Merge branch 'feature_grab_quote' into 'dev'

Feature grab quote

See merge request server/openapi/openapi-python-sdk!65

Author: zhanggoo9527

requirements.txt

@@ -8,3 +8,4 @@ pyasn1==0.4.2
 rsa==4.0
 stomp.py==4.1.22
 enum34==1.1.6
+getmac==0.8.2

setup.py

@@ -12,7 +12,7 @@
 
 setup(
     name='tigeropen',
-    version='1.3.3',
+    version='1.4.0',
     description='TigerBrokers Open API',
     packages=find_packages(exclude=[]),
     author='TigerBrokers',

tigeropen/common/consts/params.py

@@ -13,6 +13,8 @@
 P_TIMESTAMP = "timestamp"
 P_VERSION = "version"
 P_NOTIFY_URL = "notify_url"
+P_DEVICE_ID = "device_id"
 
-COMMON_PARAM_KEYS = set([P_TIGER_ID, P_METHOD, P_CHARSET, P_SIGN_TYPE, P_SIGN, P_TIMESTAMP, P_VERSION, P_NOTIFY_URL])
+COMMON_PARAM_KEYS = {P_TIGER_ID, P_METHOD, P_CHARSET, P_SIGN_TYPE, P_SIGN, P_TIMESTAMP, P_VERSION, P_NOTIFY_URL,
+                     P_DEVICE_ID}
 P_BIZ_CONTENT = "biz_content"

tigeropen/common/consts/service_types.py

@@ -42,6 +42,7 @@
 QUOTE_REAL_TIME = "quote_real_time"
 QUOTE_SHORTABLE_STOCKS = "quote_shortable_stocks"
 QUOTE_STOCK_TRADE = "quote_stock_trade"
+GRAB_QUOTE_PERMISSION = "grab_quote_permission"  # 抢占行情
 
 # 期权行情
 OPTION_EXPIRATION = "option_expiration"

tigeropen/examples/quote_client_demo.py

@@ -23,6 +23,10 @@
 
 
 def get_quote():
+    # 抢占行情权限
+    is_grab_quote_success = openapi_client.grab_quote_permission()
+    print(is_grab_quote_success)
+
     market_status_list = openapi_client.get_market_status(Market.US)
     print(market_status_list)
     briefs = openapi_client.get_briefs(symbols=['AAPL', '00700', '600519'], include_ask_bid=True, right=QuoteRight.BR)

tigeropen/quote/quote_client.py

@@ -4,59 +4,61 @@
 
 @author: gaoan
 """
-import re
 import enum
+import logging
+import re
+
 import delorean
 import six
 
+from tigeropen.common.consts import Market, Language, QuoteRight, BarPeriod
 from tigeropen.common.consts import THREAD_LOCAL, SecurityType, CorporateActionType, IndustryLevel
+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, \
+    FUTURE_TRADING_DATE, QUOTE_SHORTABLE_STOCKS, FUTURE_REAL_TIME_QUOTE, \
+    FUTURE_CURRENT_CONTRACT, QUOTE_REAL_TIME, QUOTE_STOCK_TRADE, FINANCIAL_DAILY, FINANCIAL_REPORT, CORPORATE_ACTION, \
+    INDUSTRY_LIST, INDUSTRY_STOCKS, STOCK_INDUSTRY, STOCK_DETAIL, GRAB_QUOTE_PERMISSION
 from tigeropen.common.exceptions import ApiException
+from tigeropen.common.util.common_utils import eastern
+from tigeropen.common.util.contract_utils import extract_option_info
 from tigeropen.fundamental.request.model import FinancialDailyParams, FinancialReportParams, CorporateActionParams, \
     IndustryParams
 from tigeropen.fundamental.response.corporate_dividend_response import CorporateDividendResponse
 from tigeropen.fundamental.response.corporate_earnings_calendar_response import EarningsCalendarResponse
 from tigeropen.fundamental.response.corporate_split_response import CorporateSplitResponse
-from tigeropen.fundamental.response.financial_report_response import FinancialReportResponse
 from tigeropen.fundamental.response.financial_daily_response import FinancialDailyResponse
+from tigeropen.fundamental.response.financial_report_response import FinancialReportResponse
 from tigeropen.fundamental.response.industry_response import IndustryListResponse, IndustryStocksResponse, \
     StockIndustryResponse
+from tigeropen.quote.request import OpenApiRequest
+from tigeropen.quote.request.model import MarketParams, MultipleQuoteParams, MultipleContractParams, \
+    FutureQuoteParams, FutureExchangeParams, FutureTypeParams, FutureTradingTimeParams, SingleContractParams, \
+    SingleOptionQuoteParams
 from tigeropen.quote.response.future_briefs_response import FutureBriefsResponse
-from tigeropen.quote.response.future_exchange_response import FutureExchangeResponse
 from tigeropen.quote.response.future_contract_response import FutureContractResponse
+from tigeropen.quote.response.future_exchange_response import FutureExchangeResponse
 from tigeropen.quote.response.future_quote_bar_response import FutureQuoteBarResponse
 from tigeropen.quote.response.future_quote_ticks_response import FutureTradeTickResponse
 from tigeropen.quote.response.future_trading_times_response import FutureTradingTimesResponse
+from tigeropen.quote.response.market_status_response import MarketStatusResponse
 from tigeropen.quote.response.option_briefs_response import OptionBriefsResponse
 from tigeropen.quote.response.option_chains_response import OptionChainsResponse
 from tigeropen.quote.response.option_expirations_response import OptionExpirationsResponse
 from tigeropen.quote.response.option_quote_bar_response import OptionQuoteBarResponse
 from tigeropen.quote.response.option_quote_ticks_response import OptionTradeTickResponse
 from tigeropen.quote.response.quote_bar_response import QuoteBarResponse
-from tigeropen.quote.response.quote_timeline_response import QuoteTimelineResponse
 from tigeropen.quote.response.quote_brief_response import QuoteBriefResponse
+from tigeropen.quote.response.quote_grab_permission_response import QuoteGrabPermissionResponse
+from tigeropen.quote.response.quote_ticks_response import TradeTickResponse
+from tigeropen.quote.response.quote_timeline_response import QuoteTimelineResponse
 from tigeropen.quote.response.stock_briefs_response import StockBriefsResponse
 from tigeropen.quote.response.stock_details_response import StockDetailsResponse
 from tigeropen.quote.response.stock_short_interest_response import ShortInterestResponse
 from tigeropen.quote.response.stock_trade_meta_response import TradeMetaResponse
 from tigeropen.quote.response.symbol_names_response import SymbolNamesResponse
 from tigeropen.quote.response.symbols_response import SymbolsResponse
 from tigeropen.tiger_open_client import TigerOpenClient
-from tigeropen.quote.request.model import MarketParams, MultipleQuoteParams, MultipleContractParams, \
-    FutureQuoteParams, FutureExchangeParams, FutureTypeParams, FutureTradingTimeParams, SingleContractParams, \
-    SingleOptionQuoteParams
-from tigeropen.quote.request import OpenApiRequest
-from tigeropen.quote.response.quote_ticks_response import TradeTickResponse
-from tigeropen.quote.response.market_status_response import MarketStatusResponse
-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, \
-    FUTURE_TRADING_DATE, QUOTE_SHORTABLE_STOCKS, FUTURE_REAL_TIME_QUOTE, \
-    FUTURE_CURRENT_CONTRACT, QUOTE_REAL_TIME, QUOTE_STOCK_TRADE, FINANCIAL_DAILY, FINANCIAL_REPORT, CORPORATE_ACTION, \
-    INDUSTRY_LIST, INDUSTRY_STOCKS, STOCK_INDUSTRY, STOCK_DETAIL
-from tigeropen.common.consts import Market, Language, QuoteRight, BarPeriod
-from tigeropen.common.util.contract_utils import extract_option_info
-from tigeropen.common.util.common_utils import eastern
-import logging
 
