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Shared securities market-data protocol contracts

Project description

sec-core

sec-core 是证券行情消息协议核心包,提供 subject 构造/解析、schema 常量、payload 校验、Nats-Msg-Id 生成和 MessagePack 编解码。

安装:

uv add sec-core
pip install sec-core

示例:

from sec_core.market_data.subjects import format_tick_subject

print(format_tick_subject("000001.SZ"))

输出:

tick.v2.sz.000001

第一版支持:

  • tick.v2.{market}.{code}
  • backfill.tick.v2.{market}.{code}
  • kl.v1.1m.{market}.{code}
  • backfill.kl.v1.1m.{market}.{code}

本包不依赖 xtquantnats-pypyarrow

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