Merge pull request #42 from tigerfintech/fix_unsubscribe_depth_quote

fix depth quote unsubscribe; remove config standard_account/paper_account

Author: hotea

setup.py

@@ -5,15 +5,16 @@
 @author: gaoan
 """
 from os import path
-
 from setuptools import find_packages, setup
+from tigeropen import __VERSION__
+
 
 with open(path.join(path.abspath(path.dirname(__file__)), 'requirements.txt')) as f:
     install_requires = f.read()
 
 setup(
     name='tigeropen',
-    version='2.0.1',
+    version=__VERSION__,
     description='TigerBrokers Open API',
     packages=find_packages(exclude=[]),
     author='TigerBrokers',

tigeropen/__init__.py

@@ -3,4 +3,5 @@
 Created on 2018/9/16
 
 @author: gaoan
-"""
+"""
+__VERSION__ = '2.0.2'

tigeropen/common/consts/params.py

@@ -14,6 +14,8 @@
 P_VERSION = "version"
 P_NOTIFY_URL = "notify_url"
 P_DEVICE_ID = "device_id"
+P_SDK_VERSION = "sdk-version"
+P_SDK_VERSION_PREFIX = "python-"
 
 COMMON_PARAM_KEYS = {P_TIGER_ID, P_METHOD, P_CHARSET, P_SIGN_TYPE, P_SIGN, P_TIMESTAMP, P_VERSION, P_NOTIFY_URL,
                      P_DEVICE_ID}

tigeropen/examples/client_config.py

@@ -18,10 +18,7 @@ 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'  # 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
-    client_config.paper_account = None
+    client_config.account = 'your account'
     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/push/push_client.py

@@ -12,7 +12,9 @@
 import stomp
 from stomp.exception import ConnectFailedException
 
+from tigeropen import __VERSION__
 from tigeropen.common.consts import OrderStatus
+from tigeropen.common.consts.params import P_SDK_VERSION, P_SDK_VERSION_PREFIX
 from tigeropen.common.consts.push_destinations import QUOTE, QUOTE_DEPTH, QUOTE_FUTURE, QUOTE_OPTION, TRADE_ASSET, \
     TRADE_ORDER, TRADE_POSITION
 from tigeropen.common.consts.push_types import RequestType, ResponseType
@@ -107,7 +109,7 @@ def _connect(self):
         self._stomp_connection.set_listener('push', self)
         self._stomp_connection.start()
         try:
-            self._stomp_connection.connect(self._tiger_id, self._sign, wait=True)
+            self._stomp_connection.connect(self._tiger_id, self._sign, wait=True, headers=self._generate_headers())
         except ConnectFailedException as e:
             raise e
 
@@ -241,6 +243,8 @@ def on_message(self, headers, body):
     def on_error(self, headers, body):
         if self.error_callback:
             self.error_callback(body)
+        else:
+            logging.error(body)
 
     def _update_subscribe_id(self, destination):
         self._destination_counter_map[destination] += 1
@@ -341,7 +345,7 @@ def query_subscribed_quote(self):
         查询已订阅行情的合约
         :return:
         """
-        headers = dict()
+        headers = self._generate_headers()
         headers['destination'] = QUOTE
         headers['req-type'] = RequestType.REQ_SUB_SYMBOLS.value
         self._stomp_connection.send(QUOTE, "{}", headers=headers)
@@ -358,7 +362,7 @@ def unsubscribe_depth_quote(self, symbols=None, id=None):
         退订深度行情更新
         :return:
         """
-        self._handle_quote_unsubscribe(destination=QUOTE_DEPTH, subscription='AskBid', sub_id=id, symbols=symbols)
+        self._handle_quote_unsubscribe(destination=QUOTE_DEPTH, subscription='QuoteDepth', sub_id=id, symbols=symbols)
 
     def _handle_trade_subscribe(self, destination, subscription, account=None, extra_headers=None):
         if extra_headers is None:
@@ -385,25 +389,28 @@ def _handle_quote_unsubscribe(self, destination, subscription, sub_id=None, symb
                                  extra_headers=extra_headers)
 
     def _handle_subscribe(self, destination, subscription, extra_headers=None):
-        headers = dict()
+        headers = self._generate_headers(extra_headers)
         headers['destination'] = destination
         headers['subscription'] = subscription
         self._update_subscribe_id(destination)
         sub_id = self._get_subscribe_id(destination)
         headers['id'] = sub_id
 
-        if extra_headers is not None:
-            headers.update(extra_headers)
         self._stomp_connection.subscribe(destination, id=sub_id, headers=headers)
         return sub_id
 
     def _handle_unsubscribe(self, destination, subscription, sub_id=None, extra_headers=None):
-        headers = dict()
+        headers = self._generate_headers(extra_headers)
         headers['destination'] = destination
         headers['subscription'] = subscription
         id_ = sub_id if sub_id is not None else self._get_subscribe_id(destination)
         headers['id'] = id_
-        if extra_headers:
-            headers.update(extra_headers)
 
         self._stomp_connection.unsubscribe(id=id_, headers=headers)
+
+    def _generate_headers(self, extra_headers=None):
+        headers = {P_SDK_VERSION: P_SDK_VERSION_PREFIX + __VERSION__}
+        if extra_headers is not None:
+            headers.update(extra_headers)
+        return headers
+

tigeropen/tiger_open_config.py

@@ -38,10 +38,6 @@ def __init__(self, sandbox_debug=False):
         self._tiger_id = ''
         # 授权账户
         self._account = ''
-        # 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
@@ -83,22 +79,6 @@ def account(self):
     @account.setter
     def account(self, value):
         self._account = value
-
-    @property
-    def standard_account(self):
-        return self._standard_account
-
-    @standard_account.setter
-    def standard_account(self, value):
-        self._standard_account = value
-
-    @property
-    def paper_account(self):
-        return self._paper_account
-
-    @paper_account.setter
-    def paper_account(self, value):
-        self._paper_account = value
 
     @property
     def sign_type(self):
@@ -173,16 +153,13 @@ 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, secret_key=None):
+def get_client_config(private_key_path, tiger_id, account, sandbox_debug=False, sign_type=None, timeout=None,
+                      language=None, charset=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. 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
@@ -197,10 +174,6 @@ def get_client_config(private_key_path, tiger_id, account, standard_account=None
     config.private_key = read_private_key(private_key_path)
     config.tiger_id = tiger_id
     config.account = account
-    if standard_account:
-        config.standard_account = standard_account
-    if paper_account:
-        config.paper_account = paper_account
     if sign_type:
         config.sign_type = sign_type
     if timeout:

tigeropen/trade/trade_client.py

@@ -31,14 +31,10 @@ def __init__(self, client_config, logger=None):
         super(TradeClient, self).__init__(client_config, logger=logger)
         if client_config:
             self._account = client_config.account
-            self._standard_account = client_config.standard_account
-            self._paper_account = client_config.paper_account
             self._lang = client_config.language
             self._secret_key = client_config.secret_key
         else:
             self._account = None
-            self._standard_account = None
-            self._paper_account = None
             self._secret_key = None
 
     def get_managed_accounts(self, account=None):