 
 class QuoteClient(TigerOpenClient):
@@ -74,7 +76,7 @@ def __fetch_data(self, request):
             response = super(QuoteClient, self).execute(request)
             return response
         except Exception as e:
-            if THREAD_LOCAL.logger:
+            if hasattr(THREAD_LOCAL, 'logger') and THREAD_LOCAL.logger:
                 THREAD_LOCAL.logger.error(e, exc_info=True)
             raise e
 
@@ -1079,3 +1081,19 @@ def get_stock_industry(self, symbol, market=Market.US):
                 return response.stock_industry
             else:
                 raise ApiException(response.code, response.message)
+
+    def grab_quote_permission(self):
+        """
+        抢占行情权限
+        :return: 是否抢占成功, bool 类型
+        """
+        request = OpenApiRequest(GRAB_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.is_master
+            else:
+                raise ApiException(response.code, response.message)
+        return False

tigeropen/quote/response/quote_grab_permission_response.py

@@ -0,0 +1,22 @@
+# -*- coding: utf-8 -*-
+# 
+# @Date    : 2021-04-16
+# @Author  : sukai
+import json
+from tigeropen.common.response import TigerResponse
+
+
+class QuoteGrabPermissionResponse(TigerResponse):
+    def __init__(self):
+        super(QuoteGrabPermissionResponse, self).__init__()
+        self.is_master = False
+        self._is_success = None
+
+    def parse_response_content(self, response_content):
+        response = super(QuoteGrabPermissionResponse, 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)
+            self.is_master = data_json.get('is_master')

tigeropen/tiger_open_client.py

@@ -7,7 +7,6 @@
 from __future__ import unicode_literals
 import datetime
 import uuid
-import sys
 
 from tigeropen.common.consts import *
 from tigeropen.common.consts.params import *
@@ -17,9 +16,16 @@
 from tigeropen.common.exceptions import *
 
 if not PYTHON_VERSION_3:
+    import sys
     reload(sys)
     sys.setdefaultencoding('utf-8')
 
+try:
+    from getmac import get_mac_address
+except ImportError:
+    def get_mac_address():
+        return ':'.join(("%012x" % uuid.getnode())[i:i + 2] for i in range(0, 12, 2))
+
 
 class TigerOpenClient(object):
     """
@@ -36,6 +42,7 @@ def __init__(self, client_config, logger=None):
             "Connection": "Keep-Alive",
             "User-Agent": 'openapi-python-sdk-' + OPEN_API_SDK_VERSION
         }
+        self.__device_id = self.__get_device_id()
 
     """
     内部方法，从params中抽取公共参数
@@ -49,10 +56,22 @@ def __get_common_params(self, params):
         common_params[P_CHARSET] = self.__config.charset
         common_params[P_VERSION] = params[P_VERSION]
         common_params[P_SIGN_TYPE] = self.__config.sign_type
+        common_params[P_DEVICE_ID] = self.__device_id
         if has_value(params, P_NOTIFY_URL):
             common_params[P_NOTIFY_URL] = params[P_NOTIFY_URL]
         return common_params
 
+    @staticmethod
+    def __get_device_id():
+        """
+        获取mac地址作为device_id
+        :return:
+        """
+        try:
+            return get_mac_address()
+        except:
+            return None
+
     """
     内部方法，从params中移除公共参数
     """