delay quote api

Author: tigersk

tigeropen/common/consts/service_types.py

@@ -40,6 +40,7 @@
 KLINE = "kline"
 TRADE_TICK = "trade_tick"
 QUOTE_REAL_TIME = "quote_real_time"
+QUOTE_DELAY = "quote_delay"
 QUOTE_SHORTABLE_STOCKS = "quote_shortable_stocks"
 QUOTE_STOCK_TRADE = "quote_stock_trade"
 QUOTE_DEPTH = "quote_depth"  # level2 深度行情

tigeropen/quote/quote_client.py

@@ -12,7 +12,7 @@
 
 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 GRAB_QUOTE_PERMISSION
+from tigeropen.common.consts.service_types import GRAB_QUOTE_PERMISSION, QUOTE_DELAY
 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, \
@@ -49,6 +49,7 @@
 from tigeropen.quote.response.option_quote_ticks_response import OptionTradeTickResponse
 from tigeropen.quote.response.quote_bar_response import QuoteBarResponse
 from tigeropen.quote.response.quote_brief_response import QuoteBriefResponse
+from tigeropen.quote.response.quote_delay_briefs_response import DelayBriefsResponse
 from tigeropen.quote.response.quote_depth_response import DepthQuoteResponse
 from tigeropen.quote.response.quote_grab_permission_response import QuoteGrabPermissionResponse
 from tigeropen.quote.response.quote_ticks_response import TradeTickResponse
@@ -246,6 +247,36 @@ def get_stock_briefs(self, symbols, lang=None):
 
         return None
 
+    def get_delay_briefs(self, symbols, lang=None):
+        """
+        获取股票延迟行情
+        :param symbols: 标的代号列表
+        :param lang: 语言支持: tigeropen.common.consts.Language:  zh_CN,zh_TW,en_US
+        :return: pandas.DataFrame.  各 column 含义如下：
+            symbol: 证券代码
+            pre_close: 前收价
+            time: 时间
+            volume: 成交量
+            open: 开盘价
+            high: 最高价
+            low: 最低价
+        """
+        params = MultipleQuoteParams()
+        params.symbols = symbols
+        params.lang = lang.value if lang else self._lang.value
+
+        request = OpenApiRequest(QUOTE_DELAY, biz_model=params)
+        response_content = self.__fetch_data(request)
+        if response_content:
+            response = DelayBriefsResponse()
+            response.parse_response_content(response_content)
+            if response.is_success():
+                return response.briefs
+            else:
+                raise ApiException(response.code, response.message)
+
+        return None
+
     def get_stock_details(self, symbols, lang=None):
         """
         获取股票详情

tigeropen/quote/response/quote_delay_briefs_response.py

@@ -0,0 +1,31 @@
+# -*- coding: utf-8 -*-
+"""
+Created on 2021/11/11
+
+@author: sukai
+"""
+
+import pandas as pd
+
+from tigeropen.common.response import TigerResponse
+
+COLUMNS = ['symbol', 'ask_price', 'ask_size', 'bid_price', 'bid_size', 'pre_close', 'latest_price', 'latest_time',
+           'volume', 'open', 'high', 'low', 'status']
+BRIEF_FIELD_MAPPINGS = {'askPrice': 'ask_price', 'askSize': 'ask_size', 'bidPrice': 'bid_price', 'bidSize': 'bid_size',
+                        'latestPrice': 'latest_price', 'preClose': 'pre_close', 'latestTime': 'latest_time',
+                        'avgPrice': 'avg_price', 'adjPreClose': 'adj_pre_close'}
+
+
+class DelayBriefsResponse(TigerResponse):
+    def __init__(self):
+        super(DelayBriefsResponse, self).__init__()
+        self.briefs = None
+        self._is_success = None
+
+    def parse_response_content(self, response_content):
+        response = super(DelayBriefsResponse, self).parse_response_content(response_content)
+        if 'is_success' in response:
+            self._is_success = response['is_success']
+
+        if self.data and isinstance(self.data, list):
+            self.briefs = pd.DataFrame(self.data).rename(columns=BRIEF_FIELD_MAPPINGS)