modified: tigeropen/common/util/contract_utils.py

	modified:   tigeropen/push/push_client.py
	modified:   tigeropen/trade/domain/contract.py
	modified:   tigeropen/trade/domain/order.py
	modified:   tigeropen/trade/response/__init__.py
	modified:   tigeropen/trade/response/contracts_response.py

Author: Kai Su

tigeropen/common/util/contract_utils.py

@@ -26,9 +26,9 @@ def option_contract(identifier, multiplier=100, currency='USD'):
                     multiplier=multiplier)
 
 
-def future_contract(symbol, currency, expiry, exchange, multiplier=None, local_symbol=None):
-    return Contract(symbol, currency, sec_type='FUT', expiry=expiry, exchange=exchange, multiplier=multiplier,
-                    local_symbol=local_symbol)
+def future_contract(symbol, currency, expiry=None, exchange=None, contract_month=None, multiplier=None, local_symbol=None):
+    return Contract(symbol, currency, sec_type='FUT', expiry=expiry, exchange=exchange, contract_month=contract_month,
+                    multiplier=multiplier, local_symbol=local_symbol)
 
 
 def future_option_contract(symbol, currency, expiry, strike, put_call, multiplier=None, local_symbol=None,

tigeropen/push/push_client.py

@@ -36,7 +36,7 @@
                           'unrealizedPnl': 'unrealized_pnl', 'secType': 'sec_type', 'localSymbol': 'local_symbol',
                           'originSymbol': 'origin_symbol', 'contractId': 'contract_id', 'symbol': 'symbol',
                           'currency': 'currency', 'strike': 'strike', 'expiry': 'expiry', 'right': 'right',
-                          'segment': 'segment'}
+                          'segment': 'segment', 'identifier': 'identifier'}
 
 ORDER_KEYS_MAPPINGS = {'parentId': 'parent_id', 'orderId': 'order_id', 'orderType': 'order_type',
                        'limitPrice': 'limit_price', 'auxPrice': 'aux_price', 'avgFillPrice': 'avg_fill_price',
@@ -47,7 +47,7 @@
                        'latestTime': 'trade_time', 'contractId': 'contract_id', 'trailStopPrice': 'trail_stop_price',
                        'trailingPercent': 'trailing_percent', 'percentOffset': 'percent_offset', 'action': 'action',
                        'status': 'status', 'currency': 'currency', 'remaining': 'remaining', 'id': 'id',
-                       'segment': 'segment'}
+                       'segment': 'segment', 'identifier': 'identifier'}
 
 if sys.platform == 'linux' or sys.platform == 'linux2':
     KEEPALIVE = True

tigeropen/trade/domain/contract.py

@@ -10,7 +10,7 @@ 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):
+                 long_maintenance_margin=None, contract_month=None):
         self.contract_id = contract_id
         self.symbol = symbol
         self.currency = currency
@@ -28,6 +28,7 @@ def __init__(self, symbol, currency, contract_id=None, sec_type=None, exchange=N
         self.shortable = shortable
         self.long_initial_margin = long_initial_margin
         self.long_maintenance_margin = long_maintenance_margin
+        self.contract_month = contract_month
 
     def __repr__(self):
         if self.symbol:

tigeropen/trade/domain/order.py

@@ -19,7 +19,7 @@ class Order(object):
     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):
+                 id=None, order_id=None, parent_id=None, order_time=None, trade_time=None):
         """
         - account: 订单所属的账户
         - id: 全局订单 id
@@ -69,8 +69,8 @@ def __init__(self, account, contract, action, order_type, quantity, limit_price=
         self.trail_stop_price = trail_stop_price
         self.trailing_percent = trailing_percent
         self.percent_offset = percent_offset
-        self.order_time = None
-        self.trade_time = None
+        self.order_time = order_time
+        self.trade_time = trade_time
 
     def to_dict(self):
         dct = {name: getattr(self, name) for name in self.__slots__ if name not in ORDER_FIELDS_TO_IGNORE}

tigeropen/trade/response/__init__.py

@@ -7,5 +7,5 @@
 
 CONTRACT_FIELDS = set(['symbol', 'market', 'multiplier', 'sec_type', 'currency', 'local_symbol', 'origin_symbol',
                        'expiry', 'strike', 'right', 'contract_id', 'exchange', 'name', 'short_margin', 'short_fee_rate',
-                       'shortable', 'long_initial_margin', 'long_maintenance_margin'])
+                       'shortable', 'long_initial_margin', 'long_maintenance_margin', 'contract_month'])
 

tigeropen/trade/response/contracts_response.py

@@ -14,7 +14,7 @@
 CONTRACT_FIELD_MAPPINGS = {'secType': 'sec_type', 'localSymbol': 'local_symbol', 'originSymbol': 'origin_symbol',
                            'conid': 'contract_id', 'contractId': 'contract_id', 'lastTradingDate': 'expiry',
                            'shortMargin': 'short_margin', 'shortFeeRate': 'short_fee_rate',
-                           'longInitialMargin': 'long_initial_margin',
+                           'longInitialMargin': 'long_initial_margin', 'contractMonth': 'contract_month',
                            'longMaintenanceMargin': 'long_maintenance_margin'}
 
 
@@ -60,11 +60,11 @@ def parse_response_content(self, response_content):
                     shortable = contract_fields.get('shortable')
                     long_initial_margin = contract_fields.get('long_initial_margin')
                     long_maintenance_margin = contract_fields.get('long_maintenance_margin')
-
+                    contract_month = contract_fields.get('contract_month')
                     contract = Contract(symbol, currency, contract_id=contract_id, sec_type=sec_type, exchange=exchange,
                                         origin_symbol=origin_symbol, local_symbol=local_symbol, expiry=expiry,
                                         strike=strike, put_call=put_call, multiplier=multiplier, name=name,
                                         short_margin=short_margin, short_fee_rate=short_fee_rate, shortable=shortable,
-                                        long_initial_margin=long_initial_margin,
+                                        long_initial_margin=long_initial_margin, contract_month=contract_month,
                                         long_maintenance_margin=long_maintenance_margin)
                     self.contracts.append(contract)