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 xtquant、nats-py 或 pyarrow。
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