Merge branch 'feat_transaction_page' into 'master'

transaction page

See merge request server/openapi/openapi-python-sdk!246

Author: tigersk

tigeropen/common/util/order_utils.py

@@ -9,7 +9,7 @@
 from tigeropen.common.consts import OrderStatus, OrderType
 
 
-def market_order(account, contract, action, quantity):
+def market_order(account, contract, action, quantity, time_in_force='DAY'):
     """
     市价单
     :param account:
@@ -18,10 +18,10 @@ def market_order(account, contract, action, quantity):
     :param quantity:
     :return:
     """
-    return Order(account, contract, action, 'MKT', quantity)
+    return Order(account, contract, action, 'MKT', quantity, time_in_force=time_in_force)
 
 
-def market_order_by_amount(account, contract, action, amount):
+def market_order_by_amount(account, contract, action, amount, time_in_force='DAY'):
     """
     按金额的市价单(用于基金)
     :param account:
@@ -30,10 +30,10 @@ def market_order_by_amount(account, contract, action, amount):
     :param amount:
     :return:
     """
-    return Order(account, contract, action, 'MKT', total_cash_amount=amount)
+    return Order(account, contract, action, 'MKT', total_cash_amount=amount, time_in_force=time_in_force)
 
 
-def limit_order(account, contract, action, quantity, limit_price):
+def limit_order(account, contract, action, quantity, limit_price, time_in_force='DAY'):
     """
     限价单
     :param account:
@@ -43,10 +43,10 @@ def limit_order(account, contract, action, quantity, limit_price):
     :param limit_price: 限价的价格
     :return:
     """
-    return Order(account, contract, action, 'LMT', quantity, limit_price=limit_price)
+    return Order(account, contract, action, 'LMT', quantity, limit_price=limit_price, time_in_force=time_in_force)
 
 
-def stop_order(account, contract, action, quantity, aux_price):
+def stop_order(account, contract, action, quantity, aux_price, time_in_force='DAY'):
     """
     止损单
     :param account:
@@ -56,10 +56,10 @@ def stop_order(account, contract, action, quantity, aux_price):
     :param aux_price: 触发止损单的价格
     :return:
     """
-    return Order(account, contract, action, 'STP', quantity, aux_price=aux_price)
+    return Order(account, contract, action, 'STP', quantity, aux_price=aux_price, time_in_force=time_in_force)
 
 
-def stop_limit_order(account, contract, action, quantity, limit_price, aux_price):
+def stop_limit_order(account, contract, action, quantity, limit_price, aux_price, time_in_force='DAY'):
     """
     限价止损单
     :param account:
@@ -70,10 +70,11 @@ def stop_limit_order(account, contract, action, quantity, limit_price, aux_price
     :param aux_price: 触发止损单的价格
     :return:
     """
-    return Order(account, contract, action, 'STP_LMT', quantity, limit_price=limit_price, aux_price=aux_price)
+    return Order(account, contract, action, 'STP_LMT', quantity, limit_price=limit_price, aux_price=aux_price,
+                 time_in_force=time_in_force)
 
 
-def trail_order(account, contract, action, quantity, trailing_percent=None, aux_price=None):
+def trail_order(account, contract, action, quantity, trailing_percent=None, aux_price=None, time_in_force='DAY'):
     """
     移动止损单
     :param account:
@@ -84,7 +85,8 @@ def trail_order(account, contract, action, quantity, trailing_percent=None, aux_
     :param aux_price: 价差  aux_price 和 trailing_percent 两者互斥
     :return:
     """
-    return Order(account, contract, action, 'TRAIL', quantity, trailing_percent=trailing_percent, aux_price=aux_price)
+    return Order(account, contract, action, 'TRAIL', quantity, trailing_percent=trailing_percent,
+                 aux_price=aux_price, time_in_force=time_in_force)
 
 
 def auction_limit_order(account, contract, action, quantity, limit_price, time_in_force='DAY'):
@@ -135,7 +137,7 @@ def order_leg(leg_type, price=None, time_in_force='DAY', outside_rth=None, limit
                     quantity=quantity)
 
 
-def limit_order_with_legs(account, contract, action, quantity, limit_price, order_legs=None):
+def limit_order_with_legs(account, contract, action, quantity, limit_price, order_legs=None, time_in_force='DAY'):
     """
     限价单 + 附加订单(仅环球账户支持)
     :param account:
@@ -148,7 +150,8 @@ def limit_order_with_legs(account, contract, action, quantity, limit_price, orde
     """
     if order_legs and len(order_legs) > 2:
         raise Exception('2 order legs at most')
-    return Order(account, contract, action, 'LMT', quantity, limit_price=limit_price, order_legs=order_legs)
+    return Order(account, contract, action, 'LMT', quantity, limit_price=limit_price, order_legs=order_legs,
+                 time_in_force=time_in_force)
 
 
 def algo_order_params(start_time=None, end_time=None, no_take_liq=None, allow_past_end_time=None,
@@ -166,7 +169,7 @@ def algo_order_params(start_time=None, end_time=None, no_take_liq=None, allow_pa
                       allow_past_end_time=allow_past_end_time, participation_rate=participation_rate)
 
 
-def algo_order(account, contract, action, quantity, strategy, algo_params=None, limit_price=None):
+def algo_order(account, contract, action, quantity, strategy, algo_params=None, limit_price=None, time_in_force='DAY'):
     """
     算法订单
     :param account:
@@ -179,7 +182,7 @@ def algo_order(account, contract, action, quantity, strategy, algo_params=None,
     :return:
     """
     return Order(account, contract, action, order_type=strategy, quantity=quantity, algo_params=algo_params,
-                 limit_price=limit_price, outside_rth=False)
+                 limit_price=limit_price, outside_rth=False, time_in_force=time_in_force)
 
 
 def contract_leg(symbol=None, sec_type=None, expiry=None, strike=None, put_call=None, action=None,

tigeropen/trade/request/model.py

@@ -730,6 +730,7 @@ def __init__(self):
         self._start_date = None
         self._end_date = None
         self._limit = None
+        self._page_token = None
 
     @property
     def account(self):
@@ -819,6 +820,14 @@ def right(self):
     def right(self, value):
         self._right = value
 
+    @property
+    def page_token(self):
+        return self._page_token
+
+    @page_token.setter
+    def page_token(self, value):
+        self._page_token = value
+
     def to_openapi_dict(self):
         params = super().to_openapi_dict()
         if self.account:
@@ -854,6 +863,9 @@ def to_openapi_dict(self):
         if self.right:
             params['right'] = self.right
 
+        if self.page_token:
+            params['page_token'] = self.page_token
+
         return params
 
 

tigeropen/trade/response/orders_response.py

@@ -33,9 +33,11 @@
 
 
 class OrdersResponse(TigerResponse):
-    def __init__(self):
+    def __init__(self, page_token=None):
         super(OrdersResponse, self).__init__()
-        self.orders = []
+        self.result = []
+        self.next_page_token = None
+        self._page_token = page_token
         self._is_success = None
 
     def parse_response_content(self, response_content, secret_key=None):
@@ -48,11 +50,12 @@ def parse_response_content(self, response_content, secret_key=None):
                 for item in self.data['items']:
                     order = OrdersResponse.parse_order(item, secret_key)
                     if order:
-                        self.orders.append(order)
+                        self.result.append(order)
+                self.next_page_token = self.data.get('nextPageToken')
             elif 'symbol' in self.data:
                 order = OrdersResponse.parse_order(self.data, secret_key)
                 if order:
-                    self.orders.append(order)
+                    self.result.append(order)
 
     @staticmethod
     def parse_order(item, secret_key=None):
@@ -156,3 +159,5 @@ def parse_order(item, secret_key=None):
             order.charges = [Charge(**camel_to_underline_obj(charge)) for charge in order_fields['charges']]
         return order
 
+    def __str__(self):
+        return f'<{self.__class__.__name__}: result: {self.result}, next_page_token: {self.next_page_token}>'

tigeropen/trade/response/transactions_response.py

@@ -9,9 +9,11 @@
 
 
 class TransactionsResponse(TigerResponse):
-    def __init__(self):
+    def __init__(self, page_token=None):
         super(TransactionsResponse, self).__init__()
-        self.transactions = []
+        self.result = []
+        self.next_page_token = None
+        self._page_token = page_token
         self._is_success = None
 
     def parse_response_content(self, response_content):
@@ -23,7 +25,8 @@ def parse_response_content(self, response_content):
             for item in self.data.get('items', list()):
                 trans = self._parse_transactions(string_utils.camel_to_underline_obj(item))
                 if trans:
-                    self.transactions.append(trans)
+                    self.result.append(trans)
+            self.next_page_token = self.data.get('nextPageToken')
 
     def _parse_transactions(self, item_dict):
         trans = Transaction()
@@ -36,3 +39,6 @@ def _parse_transactions(self, item_dict):
                 setattr(trans, map_k, v)
         trans.contract = contract
         return trans
+
+    def __str__(self):
+        return f'<{self.__class__.__name__}: result: {self.result}, next_page_token: {self.next_page_token}>'

tigeropen/trade/trade_client.py

@@ -340,7 +340,7 @@ def get_aggregate_assets(self, account=None, seg_type=SegmentType.SEC, base_curr
                 raise ApiException(response.code, response.message)
 
     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, seg_type=None, lang=None):
+                   limit=100, is_brief=False, states=None, sort_by=None, seg_type=None, lang=None, page_token=None):
         """
         获取订单列表
         :param account:
@@ -372,13 +372,17 @@ def get_orders(self, account=None, sec_type=None, market=Market.ALL, symbol=None
         params.sort_by = get_enum_value(sort_by)
         params.lang = get_enum_value(lang) if lang else get_enum_value(self._lang)
         params.seg_type = get_enum_value(seg_type)
+        params.page_token = page_token
         request = OpenApiRequest(ORDERS, biz_model=params)
         response_content = self.__fetch_data(request)
         if response_content:
             response = OrdersResponse()
             response.parse_response_content(response_content, secret_key=params.secret_key)
             if response.is_success():
-                return response.orders
+                if page_token is not None:
+                    return response
+                else:
+                    return response.result
             else:
                 raise ApiException(response.code, response.message)
         return None
@@ -410,7 +414,7 @@ def get_open_orders(self, account=None, sec_type=None, market=Market.ALL, symbol
             response = OrdersResponse()
             response.parse_response_content(response_content, secret_key=params.secret_key)
             if response.is_success():
-                return response.orders
+                return response.result
             else:
                 raise ApiException(response.code, response.message)
         return None
@@ -440,7 +444,7 @@ def get_cancelled_orders(self, account=None, sec_type=None, market=Market.ALL, s
             response = OrdersResponse()
             response.parse_response_content(response_content, secret_key=params.secret_key)
             if response.is_success():
-                return response.orders
+                return response.result
             else:
                 raise ApiException(response.code, response.message)
         return None
@@ -470,7 +474,7 @@ def get_filled_orders(self, account=None, sec_type=None, market=Market.ALL, symb
             response = OrdersResponse()
             response.parse_response_content(response_content, secret_key=params.secret_key)
             if response.is_success():
-                return response.orders
+                return response.result
             else:
                 raise ApiException(response.code, response.message)
         return None
@@ -498,7 +502,7 @@ def get_order(self, account=None, id=None, order_id=None, is_brief=False, show_c
             response = OrdersResponse()
             response.parse_response_content(response_content, secret_key=params.secret_key)
             if response.is_success():
-                return response.orders[0] if len(response.orders) == 1 else None
+                return response.result[0] if len(response.result) == 1 else None
             else:
                 raise ApiException(response.code, response.message)
         return None
@@ -642,7 +646,7 @@ def place_order(self, order, lang=None):
             if response.is_success():
                 order.id = response.id
                 order.sub_ids = response.sub_ids
-                order.orders = response.orders
+                order.result = response.orders
                 if order.order_id is None and response.order_id:
                     order.order_id = response.order_id
                 return response.id
@@ -722,7 +726,7 @@ def cancel_order(self, account=None, id=None, order_id=None):
                 raise ApiException(response.code, response.message)
 
     def get_transactions(self, account=None, order_id=None, symbol=None, sec_type=None, start_time=None, end_time=None,
-                         limit=100, expiry=None, strike=None, put_call=None, lang=None):
+                         limit=100, expiry=None, strike=None, put_call=None, lang=None, page_token=None):
         """
         query order transactions, only prime accounts are supported.
         :param account: account id. If not passed, the default account is used
@@ -749,14 +753,17 @@ def get_transactions(self, account=None, order_id=None, symbol=None, sec_type=No
         params.expiry = expiry
         params.strike = strike
         params.right = put_call
+        params.page_token = page_token
         params.lang = get_enum_value(lang) if lang else get_enum_value(self._lang)
         request = OpenApiRequest(ORDER_TRANSACTIONS, biz_model=params)
         response_content = self.__fetch_data(request)
         if response_content:
             response = TransactionsResponse()
             response.parse_response_content(response_content)
             if response.is_success():
-                return response.transactions
+                if page_token is not None:
+                    return response
+                return response.result
             else:
                 raise ApiException(response.code, response.message)
         return None