modify order leg

Author: tigersk

tigeropen/common/util/order_utils.py

@@ -74,17 +74,15 @@ def trail_order(account, contract, action, quantity, trailing_percent=None, aux_
     return Order(account, contract, action, 'TRAIL', quantity, trailing_percent=trailing_percent, aux_price=aux_price)
 
 
-def order_leg(type, stop_loss_price=None, stop_loss_tif='DAY', profit_taker_price=None, profit_taker_tif='DAY'):
+def order_leg(leg_type, price, time_in_force='DAY', outside_rth=None):
     """
     附加订单
-    :param type: 附加订单类型. PROFIT 止盈单类型,  LOSS 止损单类型, BRACKETS 括号订单类型(止损和止盈). 必选
-    :param stop_loss_price: 附加止损单价格. type 为 LOSS 或 BRACKETS 时必选
-    :param stop_loss_tif: 附加止损单有效期. 'DAY'（当日有效）和'GTC'（取消前有效 Good-Til-Canceled).
-    :param profit_taker_price: 附加止盈单价格. type 为 PROFIT 或 BRACKETS 时必选
-    :param profit_taker_tif: 附加止盈单有效期. 'DAY'（当日有效）和'GTC'（取消前有效).
+    :param leg_type: 附加订单类型. PROFIT 止盈单类型,  LOSS 止损单类型
+    :param price: 附加订单价格.
+    :param time_in_force: 附加订单有效期. 'DAY'（当日有效）和'GTC'（取消前有效 Good-Til-Canceled).
+    :param outside_rth: 附加订单是否允许盘前盘后交易(美股专属). True 允许, False 不允许.
     """
-    return OrderLeg(type=type, stop_loss_price=stop_loss_price, stop_loss_tif=stop_loss_tif,
-                    profit_taker_price=profit_taker_price, profit_taker_tif=profit_taker_tif)
+    return OrderLeg(leg_type=leg_type, price=price, time_in_force=time_in_force, outside_rth=outside_rth)
 
 
 def limit_order_with_legs(account, contract, action, quantity, limit_price, order_legs=None):
@@ -95,7 +93,7 @@ def limit_order_with_legs(account, contract, action, quantity, limit_price, orde
     :param action: BUY/SELL
     :param quantity:
     :param limit_price: 限价单价格
-    :param order_legs: 附加订单
+    :param order_legs: 附加订单列表
     :return:
     """
     return Order(account, contract, action, 'LMT', quantity, limit_price=limit_price, order_legs=order_legs)

tigeropen/examples/trade_client_demo.py

@@ -98,13 +98,15 @@ def trade_apis():
     print(result)
 
     # 限价单 + 附加订单 (仅主订单为限价单时支持附加订单)
+    stop_loss_order_legs = order_leg('LOSS', 8.0, time_in_force='GTC')  # 附加止损
+    profit_taker_order_legs = order_leg('PROFIT', 12.0, time_in_force='GTC')  # 附加止盈
+
     main_order = openapi_client.create_order(account, contract, 'BUY', 'LMT', quantity=100, limit_price=10.0,
-                                             order_legs=order_leg(type='BRACKETS', stop_loss_price=8.0,
-                                                                  stop_loss_tif='GTC', profit_taker_price=12.0,
-                                                                  profit_taker_tif='GTC'))
+                                             order_legs=[stop_loss_order_legs, profit_taker_order_legs])
     # 本地构造限价单 + 附加订单
-    # main_order = limit_order_with_legs(account, contract, 'BUY', 100, limit_price=10.0, order_legs=order_leg(
-    #     type='LOSS', stop_loss_price=8.0, stop_loss_tif='DAY'))
+    # main_order = limit_order_with_legs(account, contract, 'BUY', 100, limit_price=10.0,
+    # order_legs=[stop_loss_order_legs])
+
     openapi_client.place_order(main_order)
     print(main_order)
     # 查询主订单所关联的附加订单

tigeropen/trade/domain/order.py

@@ -41,11 +41,11 @@ def __init__(self, account, contract, action, order_type, quantity, limit_price=
         - percent_offset: None,
         - order_type: 订单类型, 'MKT' 市价单 / 'LMT' 限价单 / 'STP' 止损单 / 'STP_LMT' 止损限价单 / 'TRAIL' 跟踪止损单
         - time_in_force: 有效期,'DAY' 日内有效 / 'GTC' 撤销前有效
-        - outside_rth: 是否允许盘前盘后交易(美股专属). True 允许, False 不允许
+        - outside_rth: 是否允许盘前盘后交易(outside of regular trading hours 美股专属). True 允许, False 不允许
         - contract: 合约对象
         - status: Order_Status 的枚举, 表示订单状态
         - remaining: 未成交的数量
-        - order_legs: 附加订单
+        - order_legs: 附加订单列表
         """
 
         self.id = id
@@ -124,31 +124,17 @@ class OrderLeg(object):
     附加订单
     """
 
-    def __init__(self, type, stop_loss_price=None, stop_loss_tif=None, stop_loss_rth=None,
-                 stop_loss_order_id=None, profit_taker_price=None, profit_taker_tif=None, profit_taker_rth=None,
-                 profit_taker_order_id=None):
+    def __init__(self, leg_type, price, time_in_force='DAY', outside_rth=None):
         """
-        :param type: 附加订单类型(仅限价单支持). PROFIT 止盈单类型, LOSS 止损单类型, BRACKETS 括号订单类型(止损和止盈)
-        :param stop_loss_price: 附加止损单价格
-        :param stop_loss_tif: 附加止损单有效期. 'DAY'（当日有效）和'GTC'（取消前有效). 同 time_in_force 字段
-        :param stop_loss_rth: 附加止损单是否允许盘前盘后交易(美股专属). True 允许, False 不允许. 同 outside_rth 字段
-        :param stop_loss_order_id: 附加止损单号. 可以通过订单号接口获取, 如果传0或为空, 则服务器端会自动生成止损单号
-        :param profit_taker_price: 附加止盈单价格
-        :param profit_taker_tif: 附加止盈单有效期. 'DAY'（当日有效）和'GTC'（取消前有效). 同 time_in_force 字段
-        :param profit_taker_rth: 附加止盈单是否允许盘前盘后交易(美股专属). True 允许, False 不允许. 同 outside_rth 字段
-        :param profit_taker_order_id: 附加止盈单号. 可以通过订单号接口获取, 如果传0或为空, 则服务器端会自动生成止盈单号
+        :param leg_type: 附加订单类型(仅限价单支持). PROFIT 止盈单类型, LOSS 止损单类型
+        :param price: 附加订单价格
+        :param time_in_force: 附加订单有效期. 'DAY'（当日有效）和'GTC'（取消前有效).
+        :param outside_rth: 附加订单是否允许盘前盘后交易(美股专属). True 允许, False 不允许.
         """
-        self.type = type
-        if self.type == 'LOSS' or self.type == 'BRACKETS':
-            self.stop_loss_price = stop_loss_price
-            self.stop_loss_tif = stop_loss_tif
-            self.stop_loss_rth = stop_loss_rth
-            self.stop_loss_order_id = stop_loss_order_id
-        if self.type == 'PROFIT' or self.type == 'BRACKETS':
-            self.profit_taker_price = profit_taker_price
-            self.profit_taker_tif = profit_taker_tif
-            self.profit_taker_rth = profit_taker_rth
-            self.profit_taker_order_id = profit_taker_order_id
+        self.type = leg_type
+        self.price = price
+        self.time_in_force = time_in_force
+        self.outside_rth = outside_rth
 
     def to_dict(self):
         return self.__dict__

tigeropen/trade/request/model.py

@@ -555,26 +555,27 @@ def to_openapi_dict(self):
             if self.outside_rth is not None:
                 params['outside_rth'] = self.outside_rth
 
-            if self.order_legs and self.order_legs.type is not None:
-                params['attach_type'] = self.order_legs.type
-                if self.order_legs.type in ('PROFIT', 'BRACKETS'):
-                    if self.order_legs.profit_taker_order_id is not None:
-                        params['profit_taker_order_id'] = self.order_legs.profit_taker_order_id
-                    if self.order_legs.profit_taker_price is not None:
-                        params['profit_taker_price'] = self.order_legs.profit_taker_price
-                    if self.order_legs.profit_taker_tif is not None:
-                        params['profit_taker_tif'] = self.order_legs.profit_taker_tif
-                    if self.order_legs.profit_taker_rth is not None:
-                        params['profit_taker_rth'] = self.order_legs.profit_taker_rth
-                if self.order_legs.type in ('LOSS', 'BRACKETS'):
-                    if self.order_legs.stop_loss_order_id is not None:
-                        params['stop_loss_order_id'] = self.order_legs.stop_loss_order_id
-                    if self.order_legs.stop_loss_price is not None:
-                        params['stop_loss_price'] = self.order_legs.stop_loss_price
-                    if self.order_legs.stop_loss_tif is not None:
-                        params['stop_loss_tif'] = self.order_legs.stop_loss_tif
-                    if self.order_legs.stop_loss_rth is not None:
-                        params['stop_loss_rth'] = self.order_legs.stop_loss_rth
+            if self.order_legs:
+                for order_leg in self.order_legs:
+                    if order_leg.type == 'PROFIT':
+                        params['attach_type'] = 'PROFIT'
+                        if order_leg.price is not None:
+                            params['profit_taker_price'] = order_leg.price
+                        if order_leg.time_in_force is not None:
+                            params['profit_taker_tif'] = order_leg.time_in_force
+                        if order_leg.outside_rth is not None:
+                            params['profit_taker_rth'] = order_leg.outside_rth
+                    if order_leg.type == 'LOSS':
+                        params['attach_type'] = 'LOSS'
+                        if order_leg.price is not None:
+                            params['stop_loss_price'] = order_leg.price
+                        if order_leg.time_in_force is not None:
+                            params['stop_loss_tif'] = order_leg.time_in_force
+                        if order_leg.outside_rth is not None:
+                            params['stop_loss_rth'] = order_leg.outside_rth
+                # 括号订单(止盈和止损)
+                if len(self.order_legs) > 1:
+                    params['attach_type'] = 'BRACKETS'
 
         return params