ids_apis/
mmm.v1.etf.rs

1// @generated
2// This file is @generated by prost-build.
3#[allow(clippy::derive_partial_eq_without_eq)]
4#[derive(Clone, PartialEq, ::prost::Message)]
5pub struct CodeRequest {
6    #[prost(string, tag="1")]
7    pub code: ::prost::alloc::string::String,
8}
9#[allow(clippy::derive_partial_eq_without_eq)]
10#[derive(Clone, PartialEq, ::prost::Message)]
11pub struct EtfManagerDetail {
12    #[prost(bool, tag="1")]
13    pub active: bool,
14    #[prost(bool, tag="20")]
15    pub auto: bool,
16    #[prost(string, tag="2")]
17    pub code: ::prost::alloc::string::String,
18    #[prost(string, tag="3")]
19    pub name: ::prost::alloc::string::String,
20    #[prost(string, tag="17")]
21    pub start_at: ::prost::alloc::string::String,
22    #[prost(string, tag="18")]
23    pub stop_at: ::prost::alloc::string::String,
24    #[prost(string, tag="4")]
25    pub ref_price_type: ::prost::alloc::string::String,
26    #[prost(string, tag="15")]
27    pub ref_code: ::prost::alloc::string::String,
28    #[prost(string, tag="16")]
29    pub fundcode: ::prost::alloc::string::String,
30    #[prost(string, tag="36")]
31    pub group_name: ::prost::alloc::string::String,
32    #[prost(string, tag="19")]
33    pub group: ::prost::alloc::string::String,
34    #[prost(int64, tag="5")]
35    pub ask_tick: i64,
36    #[prost(int64, tag="6")]
37    pub bid_tick: i64,
38    #[prost(int64, tag="7")]
39    pub ask_count: i64,
40    #[prost(int64, tag="8")]
41    pub bid_count: i64,
42    #[prost(int64, tag="9")]
43    pub ask_quantity: i64,
44    #[prost(int64, tag="10")]
45    pub bid_quantity: i64,
46    #[prost(int64, tag="11")]
47    pub ask_limit: i64,
48    #[prost(int64, tag="12")]
49    pub bid_limit: i64,
50    #[prost(double, tag="30")]
51    pub ask_offset: f64,
52    #[prost(double, tag="31")]
53    pub bid_offset: f64,
54    #[prost(double, tag="42")]
55    pub ask_basis: f64,
56    #[prost(double, tag="43")]
57    pub bid_basis: f64,
58    #[prost(bool, tag="32")]
59    pub lp_tagged: bool,
60    #[prost(bool, tag="33")]
61    pub naked_short_allowed: bool,
62    #[prost(string, tag="34")]
63    pub creation_settlement_date: ::prost::alloc::string::String,
64    #[prost(string, tag="35")]
65    pub redemption_settlement_date: ::prost::alloc::string::String,
66    #[prost(double, tag="39")]
67    pub refill_interval: f64,
68    #[prost(double, tag="37")]
69    pub refill_floor: f64,
70    #[prost(string, tag="24")]
71    pub hedge_group: ::prost::alloc::string::String,
72    #[prost(string, tag="25")]
73    pub hedge_product_code: ::prost::alloc::string::String,
74    #[prost(string, tag="26")]
75    pub hedge_product_name: ::prost::alloc::string::String,
76    #[prost(string, tag="27")]
77    pub hedge_fundcode: ::prost::alloc::string::String,
78    #[prost(string, tag="38")]
79    pub hedge_price_type: ::prost::alloc::string::String,
80    #[prost(double, tag="40")]
81    pub hedge_dominance_threshold: f64,
82    #[prost(bool, tag="41")]
83    pub hedge_auto: bool,
84    #[prost(bool, tag="44")]
85    pub passive: bool,
86    #[prost(bool, tag="45")]
87    pub mm: bool,
88    #[prost(bool, tag="48")]
89    pub prevent_quote_turnaround: bool,
90    #[prost(int64, tag="28")]
91    pub mm_limit: i64,
92    #[prost(int64, tag="29")]
93    pub mm_quantity: i64,
94    #[prost(double, tag="46")]
95    pub mm_spread: f64,
96    #[prost(uint64, tag="47")]
97    pub basis_ema_period: u64,
98    #[prost(double, tag="13")]
99    pub hedge_unit_delta: f64,
100    #[prost(double, tag="14")]
101    pub etf_unit_delta: f64,
102    #[prost(double, tag="21")]
103    pub etfs_per_hedge: f64,
104    #[prost(bool, tag="22")]
105    pub refer_ema: bool,
106    #[prost(bool, tag="23")]
107    pub creatable: bool,
108    #[prost(string, tag="49")]
109    pub start_amendment_at: ::prost::alloc::string::String,
110    #[prost(double, tag="50")]
111    pub expected_price: f64,
112    #[prost(bool, tag="51")]
113    pub active_amendment: bool,
114    #[prost(bool, tag="53")]
115    pub project_trades: bool,
116    #[prost(double, tag="54")]
117    pub nav_nav: f64,
118    #[prost(double, tag="55")]
119    pub fx_ask_basis: f64,
120    #[prost(double, tag="56")]
121    pub fx_bid_basis: f64,
122    #[prost(int64, tag="57")]
123    pub grace_amount: i64,
124    #[prost(double, tag="58")]
