order transactions api

Author: tigersk

tigeropen/common/consts/service_types.py

@@ -10,6 +10,7 @@
 PLACE_ORDER = "place_order"
 CANCEL_ORDER = "cancel_order"
 MODIFY_ORDER = "modify_order"
+BATCH_PLACE_ORDER = "batch_place_order"
 
 """
 账户/资产
@@ -22,6 +23,7 @@
 ACTIVE_ORDERS = "active_orders"  # 待成交订单
 INACTIVE_ORDERS = "inactive_orders"  # 已撤销订单
 FILLED_ORDERS = "filled_orders"  # 已成交订单
+ORDER_TRANSACTIONS = "order_transactions"  # 订单成交记录
 
 """
 合约
@@ -46,6 +48,7 @@
 QUOTE_STOCK_TRADE = "quote_stock_trade"
 QUOTE_DEPTH = "quote_depth"  # level2 深度行情
 GRAB_QUOTE_PERMISSION = "grab_quote_permission"  # 抢占行情
+GET_QUOTE_PERMISSION = "get_quote_permission"
 
 # 期权行情
 OPTION_EXPIRATION = "option_expiration"

tigeropen/examples/quote_client_demo.py

@@ -27,6 +27,9 @@ def get_quote():
     # 抢占行情权限
     quote_permissions = openapi_client.grab_quote_permission()
     print(quote_permissions)
+    # 查询行情权限
+    perms = openapi_client.get_quote_permission()
+    print(perms)
 
     market_status_list = openapi_client.get_market_status(Market.US)
     print(market_status_list)

tigeropen/examples/trade_client_demo.py

@@ -14,7 +14,7 @@
 from tigeropen.trade.trade_client import TradeClient
 from tigeropen.quote.request import OpenApiRequest
 from tigeropen.examples.client_config import get_client_config
-# from tigeropen.common.consts import Currency, SecurityType
+from tigeropen.common.consts import Currency, SecurityType
 from tigeropen.common.util.contract_utils import stock_contract, option_contract_by_symbol, future_contract, \
      war_contract_by_symbol, iopt_contract_by_symbol
 from tigeropen.common.util.order_utils import limit_order, limit_order_with_legs, order_leg, algo_order_params, \
@@ -60,6 +60,15 @@ def get_account_apis():
     # openapi_client.get_open_orders()
     # 获取已成交订单
     # openapi_client.get_filled_orders(start_time='2019-05-01', end_time='2019-05-21')
+
+    # 获取订单成交记录, 仅适用于综合账户
+    transactions = openapi_client.get_transactions(symbol='AAPL', sec_type=SecurityType.STK, start_time=1641398400000,
+                                                   end_time=1642398400000)
+    # transactions = openapi_client.get_transactions(symbol='CL2201', sec_type=SecurityType.FUT)
+    # transactions = openapi_client.get_transactions(order_id=24844739769009152)
+    # transactions = openapi_client.get_transactions(symbol='BABA', sec_type='OPT', strike=121, expiry='20220121',
+    #                put_call='CALL')
+
     # 获取持仓
     openapi_client.get_positions()
     # 获取资产

tigeropen/quote/quote_client.py

@@ -11,7 +11,7 @@
 
 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
+from tigeropen.common.consts.service_types import GRAB_QUOTE_PERMISSION, QUOTE_DELAY, GET_QUOTE_PERMISSION
 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, \
@@ -1172,11 +1172,11 @@ def get_stock_industry(self, symbol, market=Market.US):
     def grab_quote_permission(self):
         """
         抢占行情权限
-        :return: 权限列表
-        示例: [{'name': 'usQuoteBasic', 'expireAt': 1621931026000},
-              {'name': 'usStockQuoteLv2Totalview', 'expireAt': 1621931026000},
-              {'name': 'usOptionQuote', 'expireAt': 1621931026000},
-              {'name': 'hkStockQuoteLv2', 'expireAt': 1621931026000}]
+        :return: 权限列表。expire_at 为-1时表示长期有效
+        示例: [{'name': 'usQuoteBasic', 'expire_at': 1621931026000},
+              {'name': 'usStockQuoteLv2Totalview', 'expire_at': 1621931026000},
+              {'name': 'usOptionQuote', 'expire_at': 1621931026000},
+              {'name': 'hkStockQuoteLv2', 'expire_at': -1}]
         """
         request = OpenApiRequest(GRAB_QUOTE_PERMISSION)
         response_content = self.__fetch_data(request)
@@ -1188,3 +1188,23 @@ def grab_quote_permission(self):
             else:
                 raise ApiException(response.code, response.message)
         return False
+
+    def get_quote_permission(self):
+        """
+        查询行情权限。query quote permissions
+        :return: 权限列表。expire_at 为-1时表示长期有效
+        示例: [{'name': 'usQuoteBasic', 'expire_at': 1621931026000},
+              {'name': 'usStockQuoteLv2Totalview', 'expire_at': 1621931026000},
+              {'name': 'usOptionQuote', 'expire_at': 1621931026000},
+              {'name': 'hkStockQuoteLv2', 'expire_at': -1}]
+        """
+        request = OpenApiRequest(GET_QUOTE_PERMISSION)
+        response_content = self.__fetch_data(request)
+        if response_content:
+            response = QuoteGrabPermissionResponse()
+            response.parse_response_content(response_content)
+            if response.is_success():
+                return response.permissions
+            else:
+                raise ApiException(response.code, response.message)
+        return False

tigeropen/quote/response/quote_grab_permission_response.py

@@ -4,6 +4,7 @@
 # @Author  : sukai
 import json
 from tigeropen.common.response import TigerResponse
+from tigeropen.common.util import string_utils
 
 
 class QuoteGrabPermissionResponse(TigerResponse):
@@ -17,4 +18,4 @@ def parse_response_content(self, response_content):
         if 'is_success' in response:
             self._is_success = response['is_success']
 
-        self.permissions = self.data
+        self.permissions = string_utils.camel_to_underline_obj(self.data)

tigeropen/trade/domain/account.py

@@ -79,7 +79,7 @@ class SecuritySegment:
     - cash: 现金
     - equity_with_loan: 含借贷值股权(含贷款价值资产)。计算方法： 现金价值 + 股票价值
     - excess_liquidity: 剩余流动性。计算方法: equity_with_loan - maintenance_margin_requirement
-    - gross_position_value: 证券总价值: 做多股票的价值+做空股票价值+做多期权价值+做空期权价值。以上各项取绝对值计算。
+    - gross_position_value: 证券总价值: 做多股票的价值+做空股票价值+做多期权价值+做空期权价值。
     - initial_margin_requirement: 初始保证金
     - leverage: gross_position_value / net_liquidation
     - maintenance_margin_requirement: 维持保证金

tigeropen/trade/domain/contract.py

@@ -9,7 +9,7 @@
 
 
 class Contract:
-    def __init__(self, symbol, currency, contract_id=None, sec_type=None, exchange=None, origin_symbol=None,
+    def __init__(self, symbol=None, currency=None, contract_id=None, sec_type=None, exchange=None, origin_symbol=None,
                  local_symbol=None, expiry=None, strike=None, put_call=None, multiplier=None, name=None,
                  short_margin=None, short_fee_rate=None, shortable=None, long_initial_margin=None,
                  long_maintenance_margin=None, contract_month=None, identifier=None, primary_exchange=None,

tigeropen/trade/domain/order.py

@@ -181,4 +181,24 @@ def from_tags(tag_values):
         return None
 
     def __repr__(self):
-        return "AlgoParams(%s)" % self.to_dict()
+        return "AlgoParams(%s)" % self.to_dict()
+    
+
+class Transaction:
+    """
+    订单成交记录。Transactions of order.
+    """
+    def __init__(self, account=None, order_id=None, contract=None, id_=None, action=None,
+                 filled_quantity=None, filled_price=None, filled_amount=None, transacted_at=None):
+        self.account = account
+        self.order_id = order_id
+        self.contract = contract
+        self.id = id_
+        self.action = action
+        self.filled_quantity = filled_quantity
+        self.filled_price = filled_price
+        self.filled_amount = filled_amount
+        self.transacted_at = transacted_at
+
+    def __repr__(self):
+        return "Transaction({})".format(self.__dict__)

tigeropen/trade/request/model.py

@@ -563,6 +563,147 @@ def to_openapi_dict(self):
         return params
 
 
+class TransactionsParams(BaseParams):
+    def __init__(self):
+        super(TransactionsParams, self).__init__()
+        self._account = None
+        self._secret_key = None
+        self._order_id = None
+        self._sec_type = None
+        self._symbol = None
+        self._expiry = None
+        self._strike = None
+        self._right = None
+        self._start_date = None
+        self._end_date = None
+        self._limit = None
+
+    @property
+    def account(self):
+        return self._account
+
+    @account.setter
+    def account(self, value):
+        self._account = value
+
+    @property
+    def secret_key(self):
+        return self._secret_key
+
+    @secret_key.setter
+    def secret_key(self, value):
+        self._secret_key = value
+
+    @property
+    def order_id(self):
+        return self._order_id
+
+    @order_id.setter
+    def order_id(self, value):
+        self._order_id = value
+
+    @property
+    def sec_type(self):
+        return self._sec_type
+
+    @sec_type.setter
+    def sec_type(self, value):
+        self._sec_type = value
+
+    @property
+    def symbol(self):
+        return self._symbol
+
+    @symbol.setter
+    def symbol(self, value):
+        self._symbol = value
+
+    @property
+    def start_date(self):
+        return self._start_date
+
+    @start_date.setter
+    def start_date(self, value):
+        self._start_date = value
+
+    @property
+    def end_date(self):
+        return self._end_date
+
+    @end_date.setter
+    def end_date(self, value):
+        self._end_date = value
+
+    @property
+    def limit(self):
+        return self._limit
+
+    @limit.setter
+    def limit(self, value):
+        self._limit = 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:
+            params['account'] = self.account
+
+        if self.order_id:
+            params['order_id'] = self.order_id
+
+        if self.secret_key:
+            params['secret_key'] = self.secret_key
+
+        if self.symbol:
+            params['symbol'] = self.symbol
+
+        if self.sec_type:
+            params['sec_type'] = self.sec_type
+
+        if self.start_date:
+            params['start_date'] = self.start_date
+
+        if self.end_date:
+            params['end_date'] = self.end_date
+
+        if self.limit:
+            params['limit'] = self.limit
+
+        if self.expiry:
+            params['expiry'] = self.expiry
+
+        if self.strike:
+            params['strike'] = self.strike
+
+        if self.right:
+            params['right'] = self.right
+
+        return params
+
+
 class PlaceModifyOrderParams(BaseParams):
     def __init__(self):
         super(PlaceModifyOrderParams, self).__init__()

tigeropen/trade/response/__init__.py

@@ -6,7 +6,7 @@
 """
 
 CONTRACT_FIELDS = set(['symbol', 'market', 'multiplier', 'sec_type', 'currency', 'local_symbol', 'origin_symbol',
-                       'expiry', 'strike', 'right', 'contract_id', 'exchange', 'name', 'short_margin', 'short_fee_rate',
+                       'expiry', 'strike', 'right', 'put_call', 'contract_id', 'exchange', 'name', 'short_margin', 'short_fee_rate',
                        'shortable', 'long_initial_margin', 'long_maintenance_margin', 'contract_month', 'identifier',
                        'primary_exchange', 'min_tick', 'trading_class', 'continuous', 'trade',
                        'last_trading_date', 'first_notice_date', 'last_bidding_close_time'])