modify order legs

Author: tigersk

tigeropen/common/util/order_utils.py

@@ -4,7 +4,7 @@
 
 @author: gaoan
 """
-from tigeropen.trade.domain.order import Order, AttachOrder
+from tigeropen.trade.domain.order import Order, OrderLeg
 from tigeropen.common.consts import OrderStatus
 
 
@@ -74,32 +74,31 @@ def trail_order(account, contract, action, quantity, trailing_percent=None, aux_
     return Order(account, contract, action, 'TRAIL', quantity, trailing_percent=trailing_percent, aux_price=aux_price)
 
 
-def attach_order(attach_type, stop_loss_price=None, stop_loss_tif='DAY', profit_taker_price=None,
-                 profit_taker_tif='DAY'):
+def order_leg(type, stop_loss_price=None, stop_loss_tif='DAY', profit_taker_price=None, profit_taker_tif='DAY'):
     """
     附加订单
-    :param attach_type: 附加订单类型. PROFIT 止盈单类型,  LOSS 止损单类型, BRACKETS 括号订单类型(止损和止盈). 必选
-    :param stop_loss_price: 附加止损单价格. attach_type 为 LOSS 或 BRACKETS 时必选
+    :param type: 附加订单类型. PROFIT 止盈单类型,  LOSS 止损单类型, BRACKETS 括号订单类型(止损和止盈). 必选
+    :param stop_loss_price: 附加止损单价格. type 为 LOSS 或 BRACKETS 时必选
     :param stop_loss_tif: 附加止损单有效期. 'DAY'（当日有效）和'GTC'（取消前有效 Good-Til-Canceled).
-    :param profit_taker_price: 附加止盈单价格. attach_type 为 PROFIT 或 BRACKETS 时必选
+    :param profit_taker_price: 附加止盈单价格. type 为 PROFIT 或 BRACKETS 时必选
     :param profit_taker_tif: 附加止盈单有效期. 'DAY'（当日有效）和'GTC'（取消前有效).
     """
-    return AttachOrder(attach_type=attach_type, stop_loss_price=stop_loss_price, stop_loss_tif=stop_loss_tif,
-                       profit_taker_price=profit_taker_price, profit_taker_tif=profit_taker_tif)
+    return OrderLeg(type=type, stop_loss_price=stop_loss_price, stop_loss_tif=stop_loss_tif,
+                    profit_taker_price=profit_taker_price, profit_taker_tif=profit_taker_tif)
 
 
-def limit_order_with_attach(account, contract, action, quantity, limit_price, attach_order=None):
+def limit_order_with_legs(account, contract, action, quantity, limit_price, order_legs=None):
     """
     限价单 + 附加订单(仅环球账户支持)
     :param account:
     :param contract:
     :param action: BUY/SELL
     :param quantity:
     :param limit_price: 限价单价格
-    :param attach_order: 附加订单
+    :param order_legs: 附加订单
     :return:
     """
-    return Order(account, contract, action, 'LMT', quantity, limit_price=limit_price, attach_order=attach_order)
+    return Order(account, contract, action, 'LMT', quantity, limit_price=limit_price, order_legs=order_legs)
 
 
 def get_order_status(value):

tigeropen/examples/trade_client_demo.py

@@ -14,8 +14,9 @@
 from tigeropen.trade.trade_client import TradeClient
 from tigeropen.quote.request import OpenApiRequest
 from tigeropen.examples.client_config import get_client_config
-# from tigeropen.common.util.contract_utils import stock_contract, option_contract, future_contract
-from tigeropen.common.util.order_utils import limit_order, limit_order_with_attach, attach_order
+# from tigeropen.common.util.contract_utils import stock_contract, option_contract_by_symbol, future_contract, \
+#     war_contract_by_symbol, iopt_contract_by_symbol
+from tigeropen.common.util.order_utils import limit_order, limit_order_with_legs, order_leg
 
 logging.basicConfig(level=logging.INFO,
                     format='%(asctime)s %(levelname)s %(message)s',
@@ -98,17 +99,17 @@ def trade_apis():
 
     # 限价单 + 附加订单 (仅主订单为限价单时支持附加订单)
     main_order = openapi_client.create_order(account, contract, 'BUY', 'LMT', quantity=100, limit_price=10.0,
-                                             attach_order=attach_order(attach_type='BRACKETS', stop_loss_price=8.0,
-                                                                       stop_loss_tif='GTC', profit_taker_price=12.0,
-                                                                       profit_taker_tif='GTC'))
+                                             order_legs=order_leg(type='BRACKETS', stop_loss_price=8.0,
+                                                                  stop_loss_tif='GTC', profit_taker_price=12.0,
+                                                                  profit_taker_tif='GTC'))
     # 本地构造限价单 + 附加订单
-    # main_order = limit_order_with_attach(account, contract, 'BUY', 100, limit_price=10.0, attach_order=attach_order(
-    #     attach_type='LOSS', stop_loss_price=8.0, stop_loss_tif='DAY'))
+    # main_order = limit_order_with_legs(account, contract, 'BUY', 100, limit_price=10.0, order_legs=order_leg(
+    #     type='LOSS', stop_loss_price=8.0, stop_loss_tif='DAY'))
     openapi_client.place_order(main_order)
     print(main_order)
     # 查询主订单所关联的附加订单
-    attach_orders = openapi_client.get_open_orders(account, parent_id=main_order.order_id)
-    print(attach_orders)
+    order_legs = openapi_client.get_open_orders(account, parent_id=main_order.order_id)
+    print(order_legs)
 