125    pub dominance_threshold: f64,
126    #[prost(bool, tag="59")]
127    pub advanced_tick: bool,
128    #[prost(double, tag="60")]
129    pub advanced_tick_threshold: f64,
130    #[prost(int64, tag="62")]
131    pub ask_notifying_quantity: i64,
132    #[prost(int64, tag="63")]
133    pub bid_notifying_quantity: i64,
134    #[prost(string, tag="64")]
135    pub position_type: ::prost::alloc::string::String,
136    #[prost(double, tag="65")]
137    pub ask_offset_adjust: f64,
138    #[prost(double, tag="66")]
139    pub bid_offset_adjust: f64,
140    #[prost(double, tag="67")]
141    pub ask_basis_adjust: f64,
142    #[prost(double, tag="68")]
143    pub bid_basis_adjust: f64,
144    #[prost(int64, tag="69")]
145    pub ask_limit_adjust: i64,
146    #[prost(int64, tag="70")]
147    pub bid_limit_adjust: i64,
148    #[prost(int64, tag="71")]
149    pub ask_total_limit: i64,
150    #[prost(int64, tag="72")]
151    pub bid_total_limit: i64,
152    #[prost(bool, tag="73")]
153    pub ask_adjust_on: bool,
154    #[prost(bool, tag="74")]
155    pub bid_adjust_on: bool,
156    #[prost(double, tag="75")]
157    pub opening_ref_future_ask_price: f64,
158    #[prost(double, tag="76")]
159    pub opening_ref_future_bid_price: f64,
160    #[prost(double, tag="77")]
161    pub opening_ask_price: f64,
162    #[prost(double, tag="78")]
163    pub opening_bid_price: f64,
164    #[prost(double, tag="79")]
165    pub opening_ask_offset: f64,
166    #[prost(double, tag="80")]
167    pub opening_bid_offset: f64,
168    #[prost(double, tag="81")]
169    pub opening_ask_basis: f64,
170    #[prost(double, tag="82")]
171    pub opening_bid_basis: f64,
172    #[prost(int64, tag="83")]
173    pub opening_ask_count: i64,
174    #[prost(int64, tag="84")]
175    pub opening_bid_count: i64,
176    #[prost(int64, tag="85")]
177    pub opening_ask_quantity: i64,
178    #[prost(int64, tag="86")]
179    pub opening_bid_quantity: i64,
180    #[prost(string, tag="87")]
181    pub start_cancelling_at: ::prost::alloc::string::String,
182    #[prost(bool, tag="88")]
183    pub opening_active: bool,
184    #[prost(int64, tag="89")]
185    pub ask_cancel_ticks: i64,
186    #[prost(int64, tag="90")]
187    pub bid_cancel_ticks: i64,
188    #[prost(bool, tag="91")]
189    pub escape: bool,
190    #[prost(string, tag="92")]
191    pub opening_hedge_product_code: ::prost::alloc::string::String,
192    #[prost(string, tag="93")]
193    pub opening_hedge_product_name: ::prost::alloc::string::String,
194    #[prost(string, tag="94")]
195    pub opening_hedge_price_type: ::prost::alloc::string::String,
196    #[prost(double, tag="95")]
197    pub opening_hedge_dominance_threshold: f64,
198    #[prost(bool, tag="96")]
199    pub opening_hedge_auto: bool,
200    #[prost(int64, tag="97")]
201    pub etf_filled_to_hedge_trigger_quantity: i64,
202    #[prost(int64, tag="98")]
203    pub hedge_etf_quantities_per_trigger: i64,
204    /// LP 방향 모드. "EtfLpFutureHedge" (기존) / "FutureLpEtfHedge" (신규).
205    #[prost(string, tag="99")]
206    pub lp_mode: ::prost::alloc::string::String,
207    /// LP 발주 상품 코드. EtfLpFutureHedge=ETF 코드, FutureLpEtfHedge=선물 코드.
208    #[prost(string, tag="100")]
209    pub lp_product_code: ::prost::alloc::string::String,
210    /// FutureLpEtfHedge 모드에서 선물 1계약 체결 시 발주할 ETF 주수.
211    /// PDF 기반 자동 계산 (refresh_offset_base). EtfLpFutureHedge 모드에서는 0.
212    #[prost(double, tag="102")]
213    pub etf_hedge_quantity_per_future_filled: f64,
214    /// FutureLpEtfHedge + RealNav 가격역산 scale.
215    /// CU / Σ(future.multiple × PDF future quantity) — ΔETF 1won 당 ΔF won 계수.
216    /// EtfLpFutureHedge 모드에서는 0.
217    #[prost(double, tag="103")]
218    pub lp_real_nav_etf_to_future_scale: f64,
219    /// FutureLpEtfHedge 전용: 1호가에 분할 발주할 주문 건수 (N), ask/bid 사이드별. 0/1 → 단일 발주.
220    #[prost(int64, tag="105")]
221    pub ask_lp_orders_per_price: i64,
222    #[prost(int64, tag="106")]
223    pub bid_lp_orders_per_price: i64,
224    /// FutureLpEtfHedge 전용: 장전동시호가 1호가에 분할 발주할 주문 건수 (N), ask/bid 사이드별. 0/1 → 단일 발주.
225    #[prost(int64, tag="107")]
226    pub ask_opening_orders_per_price: i64,
227    #[prost(int64, tag="108")]
228    pub bid_opening_orders_per_price: i64,
229}
230include!("mmm.v1.etf.tonic.rs");
231include!("mmm.v1.etf.serde.rs");
232// @@protoc_insertion_point(module)
ids_apis/mmm.v1.etf.rs

ids_apis/
mmm.v1.etf.rs
