qmt.proto

syntax = "proto3";

package qmt;

// 价格请求消息
message PriceRequest {
    string code = 1;
}

// 价格响应消息
message PriceResponse {
    double last_price = 1;
}

// 每日信息请求消息
message DailyInfoRequest {
    string code = 1;
}

// 每日信息响应消息
message DailyInfoResponse {
    string ts_code = 1;
    double open = 2;
    double high = 3;
    double low = 4;
    double close = 5;
    double volume = 6;
    double amount = 7;
    string name = 8;
    double vwap = 9;
    int32 stop = 10;
    double up_limit = 11;
    double down_limit = 12;
}

// 订单请求消息
message OrderRequest {
    string code = 1;
    int32 amount = 2;
    double price = 3;
    string strategy = 4;
    string remark = 5;
}

// 订单响应消息
message OrderResponse {
    int32 seq = 1;
}

// 查询订单请求消息
message QueryOrdersRequest {

}

// 订单详情消息
message OrderDetail {
    string stock_code = 1;
    string order_id = 2;
    string order_sysid = 3;
    string order_time = 4;
    int32 order_type = 5;
    int32 order_volume = 6;
    int32 price_type = 7;
    double price = 8;
    int32 traded_volume = 9;
    double traded_price = 10;
    int32 order_status = 11;
    string status_msg = 12;
    string strategy_name = 13;
    string order_remark = 14;
}

// 订单列表响应消息
message OrdersResponse {
    repeated OrderDetail orders = 1;
}

// 资产请求消息
message AssetRequest {

}

// 资产响应消息
message AssetResponse {
    string user = 1;
    double cash = 2;
    double frozen_cash = 3;
    double market_value = 4;
    double total_value = 5;
}

// 持仓响应消息
message PositionsResponse {
    repeated PositionDetail positions = 1;
}

// 持仓详情消息
message PositionDetail {
    string stock_code = 1;
    int32 volume = 2;
    int32 can_use_volume = 3;
    double open_price = 4;
    double market_value = 5;
    int32 frozen_volume = 6;
    double avg_price = 7;
}



// 定义服务
service QmtService {
    rpc GetPrice(PriceRequest) returns (PriceResponse) {}
    rpc GetDailyInfo(DailyInfoRequest) returns (DailyInfoResponse) {}
    rpc OrderBuy(OrderRequest) returns (OrderResponse) {}
    rpc OrderSell(OrderRequest) returns (OrderResponse) {}
    rpc QueryOrders(QueryOrdersRequest) returns (OrdersResponse) {}
    rpc CancelOrders(QueryOrdersRequest) returns (OrdersResponse) {}
    rpc RetryOrders(QueryOrdersRequest) returns (OrdersResponse) {}
    rpc GetAsset(AssetRequest) returns (AssetResponse) {}
    rpc GetPositions(AssetRequest) returns (PositionsResponse) {}
}