 
 if __name__ == '__main__':

tigeropen/trade/domain/order.py

@@ -14,12 +14,12 @@ class Order(object):
     __slots__ = ["account", "id", "order_id", "parent_id", "order_time", "reason", "trade_time", "contract", "action",
                  "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", "attach_order"]
+                 "order_type", "time_in_force", "outside_rth", "order_legs"]
 
     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,
                  outside_rth=None, filled=0, avg_fill_price=0, commission=None, realized_pnl=None,
-                 id=None, order_id=None, parent_id=None, order_time=None, trade_time=None, attach_order=None):
+                 id=None, order_id=None, parent_id=None, order_time=None, trade_time=None, order_legs=None):
         """
         - account: 订单所属的账户
         - id: 全局订单 id
@@ -45,7 +45,7 @@ def __init__(self, account, contract, action, order_type, quantity, limit_price=
         - contract: 合约对象
         - status: Order_Status 的枚举, 表示订单状态
         - remaining: 未成交的数量
-        - attach_order: 附加订单
+        - order_legs: 附加订单
         """
 
         self.id = id
@@ -72,7 +72,7 @@ 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.attach_order = attach_order
+        self.order_legs = order_legs
 
     def to_dict(self):
         dct = {name: getattr(self, name) for name in self.__slots__ if name not in ORDER_FIELDS_TO_IGNORE}
@@ -119,16 +119,16 @@ def __unicode__(self):
         return text_type(repr(self))
 
 
-class AttachOrder(object):
+class OrderLeg(object):
     """
     附加订单
     """
 
-    def __init__(self, attach_type=None, stop_loss_price=None, stop_loss_tif=None, stop_loss_rth=None,
+    def __init__(self, type, stop_loss_price=None, stop_loss_tif=None, stop_loss_rth=None,
                  stop_loss_order_id=None, profit_taker_price=None, profit_taker_tif=None, profit_taker_rth=None,
                  profit_taker_order_id=None):
         """
-        :param attach_type: 附加订单类型(仅限价单支持). PROFIT 止盈单类型, LOSS 止损单类型, BRACKETS 括号订单类型(止损和止盈)
+        :param type: 附加订单类型(仅限价单支持). PROFIT 止盈单类型, LOSS 止损单类型, BRACKETS 括号订单类型(止损和止盈)
         :param stop_loss_price: 附加止损单价格
         :param stop_loss_tif: 附加止损单有效期. 'DAY'（当日有效）和'GTC'（取消前有效). 同 time_in_force 字段
         :param stop_loss_rth: 附加止损单是否允许盘前盘后交易(美股专属). True 允许, False 不允许. 同 outside_rth 字段
@@ -138,18 +138,20 @@ def __init__(self, attach_type=None, stop_loss_price=None, stop_loss_tif=None, s
         :param profit_taker_rth: 附加止盈单是否允许盘前盘后交易(美股专属). True 允许, False 不允许. 同 outside_rth 字段
         :param profit_taker_order_id: 附加止盈单号. 可以通过订单号接口获取, 如果传0或为空, 则服务器端会自动生成止盈单号
         """
-        self.attach_type = attach_type
-        self.stop_loss_price = stop_loss_price
-        self.stop_loss_tif = stop_loss_tif
-        self.stop_loss_rth = stop_loss_rth
-        self.stop_loss_order_id = stop_loss_order_id
-        self.profit_taker_price = profit_taker_price
-        self.profit_taker_tif = profit_taker_tif
-        self.profit_taker_rth = profit_taker_rth
-        self.profit_taker_order_id = profit_taker_order_id
+        self.type = type
+        if self.type == 'LOSS' or self.type == 'BRACKETS':
+            self.stop_loss_price = stop_loss_price
+            self.stop_loss_tif = stop_loss_tif
+            self.stop_loss_rth = stop_loss_rth
+            self.stop_loss_order_id = stop_loss_order_id
+        if self.type == 'PROFIT' or self.type == 'BRACKETS':
+            self.profit_taker_price = profit_taker_price
+            self.profit_taker_tif = profit_taker_tif
+            self.profit_taker_rth = profit_taker_rth
+            self.profit_taker_order_id = profit_taker_order_id
 
     def to_dict(self):
         return self.__dict__
 
     def __repr__(self):
-        return "AttachOrder(%s)" % self.to_dict()
+        return "OrderLeg(%s)" % self.to_dict()

tigeropen/trade/request/model.py

@@ -502,7 +502,7 @@ def __init__(self):
         self.percent_offset = None
         self.time_in_force = None
         self.outside_rth = None
-        self.attach_order = None
+        self.order_legs = None
 
     def to_openapi_dict(self):
         params = dict()
@@ -555,25 +555,26 @@ def to_openapi_dict(self):
             if self.outside_rth is not None:
                 params['outside_rth'] = self.outside_rth
 
