Merge branch 'future_quote_price_offset' into 'dev'

future_quote_price_offset into dev

See merge request !31

Author: zhanggoo9527

tigeropen/push/push_client.py

@@ -53,7 +53,7 @@
     KEEPALIVE = False
 
 
-class PushClient(object):
+class PushClient(stomp.ConnectionListener):
     def __init__(self, host, port, use_ssl=True, connection_timeout=120, auto_reconnect=True,
                  heartbeats=(30 * 1000, 30 * 1000)):
         """

tigeropen/trade/domain/contract.py

@@ -8,7 +8,9 @@
 
 class Contract(object):
     def __init__(self, symbol, currency, 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):
+                 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):
         self.contract_id = contract_id
         self.symbol = symbol
         self.currency = currency
@@ -21,6 +23,11 @@ def __init__(self, symbol, currency, contract_id=None, sec_type=None, exchange=N
         self.put_call = put_call
         self.multiplier = multiplier
         self.name = name
+        self.short_margin = short_margin
+        self.short_fee_rate = short_fee_rate
+        self.shortable = shortable
+        self.long_initial_margin = long_initial_margin
+        self.long_maintenance_margin = long_maintenance_margin
 
     def __repr__(self):
         if self.symbol:

tigeropen/trade/response/__init__.py

@@ -6,5 +6,6 @@
 """
 
 CONTRACT_FIELDS = set(['symbol', 'market', 'multiplier', 'sec_type', 'currency', 'local_symbol', 'origin_symbol',
-                  'expiry', 'strike', 'right', 'contract_id', 'exchange', 'name'])
+                       'expiry', 'strike', 'right', 'contract_id', 'exchange', 'name', 'short_margin', 'short_fee_rate',
+                       'shortable', 'long_initial_margin', 'long_maintenance_margin'])
 

tigeropen/trade/response/contracts_response.py

@@ -12,7 +12,10 @@
 from tigeropen.trade.response import CONTRACT_FIELDS
 
 CONTRACT_FIELD_MAPPINGS = {'secType': 'sec_type', 'localSymbol': 'local_symbol', 'originSymbol': 'origin_symbol',
-                           'conid': 'contract_id', 'contractId': 'contract_id', 'lastTradingDate': 'expiry'}
+                           'conid': 'contract_id', 'contractId': 'contract_id', 'lastTradingDate': 'expiry',
+                           'shortMargin': 'short_margin', 'shortFeeRate': 'short_fee_rate',
+                           'longInitialMargin': 'long_initial_margin',
+                           'longMaintenanceMargin': 'long_maintenance_margin'}
 
 
 class ContractsResponse(TigerResponse):
@@ -52,7 +55,16 @@ def parse_response_content(self, response_content):
                     put_call = contract_fields.get('right')
                     multiplier = contract_fields.get('multiplier')
                     name = contract_fields.get('name')
+                    short_margin = contract_fields.get('short_margin')
+                    short_fee_rate = contract_fields.get('short_fee_rate')
+                    shortable = contract_fields.get('shortable')
+                    long_initial_margin = contract_fields.get('long_initial_margin')
+                    long_maintenance_margin = contract_fields.get('long_maintenance_margin')
+
                     contract = Contract(symbol, currency, contract_id=contract_id, sec_type=sec_type, exchange=exchange,
                                         origin_symbol=origin_symbol, local_symbol=local_symbol, expiry=expiry,
-                                        strike=strike, put_call=put_call, multiplier=multiplier, name=name)
+                                        strike=strike, put_call=put_call, multiplier=multiplier, name=name,
+                                        short_margin=short_margin, short_fee_rate=short_fee_rate, shortable=shortable,
+                                        long_initial_margin=long_initial_margin,
+                                        long_maintenance_margin=long_maintenance_margin)
                     self.contracts.append(contract)