remove place order response check of order.order_id

remove fixed pandas version
change version

Author: tigersk

CHANGELOG.md

@@ -1,3 +1,18 @@
+## 2.0.5 (2022-01-07)
+### New
+- 查询行情权限接口 QuoteClient.get_quote_permission
+- 订单综合账户成交记录接口 TradeClient.get_transactions
+- 增加一个完整的策略示例
+
+### Changed
+- 方法枚举参数优化，使用枚举参数的方法也可以直接使用该枚举对应值
+- TradeClient.place_order 去除返回数据中 Order.order_id 属性的校验
+- 将 SDK 内部的日志级别由 INFO 调整为 DEBUG, 防止默认情况下输出 SDK 的日志
+- 去除 pandas 固定版本号, 方便安装时灵活指定版本
+
+### Breaking
+- 行情权限抢占接口 QuoteClient.grab_quote_permission 返回的数据项中，'expireAt' 字段格式转换为 'expire_at'
+
 ## 2.0.4 (2021-12-08)
 ### New
 - 综合/模拟账户查询资产接口 TradeClient.get_prime_assets

tigeropen/__init__.py

@@ -4,4 +4,4 @@
 
 @author: gaoan
 """
-__VERSION__ = '2.0.4'
+__VERSION__ = '2.0.5'

tigeropen/common/consts/service_types.py

@@ -10,7 +10,6 @@
 PLACE_ORDER = "place_order"
 CANCEL_ORDER = "cancel_order"
 MODIFY_ORDER = "modify_order"
-BATCH_PLACE_ORDER = "batch_place_order"
 
 """
 账户/资产

tigeropen/trade/domain/account.py

@@ -122,6 +122,7 @@ class CommoditySegment:
     - initial_margin_requirement: 初始保证金
     - maintenance_margin_requirement: 维持保证金
     - net_liquidation: 总资产(净清算价值)。计算方法：现金价值 + 盯市盈亏
+    - gross_position_value: 持仓总价值
     - timestamp: 更新时间
     """
     def __init__(self):
@@ -134,6 +135,7 @@ def __init__(self):
         self.initial_margin_requirement = float('inf')
         self.maintenance_margin_requirement = float('inf')
         self.net_liquidation = float('inf')
+        self.gross_position_value = float('inf')
         self.timestamp = None
 
     def __repr__(self):

tigeropen/trade/domain/order.py

@@ -15,13 +15,14 @@ class Order:
     __slots__ = ["account", "id", "order_id", "parent_id", "order_time", "reason", "trade_time", "contract", "action",
                  "quantity", "filled", "_remaining", "avg_fill_price", "commission", "realized_pnl", "_status",
                  "trail_stop_price", "limit_price", "aux_price", "trailing_percent", "percent_offset", "action",
-                 "order_type", "time_in_force", "outside_rth", "order_legs", "algo_params", "secret_key"]
+                 "order_type", "time_in_force", "outside_rth", "order_legs", "algo_params", "secret_key", "liquidation",
+                 "algo_strategy", "discount"]
 
     def __init__(self, account, contract, action, order_type, quantity, limit_price=None, aux_price=None,
                  trail_stop_price=None, trailing_percent=None, percent_offset=None, time_in_force=None,
                  outside_rth=None, filled=0, avg_fill_price=0, commission=None, realized_pnl=None,
                  id=None, order_id=None, parent_id=None, order_time=None, trade_time=None, order_legs=None,
-                 algo_params=None, secret_key=None):
+                 algo_params=None, secret_key=None, **kwargs):
         """
         - account: 订单所属的账户
         - id: 全局订单 id
@@ -50,6 +51,9 @@ def __init__(self, account, contract, action, order_type, quantity, limit_price=
         - order_legs: 附加订单列表
         - algo_params: 算法订单参数
         - secret_key: 机构交易员专有密钥
+        - liquidation
+        - algo_strategy
+        - discount
         """
 
         self.id = id
@@ -79,6 +83,9 @@ def __init__(self, account, contract, action, order_type, quantity, limit_price=
         self.order_legs = order_legs
         self.algo_params = algo_params
         self.secret_key = secret_key
+        self.liquidation = kwargs.get('liquidation')
+        self.algo_strategy = kwargs.get('algo_strategy')
+        self.discount = kwargs.get('discount')
 
     def to_dict(self):
         dct = {name: getattr(self, name) for name in self.__slots__ if name not in ORDER_FIELDS_TO_IGNORE}

tigeropen/trade/response/assets_response.py

@@ -80,8 +80,7 @@ def _parse_segment(segment, sub_value):
                 sub_tag = ACCOUNT_FIELD_MAPPINGS[segment_key]
             else:
                 sub_tag = camel_to_underline(segment_key)
-            if hasattr(segment, sub_tag):
-                setattr(segment, sub_tag, segment_value)
+            setattr(segment, sub_tag, segment_value)
 
     @staticmethod
     def _parse_market_value(market_value, sub_value):

tigeropen/trade/response/orders_response.py

@@ -19,7 +19,7 @@
                         'remark': 'reason',
                         'localSymbol': 'local_symbol', 'originSymbol': 'origin_symbol', 'outsideRth': 'outside_rth',
                         'timeInForce': 'time_in_force', 'openTime': 'order_time', 'latestTime': 'trade_time',
-                        'contractId': 'contract_id',
+                        'contractId': 'contract_id', 'algoStrategy': 'algo_strategy',
                         'trailStopPrice': 'trail_stop_price', 'trailingPercent': 'trailing_percent',
                         'percentOffset': 'percent_offset', 'identifier': 'identifier', 'algoParameters': 'algo_params'}
 
@@ -90,17 +90,21 @@ def parse_order(item, secret_key=None):
         avg_fill_price = order_fields.get('avg_fill_price')
         commission = order_fields.get('commission')
         realized_pnl = order_fields.get('realized_pnl')
-        id = order_fields.get('id')
+        id_ = order_fields.get('id')
         order_id = order_fields.get('order_id')
         parent_id = order_fields.get('parent_id')
         status = get_order_status(order_fields.get('status'))
         algo_params = AlgoParams.from_tags(order_fields.get('algo_params'))
+        liquidation = order_fields.get('liquidation')
+        algo_strategy = order_fields.get('algo_strategy')
+        discount = order_fields.get('discount')
 
         order = Order(account, contract, action, order_type, quantity, limit_price=limit_price, aux_price=aux_price,
                       trail_stop_price=trail_stop_price, trailing_percent=trailing_percent,
                       percent_offset=percent_offset, time_in_force=time_in_force, outside_rth=outside_rth,
                       filled=filled, avg_fill_price=avg_fill_price, commission=commission,
-                      realized_pnl=realized_pnl, id=id, order_id=order_id, parent_id=parent_id, algo_params=algo_params)
+                      realized_pnl=realized_pnl, id=id_, order_id=order_id, parent_id=parent_id,
+                      algo_params=algo_params, liquidation=liquidation, algo_strategy=algo_strategy, discount=discount)
         if 'order_time' in order_fields:
             order.order_time = order_fields.get('order_time')
         if 'trade_time' in order_fields:

tigeropen/trade/trade_client.py

@@ -513,11 +513,9 @@ def place_order(self, order):
             response.parse_response_content(response_content)
             if response.is_success():
                 order.id = response.id
-                if order.order_id:
-                    return response.order_id == order.order_id
-                else:
+                if order.order_id is None and response.order_id:
                     order.order_id = response.order_id
-                    return True
+                return True
             else:
                 raise ApiException(response.code, response.message)