syntax = "proto2";
package Qot_GetEventContractOrderBook;
option java_package = "com.futu.openapi.pb";
option go_package = "github.com/futuopen/ftapi4go/pb/qotgeteventcontractorderbook";

import "Qot_Common.proto";

// 摆盘档位
message OrderBookLevel {
    required double price = 1;     // 价格
    required double size = 2;      // 量
}

// 单只合约摆盘
message OrderBookItem {
    required Qot_Common.Security code = 1;        // 合约代码
    repeated OrderBookLevel yesBids = 2;          // YES 买盘
    repeated OrderBookLevel yesAsks = 3;          // YES 卖盘
    repeated OrderBookLevel noBids = 4;           // NO 买盘
    repeated OrderBookLevel noAsks = 5;           // NO 卖盘
}

message C2S {
    required Qot_Common.Security security = 1;  // 合约标的（单只，必填）
    required int32 num = 2;                     // 请求的摆盘档数（>0，实际返回数量可能少于请求）
}

message S2C {
    repeated OrderBookItem orderBookList = 1;  // 摆盘列表
}

message Request {
    required C2S c2s = 1;
}

message Response {
    required int32 retType = 1 [default = -400];
    optional string retMsg = 2;
    optional int32 errCode = 3;
    optional S2C s2c = 4;
}