Merge branch 'dev' into feature_position_param

Author: tigersk

tigeropen/common/consts/__init__.py

@@ -49,6 +49,12 @@ class SecurityType(Enum):
     CASH = 'CASH'  # 外汇
 
 
+@unique
+class SegmentType(Enum):
+    SEC = 'SEC'
+    FUT = 'FUT'
+
+
 @unique
 class Currency(Enum):
     """Enum for currency """
@@ -147,3 +153,10 @@ class TickSizeType(Enum):
     CLOSED = 'CLOSED'
     OPEN_CLOSED = 'OPEN_CLOSED'
     OPEN = 'OPEN'
+
+
+@unique
+class OrderSortBy(Enum):
+    LATEST_CREATED = 'LATEST_CREATED'
+    LATEST_STATUS_UPDATED = 'LATEST_STATUS_UPDATED'
+

tigeropen/common/consts/service_types.py

@@ -23,6 +23,7 @@
 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
+ANALYTICS_ASSET = "analytics_asset"
 
 """
 合约

tigeropen/examples/trade_client_demo.py

@@ -64,6 +64,9 @@ def get_account_apis():
     # 综合/模拟账户获取资产
     openapi_client.get_prime_assets()
 
+    # get asset history
+    openapi_client.get_analytics_asset(start_date='2021-12-01', end_date='2021-12-07')
+
 
 def trade_apis():
     account = client_config.account

tigeropen/push/push_client.py

@@ -63,7 +63,8 @@
                        'latestTime': 'trade_time', 'contractId': 'contract_id', 'trailStopPrice': 'trail_stop_price',
                        'trailingPercent': 'trailing_percent', 'percentOffset': 'percent_offset', 'action': 'action',
                        'status': 'status', 'currency': 'currency', 'remaining': 'remaining', 'id': 'id',
-                       'segment': 'segment', 'identifier': 'identifier', 'replaceStatus': 'replace_status'}
+                       'segment': 'segment', 'identifier': 'identifier', 'replaceStatus': 'replace_status',
+                       'updateTime': 'update_time'}
 
 if sys.platform == 'linux' or sys.platform == 'linux2':
     KEEPALIVE = True

tigeropen/trade/domain/order.py

@@ -16,7 +16,8 @@ class Order:
                  "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", "algo_strategy",
-                 "secret_key", "liquidation", "discount", "attr_desc", "source", 'adjust_limit', 'sub_ids', "user_mark"]
+                 "secret_key", "liquidation", "discount", "attr_desc", "source", 'adjust_limit', 'sub_ids', "user_mark",
+                 "update_time"]
 
     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,
@@ -31,6 +32,7 @@ def __init__(self, account, contract, action, order_type, quantity, limit_price=
         - order_time: 下单时间
         - reason: 下单失败时, 会返回失败原因的描述
         - trade_time: 最新成交时间
+        - update_time: order updated time
         - action: 交易方向, 'BUY' / 'SELL'
         - quantity: 下单数量
         - filled: 成交数量
@@ -84,6 +86,7 @@ def __init__(self, account, contract, action, order_type, quantity, limit_price=
         self.percent_offset = percent_offset
         self.order_time = order_time
         self.trade_time = trade_time
+        self.update_time = kwargs.get('update_time')
         self.order_legs = order_legs
         self.algo_params = algo_params
         self.secret_key = secret_key

tigeropen/trade/request/model.py

@@ -473,6 +473,7 @@ def __init__(self):
         self._limit = None
         self._states = None
         self._parent_id = None
+        self._sort_by = None
 
     @property
     def account(self):
@@ -570,6 +571,14 @@ def parent_id(self):
     def parent_id(self, value):
         self._parent_id = value
 
+    @property
+    def sort_by(self):
+        return self._sort_by
+
+    @sort_by.setter
+    def sort_by(self, value):
+        self._sort_by = value
+
     def to_openapi_dict(self):
         params = dict()
         if self.account:
@@ -608,6 +617,9 @@ def to_openapi_dict(self):
         if self.parent_id:
             params['parent_id'] = self.parent_id
 
+        if self.sort_by:
+            params['sort_by'] = self.sort_by
+
         return params
 
 
@@ -919,3 +931,107 @@ def to_openapi_dict(self):
             params['id'] = self.id
 
         return params
+
+
+class AnalyticsAssetParams(BaseParams):
+    def __init__(self):
+        super().__init__()
+        self._account = None
+        self._sub_account = None
+        self._secret_key = None
+        self._seg_type = None
+        self._currency = None
+        self._sub_accounts = None
+        self._start_date = None
+        self._end_date = None
+
+    @property
+    def account(self):
+        return self._account
+
+    @account.setter
+    def account(self, value):
+        self._account = value
+
+    @property
+    def sub_account(self):
+        return self._sub_account
+
+    @sub_account.setter
+    def sub_account(self, value):
+        self._sub_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 seg_type(self):
+        return self._seg_type
+
+    @seg_type.setter
+    def seg_type(self, value):
+        self._seg_type = value
+
+    @property
+    def currency(self):
+        return self._currency
+
+    @currency.setter
+    def currency(self, value):
+        self._currency = value
+
+    @property
+    def sub_accounts(self):
+        return self._sub_accounts
+
+    @sub_accounts.setter
+    def sub_accounts(self, value):
+        self._sub_accounts = 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
+
+    def to_openapi_dict(self):
+        params = dict()
+        if self.account:
+            params['account'] = self.account
+
+        if self.sub_account:
+            params['sub_account'] = self.sub_account
+
+        if self.secret_key:
+            params['secret_key'] = self.secret_key
+
+        if self.seg_type:
+            params['seg_type'] = self.seg_type
+
+        if self.currency:
+            params['currency'] = self.currency
+
+        if self.sub_accounts:
+            params['sub_accounts'] = self.sub_accounts
+
+        if self.start_date:
+            params['start_date'] = self.start_date
+
+        if self.end_date:
+            params['end_date'] = self.end_date
+        return params

tigeropen/trade/response/analytics_asset_response.py

@@ -0,0 +1,30 @@
+# -*- coding: utf-8 -*-
+# 
+# @Date    : 2022/7/8
+# @Author  : sukai
+import json
+from datetime import datetime
+
+from tigeropen.common.response import TigerResponse
+from tigeropen.common.util.string_utils import camel_to_underline_obj
+
+
+class AnalyticsAssetResponse(TigerResponse):
+    def __init__(self):
+        super().__init__()
+        self.result = None
+        self._is_success = None
+
+    def parse_response_content(self, response_content):
+        response = super().parse_response_content(response_content)
+        if 'is_success' in response:
+            self._is_success = response['is_success']
+
+        if self.data:
+            result = camel_to_underline_obj(self.data)
+            history = result.get('history')
+            if history:
+                for item in history:
+                    item['dt'] = datetime.fromtimestamp(item['date'] // 1000).strftime('%Y-%m-%d')
+            result['history'] = history
+            self.result = result

tigeropen/trade/response/orders_response.py

@@ -22,7 +22,7 @@
                         'contractId': 'contract_id', 'algoStrategy': 'algo_strategy',
                         'trailStopPrice': 'trail_stop_price', 'trailingPercent': 'trailing_percent',
                         'percentOffset': 'percent_offset', 'identifier': 'identifier', 'algoParameters': 'algo_params',
-                        'userMark': 'user_mark'
+                        'userMark': 'user_mark', 'updateTime': 'update_time'
                         }
 
 
@@ -115,6 +115,8 @@ def parse_order(item, secret_key=None):
             order.order_time = order_fields.get('order_time')
         if 'trade_time' in order_fields:
             order.trade_time = order_fields.get('trade_time')
+        if 'update_time' in order_fields:
+            order.update_time = order_fields.get('update_time')
         if 'reason' in order_fields:
             order.reason = order_fields.get('reason')
         if secret_key is not None: