contract api upgrade to v3;

get orders add argument seg_type;
push_client auto reconnect

Author: tigersk

CHANGELOG.md

@@ -1,3 +1,12 @@
+## 2.1.8 (2022-08-26)
+### Modify
+- `TradeClient.get_orders` 新增参数 `seg_type`， 可指定交易品种(证券SEC/期货FUT/全部ALL)  
+- `PushClient` 修改自动重连重试次数
+- `TradeClient.get_contract` 接口版本升级到V3
+### Fixed
+- 修复 `TradeClient.get_contract` 获取港股期权合约时返回空的问题
+
+
 ## 2.1.7 (2022-08-19)
 ### New
 - 新增获取期货某类型所有合约接口 `QuoteClient.get_all_future_contracts`

tigeropen/__init__.py

@@ -4,4 +4,4 @@
 
 @author: gaoan
 """
-__VERSION__ = '2.1.7'
+__VERSION__ = '2.1.8'

tigeropen/common/consts/__init__.py

@@ -51,6 +51,7 @@ class SecurityType(Enum):
 
 @unique
 class SegmentType(Enum):
+    ALL = 'ALL'
     SEC = 'SEC'
     FUT = 'FUT'
 

tigeropen/push/push_client.py

@@ -117,7 +117,7 @@ def _connect(self):
 
         self._stomp_connection = stomp.Connection12(host_and_ports=[(self.host, self.port)],
                                                     keepalive=KEEPALIVE, timeout=self._connection_timeout,
-                                                    heartbeats=self._heartbeats)
+                                                    heartbeats=self._heartbeats, reconnect_attempts_max=60)
         self._stomp_connection.set_listener('push', self)
         try:
             if self.use_ssl:
@@ -143,6 +143,8 @@ def on_connected(self, frame):
     def on_disconnected(self):
         if self.disconnect_callback:
             self.disconnect_callback()
+        else:
+            self._connect()
 
     def on_message(self, frame):
         """

tigeropen/trade/request/model.py

@@ -441,6 +441,7 @@ def __init__(self):
         self._secret_key = None
         self._market = None  # 市场
         self._sec_type = None  # 合约类型
+        self._seg_type = None  # segment type
         self._symbol = None  # 合约代码
         self._is_brief = None
         self._start_date = None
@@ -482,6 +483,14 @@ def sec_type(self):
     def sec_type(self, value):
         self._sec_type = value
 
+    @property
+    def seg_type(self):
+        return self._seg_type
+
+    @seg_type.setter
+    def seg_type(self, value):
+        self._seg_type = value
+
     @property
     def symbol(self):
         return self._symbol
@@ -560,6 +569,9 @@ def to_openapi_dict(self):
         if self.sec_type:
             params['sec_type'] = self.sec_type
 
+        if self.seg_type:
+            params['seg_type'] = self.seg_type
+
         if self.symbol:
             params['symbol'] = self.symbol
 

tigeropen/trade/response/contracts_response.py

@@ -27,14 +27,17 @@ def parse_response_content(self, response_content):
         if self.data:
             data_json = self.data if isinstance(self.data, dict) else json.loads(self.data)
             if 'items' in data_json:
-                for item in data_json['items']:
-                    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():
-                        setattr(contract, k, v)
-                    self.contracts.append(contract)
+                items = data_json['items']
+            else:
+                items = [data_json]
+            for item in items:
+                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():
+                    setattr(contract, k, v)
+                self.contracts.append(contract)

tigeropen/trade/trade_client.py

@@ -6,7 +6,7 @@
 """
 import logging
 
-from tigeropen.common.consts import THREAD_LOCAL, SecurityType, Market, Currency, Language
+from tigeropen.common.consts import THREAD_LOCAL, SecurityType, Market, Currency, Language, OPEN_API_SERVICE_VERSION_V3
 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, \
     PRIME_ASSETS, ORDER_TRANSACTIONS, QUOTE_CONTRACT, ANALYTICS_ASSET
@@ -134,6 +134,7 @@ def get_contract(self, symbol, sec_type=SecurityType.STK, currency=None, exchang
         params.sec_type = get_enum_value(sec_type)
         params.currency = get_enum_value(currency)
         params.lang = get_enum_value(self._lang)
+        params.version = OPEN_API_SERVICE_VERSION_V3
         if expiry:
             params.expiry = expiry
         if strike:
@@ -301,7 +302,7 @@ 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, sort_by=None):
+                   limit=100, is_brief=False, states=None, sort_by=None, seg_type=None):
         """
         获取订单列表
         :param account:
@@ -316,6 +317,7 @@ def get_orders(self, account=None, sec_type=None, market=Market.ALL, symbol=None
         :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
+        :param seg_type: tigeropen.common.consts.SegmentType
         :return: Order 对象构成的列表. Order 对象信息参见 tigeropen.trade.domain.order
         """
         params = OrdersParams()
@@ -331,6 +333,7 @@ def get_orders(self, account=None, sec_type=None, market=Market.ALL, symbol=None
         params.states = [get_enum_value(state) for state in states] if states else None
         params.sort_by = get_enum_value(sort_by)
         params.lang = get_enum_value(self._lang)
+        params.seg_type = get_enum_value(seg_type)
         request = OpenApiRequest(ORDERS, biz_model=params)
         response_content = self.__fetch_data(request)
         if response_content:
@@ -343,7 +346,7 @@ 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, sort_by=None):
+                        end_time=None, parent_id=None, sort_by=None, seg_type=None):
         """
         获取待成交订单列表. 参数同 get_orders
         :param parent_id: 主订单 order_id
@@ -359,6 +362,7 @@ def get_open_orders(self, account=None, sec_type=None, market=Market.ALL, symbol
         params.parent_id = parent_id
         params.sort_by = get_enum_value(sort_by)
         params.lang = get_enum_value(self._lang)
+        params.seg_type = get_enum_value(seg_type)
         request = OpenApiRequest(ACTIVE_ORDERS, biz_model=params)
         response_content = self.__fetch_data(request)
         if response_content:
@@ -371,7 +375,7 @@ 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, sort_by=None):
+                             end_time=None, sort_by=None, seg_type=None):
         """
         获取已撤销订单列表. 参数同 get_orders
         """
@@ -385,6 +389,7 @@ def get_cancelled_orders(self, account=None, sec_type=None, market=Market.ALL, s
         params.end_date = date_str_to_timestamp(end_time, self._timezone)
         params.sort_by = get_enum_value(sort_by)
         params.lang = get_enum_value(self._lang)
+        params.seg_type = get_enum_value(seg_type)
         request = OpenApiRequest(INACTIVE_ORDERS, biz_model=params)
         response_content = self.__fetch_data(request)
         if response_content:
@@ -397,7 +402,7 @@ 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, sort_by=None):
+                          end_time=None, sort_by=None, seg_type=None):
         """
         获取已成交订单列表. 参数同 get_orders
         """
@@ -411,6 +416,7 @@ def get_filled_orders(self, account=None, sec_type=None, market=Market.ALL, symb
         params.end_date = date_str_to_timestamp(end_time, self._timezone)
         params.sort_by = get_enum_value(sort_by)
         params.lang = get_enum_value(self._lang)
+        params.seg_type = get_enum_value(seg_type)
         request = OpenApiRequest(FILLED_ORDERS, biz_model=params)
         response_content = self.__fetch_data(request)
         if response_content: