segment fund transfer

Author: tigersk

CHANGELOG.md

@@ -1,3 +1,17 @@
+## 2.3.5 (2023-03-28)
+### New
+- TradeClient 新增不同品种(股票SEC/期货FUT/基金FUND)账户间资金划转接口
+  `TradeClient.get_segment_fund_available`  获取可划转资金  
+  `TradeClient.transfer_segment_fund`  划转资金  
+  `TradeClient.cancel_segment_fund`  取消划转  
+  `TradeClient.get_segment_fund_history`  获取划转历史  
+  
+- TradeClient 新增换汇下单接口
+  `TradeClient.place_forex_order`
+  
+- `QuoteClient.get_option_bars` 期权k线接口新增参数 `period`, 支持获取分钟k线
+
+
 ## 2.3.4 (2023-03-20)
 ### New
 - 支持AM/AL(盘前竞价单)

tigeropen/common/consts/service_types.py

@@ -26,6 +26,11 @@
 FILLED_ORDERS = "filled_orders"  # 已成交订单
 ORDER_TRANSACTIONS = "order_transactions"  # 订单成交记录
 ANALYTICS_ASSET = "analytics_asset"
+SEGMENT_FUND_HISTORY = "segment_fund_history"
+SEGMENT_FUND_AVAILABLE = "segment_fund_available"
+TRANSFER_SEGMENT_FUND = "transfer_segment_fund"
+CANCEL_SEGMENT_FUND = "cancel_segment_fund"
+PLACE_FOREX_ORDER = "place_forex_order"
 
 USER_LICENSE = "user_license"
 

tigeropen/examples/trade_client_demo.py

@@ -6,6 +6,7 @@
 """
 import logging
 import traceback
+import unittest
 
 from tigeropen.common.util.price_util import PriceUtil
 from tigeropen.trade.domain.order import OrderStatus
@@ -19,14 +20,16 @@
      war_contract_by_symbol, iopt_contract_by_symbol
 from tigeropen.common.util.order_utils import limit_order, limit_order_with_legs, order_leg, algo_order_params, \
     algo_order
-from tigeropen.examples.client_config import get_client_config
+from tigeropen.tiger_open_config import get_client_config
 
 logging.basicConfig(level=logging.INFO,
                     format='%(asctime)s %(levelname)s %(message)s',
                     filemode='a', )
 logger = logging.getLogger('TigerOpenApi')
 
-client_config = get_client_config()
+client_config = get_client_config(private_key_path='your private key file path',
+                                  tiger_id='your tiger id',
+                                  account='your account')
 
 
 def get_contract_apis():
@@ -169,6 +172,33 @@ def get_account_info():
             print("%d,%s,%s" % (response.code, response.message, response.data))
 
 
+class TestTradeClient(unittest.TestCase):
+    trade_client = TradeClient(client_config)
+
+    def test_transfer_segment_fund(self):
+        """资金划转"""
+        # 查看可转资金
+        available = self.trade_client.get_segment_fund_available()
+        print(available)
+
+        # 划转资金
+        res = self.trade_client.transfer_segment_fund(from_segment='SEC', to_segment='FUT', amount=100, currency='USD')
+        print(res)
+        # 撤销划转
+        cancelres = self.trade_client.cancel_segment_fund(id=res.id)
+        print(cancelres)
+
+        # 查看资金划转历史
+        history = self.trade_client.get_segment_fund_history()
+        print(history)
+
+    def test_forex_order(self):
+        """换汇"""
+        order = self.trade_client.place_forex_order(seg_type='FUT', source_currency='USD', target_currency='HKD',
+                                               source_amount=50)
+        print(order)
+
+
 if __name__ == '__main__':
     get_account_apis()
     trade_apis()

