
|
|
|
+ }
|
|
|
+ return ""
|
|
|
+}
|
|
|
+
|
|
|
var File_mtp2_proto protoreflect.FileDescriptor
|
|
|
|
|
|
var file_mtp2_proto_rawDesc = []byte{
|
|
|
@@ -161,7 +570,96 @@ var file_mtp2_proto_rawDesc = []byte{
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+ 0x01, 0x28, 0x01, 0x52, 0x0b, 0x53, 0x70, 0x6f, 0x74, 0x53, 0x65, 0x6c, 0x6c, 0x51, 0x74, 0x79,
|
|
|
+ 0x12, 0x28, 0x0a, 0x0a, 0x55, 0x70, 0x44, 0x61, 0x74, 0x65, 0x74, 0x69, 0x6d, 0x65, 0x18, 0x27,
|
|
|
+ 0x20, 0x01, 0x28, 0x0b, 0x32, 0x08, 0x2e, 0x70, 0x62, 0x2e, 0x44, 0x61, 0x74, 0x65, 0x52, 0x0a,
|
|
|
+ 0x55, 0x70, 0x44, 0x61, 0x74, 0x65, 0x74, 0x69, 0x6d, 0x65, 0x12, 0x16, 0x0a, 0x06, 0x41, 0x53,
|
|
|
+ 0x4e, 0x61, 0x6d, 0x65, 0x18, 0x28, 0x20, 0x01, 0x28, 0x09, 0x52, 0x06, 0x41, 0x53, 0x4e, 0x61,
|
|
|
+ 0x6d, 0x65,
|
|
|
}
|
|
|
|
|
|
var (
|
|
|
@@ -176,18 +674,21 @@ func file_mtp2_proto_rawDescGZIP() []byte {
|
|
|
return file_mtp2_proto_rawDescData
|
|
|
}
|
|
|
|
|
|
-var file_mtp2_proto_msgTypes = make([]protoimpl.MessageInfo, 2)
|
|
|
+var file_mtp2_proto_msgTypes = make([]protoimpl.MessageInfo, 4)
|
|
|
var file_mtp2_proto_goTypes = []interface{}{
|
|
|
- (*TradeRule)(nil), // 0: pb.TradeRule
|
|
|
- (*TradeRuleInfoStruct)(nil), // 1: pb.TradeRuleInfoStruct
|
|
|
+ (*TradeRule)(nil), // 0: pb.TradeRule
|
|
|
+ (*TradeRuleInfoStruct)(nil), // 1: pb.TradeRuleInfoStruct
|
|
|
+ (*Date)(nil), // 2: pb.Date
|
|
|
+ (*Erms2ArbitrageStrategy)(nil), // 3: pb.Erms2ArbitrageStrategy
|
|
|
}
|
|
|
var file_mtp2_proto_depIdxs = []int32{
|
|
|
0, // 0: pb.TradeRuleInfoStruct.TradeRules:type_name -> pb.TradeRule
|
|
|
- 1, // [1:1] is the sub-list for method output_type
|
|
|
- 1, // [1:1] is the sub-list for method input_type
|
|
|
- 1, // [1:1] is the sub-list for extension type_name
|
|
|
- 1, // [1:1] is the sub-list for extension extendee
|
|
|
- 0, // [0:1] is the sub-list for field type_name
|
|
|
+ 2, // 1: pb.Erms2ArbitrageStrategy.UpDatetime:type_name -> pb.Date
|
|
|
+ 2, // [2:2] is the sub-list for method output_type
|
|
|
+ 2, // [2:2] is the sub-list for method input_type
|
|
|
+ 2, // [2:2] is the sub-list for extension type_name
|
|
|
+ 2, // [2:2] is the sub-list for extension extendee
|
|
|
+ 0, // [0:2] is the sub-list for field type_name
|
|
|
}
|
|
|
|
|
|
func init() { file_mtp2_proto_init() }
|
|
|
@@ -220,6 +721,30 @@ func file_mtp2_proto_init() {
|
|
|
return nil
|
|
|
}
|
|
|
}
|
|
|
+ file_mtp2_proto_msgTypes[2].Exporter = func(v interface{}, i int) interface{} {
|
|
|
+ switch v := v.(*Date); i {
|
|
|
+ case 0:
|
|
|
+ return &v.state
|
|
|
+ case 1:
|
|
|
+ return &v.sizeCache
|
|
|
+ case 2:
|
|
|
+ return &v.unknownFields
|
|
|
+ default:
|
|
|
+ return nil
|
|
|
+ }
|
|
|
+ }
|
|
|
+ file_mtp2_proto_msgTypes[3].Exporter = func(v interface{}, i int) interface{} {
|
|
|
+ switch v := v.(*Erms2ArbitrageStrategy); i {
|
|
|
+ case 0:
|
|
|
+ return &v.state
|
|
|
+ case 1:
|
|
|
+ return &v.sizeCache
|
|
|
+ case 2:
|
|
|
+ return &v.unknownFields
|
|
|
+ default:
|
|
|
+ return nil
|
|
|
+ }
|
|
|
+ }
|
|
|
}
|
|
|
type x struct{}
|
|
|
out := protoimpl.TypeBuilder{
|
|
|
@@ -227,7 +752,7 @@ func file_mtp2_proto_init() {
|
|
|
GoPackagePath: reflect.TypeOf(x{}).PkgPath(),
|
|
|
RawDescriptor: file_mtp2_proto_rawDesc,
|
|
|
NumEnums: 0,
|
|
|
- NumMessages: 2,
|
|
|
+ NumMessages: 4,
|
|
|
NumExtensions: 0,
|
|
|
NumServices: 0,
|
|
|
},
|
zhou.yingan