Merge branch 'feature_future_contract_by_code' into 'dev'

add api get future contract by code; get derivative contracts

See merge request server/openapi/openapi-python-sdk!107

Author: tigersk

tigeropen/common/consts/service_types.py

@@ -29,6 +29,7 @@
 """
 CONTRACT = "contract"
 CONTRACTS = "contracts"
+QUOTE_CONTRACT = "quote_contract"
 
 """
 行情

tigeropen/examples/quote_client_demo.py

@@ -99,12 +99,15 @@ def get_future_quote():
     print(ticks)
     contracts = openapi_client.get_future_contracts('CME')
     print(contracts)
+    contract = openapi_client.get_future_contract('VIX2206')
+    print(contract)
     trading_times = openapi_client.get_future_trading_times('CN1901', trading_date=1545049282852)
     print(trading_times)
     briefs = openapi_client.get_future_brief(['ES1906', 'CN1901'])
     print(briefs)
 
 
+
 def get_fundamental():
     """获取基础数据"""
 

tigeropen/examples/trade_client_demo.py

@@ -28,6 +28,16 @@
 client_config = get_client_config()
 
 
+def get_contract_apis():
+    openapi_client = TradeClient(client_config, logger=logger)
+    contract = openapi_client.get_contracts('AAPL')[0]
+    print(contract)
+    contract = openapi_client.get_contract('AAPL', SecurityType.STK, currency=Currency.USD)
+    print(contract)
+    # get derivative contracts of stock. include OPT, WAR, IOPT
+    contracts = openapi_client.get_derivative_contracts('00700', SecurityType.WAR, '20220929')
+    print(contracts)
+
 def get_account_apis():
     openapi_client = TradeClient(client_config, logger=logger)
     openapi_client.get_managed_accounts()

tigeropen/quote/quote_client.py

@@ -12,7 +12,7 @@
 from tigeropen.common.consts import Market, Language, QuoteRight, BarPeriod, OPEN_API_SERVICE_VERSION_V3
 from tigeropen.common.consts import THREAD_LOCAL, SecurityType, CorporateActionType, IndustryLevel
 from tigeropen.common.consts.service_types import GRAB_QUOTE_PERMISSION, QUOTE_DELAY, GET_QUOTE_PERMISSION, \
-    HISTORY_TIMELINE
+    HISTORY_TIMELINE, FUTURE_CONTRACT_BY_CONTRACT_CODE
 from tigeropen.common.consts.service_types import MARKET_STATE, ALL_SYMBOLS, ALL_SYMBOL_NAMES, BRIEF, \
     TIMELINE, KLINE, TRADE_TICK, OPTION_EXPIRATION, OPTION_CHAIN, FUTURE_EXCHANGE, OPTION_BRIEF, \
     OPTION_KLINE, OPTION_TRADE_TICK, FUTURE_KLINE, FUTURE_TICK, FUTURE_CONTRACT_BY_EXCHANGE_CODE, \
@@ -34,7 +34,7 @@
     StockIndustryResponse
 from tigeropen.quote.domain.filter import OptionFilter
 from tigeropen.quote.request.model import MarketParams, MultipleQuoteParams, MultipleContractParams, \
-    FutureQuoteParams, FutureExchangeParams, FutureTypeParams, FutureTradingTimeParams, SingleContractParams, \
+    FutureQuoteParams, FutureExchangeParams, FutureContractParams, FutureTradingTimeParams, SingleContractParams, \
     SingleOptionQuoteParams, DepthQuoteParams, OptionChainParams
 from tigeropen.quote.response.future_briefs_response import FutureBriefsResponse
 from tigeropen.quote.response.future_contract_response import FutureContractResponse
@@ -831,7 +831,7 @@ def get_current_future_contract(self, future_type, lang=None):
             trade: 是否可交易
             continuous: 是否为连续合约
         """
-        params = FutureTypeParams()
+        params = FutureContractParams()
         params.type = future_type
         params.lang = get_enum_value(lang) if lang else get_enum_value(self._lang)
 
@@ -846,6 +846,28 @@ def get_current_future_contract(self, future_type, lang=None):
                 raise ApiException(response.code, response.message)
         return None
 
+    def get_future_contract(self, contract_code, lang=None):
+        """
+        get future contract by contract_code
+        :param contract_code: code of future contract, like VIX2206, CL2203
+        :param lang:
+        :return: pandas.DataFrame
+        """
+        params = FutureContractParams()
+        params.contract_code = contract_code
+        params.lang = get_enum_value(lang) if lang else get_enum_value(self._lang)
+
+        request = OpenApiRequest(FUTURE_CONTRACT_BY_CONTRACT_CODE, biz_model=params)
+        response_content = self.__fetch_data(request)
+        if response_content:
+            response = FutureContractResponse()
+            response.parse_response_content(response_content)
+            if response.is_success():
+                return response.contracts
+            else:
+                raise ApiException(response.code, response.message)
+        return None
+
     def get_future_trading_times(self, identifier, trading_date=None):
         """
         查询指定期货合约的交易时间

tigeropen/quote/request/model.py

@@ -532,9 +532,10 @@ def to_openapi_dict(self):
         return params
 
 
-class FutureTypeParams(BaseParams):
+class FutureContractParams(BaseParams):
     def __init__(self):
         self._type = None  # 期货品种
+        self._contract_code = None  # 期货代码
         self._lang = None  # 语言
 
     @property
@@ -545,6 +546,14 @@ def type(self):
     def type(self, value):
         self._type = value
 
+    @property
+    def contract_code(self):
+        return self._contract_code
+
+    @contract_code.setter
+    def contract_code(self, value):
+        self._contract_code = value
+
     @property
     def lang(self):
         return self._lang
@@ -558,6 +567,9 @@ def to_openapi_dict(self):
         if self.type:
             params['type'] = self.type
 
+        if self.contract_code:
+            params['contract_code'] = self.contract_code
+
         if self.lang:
             params['lang'] = self.lang
 

tigeropen/trade/request/model.py

@@ -213,6 +213,7 @@ def __init__(self):
         self._expiry = None
         self._strike = None
         self._right = None
+        self._lang = None
 
     @property
     def account(self):
@@ -294,6 +295,14 @@ def right(self):
     def right(self, value):
         self._right = value
 
+    @property
+    def lang(self):
+        return self._lang
+
+    @lang.setter
+    def lang(self, value):
+        self._lang = value
+
     def to_openapi_dict(self):
         params = dict()
         if self.account:
@@ -326,6 +335,9 @@ def to_openapi_dict(self):
         if self.right:
             params['right'] = self.right
 
+        if self.lang:
+            params['lang'] = self.lang
+
         return params
 
 

tigeropen/trade/trade_client.py

@@ -9,7 +9,7 @@
 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, \
-    PRIME_ASSETS, ORDER_TRANSACTIONS
+    PRIME_ASSETS, ORDER_TRANSACTIONS, QUOTE_CONTRACT
 from tigeropen.common.exceptions import ApiException
 from tigeropen.common.util.common_utils import get_enum_value
 from tigeropen.common.request import OpenApiRequest
@@ -147,6 +147,33 @@ def get_contract(self, symbol, sec_type=SecurityType.STK, currency=None, exchang
 
         return None
 
+    def get_derivative_contracts(self, symbol, sec_type, expiry, lang=None):
+        """
+
+        :param symbol:
+        :param sec_type: type of contract. tigeropen.common.consts.SecurityType. support: OPTION, WAR, IOPT
+        :param expiry: expiry date string, like '20220929'
+        :param lang:
+        :return: list of Contract
+        """
+        params = ContractParams()
+        params.symbols = symbol if isinstance(symbol, list) else [symbol]
+        params.sec_type = get_enum_value(sec_type)
+        params.expiry = expiry
+        params.lang = get_enum_value(lang) if lang else get_enum_value(self._lang)
+
+        request = OpenApiRequest(QUOTE_CONTRACT, biz_model=params)
+        response_content = self.__fetch_data(request)
+        if response_content:
+            response = ContractsResponse()
+            response.parse_response_content(response_content)
+            if response.is_success():
+                return response.contracts
+            else:
+                raise ApiException(response.code, response.message)
+
+        return None
+
     def get_positions(self, account=None, sec_type=SecurityType.STK, currency=Currency.ALL, market=Market.ALL,
                       symbol=None, sub_accounts=None):
         """