modify attach_order util

Author: tigersk

tigeropen/common/util/order_utils.py

@@ -4,7 +4,7 @@
 
 @author: gaoan
 """
-from tigeropen.trade.domain.order import Order
+from tigeropen.trade.domain.order import Order, AttachOrder
 from tigeropen.common.consts import OrderStatus
 
 
@@ -74,25 +74,32 @@ 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 limit_order_with_attach(account, contract, action, quantity, limit_price, attach_type=None, stop_loss_price=None,
-                            stop_loss_tif='DAY', profit_taker_price=None, profit_taker_tif='DAY'):
+def attach_order(attach_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 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_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)
+
+
+def limit_order_with_attach(account, contract, action, quantity, limit_price, attach_order=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_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)
-    :param stop_loss_price: 附加止损单价格. attach_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_tif: 附加止盈单有效期. 'DAY'（当日有效）和'GTC'（取消前有效).
+    :param attach_order: 附加订单
     :return:
     """
-    return Order(account, contract, action, 'LMT', quantity, limit_price=limit_price, 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 Order(account, contract, action, 'LMT', quantity, limit_price=limit_price, attach_order=attach_order)
 
 
 def get_order_status(value):

tigeropen/examples/trade_client_demo.py

@@ -15,8 +15,7 @@
 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
-
+from tigeropen.common.util.order_utils import limit_order, limit_order_with_attach, attach_order
 
 logging.basicConfig(level=logging.INFO,
                     format='%(asctime)s %(levelname)s %(message)s',
@@ -99,11 +98,12 @@ 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_type='BRACKETS', stop_loss_price=8.0, stop_loss_tif='GTC',
-                                             profit_taker_price=12.0, profit_taker_tif='GTC')
+                                             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'))
     # 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_type='LOSS',
-    #                                      stop_loss_price=8.0, stop_loss_tif='DAY')
+    # 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'))
     openapi_client.place_order(main_order)
     print(main_order)
     # 查询主订单所关联的附加订单

tigeropen/trade/domain/order.py

@@ -14,17 +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_type", "stop_loss_price", "stop_loss_tif",
-                 "stop_loss_rth", "stop_loss_order_id", "profit_taker_price", "profit_taker_tif", "profit_taker_rth",
-                 "profit_taker_order_id"]
+                 "order_type", "time_in_force", "outside_rth", "attach_order"]
 
     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_type=None, 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):
+                 id=None, order_id=None, parent_id=None, order_time=None, trade_time=None, attach_order=None):
         """
         - account: 订单所属的账户
         - id: 全局订单 id
@@ -50,16 +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_type: 附加订单类型(仅限价单支持附加订单). PROFIT 止盈单类型,  LOSS 止损单类型, BRACKETS 括号订单类型(止损和止盈)
-        - stop_loss_price: 附加止损单价格
-        - stop_loss_tif: 附加止损单有效期. 同 time_in_force 字段. 'DAY' 日内有效 / 'GTC' 撤销前有效
-        - 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
-        - stop_loss_order_id: 附加止损单号. 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损单号
-        - profit_taker_price: 附加止盈单价格
-        - profit_taker_tif: 附加止盈单有效期. 同 time_in_force 字段. 'DAY' 日内有效 / 'GTC' 撤销前有效
-        - 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
-        - 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
+        - attach_order: 附加订单
         """
 
         self.id = id
@@ -86,15 +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_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.attach_order = attach_order
 
     def to_dict(self):
         dct = {name: getattr(self, name) for name in self.__slots__ if name not in ORDER_FIELDS_TO_IGNORE}
@@ -139,3 +117,39 @@ def __unicode__(self):
         Unicode representation for this object.
         """
         return text_type(repr(self))
+
+
+class AttachOrder(object):
+    """
+    附加订单
+    """
+
+    def __init__(self, attach_type=None, 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 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
+        :param stop_loss_order_id: 附加止损单号. 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损单号
+        :param profit_taker_price: 附加止盈单价格
+        :param profit_taker_tif: 附加止盈单有效期. 'DAY'（当日有效）和'GTC'（取消前有效). 同 time_in_force 字段
+        :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
+
+    def to_dict(self):
+        return self.__dict__
+
+    def __repr__(self):
+        return "AttachOrder(%s)" % self.to_dict()

