124 lines
2.7 KiB
Protocol Buffer
124 lines
2.7 KiB
Protocol Buffer
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syntax = "proto3";
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option java_multiple_files = true;
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option java_package = "io.grpc.example.market_data";
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option java_outer_classname = "market_data";
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option objc_class_prefix = "HLW";
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package market_data;
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service TestService {
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rpc GetData1(CThostFtdcDepthMarketDataField) returns(MsgReply) {}
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rpc GetData2(ResMsg) returns(MsgReply) {}
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}
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message CThostFtdcDepthMarketDataField {
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// 交易日
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string TradingDay = 1;
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// 保留的无效字段
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string reserve1 = 2;
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// 交易所代码
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string ExchangeID = 3;
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// 保留的无效字段
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string reserve2 = 4;
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// 最新价
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double LastPrice = 5;
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// 上次结算价
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double PreSettlementPrice = 6;
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// 昨收盘
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double PreClosePrice = 7;
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// 昨持仓量
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double PreOpenInterest = 8;
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// 今开盘
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double OpenPrice = 9;
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// 最高价
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double HighestPrice = 10;
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// 最低价
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double LowestPrice = 11;
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// 数量
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int32 Volume = 12;
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// 成交金额
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double Turnover = 13;
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// 持仓量
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double OpenInterest = 14;
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// 今收盘
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double ClosePrice = 15;
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// 本次结算价
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double SettlementPrice = 16;
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// 涨停板价
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double UpperLimitPrice = 17;
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// 跌停板价
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double LowerLimitPrice = 18;
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// 昨虚实度
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double PreDelta = 19;
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// 今虚实度
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double CurrDelta = 20;
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// 最后修改时间
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string UpdateTime = 21;
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// 最后修改毫秒
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int32 UpdateMillisec = 22;
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// 申买价一
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double BidPrice1 = 23;
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// 申买量一
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int32 BidVolume1 = 24;
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// 申卖价一
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double AskPrice1 = 25;
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// 申卖量一
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int32 AskVolume1 = 26;
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// 申买价二
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double BidPrice2 = 27;
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// 申买量二
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int32 BidVolume2 = 28;
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// 申卖价二
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double AskPrice2 = 29;
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// 申卖量二
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int32 AskVolume2 = 30;
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// 申买价三
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double BidPrice3 = 31;
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// 申买量三
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int32 BidVolume3 = 32;
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// 申卖价三
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double AskPrice3 = 33;
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// 申卖量三
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int32 AskVolume3 = 34;
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// 申买价四
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double BidPrice4 = 35;
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// 申买量四
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int32 BidVolume4 = 36;
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// 申卖价四
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double AskPrice4 = 37;
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// 申卖量四
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int32 AskVolume4 = 38;
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// 申买价五
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double BidPrice5 = 39;
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// 申买量五
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int32 BidVolume5 = 40;
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// 申卖价五
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double AskPrice5 = 41;
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// 申卖量五
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int32 AskVolume5 = 42;
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// 当日均价
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double AveragePrice = 43;
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// 业务日期
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string ActionDay = 44;
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// 合约代码
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string InstrumentID = 45;
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// 合约在交易所的代码
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string ExchangeInstID = 46;
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}
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message ResMsg {
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string signame = 1;
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string InstrumentID = 2;
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int32 sigflag = 3;
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double sigvalue = 4;
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string offset = 5; // char 替换为 string
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string dir = 6; // char 替换为 string
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int32 vol = 7;
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repeated double other_params = 8;
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repeated string other_msg = 9;
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}
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message MsgReply { string message = 1; }
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