tigeropen/trade/domain/account.py

@@ -238,3 +238,32 @@ def market_values(self):
     def __repr__(self):
         return "PortfolioAccount({0})".format({'account': self.account, 'summary': self.summary,
                                                'segments': self.segments, 'market_values': self.market_values})
+
+
+class SegmentFundAvailableItem:
+    def __init__(self, from_segment=None, currency=None, amount=None):
+        self.from_segment = from_segment
+        self.currency = currency
+        self.amount = amount
+
+    def __repr__(self):
+        return "SegmentFundAvailableItem({0})".format(self.__dict__)
+
+
+class SegmentFundItem:
+    def __init__(self, id=None, from_segment=None, to_segment=None, currency=None, amount=None, status=None,
+                 status_desc=None, message=None, settled_at=None, updated_at=None, created_at=None):
+        self.id = id
+        self.from_segment = from_segment
+        self.to_segment = to_segment
+        self.currency = currency
+        self.amount = amount
+        self.status = status
+        self.status_desc = status_desc
+        self.message = message
+        self.settled_at = settled_at
+        self.updated_at = updated_at
+        self.created_at = created_at
+
+    def __repr__(self):
+        return "SegmentFundItem({0})".format(self.__dict__)

tigeropen/trade/domain/order.py

@@ -17,7 +17,7 @@ class Order:
                  "trail_stop_price", "limit_price", "aux_price", "trailing_percent", "percent_offset", "action",
                  "order_type", "time_in_force", "outside_rth", "order_legs", "algo_params", "algo_strategy",
                  "secret_key", "liquidation", "discount", "attr_desc", "source", 'adjust_limit', 'sub_ids', "user_mark",
-                 "update_time", "expire_time"]
+                 "update_time", "expire_time", "can_modify"]
 
     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,
@@ -100,6 +100,7 @@ def __init__(self, account, contract, action, order_type, quantity, limit_price=
         self.sub_ids = kwargs.get('sub_ids')
         self.user_mark = kwargs.get('user_mark')
         self.expire_time = kwargs.get('expire_time')
+        self.can_modify = kwargs.get('can_modify')
 
     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

@@ -1032,4 +1032,198 @@ def to_openapi_dict(self):
 
         if self.end_date:
             params['end_date'] = self.end_date
+        return params
+
+
+class SegmentFundParams(BaseParams):
+    def __init__(self):
+        super().__init__()
+        self._id = None
+        self._account = None
+        self._secret_key = None
+        self._from_segment = None
+        self._to_segment = None
+        self._currency = None
+        self._amount = None
+        self._limit = None
+
+    @property
+    def id(self):
+        return self._id
+
+    @id.setter
+    def id(self, value):
+        self._id = value
+
+    @property
+    def account(self):
+        return self._account
+
+    @account.setter
+    def account(self, value):
+        self._account = value
+
+    @property
+    def secret_key(self):
+        return self._secret_key
+
+    @secret_key.setter
+    def secret_key(self, value):
+        self._secret_key = value
+
+    @property
+    def from_segment(self):
+        return self._from_segment
+
+    @from_segment.setter
+    def from_segment(self, value):
+        self._from_segment = value
+
+    @property
+    def to_segment(self):
+        return self._to_segment
+
+    @to_segment.setter
+    def to_segment(self, value):
+        self._to_segment = value
+
+    @property
+    def currency(self):
+        return self._currency
+
+    @currency.setter
+    def currency(self, value):
+        self._currency = value
+
+    @property
+    def amount(self):
+        return self._amount
+
+    @amount.setter
+    def amount(self, value):
+        self._amount = value
+
+    @property
+    def limit(self):
+        return self._limit
+
+    @limit.setter
+    def limit(self, value):
+        self._limit = value
+
+    def to_openapi_dict(self):
+        params = super().to_openapi_dict()
+        if self._id:
+            params['id'] = self._id
+        if self._account:
+            params['account'] = self._account
+        if self._secret_key:
+            params['secret_key'] = self._secret_key
+        if self._from_segment:
+            params['from_segment'] = self._from_segment
+        if self._to_segment:
+            params['to_segment'] = self._to_segment
+        if self._currency:
+            params['currency'] = self._currency
+        if self._amount:
+            params['amount'] = self._amount
+        if self._limit:
+            params['limit'] = self._limit
+        return params
+
+
+class ForexTradeOrderParams(BaseParams):
+    def __init__(self):
+        super().__init__()
+        self._account = None
+        self._secret_key = None
+        self._source_currency = None
+        self._source_amount = None
+        self._target_currency = None
+        self._seg_type = None
+        self._external_id = None
+        self._time_in_force = None
+
+    @property
+    def account(self):
+        return self._account
+
+    @account.setter
+    def account(self, value):
+        self._account = value
+
+    @property
+    def secret_key(self):
+        return self._secret_key
+
+    @secret_key.setter
+    def secret_key(self, value):
+        self._secret_key = value
+
+    @property
+    def source_currency(self):
+        return self._source_currency
+
+    @source_currency.setter
+    def source_currency(self, value):
+        self._source_currency = value
+
+    @property
+    def source_amount(self):
+        return self._source_amount
+
+    @source_amount.setter
+    def source_amount(self, value):
+        self._source_amount = value
+
+    @property
+    def target_currency(self):
+        return self._target_currency
+
+    @target_currency.setter
+    def target_currency(self, value):
+        self._target_currency = value
+
+    @property
+    def seg_type(self):
+        return self._seg_type
+
+    @seg_type.setter
+    def seg_type(self, value):
+        self._seg_type = value
+
+    @property
+    def external_id(self):
+        return self._external_id
+
+    @external_id.setter
+    def external_id(self, value):
+        self._external_id = value
+
+    @property
+    def time_in_force(self):
+        return self._time_in_force
+
+    @time_in_force.setter
+    def time_in_force(self, value):
+        self._time_in_force = value
+
+    def to_openapi_dict(self):
+        params = super().to_openapi_dict()
+        if self.account:
+            params['account'] = self.account
+        if self.secret_key:
+            params['secret_key'] = self.secret_key
+        if self.source_currency:
+            params['source_currency'] = self.source_currency
+        if self.source_amount:
+            params['source_amount'] = self.source_amount
+        if self.target_currency:
+            params['target_currency'] = self.target_currency
+        if self.seg_type:
+            params['seg_type'] = self.seg_type
+        if self.external_id:
+            params['external_id'] = self.external_id
+        if self.time_in_force:
+            params['time_in_force'] = self.time_in_force
         return params

