position param; price util

Author: tigersk

tigeropen/common/consts/__init__.py

@@ -140,3 +140,10 @@ class IndustryLevel(Enum):
     GGROUP = 'GGROUP'
     GIND = 'GIND'
     GSUBIND = 'GSUBIND'
+
+
+@unique
+class TickSizeType(Enum):
+    CLOSED = 'CLOSED'
+    OPEN_CLOSED = 'OPEN_CLOSED'
+    OPEN = 'OPEN'

tigeropen/common/util/price_util.py

@@ -0,0 +1,10 @@
+# -*- coding: utf-8 -*-
+# 
+# @Date    : 2022/7/13
+# @Author  : sukai
+
+class PriceUtil:
+
+    @staticmethod
+    def match_tick_size(price, tick_sizes):
+        pass

tigeropen/trade/domain/contract.py

@@ -15,7 +15,7 @@ def __init__(self, symbol=None, currency=None, contract_id=None, sec_type=None,
                  long_maintenance_margin=None, contract_month=None, identifier=None, primary_exchange=None,
                  market=None, min_tick=None, trading_class=None, status=None, continuous=None, trade=None,
                  marginable=None, close_only=None,
-                 last_trading_date=None, first_notice_date=None, last_bidding_close_time=None):
+                 last_trading_date=None, first_notice_date=None, last_bidding_close_time=None, tick_sizes=None):
         self.contract_id = contract_id
         self.symbol = symbol
         self.currency = get_enum_value(currency)
@@ -54,6 +54,8 @@ def __init__(self, symbol=None, currency=None, contract_id=None, sec_type=None,
         self.market = market
         # 最小报价单位
         self.min_tick = min_tick
+        # tick size info list
+        self.tick_sizes = tick_sizes
         # 合约的交易级别名称
         self.trading_class = trading_class
         # 状态

tigeropen/trade/request/model.py

@@ -117,6 +117,9 @@ def __init__(self):
         self._currency = None
         self._market = None
         self._sub_accounts = None
+        self._expiry = None
+        self._strike = None
+        self._right = None
 
     @property
     def account(self):
@@ -174,6 +177,30 @@ def sub_accounts(self):
     def sub_accounts(self, value):
         self._sub_accounts = value
 
+    @property
+    def expiry(self):
+        return self._expiry
+
+    @expiry.setter
+    def expiry(self, value):
+        self._expiry = value
+
+    @property
+    def strike(self):
+        return self._strike
+
+    @strike.setter
+    def strike(self, value):
+        self._strike = value
+
+    @property
+    def right(self):
+        return self._right
+
+    @right.setter
+    def right(self, value):
+        self._right = value
+
     def to_openapi_dict(self):
         params = dict()
         if self.account:
@@ -197,6 +224,15 @@ def to_openapi_dict(self):
         if self.sub_accounts:
             params['sub_accounts'] = self.sub_accounts
 
+        if self.expiry:
+            params['expiry'] = self.expiry
+
+        if self.strike:
+            params['strike'] = self.strike
+
+        if self.right:
+            params['right'] = self.right
+
         return params
 
 

tigeropen/trade/response/contracts_response.py

@@ -7,7 +7,7 @@
 import json
 
 from tigeropen.common.response import TigerResponse
-from tigeropen.common.util.string_utils import camel_to_underline
+from tigeropen.common.util.string_utils import camel_to_underline, camel_to_underline_obj
 from tigeropen.trade.domain.contract import Contract
 
 CONTRACT_FIELD_MAPPINGS = {'conid': 'contract_id', 'right': 'put_call', 'tradeable': 'trade'}
@@ -31,6 +31,8 @@ def parse_response_content(self, response_content):
                     contract_fields = {}
                     for key, value in item.items():
                         tag = CONTRACT_FIELD_MAPPINGS[key] if key in CONTRACT_FIELD_MAPPINGS else camel_to_underline(key)
+                        if isinstance(value, (list, dict)):
+                            value = camel_to_underline_obj(value)
                         contract_fields[tag] = value
                     contract = Contract()
                     for k, v in contract_fields.items():

tigeropen/trade/trade_client.py

@@ -175,7 +175,7 @@ def get_derivative_contracts(self, symbol, sec_type, expiry, lang=None):
         return None
 
     def get_positions(self, account=None, sec_type=SecurityType.STK, currency=Currency.ALL, market=Market.ALL,
-                      symbol=None, sub_accounts=None):
+                      symbol=None, sub_accounts=None, expiry=None, strike=None, put_call=None):
         """
         获取持仓数据
         :param account:
@@ -202,7 +202,12 @@ def get_positions(self, account=None, sec_type=SecurityType.STK, currency=Curren
         params.currency = get_enum_value(currency)
         params.market = get_enum_value(market)
         params.symbol = symbol
-
+        if expiry:
+            params.expiry = expiry
+        if strike:
+            params.strike = strike
+        if put_call:
+            params.right = put_call
         request = OpenApiRequest(POSITIONS, biz_model=params)
         response_content = self.__fetch_data(request)
         if response_content: