Merge pull request #44 from tigerfintech/feature_prime_assets

add TradeClient.get_prime_assets api

Author: hotea

CHANGELOG.md

@@ -1,3 +1,7 @@
+## 2.0.4 (2021-12-08)
+### New
+- 综合/模拟账户查询资产接口 TradeClient.get_prime_assets
+
 ## 2.0.3 (2021-12-01)
 ### New
 - 期权链查询接口支持过滤 QuoteClient.get_option_chain 

tigeropen/__init__.py

@@ -4,4 +4,4 @@
 
 @author: gaoan
 """
-__VERSION__ = '2.0.3'
+__VERSION__ = '2.0.4'

tigeropen/common/consts/service_types.py

@@ -16,6 +16,7 @@
 """
 ACCOUNTS = "accounts"
 ASSETS = "assets"
+PRIME_ASSETS = "prime_assets"
 POSITIONS = "positions"
 ORDERS = "orders"
 ACTIVE_ORDERS = "active_orders"  # 待成交订单

tigeropen/common/util/string_utils.py

@@ -19,3 +19,10 @@ def add_start_end(key, start_marker, end_marker):
 
 def camel_to_underline(hunp_str):
     return re.sub(CAMEL_PATTERN, r'\1_\2', hunp_str).lower()
+
+
+def camel_to_underline_obj(d):
+    if isinstance(d, list):
+        return [camel_to_underline_obj(i) if isinstance(i, (dict, list)) else i for i in d]
+    return {camel_to_underline(k): camel_to_underline_obj(v) if isinstance(v, (dict, list)) else v
+            for k, v in d.items()}

tigeropen/examples/trade_client_demo.py

@@ -64,6 +64,8 @@ def get_account_apis():
     openapi_client.get_positions()
     # 获取资产
     openapi_client.get_assets()
+    # 综合/模拟账户获取资产
+    openapi_client.get_prime_assets()
 
 
 def trade_apis():

tigeropen/trade/domain/prime_account.py

@@ -0,0 +1,98 @@
+# -*- coding: utf-8 -*-
+# 
+# @Date    : 2021/12/2
+# @Author  : sukai
+MODEL_REPR = '{}({})'
+
+
+class PortfolioAccount:
+    """
+    prime/paper account assets
+    """
+    def __init__(self, account, update_timestamp=None):
+        """
+        :param account:
+        :param update_timestamp: asset update timestamp in milliseconds.
+        """
+        self.account = account
+        self.update_timestamp = update_timestamp
+        self._segments = dict()
+
+    @property
+    def segments(self):
+        """account information by contract type
+        :return: dict with two keys, 'S' for stocks， 'C' for commodity futures；
+        """
+        return self._segments
+
+    def add_segment(self, segment):
+        if segment.category not in self._segments:
+            self._segments[segment.category] = segment
+            return segment
+        else:
+            return self._segments.get(segment.category)
+
+    def __repr__(self):
+        d = {'account': self.account, 'update_timestamp': self.update_timestamp, 'segments': self.segments}
+        return MODEL_REPR.format(self.__class__.__name__, d)
+
+
+class Segment:
+    def __init__(self):
+        self.currency = None
+        self.capability = None
+        self.category = None
+        self.cash_balance = float('inf')
+        self.cash_available_for_trade = float('inf')
+        self.cash_available_for_withdrawal = float('inf')
+        self.gross_position_value = float('inf')
+        self.equity_with_loan = float('inf')
+        self.net_liquidation = float('inf')
+        self.init_margin = float('inf')
+        self.maintain_margin = float('inf')
+        self.overnight_margin = float('inf')
+        self.unrealized_pl = float('inf')
+        self.realized_pl = float('inf')
+        self.excess_liquidation = float('inf')
+        self.overnight_liquidation = float('inf')
+        self.buying_power = float('inf')
+        self.leverage = float('inf')
+        self._currency_assets = dict()
+
+    @property
+    def currency_assets(self):
+        return self._currency_assets
+
+    def add_currency_asset(self, asset):
+        if asset.currency not in self._currency_assets:
+            self._currency_assets[asset.currency] = asset
+            return asset
+        else:
+            return self._currency_assets.get(asset.currency)
+
+    def __repr__(self):
+        d = {k: v for k, v in self.__dict__.items() if not k.startswith('_')}
+        d['currency_assets'] = self.currency_assets
+        return MODEL_REPR.format(self.__class__.__name__, d)
+
+
+class CurrencyAsset:
+    def __init__(self):
+        self.currency = None
+        self.cash_balance = float('inf')
+        self.cash_available_for_trade = float('inf')
+        self.gross_position_value = float('inf')
+        self.stock_market_value = float('inf')
+        self.futures_market_value = float('inf')
+        self.option_market_value = float('inf')
+        self.unrealized_pl = float('inf')
+        self.realized_pl = float('inf')
+
+    @staticmethod
+    def from_dict(d):
+        currency_asset = CurrencyAsset()
+        currency_asset.__dict__.update(d)
+        return currency_asset
+
+    def __repr__(self):
+        return MODEL_REPR.format(self.__class__.__name__, self.__dict__)

tigeropen/trade/response/prime_assets_response.py

@@ -0,0 +1,36 @@
+# -*- coding: utf-8 -*-
+#
+# @Date    : 2021/12/2
+# @Author  : sukai
+
+from tigeropen.common.response import TigerResponse
+from tigeropen.trade.domain.prime_account import PortfolioAccount, Segment, CurrencyAsset
+from tigeropen.common.util.string_utils import camel_to_underline, camel_to_underline_obj
+
+
+class PrimeAssetsResponse(TigerResponse):
+    def __init__(self):
+        super(PrimeAssetsResponse, self).__init__()
+        self.assets = None
+        self._is_success = None
+
+    def parse_response_content(self, response_content):
+        response = super(PrimeAssetsResponse, self).parse_response_content(response_content)
+        if 'is_success' in response:
+            self._is_success = response['is_success']
+
+        if self.data:
+            assets = PortfolioAccount(self.data.get('accountId'), self.data.get('updateTimestamp'))
+
+            for segment_data in self.data.get('segments', list()):
+                segment = Segment()
+                for key, value in segment_data.items():
+                    if key == 'currencyAssets':
+                        currency_assets = camel_to_underline_obj(value)
+                        [segment.add_currency_asset(CurrencyAsset.from_dict(i)) for i in currency_assets]
+                    else:
+                        setattr(segment, camel_to_underline(key), value)
+                assets.add_segment(segment)
+            self.assets = assets
+
+

tigeropen/trade/trade_client.py

@@ -8,7 +8,8 @@
 
 from tigeropen.common.consts import THREAD_LOCAL, SecurityType, Market, Currency
 from tigeropen.common.consts.service_types import CONTRACTS, ACCOUNTS, POSITIONS, ASSETS, ORDERS, ORDER_NO, \
-    CANCEL_ORDER, MODIFY_ORDER, PLACE_ORDER, ACTIVE_ORDERS, INACTIVE_ORDERS, FILLED_ORDERS, CONTRACT, PREVIEW_ORDER
+    CANCEL_ORDER, MODIFY_ORDER, PLACE_ORDER, ACTIVE_ORDERS, INACTIVE_ORDERS, FILLED_ORDERS, CONTRACT, PREVIEW_ORDER, \
+    PRIME_ASSETS
 from tigeropen.common.exceptions import ApiException
 from tigeropen.quote.request import OpenApiRequest
 from tigeropen.tiger_open_client import TigerOpenClient
@@ -22,6 +23,7 @@
 from tigeropen.trade.response.order_preview_response import PreviewOrderResponse
 from tigeropen.trade.response.orders_response import OrdersResponse
 from tigeropen.trade.response.positions_response import PositionsResponse
+from tigeropen.trade.response.prime_assets_response import PrimeAssetsResponse
 
 
 class TradeClient(TigerOpenClient):
@@ -241,6 +243,27 @@ def get_assets(self, account=None, sub_accounts=None, segment=False, market_valu
 
         return None
 
+    def get_prime_assets(self, account=None):
+        """
+        get prime account assets
+        :param account:
+        :return: tigeropen.trade.domain.prime_account.PortfolioAccount
+        """
+        params = AssetParams()
+        params.account = account if account else self._account
+        params.secret_key = self._secret_key
+
+        request = OpenApiRequest(PRIME_ASSETS, biz_model=params)
+        response_content = self.__fetch_data(request)
+        if response_content:
+            response = PrimeAssetsResponse()
+            response.parse_response_content(response_content)
+            if response.is_success():
+                return response.assets
+            else:
+                raise ApiException(response.code, response.message)
+        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):
         """