rename depth quote api

Author: tigersk

tigeropen/common/consts/service_types.py

@@ -42,7 +42,7 @@
 QUOTE_REAL_TIME = "quote_real_time"
 QUOTE_SHORTABLE_STOCKS = "quote_shortable_stocks"
 QUOTE_STOCK_TRADE = "quote_stock_trade"
-ORDER_BOOK = "ask_bid"  # level2 深度行情
+QUOTE_DEPTH = "quote_depth"  # level2 深度行情
 GRAB_QUOTE_PERMISSION = "grab_quote_permission"  # 抢占行情
 
 # 期权行情

tigeropen/examples/quote_client_demo.py

@@ -44,7 +44,7 @@ def get_quote():
     short_interest = openapi_client.get_short_interest(['GOOG', 'AAPL', '00700'])
     print(short_interest)
     # 获取深度行情
-    order_book = openapi_client.get_order_book(['02828'], Market.HK)
+    order_book = openapi_client.get_depth_quote(['02828'], Market.HK)
     print(order_book)
     # 股票详情
     stock_details = openapi_client.get_stock_details(['AAPL', '03690'])

tigeropen/quote/quote_client.py

@@ -19,7 +19,7 @@
     OPTION_KLINE, OPTION_TRADE_TICK, FUTURE_KLINE, FUTURE_TICK, FUTURE_CONTRACT_BY_EXCHANGE_CODE, \
     FUTURE_TRADING_DATE, QUOTE_SHORTABLE_STOCKS, FUTURE_REAL_TIME_QUOTE, \
     FUTURE_CURRENT_CONTRACT, QUOTE_REAL_TIME, QUOTE_STOCK_TRADE, FINANCIAL_DAILY, FINANCIAL_REPORT, CORPORATE_ACTION, \
-    ORDER_BOOK, INDUSTRY_LIST, INDUSTRY_STOCKS, STOCK_INDUSTRY, STOCK_DETAIL
+    QUOTE_DEPTH, INDUSTRY_LIST, INDUSTRY_STOCKS, STOCK_INDUSTRY, STOCK_DETAIL
 from tigeropen.common.exceptions import ApiException
 from tigeropen.common.util.common_utils import eastern
 from tigeropen.common.util.contract_utils import extract_option_info
@@ -35,7 +35,7 @@
 from tigeropen.quote.request import OpenApiRequest
 from tigeropen.quote.request.model import MarketParams, MultipleQuoteParams, MultipleContractParams, \
     FutureQuoteParams, FutureExchangeParams, FutureTypeParams, FutureTradingTimeParams, SingleContractParams, \
-    SingleOptionQuoteParams, OrderBookParams
+    SingleOptionQuoteParams, QuoteDepthParams
 from tigeropen.quote.response.future_briefs_response import FutureBriefsResponse
 from tigeropen.quote.response.future_contract_response import FutureContractResponse
 from tigeropen.quote.response.future_exchange_response import FutureExchangeResponse
@@ -51,7 +51,7 @@
 from tigeropen.quote.response.quote_bar_response import QuoteBarResponse
 from tigeropen.quote.response.quote_brief_response import QuoteBriefResponse
 from tigeropen.quote.response.quote_grab_permission_response import QuoteGrabPermissionResponse
-from tigeropen.quote.response.quote_order_book_response import OrderBookResponse
+from tigeropen.quote.response.quote_depth_response import DepthQuoteResponse
 from tigeropen.quote.response.quote_ticks_response import TradeTickResponse
 from tigeropen.quote.response.quote_timeline_response import QuoteTimelineResponse
 from tigeropen.quote.response.stock_briefs_response import StockBriefsResponse
@@ -435,7 +435,7 @@ def get_short_interest(self, symbols, lang=None):
 
         return None
 
-    def get_order_book(self, symbols, market):
+    def get_depth_quote(self, symbols, market):
         """
         获取深度行情
         :param symbols:
@@ -466,19 +466,19 @@ def get_order_book(self, symbols, market):
                          (106, 33400, 4), (105.9, 29600, 3), (105.8, 9600, 2), (105.7, 15200, 2), (105.6, 0, 0)]}
                 }
 
-        asks 和 bids 列表项数据含义为:
+        asks 和 bids 列表项数据含义为 (委托价格，委托数量，委托订单数) :
             [(ask_price1, ask_volume1, order_count), (ask_price2, ask_volume2, order_count), ...]
             [(bid_price1, bid_volume2, order_count), (bid_price2, bid_volume2, order_count), ...]
 
         """
-        params = OrderBookParams()
+        params = QuoteDepthParams()
         params.symbols = symbols if isinstance(symbols, list) else [symbols]
         params.market = market.value
 
-        request = OpenApiRequest(ORDER_BOOK, biz_model=params)
+        request = OpenApiRequest(QUOTE_DEPTH, biz_model=params)
         response_content = self.__fetch_data(request)
         if response_content:
-            response = OrderBookResponse()
+            response = DepthQuoteResponse()
             response.parse_response_content(response_content)
             if response.is_success():
                 return response.order_book

tigeropen/quote/request/model.py

@@ -674,7 +674,7 @@ def to_openapi_dict(self):
         return params
 
 
-class OrderBookParams(object):
+class QuoteDepthParams(object):
     def __init__(self):
         self._symbols = None
         self._market = None

…te/response/quote_order_book_response.py …n/quote/response/quote_depth_response.pytigeropen/quote/response/quote_order_book_response.py renamed to tigeropen/quote/response/quote_depth_response.py tigeropen/quote/response/quote_order_book_response.py renamed to tigeropen/quote/response/quote_depth_response.py

@@ -3,14 +3,14 @@
 from tigeropen.common.util.string_utils import get_string
 
 
-class OrderBookResponse(TigerResponse):
+class DepthQuoteResponse(TigerResponse):
     def __init__(self):
-        super(OrderBookResponse, self).__init__()
+        super(DepthQuoteResponse, self).__init__()
         self.order_book = dict()
         self._is_success = None
 
     def parse_response_content(self, response_content):
-        response = super(OrderBookResponse, self).parse_response_content(response_content)
+        response = super(DepthQuoteResponse, self).parse_response_content(response_content)
         if 'is_success' in response:
             self._is_success = response['is_success']