get orders sort_by param

Author: tigersk

tigeropen/common/consts/__init__.py

@@ -140,3 +140,9 @@ class IndustryLevel(Enum):
     GGROUP = 'GGROUP'
     GIND = 'GIND'
     GSUBIND = 'GSUBIND'
+
+
+@unique
+class OrderSortBy(Enum):
+    LATEST_CREATED = 'LATEST_CREATED'
+    LATEST_STATUS_UPDATED = 'LATEST_STATUS_UPDATED'

tigeropen/trade/request/model.py

@@ -437,6 +437,7 @@ def __init__(self):
         self._limit = None
         self._states = None
         self._parent_id = None
+        self._sort_by = None
 
     @property
     def account(self):
@@ -534,6 +535,14 @@ def parent_id(self):
     def parent_id(self, value):
         self._parent_id = value
 
+    @property
+    def sort_by(self):
+        return self._sort_by
+
+    @sort_by.setter
+    def sort_by(self, value):
+        self._sort_by = value
+
     def to_openapi_dict(self):
         params = dict()
         if self.account:
@@ -572,6 +581,9 @@ def to_openapi_dict(self):
         if self.parent_id:
             params['parent_id'] = self.parent_id
 
+        if self.sort_by:
+            params['sort_by'] = self.sort_by
+
         return params
 
 

tigeropen/trade/trade_client.py

@@ -287,7 +287,7 @@ def get_prime_assets(self, account=None):
         return None
 
     def get_orders(self, account=None, sec_type=None, market=Market.ALL, symbol=None, start_time=None, end_time=None,
-                   limit=100, is_brief=False, states=None):
+                   limit=100, is_brief=False, states=None, sort_by=None):
         """
         获取订单列表
         :param account:
@@ -300,6 +300,8 @@ def get_orders(self, account=None, sec_type=None, market=Market.ALL, symbol=None
         :param limit: 每次获取订单的数量
         :param is_brief: 是否返回精简的订单数据
         :param states: 订单状态枚举对象列表, 可选, 若传递则按状态筛选
+        :param sort_by: Field used to sort and filter start_time and end_time，available value can be imported from
+            tigeropen.common.consts.OrderSortBY, like LATEST_CREATED or LATEST_STATUS_UPDATED
         :return: Order 对象构成的列表. Order 对象信息参见 tigeropen.trade.domain.order
         """
         params = OrdersParams()
@@ -313,6 +315,8 @@ def get_orders(self, account=None, sec_type=None, market=Market.ALL, symbol=None
         params.limit = limit
         params.is_brief = is_brief
         params.states = [get_enum_value(state) for state in states] if states else None
+        params.sort_by = get_enum_value(sort_by)
+
         request = OpenApiRequest(ORDERS, biz_model=params)
         response_content = self.__fetch_data(request)
         if response_content:
@@ -325,7 +329,7 @@ def get_orders(self, account=None, sec_type=None, market=Market.ALL, symbol=None
         return None
 
     def get_open_orders(self, account=None, sec_type=None, market=Market.ALL, symbol=None, start_time=None,
-                        end_time=None, parent_id=None):
+                        end_time=None, parent_id=None, sort_by=None):
         """
         获取待成交订单列表. 参数同 get_orders
         :param parent_id: 主订单 order_id
@@ -339,6 +343,7 @@ def get_open_orders(self, account=None, sec_type=None, market=Market.ALL, symbol
         params.start_date = start_time
         params.end_date = end_time
         params.parent_id = parent_id
+        params.sort_by = get_enum_value(sort_by)
         request = OpenApiRequest(ACTIVE_ORDERS, biz_model=params)
         response_content = self.__fetch_data(request)
         if response_content:
@@ -351,7 +356,7 @@ def get_open_orders(self, account=None, sec_type=None, market=Market.ALL, symbol
         return None
 
     def get_cancelled_orders(self, account=None, sec_type=None, market=Market.ALL, symbol=None, start_time=None,
-                             end_time=None):
+                             end_time=None, sort_by=None):
         """
         获取已撤销订单列表. 参数同 get_orders
         """
@@ -363,6 +368,7 @@ def get_cancelled_orders(self, account=None, sec_type=None, market=Market.ALL, s
         params.symbol = symbol
         params.start_date = start_time
         params.end_date = end_time
+        params.sort_by = get_enum_value(sort_by)
         request = OpenApiRequest(INACTIVE_ORDERS, biz_model=params)
         response_content = self.__fetch_data(request)
         if response_content:
@@ -375,7 +381,7 @@ def get_cancelled_orders(self, account=None, sec_type=None, market=Market.ALL, s
         return None
 
     def get_filled_orders(self, account=None, sec_type=None, market=Market.ALL, symbol=None, start_time=None,
-                          end_time=None):
+                          end_time=None, sort_by=None):
         """
         获取已成交订单列表. 参数同 get_orders
         """
@@ -387,6 +393,7 @@ def get_filled_orders(self, account=None, sec_type=None, market=Market.ALL, symb
         params.symbol = symbol
         params.start_date = start_time
         params.end_date = end_time
+        params.sort_by = get_enum_value(sort_by)
         request = OpenApiRequest(FILLED_ORDERS, biz_model=params)
         response_content = self.__fetch_data(request)
         if response_content: