Merge branch 'revert-1f4f55ca' into 'master'

Revert "Merge branch 'revert-72034881' into 'master'"

See merge request server/openapi/openapi-python-sdk!103

Author: tigersk

tigeropen/trade/domain/order.py

@@ -15,8 +15,8 @@ class Order:
     __slots__ = ["account", "id", "order_id", "parent_id", "order_time", "reason", "trade_time", "contract", "action",
                  "quantity", "filled", "_remaining", "avg_fill_price", "commission", "realized_pnl", "_status",
                  "trail_stop_price", "limit_price", "aux_price", "trailing_percent", "percent_offset", "action",
-                 "order_type", "time_in_force", "outside_rth", "order_legs", "algo_params", "secret_key", "liquidation",
-                 "algo_strategy", "discount", "attr_desc", "source"]
+                 "order_type", "time_in_force", "outside_rth", "order_legs", "algo_params", "algo_strategy",
+                 "secret_key", "liquidation", "discount", "attr_desc", "source", 'adjust_limit', 'sub_ids']
 
     def __init__(self, account, contract, action, order_type, quantity, limit_price=None, aux_price=None,
                  trail_stop_price=None, trailing_percent=None, percent_offset=None, time_in_force=None,
@@ -39,7 +39,7 @@ def __init__(self, account, contract, action, order_type, quantity, limit_price=
         - realized_pnl: 实现盈亏
         - trail_stop_price: 跟踪止损单--触发止损单的价格
         - limit_price: 限价单价格
-        - aux_price: 在止损单中, 表示出发止损单的价格, 在移动止损单中, 表示跟踪的价差
+        - aux_price: 在止损单中, 表示触发止损单的价格, 在移动止损单中, 表示跟踪的价差
         - trailing_percent:  跟踪止损单-百分比, 取值范围为0-100
         - percent_offset: None,
         - order_type: 订单类型, 'MKT' 市价单 / 'LMT' 限价单 / 'STP' 止损单 / 'STP_LMT' 止损限价单 / 'TRAIL' 跟踪止损单
@@ -54,6 +54,9 @@ def __init__(self, account, contract, action, order_type, quantity, limit_price=
         - liquidation
         - algo_strategy
         - discount
+        - adjust_limit 价格微调幅度（默认为0表示不调整，正数为向上调整，负数向下调整），对传入价格自动调整到合法价位上.
+          例如：0.001 代表向上调整且幅度不超过 0.1%；-0.001 代表向下调整且幅度不超过 0.1%。默认 0 表示不调整
+        - sub_ids id list of sub orders.
         """
 
         self.id = id
@@ -87,7 +90,9 @@ def __init__(self, account, contract, action, order_type, quantity, limit_price=
         self.algo_strategy = kwargs.get('algo_strategy')
         self.discount = kwargs.get('discount')
         self.attr_desc = kwargs.get('attr_desc')
-        self.source = kwargs.get("source")
+        self.source = kwargs.get('source')
+        self.adjust_limit = kwargs.get('adjust_limit')
+        self.sub_ids = kwargs.get('sub_ids')
 
     def to_dict(self):
         dct = {name: getattr(self, name) for name in self.__slots__ if name not in ORDER_FIELDS_TO_IGNORE}

tigeropen/trade/request/model.py

@@ -724,6 +724,7 @@ def __init__(self):
         self.outside_rth = None
         self.order_legs = None
         self.algo_params = None
+        self.adjust_limit = None
 
     def to_openapi_dict(self):
         params = dict()
@@ -777,6 +778,8 @@ def to_openapi_dict(self):
                 params['time_in_force'] = self.time_in_force
             if self.outside_rth is not None:
                 params['outside_rth'] = self.outside_rth
+            if self.adjust_limit is not None:
+                params['adjust_limit'] = self.adjust_limit
 
             if self.order_legs:
                 if len(self.order_legs) > 2:

tigeropen/trade/response/order_id_response.py

@@ -13,6 +13,7 @@ def __init__(self):
         super(OrderIdResponse, self).__init__()
         self.order_id = None
         self.id = None
+        self.sub_ids = None
         self._is_success = None
 
     def parse_response_content(self, response_content):
@@ -32,3 +33,6 @@ def parse_response_content(self, response_content):
 
             if 'id' in data_json:
                 self.id = data_json['id']
+
+            if 'subIds' in data_json:
+                self.sub_ids = data_json['subIds']