-            if self.attach_order:
-                if self.attach_order.attach_type is not None:
-                    params['attach_type'] = self.attach_order.attach_type
-                if self.attach_order.profit_taker_order_id is not None:
-                    params['profit_taker_order_id'] = self.attach_order.profit_taker_order_id
-                if self.attach_order.profit_taker_price is not None:
-                    params['profit_taker_price'] = self.attach_order.profit_taker_price
-                if self.attach_order.profit_taker_tif is not None:
-                    params['profit_taker_tif'] = self.attach_order.profit_taker_tif
-                if self.attach_order.profit_taker_rth is not None:
-                    params['profit_taker_rth'] = self.attach_order.profit_taker_rth
-                if self.attach_order.stop_loss_order_id is not None:
-                    params['stop_loss_order_id'] = self.attach_order.stop_loss_order_id
-                if self.attach_order.stop_loss_price is not None:
-                    params['stop_loss_price'] = self.attach_order.stop_loss_price
-                if self.attach_order.stop_loss_tif is not None:
-                    params['stop_loss_tif'] = self.attach_order.stop_loss_tif
-                if self.attach_order.stop_loss_rth is not None:
-                    params['stop_loss_rth'] = self.attach_order.stop_loss_rth
+            if self.order_legs and self.order_legs.type is not None:
+                params['attach_type'] = self.order_legs.type
+                if self.order_legs.type in ('PROFIT', 'BRACKETS'):
+                    if self.order_legs.profit_taker_order_id is not None:
+                        params['profit_taker_order_id'] = self.order_legs.profit_taker_order_id
+                    if self.order_legs.profit_taker_price is not None:
+                        params['profit_taker_price'] = self.order_legs.profit_taker_price
+                    if self.order_legs.profit_taker_tif is not None:
+                        params['profit_taker_tif'] = self.order_legs.profit_taker_tif
+                    if self.order_legs.profit_taker_rth is not None:
+                        params['profit_taker_rth'] = self.order_legs.profit_taker_rth
+                if self.order_legs.type in ('LOSS', 'BRACKETS'):
+                    if self.order_legs.stop_loss_order_id is not None:
+                        params['stop_loss_order_id'] = self.order_legs.stop_loss_order_id
+                    if self.order_legs.stop_loss_price is not None:
+                        params['stop_loss_price'] = self.order_legs.stop_loss_price
+                    if self.order_legs.stop_loss_tif is not None:
+                        params['stop_loss_tif'] = self.order_legs.stop_loss_tif
+                    if self.order_legs.stop_loss_rth is not None:
+                        params['stop_loss_rth'] = self.order_legs.stop_loss_rth
 
         return params
 

tigeropen/trade/trade_client.py

@@ -379,7 +379,7 @@ def get_order(self, account=None, id=None, order_id=None, is_brief=False):
 
     def create_order(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,
-                     outside_rth=None, attach_order=None):
+                     outside_rth=None, order_legs=None):
         """
         创建订单对象.
         :param account:
@@ -394,7 +394,7 @@ def create_order(self, account, contract, action, order_type, quantity, limit_pr
         :param percent_offset:
         :param time_in_force: 订单有效期， 'DAY'（当日有效）和'GTC'（取消前有效)
         :param outside_rth: 是否允许盘前盘后交易(美股专属)
-        :param attach_order: 附加订单
+        :param order_legs: 附加订单
         """
         params = AccountsParams()
         params.account = account if account else self._account
@@ -409,7 +409,7 @@ def create_order(self, account, contract, action, order_type, quantity, limit_pr
                               aux_price=aux_price, trail_stop_price=trail_stop_price,
                               trailing_percent=trailing_percent, percent_offset=percent_offset,
                               time_in_force=time_in_force, outside_rth=outside_rth, order_id=order_id,
-                              attach_order=attach_order)
+                              order_legs=order_legs)
                 return order
             else:
                 raise ApiException(response.code, response.message)
@@ -479,7 +479,7 @@ def place_order(self, order):
         params.percent_offset = order.percent_offset
         params.time_in_force = order.time_in_force
         params.outside_rth = order.outside_rth
-        params.attach_order = order.attach_order
+        params.order_legs = order.order_legs
 
         request = OpenApiRequest(PLACE_ORDER, biz_model=params)
         response_content = self.__fetch_data(request)