Merge branch 'dev' of git.tigerbrokers.net:server/openapi/openapi-python-sdk into dev

Author: tigersk

tigeropen/examples/trade_client_demo.py

@@ -92,6 +92,10 @@ def trade_apis():
     new_order = openapi_client.get_order(order_id=order_id)
     assert new_order.status == OrderStatus.CANCELLED or new_order.status == OrderStatus.PENDING_CANCEL
 
+    # 预览订单 (下单前后保证金要求, 佣金等预览)
+    result = openapi_client.preview_order(order)
+    print(result)
+
 
 if __name__ == '__main__':
     get_account_info()

tigeropen/quote/response/future_contract_response.py

@@ -11,10 +11,11 @@
 from tigeropen.common.response import TigerResponse
 
 COLUMNS = ['contract_code', 'symbol', 'type', 'name', 'contract_month', 'multiplier', 'exchange', 'currency',
-           'first_notice_date', 'last_bidding_close_time', 'last_trading_date', 'trade', 'continuous']
+           'first_notice_date', 'last_bidding_close_time', 'last_trading_date', 'trade', 'continuous', 'min_tick']
 CONTRACT_FIELD_MAPPINGS = {'contractCode': 'contract_code', 'exchangeCode': 'exchange', 'ibCode': 'symbol',
                            'contractMonth': 'contract_month', 'firstNoticeDate': 'first_notice_date',
-                           'lastBiddingCloseTime': 'last_bidding_close_time', 'lastTradingDate': 'last_trading_date'}
+                           'lastBiddingCloseTime': 'last_bidding_close_time', 'lastTradingDate': 'last_trading_date',
+                           'minTick': 'min_tick'}
 
 
 class FutureContractResponse(TigerResponse):

tigeropen/trade/response/order_preview_response.py

@@ -0,0 +1,28 @@
+import json
+from tigeropen.common.response import TigerResponse
+
+PREVIEW_ORDER_FIELD_MAPPING = {"initMarginBefore": "init_margin_before", "commissionCurrency": "commission_currency",
+                               "maintMargin": "maint_margin", "equityWithLoan": "equity_with_loan",
+                               "minCommission": "min_commission", "maintMarginBefore": "maint_margin_before",
+                               "initMargin": "init_margin", "equityWithLoanBefore": "equity_with_loan_before",
+                               "marginCurrency": "margin_currency", "maxCommission": "max_commission",
+                               "warningText": "warning_text"}
+
+
+class PreviewOrderResponse(TigerResponse):
+    def __init__(self):
+        super(PreviewOrderResponse, self).__init__()
+        self.preview_order = dict()
+        self._is_success = None
+
+    def parse_response_content(self, response_content):
+        response = super(PreviewOrderResponse, self).parse_response_content(response_content)
+        if 'is_success' in response:
+            self._is_success = response['is_success']
+
+        if self.data:
+            data_json = json.loads(self.data)
+            for key, value in data_json.items():
+                field = PREVIEW_ORDER_FIELD_MAPPING.get(key, key)
+                self.preview_order[field] = value
+

tigeropen/trade/trade_client.py

@@ -10,14 +10,15 @@
 
 from tigeropen.trade.response.contracts_response import ContractsResponse
 from tigeropen.trade.response.order_id_response import OrderIdResponse
+from tigeropen.trade.response.order_preview_response import PreviewOrderResponse
 from tigeropen.trade.response.orders_response import OrdersResponse
 from tigeropen.tiger_open_client import TigerOpenClient, ApiException
 from tigeropen.trade.request.model import ContractParams, AccountsParams, AssetParams, PositionParams, OrdersParams, \
     OrderParams, PlaceModifyOrderParams, CancelOrderParams
 from tigeropen.quote.request import OpenApiRequest
 from tigeropen.trade.response.assets_response import AssetsResponse
 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
+    CANCEL_ORDER, MODIFY_ORDER, PLACE_ORDER, ACTIVE_ORDERS, INACTIVE_ORDERS, FILLED_ORDERS, CONTRACT, PREVIEW_ORDER
 
 import logging
 
@@ -412,6 +413,49 @@ def create_order(self, account, contract, action, order_type, quantity, limit_pr
 
         return None
 
+    def preview_order(self, order):
+        """
+        预览订单
+        :param order:  Order 对象
+        :return: dict. 字段如下
+            init_margin_before      下单前账户初始保证金
+            init_margin             预计下单后的账户初始保证金
+            maint_margin_before     下单前账户的维持保证金
+            maint_margin            预计下单后的账户维持保证金
+            margin_currency         保证金货币币种
+            equity_with_loan_before 下单前账户的含借贷值股权(含贷款价值资产)
+            equity_with_loan        下单后账户的含借贷值股权(含贷款价值资产)
+            min_commission          预期最低佣金
+            max_commission          预期最高佣金
+            commission_currency     佣金货币币种
+
+            若无法下单, 返回的 dict 中仅有如下字段:
+            warning_text            无法下单的原因
+        """
+        params = PlaceModifyOrderParams()
+        params.account = order.account
+        params.contract = order.contract
+        params.action = order.action
+        params.order_type = order.order_type
+        params.order_id = order.order_id
+        params.quantity = order.quantity
+        params.limit_price = order.limit_price
+        params.aux_price = order.aux_price
+        params.trail_stop_price = order.trail_stop_price
+        params.trailing_percent = order.trailing_percent
+        params.percent_offset = order.percent_offset
+        params.time_in_force = order.time_in_force
+        params.outside_rth = order.outside_rth
+        request = OpenApiRequest(PREVIEW_ORDER, biz_model=params)
+        response_content = self.__fetch_data(request)
+        if response_content:
+            response = PreviewOrderResponse()
+            response.parse_response_content(response_content)
+            if response.is_success():
+                return response.preview_order
+            else:
+                raise ApiException(response.code, response.message)
+
     def place_order(self, order):
         """
         下单