Merge branch 'dev' into 'master'

Dev-master

See merge request server/openapi/openapi-python-sdk!73

Author: tigersk

.gitignore

@@ -1,10 +1,142 @@
+# Byte-compiled / optimized / DLL files
 __pycache__/
 *.py[cod]
+*$py.class
 
+# C extensions
+*.so
+
+# Distribution / packaging
+.Python
 build/
+develop-eggs/
 dist/
+downloads/
 eggs/
-*.egg-info
+.eggs/
+lib/
+lib64/
+parts/
+sdist/
+var/
+wheels/
+share/python-wheels/
+*.egg-info/
+.installed.cfg
+*.egg
+MANIFEST
+
+# PyInstaller
+#  Usually these files are written by a python script from a template
+#  before PyInstaller builds the exe, so as to inject date/other infos into it.
+*.manifest
+*.spec
+
+# Installer logs
+pip-log.txt
+pip-delete-this-directory.txt
+
+# Unit test / coverage reports
+htmlcov/
+.tox/
+.nox/
+.coverage
+.coverage.*
+.cache
+nosetests.xml
+coverage.xml
+*.cover
+*.py,cover
+.hypothesis/
+.pytest_cache/
+cover/
+
+# Translations
+*.mo
+*.pot
+
+# Django stuff:
+*.log
+local_settings.py
+db.sqlite3
+db.sqlite3-journal
+
+# Flask stuff:
+instance/
+.webassets-cache
+
+# Scrapy stuff:
+.scrapy
+
+# Sphinx documentation
+docs/_build/
+
+# PyBuilder
+.pybuilder/
+target/
+
+# Jupyter Notebook
+.ipynb_checkpoints
+
+# IPython
+profile_default/
+ipython_config.py
+
+# pyenv
+#   For a library or package, you might want to ignore these files since the code is
+#   intended to run in multiple environments; otherwise, check them in:
+# .python-version
+
+# pipenv
+#   According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
+#   However, in case of collaboration, if having platform-specific dependencies or dependencies
+#   having no cross-platform support, pipenv may install dependencies that don't work, or not
+#   install all needed dependencies.
+#Pipfile.lock
+
+# PEP 582; used by e.g. github.com/David-OConnor/pyflow
+__pypackages__/
+
+# Celery stuff
+celerybeat-schedule
+celerybeat.pid
+
+# SageMath parsed files
+*.sage.py
+
+# Environments
+.env
+.venv
+env/
+venv/
+ENV/
+env.bak/
+venv.bak/
+
+# Spyder project settings
+.spyderproject
+.spyproject
+
+# Rope project settings
+.ropeproject
+
+# mkdocs documentation
+/site
+
+# mypy
+.mypy_cache/
+.dmypy.json
+dmypy.json
+
+# Pyre type checker
+.pyre/
+
+# pytype static type analyzer
+.pytype/
+
+# Cython debug symbols
+cython_debug/
 
 .idea
 .DS_Store
+

setup.py

@@ -12,7 +12,7 @@
 
 setup(
     name='tigeropen',
-    version='1.4.0',
+    version='1.4.1',
     description='TigerBrokers Open API',
     packages=find_packages(exclude=[]),
     author='TigerBrokers',

tigeropen/examples/client_config.py

@@ -18,10 +18,10 @@ def get_client_config():
     client_config = TigerOpenClientConfig(sandbox_debug=is_sandbox)
     client_config.private_key = read_private_key('your private key file path')
     client_config.tiger_id = 'your tiger id'
-    client_config.account = 'your account'  # 环球账户.
-    # 只使用一个账户时，不论是环球账户, 标准账户或是模拟账户, 都填在 client_config.account 下, 默认只会使用这里的账户.
+    client_config.account = 'your account'  # 账户. 不论是环球账户, 综合账户或是模拟账户, 都填在此处
     # standard_account 属性和 paper_account 属性只是为多账户时取用方便, 一般可忽略
-    client_config.standard_account = None  # 标准账户
-    client_config.paper_account = None  # 模拟账户
+    client_config.standard_account = None
+    client_config.paper_account = None
+    client_config.secret_key = None  # 机构交易员专有密钥 (机构用户需要填写, 个人开发者无需填写)
     client_config.language = Language.en_US
     return client_config

tigeropen/tiger_open_config.py

@@ -36,16 +36,18 @@ class TigerOpenClientConfig(object):
     def __init__(self, sandbox_debug=False):
         # 开发者应用id
         self._tiger_id = ''
-        # 授权账户(环球账户，推荐)
+        # 授权账户
         self._account = ''
-        # 标准账户
+        # 综合账户
         self._standard_account = ''
         # 模拟账户
         self._paper_account = ''
         # 开发者应用私钥
         self._private_key = ''
         # 请求签名类型，推荐RSA2
         self._sign_type = SIGN_TYPE
+        # 机构交易员专有密钥
+        self._secret_key = ''
 
         # 老虎证券开放平台网关地址
         self._server_url = SERVER_URL
@@ -162,24 +164,33 @@ def timeout(self):
     def timeout(self, value):
         self._timeout = value
 
+    @property
+    def secret_key(self):
+        return self._secret_key
+
+    @secret_key.setter
+    def secret_key(self, value):
+        self._secret_key = value
+
 
 def get_client_config(private_key_path, tiger_id, account, standard_account=None, paper_account=None,
                       sandbox_debug=False, sign_type=None, timeout=None, language=None, charset=None,
-                      server_url=None, socket_host_port=None):
+                      server_url=None, socket_host_port=None, secret_key=None):
     """
     生成客户端配置
     :param private_key_path: 私钥文件路径, 如 '/Users/tiger/.ssh/rsa_private_key.pem'
     :param tiger_id: 开发者应用 id
-    :param account: 授权账户 (必填. 作为发送请求时的默认账户)
-    :param standard_account:
-    :param paper_account:
+    :param account: 授权账户 (必填. 作为发送请求时的默认账户. 不论是环球账户, 综合账户或是模拟账户, 都使用此参数)
+    :param standard_account: 多账户时可将综合账户填在此处, 一般可忽略
+    :param paper_account: 多账户时可将模拟账户填在此处, 一般可忽略
     :param sandbox_debug: 是否请求 sandbox 环境
     :param sign_type: 签名类型
     :param timeout: 请求超时时间, 单位秒
     :param language: 语言, 取值为 tigeropen.common.consts.Language 中的枚举类型
     :param charset: 字符集编码
     :param server_url: 网关地址
     :param socket_host_port: 推送长连接的域名端口, 值为协议, 域名, 端口构成的三元组
+    :param secret_key: 机构交易员专有密钥 (个人开发者无需指定)
     :return:
     """
     config = TigerOpenClientConfig(sandbox_debug=sandbox_debug)
@@ -202,5 +213,7 @@ def get_client_config(private_key_path, tiger_id, account, standard_account=None
         config.server_url = server_url
     if socket_host_port:
         config.socket_host_port = socket_host_port
+    if secret_key:
+        config.secret_key = secret_key
     return config
 

tigeropen/trade/domain/contract.py

@@ -11,19 +11,23 @@ class Contract(object):
     def __init__(self, symbol, currency, contract_id=None, sec_type=None, exchange=None, origin_symbol=None,
                  local_symbol=None, expiry=None, strike=None, put_call=None, multiplier=None, name=None,
                  short_margin=None, short_fee_rate=None, shortable=None, long_initial_margin=None,
-                 long_maintenance_margin=None, contract_month=None, identifier=None):
+                 long_maintenance_margin=None, contract_month=None, identifier=None, primary_exchange=None,
+                 market=None, min_tick=None, trading_class=None, status=None, continuous=None, trade=None,
+                 last_trading_date=None, first_notice_date=None, last_bidding_close_time=None):
         self.contract_id = contract_id
         self.symbol = symbol
         self.currency = currency
         self.sec_type = sec_type
         self.exchange = exchange
         self.origin_symbol = origin_symbol
         self.local_symbol = local_symbol
+        # 到期日
         self.expiry = expiry
         # 行权价
         self.strike = strike
         # 看跌/看涨
         self.put_call = put_call
+        self.right = self.put_call
         # 合约乘数
         self.multiplier = multiplier
         # 合约名称
@@ -42,6 +46,26 @@ def __init__(self, symbol, currency, contract_id=None, sec_type=None, exchange=N
         self.contract_month = contract_month
         # 合约标识符
         self.identifier = identifier
+        # 股票上市交易所
+        self.primary_exchange = primary_exchange
+        # 市场
+        self.market = market
+        # 最小报价单位
+        self.min_tick = min_tick
+        # 合约的交易级别名称
+        self.trading_class = trading_class
+        # 状态
+        self.status = status
+        # 期货专有，是否连续合约
+        self.continuous = continuous
+        # 期货专有，是否可交易
+        self.trade = trade
+        # 期货专有，最后交易日
+        self.last_trading_date = last_trading_date
+        # 期货专有，第一通知日，合约在第一通知日后无法开多仓. 已有的多仓会在第一通知日之前（通常为前三个交易日）被强制平仓
+        self.first_notice_date = first_notice_date
+        # 期货专有，竞价截止时间
+        self.last_bidding_close_time = last_bidding_close_time
 
     def __repr__(self):
         identifier = self.identifier if self.identifier else self.symbol

tigeropen/trade/domain/order.py

@@ -11,17 +11,18 @@
 ALGO_PARAMS_TAG_MAP = {'noTakeLiq': 'no_take_liq', 'startTime': 'start_time', 'endTime': 'end_time',
                        'participationRate': 'participation_rate', 'allowPastEndTime': 'allow_past_end_time'}
 
+
 class Order(object):
     __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"]
+                 "order_type", "time_in_force", "outside_rth", "order_legs", "algo_params", "secret_key"]
 
     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,
                  outside_rth=None, filled=0, avg_fill_price=0, commission=None, realized_pnl=None,
                  id=None, order_id=None, parent_id=None, order_time=None, trade_time=None, order_legs=None,
-                 algo_params=None):
+                 algo_params=None, secret_key=None):
         """
         - account: 订单所属的账户
         - id: 全局订单 id
@@ -49,6 +50,7 @@ def __init__(self, account, contract, action, order_type, quantity, limit_price=
         - remaining: 未成交的数量
         - order_legs: 附加订单列表
         - algo_params: 算法订单参数
+        - secret_key: 机构交易员专有密钥
         """
 
         self.id = id
@@ -77,6 +79,7 @@ def __init__(self, account, contract, action, order_type, quantity, limit_price=
         self.trade_time = trade_time
         self.order_legs = order_legs
         self.algo_params = algo_params
+        self.secret_key = secret_key
 
     def to_dict(self):
         dct = {name: getattr(self, name) for name in self.__slots__ if name not in ORDER_FIELDS_TO_IGNORE}