tigeropen/trade/request/model.py

@@ -502,15 +502,7 @@ def __init__(self):
         self.percent_offset = None
         self.time_in_force = None
         self.outside_rth = None
-        self.attach_type = None
-        self.profit_taker_order_id = None
-        self.profit_taker_price = None
-        self.profit_taker_tif = None
-        self.profit_taker_rth = None
-        self.stop_loss_order_id = None
-        self.stop_loss_price = None
-        self.stop_loss_tif = None
-        self.stop_loss_rth = None
+        self.attach_order = None
 
     def to_openapi_dict(self):
         params = dict()
@@ -563,24 +555,25 @@ def to_openapi_dict(self):
             if self.outside_rth is not None:
                 params['outside_rth'] = self.outside_rth
 
-            if self.attach_type is not None:
-                params['attach_type'] = self.attach_type
-            if self.profit_taker_order_id is not None:
-                params['profit_taker_order_id'] = self.profit_taker_order_id
-            if self.profit_taker_price is not None:
-                params['profit_taker_price'] = self.profit_taker_price
-            if self.profit_taker_tif is not None:
-                params['profit_taker_tif'] = self.profit_taker_tif
-            if self.profit_taker_rth is not None:
-                params['profit_taker_rth'] = self.profit_taker_rth
-            if self.stop_loss_order_id is not None:
-                params['stop_loss_order_id'] = self.stop_loss_order_id
-            if self.stop_loss_price is not None:
-                params['stop_loss_price'] = self.stop_loss_price
-            if self.stop_loss_tif is not None:
-                params['stop_loss_tif'] = self.stop_loss_tif
-            if self.stop_loss_rth is not None:
-                params['stop_loss_rth'] = self.stop_loss_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
 
         return params
 

tigeropen/trade/trade_client.py

@@ -379,9 +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_type=None, stop_loss_price=None, stop_loss_tif='DAY', stop_loss_rth=None,
-                     stop_loss_order_id=None, profit_taker_price=None, profit_taker_tif='DAY', profit_taker_rth=None,
-                     profit_taker_order_id=None):
+                     outside_rth=None, attach_order=None):
         """
         创建订单对象.
         :param account:
@@ -396,16 +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_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
-        :param stop_loss_order_id: 附加止损单号. 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损单号
-        :param profit_taker_price: 附加止盈单价格
-        :param profit_taker_tif: 附加止盈单有效期. 'DAY'（当日有效）和'GTC'（取消前有效). 同 time_in_force 字段
-        :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
+        :param attach_order: 附加订单
         """
         params = AccountsParams()
         params.account = account if account else self._account
@@ -420,10 +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_type=attach_type, stop_loss_price=stop_loss_price, stop_loss_tif=stop_loss_tif,
-                              stop_loss_rth=stop_loss_rth, stop_loss_order_id=stop_loss_order_id,
-                              profit_taker_price=profit_taker_price, profit_taker_tif=profit_taker_tif,
-                              profit_taker_rth=profit_taker_rth, profit_taker_order_id=profit_taker_order_id)
+                              attach_order=attach_order)
                 return order
             else:
                 raise ApiException(response.code, response.message)
@@ -493,15 +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_type = order.attach_type
-        params.stop_loss_price = order.stop_loss_price
-        params.stop_loss_tif = order.stop_loss_tif
-        params.stop_loss_rth = order.stop_loss_rth
-        params.stop_loss_order_id = order.stop_loss_order_id
-        params.profit_taker_price = order.profit_taker_price
-        params.profit_taker_tif = order.profit_taker_tif
-        params.profit_taker_rth = order.profit_taker_rth
-        params.profit_taker_order_id = order.profit_taker_order_id
+        params.attach_order = order.attach_order
 
         request = OpenApiRequest(PLACE_ORDER, biz_model=params)
         response_content = self.__fetch_data(request)