tigeropen/trade/response/forex_order_response.py

@@ -0,0 +1,20 @@
+# -*- coding: utf-8 -*-
+# 
+# @Date    : 2023/3/28
+# @Author  : sukai
+from tigeropen.common.response import TigerResponse
+from tigeropen.trade.response.orders_response import OrdersResponse
+
+
+class ForexOrderResponse(TigerResponse):
+    def __init__(self):
+        super(ForexOrderResponse, self).__init__()
+        self._is_success = None
+
+    def parse_response_content(self, response_content):
+        response = super(ForexOrderResponse, self).parse_response_content(response_content)
+        if 'is_success' in response:
+            self._is_success = response['is_success']
+        if self.data:
+            self.data = OrdersResponse.parse_order(self.data)
+

tigeropen/trade/response/orders_response.py

@@ -22,7 +22,8 @@
                         'contractId': 'contract_id', 'algoStrategy': 'algo_strategy',
                         'trailStopPrice': 'trail_stop_price', 'trailingPercent': 'trailing_percent',
                         'percentOffset': 'percent_offset', 'identifier': 'identifier', 'algoParameters': 'algo_params',
-                        'userMark': 'user_mark', 'updateTime': 'update_time', 'expireTime': 'expire_time'
+                        'userMark': 'user_mark', 'updateTime': 'update_time', 'expireTime': 'expire_time',
+                        'canModify': 'can_modify'
                         }
 
 
@@ -104,14 +105,16 @@ def parse_order(item, secret_key=None):
         attr_desc = order_fields.get('attr_desc')
         source = order_fields.get('source')
         user_mark = order_fields.get('user_mark')
+        can_modify = order_fields.get('can_modify')
 
         order = Order(account, contract, action, order_type, quantity, limit_price=limit_price, 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,
                       filled=filled, avg_fill_price=avg_fill_price, commission=commission,
                       realized_pnl=realized_pnl, id=id_, order_id=order_id, parent_id=parent_id,
                       algo_params=algo_params, liquidation=liquidation, algo_strategy=algo_strategy, discount=discount,
-                      attr_desc=attr_desc, source=source, user_mark=user_mark, expire_time=expire_time)
+                      attr_desc=attr_desc, source=source, user_mark=user_mark, expire_time=expire_time,
+                      can_modify=can_modify)
         if 'order_time' in order_fields:
             order.order_time = order_fields.get('order_time')
         if 'trade_time' in order_fields: