Merge branch 'feature_order_updatetime' into 'dev'

order update time

See merge request server/openapi/openapi-python-sdk!122

Author: tigersk

tigeropen/common/consts/__init__.py

@@ -140,3 +140,9 @@ class IndustryLevel(Enum):
     GGROUP = 'GGROUP'
     GIND = 'GIND'
     GSUBIND = 'GSUBIND'
+
+
+@unique
+class OrderSortBy(Enum):
+    LATEST_CREATED = 'LATEST_CREATED'
+    LATEST_STATUS_UPDATED = 'LATEST_STATUS_UPDATED'

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

@@ -437,6 +437,7 @@ def __init__(self):
         self._limit = None
         self._states = None
         self._parent_id = None
+        self._sort_by = None
 
     @property
     def account(self):
@@ -534,6 +535,14 @@ 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:
@@ -572,6 +581,9 @@ 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
 
 

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:

tigeropen/trade/trade_client.py

@@ -287,7 +287,7 @@ def get_prime_assets(self, account=None):
         return None
 
     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):
+                   limit=100, is_brief=False, states=None, sort_by=None):
         """
         获取订单列表
         :param account:
@@ -300,6 +300,8 @@ def get_orders(self, account=None, sec_type=None, market=Market.ALL, symbol=None
         :param limit: 每次获取订单的数量
         :param is_brief: 是否返回精简的订单数据
         :param states: 订单状态枚举对象列表, 可选, 若传递则按状态筛选
+        :param sort_by: Field used to sort and filter start_time and end_time，available value can be imported from
+            tigeropen.common.consts.OrderSortBY, like LATEST_CREATED or LATEST_STATUS_UPDATED
         :return: Order 对象构成的列表. Order 对象信息参见 tigeropen.trade.domain.order
         """
         params = OrdersParams()
@@ -313,6 +315,8 @@ def get_orders(self, account=None, sec_type=None, market=Market.ALL, symbol=None
         params.limit = limit
         params.is_brief = is_brief
         params.states = [get_enum_value(state) for state in states] if states else None
+        params.sort_by = get_enum_value(sort_by)
+
         request = OpenApiRequest(ORDERS, biz_model=params)
         response_content = self.__fetch_data(request)
         if response_content:
@@ -325,7 +329,7 @@ def get_orders(self, account=None, sec_type=None, market=Market.ALL, symbol=None
         return None
 
     def get_open_orders(self, account=None, sec_type=None, market=Market.ALL, symbol=None, start_time=None,
-                        end_time=None, parent_id=None):
+                        end_time=None, parent_id=None, sort_by=None):
         """
         获取待成交订单列表. 参数同 get_orders
         :param parent_id: 主订单 order_id
@@ -339,6 +343,7 @@ def get_open_orders(self, account=None, sec_type=None, market=Market.ALL, symbol
         params.start_date = start_time
         params.end_date = end_time
         params.parent_id = parent_id
+        params.sort_by = get_enum_value(sort_by)
         request = OpenApiRequest(ACTIVE_ORDERS, biz_model=params)
         response_content = self.__fetch_data(request)
         if response_content:
@@ -351,7 +356,7 @@ def get_open_orders(self, account=None, sec_type=None, market=Market.ALL, symbol
         return None
 
     def get_cancelled_orders(self, account=None, sec_type=None, market=Market.ALL, symbol=None, start_time=None,
-                             end_time=None):
+                             end_time=None, sort_by=None):
         """
         获取已撤销订单列表. 参数同 get_orders
         """
@@ -363,6 +368,7 @@ def get_cancelled_orders(self, account=None, sec_type=None, market=Market.ALL, s
         params.symbol = symbol
         params.start_date = start_time
         params.end_date = end_time
+        params.sort_by = get_enum_value(sort_by)
         request = OpenApiRequest(INACTIVE_ORDERS, biz_model=params)
         response_content = self.__fetch_data(request)
         if response_content:
@@ -375,7 +381,7 @@ def get_cancelled_orders(self, account=None, sec_type=None, market=Market.ALL, s
         return None
 
     def get_filled_orders(self, account=None, sec_type=None, market=Market.ALL, symbol=None, start_time=None,
-                          end_time=None):
+                          end_time=None, sort_by=None):
         """
         获取已成交订单列表. 参数同 get_orders
         """
@@ -387,6 +393,7 @@ def get_filled_orders(self, account=None, sec_type=None, market=Market.ALL, symb
         params.symbol = symbol
         params.start_date = start_time
         params.end_date = end_time
+        params.sort_by = get_enum_value(sort_by)
         request = OpenApiRequest(FILLED_ORDERS, biz_model=params)
         response_content = self.__fetch_data(request)
         if response_content: