Merge pull request #46 from tigerfintech/feature_api_order_transactions

Order/Contract add fields;

Author: hotea

CHANGELOG.md

@@ -1,3 +1,17 @@
+## 2.0.6 (2022-01-24)
+### New 
+- Contract 合约对象新增字段。  
+  marginable：是否可融资  
+  close_only：是否只允许平仓   
+  shortable_count：做空池剩余  
+- Order 订单对象新增字段。
+  attr_desc：属性描述（如期权是否为被动行权）  
+  source：订单来源  
+
+### Breaking
+- 将 `tigeropen.quote.request.OpenApiRequest` 移动到 `tigeropen.common.request.OpenApiRequest`
+
+
 ## 2.0.5 (2022-01-10)
 ### New
 - 查询行情权限接口 QuoteClient.get_quote_permission

tigeropen/__init__.py

@@ -4,4 +4,4 @@
 
 @author: gaoan
 """
-__VERSION__ = '2.0.5'
+__VERSION__ = '2.0.6'

tigeropen/common/request.py

@@ -0,0 +1,32 @@
+# -*- coding: utf-8 -*-
+# 
+# @Date    : 2022/1/20
+# @Author  : sukai
+import json
+
+from tigeropen.common.consts.params import P_METHOD, P_VERSION, P_BIZ_CONTENT
+
+
+class OpenApiRequest:
+    def __init__(self, method, biz_model=None):
+        self._method = method
+        self._biz_model = biz_model
+
+    @property
+    def biz_model(self):
+        return self._biz_model
+
+    @biz_model.setter
+    def biz_model(self, value):
+        self._biz_model = value
+
+    def get_params(self):
+        params = dict()
+        params[P_METHOD] = self._method
+        params[P_VERSION] = getattr(self.biz_model, P_VERSION, None)
+
+        if self.biz_model:
+            params[P_BIZ_CONTENT] = json.dumps(obj=self.biz_model.to_openapi_dict(), ensure_ascii=False, sort_keys=True,
+                                               separators=(',', ':'))
+
+        return params

tigeropen/examples/trade_client_demo.py

@@ -9,16 +9,16 @@
 
 from tigeropen.trade.domain.order import OrderStatus
 from tigeropen.trade.request.model import AccountsParams
-from tigeropen.common.response import TigerResponse
 from tigeropen.tiger_open_client import TigerOpenClient
 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.response import TigerResponse
+from tigeropen.common.request import OpenApiRequest
 from tigeropen.common.consts import Currency, SecurityType
 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, algo_order_params, \
     algo_order
+from tigeropen.examples.client_config import get_client_config
 
 logging.basicConfig(level=logging.INFO,
                     format='%(asctime)s %(levelname)s %(message)s',
@@ -28,29 +28,6 @@
 client_config = get_client_config()
 
 
-def get_account_info():
-    from tigeropen.common.consts.service_types import ACCOUNTS
-    openapi_client = TigerOpenClient(client_config)
-    account = AccountsParams()
-    account.account = client_config.account
-    request = OpenApiRequest(method=ACCOUNTS, biz_model=account)
-
-    response_content = None
-    try:
-        response_content = openapi_client.execute(request)
-    except Exception as e:
-        print(traceback.format_exc())
-    if not response_content:
-        print("failed to execute")
-    else:
-        response = TigerResponse()
-        response.parse_response_content(response_content)
-        if response.is_success():
-            print("get response data:" + response.data)
-        else:
-            print("%d,%s,%s" % (response.code, response.message, response.data))
-
-
 def get_account_apis():
     openapi_client = TradeClient(client_config, logger=logger)
     openapi_client.get_managed_accounts()
@@ -144,7 +121,33 @@ def algo_order_demo():
     print(order)
 
 
+def get_account_info():
+    """
+    request by build OpenApiRequest. Not recommend.
+    :return:
+    """
+    from tigeropen.common.consts.service_types import ACCOUNTS
+    openapi_client = TigerOpenClient(client_config)
+    account = AccountsParams()
+    account.account = client_config.account
+    request = OpenApiRequest(method=ACCOUNTS, biz_model=account)
+
+    response_content = None
+    try:
+        response_content = openapi_client.execute(request)
+    except Exception as e:
+        print(traceback.format_exc())
+    if not response_content:
+        print("failed to execute")
+    else:
+        response = TigerResponse()
+        response.parse_response_content(response_content)
+        if response.is_success():
+            print("get response data:" + response.data)
+        else:
+            print("%d,%s,%s" % (response.code, response.message, response.data))
+
+
 if __name__ == '__main__':
-    get_account_info()
     get_account_apis()
     trade_apis()

tigeropen/quote/quote_client.py

@@ -19,6 +19,7 @@
     FUTURE_CURRENT_CONTRACT, QUOTE_REAL_TIME, QUOTE_STOCK_TRADE, FINANCIAL_DAILY, FINANCIAL_REPORT, CORPORATE_ACTION, \
     QUOTE_DEPTH, INDUSTRY_LIST, INDUSTRY_STOCKS, STOCK_INDUSTRY, STOCK_DETAIL
 from tigeropen.common.exceptions import ApiException
+from tigeropen.common.request import OpenApiRequest
 from tigeropen.common.util.common_utils import eastern, get_enum_value
 from tigeropen.common.util.contract_utils import extract_option_info
 from tigeropen.fundamental.request.model import FinancialDailyParams, FinancialReportParams, CorporateActionParams, \
@@ -31,7 +32,6 @@
 from tigeropen.fundamental.response.industry_response import IndustryListResponse, IndustryStocksResponse, \
     StockIndustryResponse
 from tigeropen.quote.domain.filter import OptionFilter
-from tigeropen.quote.request import OpenApiRequest
 from tigeropen.quote.request.model import MarketParams, MultipleQuoteParams, MultipleContractParams, \
     FutureQuoteParams, FutureExchangeParams, FutureTypeParams, FutureTradingTimeParams, SingleContractParams, \
     SingleOptionQuoteParams, DepthQuoteParams, OptionChainParams

tigeropen/quote/request/__init__.py

@@ -5,31 +5,4 @@
 @author: gaoan
 """
 
-import json
-from tigeropen.common.consts.params import *
-from tigeropen.common.consts import OPEN_API_SERVICE_VERSION
 
-
-class OpenApiRequest:
-    def __init__(self, method, biz_model=None):
-        self._method = method
-        self._biz_model = biz_model
-
-    @property
-    def biz_model(self):
-        return self._biz_model
-
-    @biz_model.setter
-    def biz_model(self, value):
-        self._biz_model = value
-
-    def get_params(self):
-        params = dict()
-        params[P_METHOD] = self._method
-        params[P_VERSION] = getattr(self.biz_model, P_VERSION, None)
-
-        if self.biz_model:
-            params[P_BIZ_CONTENT] = json.dumps(obj=self.biz_model.to_openapi_dict(), ensure_ascii=False, sort_keys=True,
-                                               separators=(',', ':'))
-
-        return params

tigeropen/trade/domain/contract.py

@@ -11,9 +11,10 @@
 class Contract:
     def __init__(self, symbol=None, currency=None, 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,
-                 short_margin=None, short_fee_rate=None, shortable=None, long_initial_margin=None,
+                 short_margin=None, short_fee_rate=None, shortable=None, shortable_count=None, long_initial_margin=None,
                  long_maintenance_margin=None, contract_month=None, identifier=None, primary_exchange=None,
                  market=None, min_tick=None, trading_class=None, status=None, continuous=None, trade=None,
+                 marginable=None, close_only=None,
                  last_trading_date=None, first_notice_date=None, last_bidding_close_time=None):
         self.contract_id = contract_id
         self.symbol = symbol
@@ -28,7 +29,6 @@ def __init__(self, symbol=None, currency=None, contract_id=None, sec_type=None,
         self.strike = strike
         # 看跌/看涨
         self.put_call = put_call
-        self.right = self.put_call
         # 合约乘数
         self.multiplier = multiplier
         # 合约名称
@@ -39,6 +39,7 @@ def __init__(self, symbol=None, currency=None, contract_id=None, sec_type=None,
         self.short_fee_rate = short_fee_rate
         # 做空池剩余
         self.shortable = shortable
+        self.shortable_count = shortable_count
         # 做多初始保证金
         self.long_initial_margin = long_initial_margin
         # 做多维持保证金
@@ -57,17 +58,25 @@ def __init__(self, symbol=None, currency=None, contract_id=None, sec_type=None,
         self.trading_class = trading_class
         # 状态
         self.status = status
+        # is marginable
+        self.marginable = marginable
+        # is tradeable
+        self.trade = trade
+        # is only closed a position allowed
+        self.close_only = close_only
         # 期货专有，是否连续合约
         self.continuous = continuous
-        # 期货专有，是否可交易
-        self.trade = trade
         # 期货专有，最后交易日
         self.last_trading_date = last_trading_date
         # 期货专有，第一通知日，合约在第一通知日后无法开多仓. 已有的多仓会在第一通知日之前（通常为前三个交易日）被强制平仓
         self.first_notice_date = first_notice_date
         # 期货专有，竞价截止时间
         self.last_bidding_close_time = last_bidding_close_time
 
+    @property
+    def right(self):
+        return self.put_call
+
     def __repr__(self):
         identifier = self.identifier if self.identifier else self.symbol
         if self.sec_type == SecurityType.FUT.value:

tigeropen/trade/domain/order.py

@@ -16,7 +16,7 @@ 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", "secret_key", "liquidation",
-                 "algo_strategy", "discount"]
+                 "algo_strategy", "discount", "attr_desc", "source"]
 
     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,
@@ -86,6 +86,8 @@ def __init__(self, account, contract, action, order_type, quantity, limit_price=
         self.liquidation = kwargs.get('liquidation')
         self.algo_strategy = kwargs.get('algo_strategy')
         self.discount = kwargs.get('discount')
+        self.attr_desc = kwargs.get('attr_desc')
+        self.source = kwargs.get("source")
 
     def to_dict(self):
         dct = {name: getattr(self, name) for name in self.__slots__ if name not in ORDER_FIELDS_TO_IGNORE}

tigeropen/trade/response/__init__.py

@@ -8,6 +8,6 @@
 CONTRACT_FIELDS = set(['symbol', 'market', 'multiplier', 'sec_type', 'currency', 'local_symbol', 'origin_symbol',
                        'expiry', 'strike', 'right', 'put_call', 'contract_id', 'exchange', 'name', 'short_margin', 'short_fee_rate',
                        'shortable', 'long_initial_margin', 'long_maintenance_margin', 'contract_month', 'identifier',
-                       'primary_exchange', 'min_tick', 'trading_class', 'continuous', 'trade',
-                       'last_trading_date', 'first_notice_date', 'last_bidding_close_time'])
+                       'primary_exchange', 'min_tick', 'trading_class', 'continuous', 'trade', 'tradeable',
+                       'last_trading_date', 'first_notice_date', 'last_bidding_close_time', 'shortable_count'])
 

tigeropen/trade/response/contracts_response.py

@@ -7,17 +7,10 @@
 import json
 
 from tigeropen.common.response import TigerResponse
+from tigeropen.common.util.string_utils import camel_to_underline
 from tigeropen.trade.domain.contract import Contract
-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',
-                           'shortMargin': 'short_margin', 'shortFeeRate': 'short_fee_rate',
-                           'longInitialMargin': 'long_initial_margin', 'contractMonth': 'contract_month',
-                           'longMaintenanceMargin': 'long_maintenance_margin', 'primaryExchange': 'primary_exchange',
-                           'tradingClass': 'trading_class', 'lastTradingDate': 'last_trading_date',
-                           'minTick': 'min_tick', 'firstNoticeDate': 'first_notice_date',
-                           'lastBiddingCloseTime': 'last_bidding_close_time'}
+CONTRACT_FIELD_MAPPINGS = {'conid': 'contract_id', 'right': 'put_call', 'tradeable': 'trade'}
 
 
 class ContractsResponse(TigerResponse):
@@ -37,49 +30,9 @@ def parse_response_content(self, response_content):
                 for item in data_json['items']:
                     contract_fields = {}
                     for key, value in item.items():
-                        if value is None:
-                            continue
-                        tag = CONTRACT_FIELD_MAPPINGS[key] if key in CONTRACT_FIELD_MAPPINGS else key
-                        if tag in CONTRACT_FIELDS:
-                            contract_fields[tag] = value
-
-                    contract_id = contract_fields.get('contract_id')
-                    symbol = contract_fields.get('symbol')
-                    currency = contract_fields.get('currency')
-                    sec_type = contract_fields.get('sec_type')
-                    exchange = contract_fields.get('exchange')
-                    origin_symbol = contract_fields.get('origin_symbol')
-                    local_symbol = contract_fields.get('local_symbol')
-                    expiry = contract_fields.get('expiry')
-                    strike = contract_fields.get('strike')
-                    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_month = contract_fields.get('contract_month')
-                    identifier = contract_fields.get('identifier')
-                    primary_exchange = contract_fields.get('primary_exchange')
-                    market = contract_fields.get('market')
-                    min_tick = contract_fields.get('min_tick')
-                    trading_class = contract_fields.get('trading_class')
-                    status = contract_fields.get('status')
-                    continuous = contract_fields.get('continuous')
-                    trade = contract_fields.get('trade')
-                    last_trading_date = contract_fields.get('last_trading_date')
-                    first_notice_date = contract_fields.get('first_notice_date')
-                    last_bidding_close_time = contract_fields.get('last_bidding_close_time')
-                    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,
-                                        short_margin=short_margin, short_fee_rate=short_fee_rate, shortable=shortable,
-                                        long_initial_margin=long_initial_margin, contract_month=contract_month,
-                                        long_maintenance_margin=long_maintenance_margin, identifier=identifier,
-                                        primary_exchange=primary_exchange, market=market, min_tick=min_tick,
-                                        trading_class=trading_class, status=status, continuous=continuous, trade=trade,
-                                        last_trading_date=last_trading_date, first_notice_date=first_notice_date,
-                                        last_bidding_close_time=last_bidding_close_time)
+                        tag = CONTRACT_FIELD_MAPPINGS[key] if key in CONTRACT_FIELD_MAPPINGS else camel_to_underline(key)
+                        contract_fields[tag] = value
+                    contract = Contract()
+                    for k, v in contract_fields.items():
+                        setattr(contract, k, v)
                     self.contracts.append(contract)