tigeropen/trade/response/orders_response.py

@@ -21,7 +21,8 @@
                         'timeInForce': 'time_in_force', 'openTime': 'order_time', 'latestTime': 'trade_time',
                         'contractId': 'contract_id', 'algoStrategy': 'algo_strategy',
                         'trailStopPrice': 'trail_stop_price', 'trailingPercent': 'trailing_percent',
-                        'percentOffset': 'percent_offset', 'identifier': 'identifier', 'algoParameters': 'algo_params'}
+                        'percentOffset': 'percent_offset', 'identifier': 'identifier', 'algoParameters': 'algo_params'
+                        }
 
 
 class OrdersResponse(TigerResponse):

tigeropen/trade/trade_client.py

@@ -399,7 +399,7 @@ def get_order(self, account=None, id=None, order_id=None, is_brief=False):
 
     def create_order(self, account, contract, action, order_type, quantity, limit_price=None, aux_price=None,
                      trail_stop_price=None, trailing_percent=None, percent_offset=None, time_in_force=None,
-                     outside_rth=None, order_legs=None, algo_params=None):
+                     outside_rth=None, order_legs=None, algo_params=None, **kwargs):
         """
         创建订单对象.
         :param account:
@@ -431,7 +431,7 @@ def create_order(self, account, contract, action, order_type, quantity, limit_pr
                               aux_price=aux_price, trail_stop_price=trail_stop_price,
                               trailing_percent=trailing_percent, percent_offset=percent_offset,
                               time_in_force=time_in_force, outside_rth=outside_rth, order_id=order_id,
-                              order_legs=order_legs, algo_params=algo_params, secret_key=params.secret_key)
+                              order_legs=order_legs, algo_params=algo_params, secret_key=params.secret_key, **kwargs)
                 return order
             else:
                 raise ApiException(response.code, response.message)
@@ -505,6 +505,7 @@ def place_order(self, order):
         params.order_legs = order.order_legs
         params.algo_params = order.algo_params
         params.secret_key = order.secret_key if order.secret_key else self._secret_key
+        params.adjust_limit = order.adjust_limit
 
         request = OpenApiRequest(PLACE_ORDER, biz_model=params)
         response_content = self.__fetch_data(request)
@@ -513,17 +514,16 @@ def place_order(self, order):
             response.parse_response_content(response_content)
             if response.is_success():
                 order.id = response.id
+                order.sub_ids = response.sub_ids
                 if order.order_id is None and response.order_id:
                     order.order_id = response.order_id
-                return True
+                return response.id
             else:
                 raise ApiException(response.code, response.message)
 
-        return False
-
     def modify_order(self, order, quantity=None, limit_price=None, aux_price=None,
                      trail_stop_price=None, trailing_percent=None, percent_offset=None,
-                     time_in_force=None, outside_rth=None):
+                     time_in_force=None, outside_rth=None, **kwargs):
         """
         修改订单
         :param order:
@@ -553,19 +553,18 @@ def modify_order(self, order, quantity=None, limit_price=None, aux_price=None,
         params.time_in_force = time_in_force if time_in_force is not None else order.time_in_force
         params.outside_rth = outside_rth if outside_rth is not None else order.outside_rth
         params.secret_key = order.secret_key if order.secret_key else self._secret_key
+        params.adjust_limit = kwargs.get('adjust_limit', order.adjust_limit)
 
         request = OpenApiRequest(MODIFY_ORDER, biz_model=params)
         response_content = self.__fetch_data(request)
         if response_content:
             response = OrderIdResponse()
             response.parse_response_content(response_content)
             if response.is_success():
-                return response.order_id == order.order_id if order.order_id else response.id == order.id
+                return response.id
             else:
                 raise ApiException(response.code, response.message)
 
-        return False
-
     def cancel_order(self, account=None, id=None, order_id=None):
         """
         取消订单
@@ -585,12 +584,10 @@ def cancel_order(self, account=None, id=None, order_id=None):
             response = OrderIdResponse()
             response.parse_response_content(response_content)
             if response.is_success():
-                return response.order_id == order_id if order_id else response.id == id
+                return response.id
             else:
                 raise ApiException(response.code, response.message)
 
-        return False
-
     def get_transactions(self, account=None, order_id=None, symbol=None, sec_type=None, start_time=None, end_time=None,
                          limit=100, expiry=None, strike=None, put_call=None):
         """