Merge branch 'feat_funding' into 'master'

Feat funding

See merge request server/openapi/openapi-python-sdk!229

Author: tigersk

CHANGELOG.md

@@ -1,3 +1,9 @@
+## 3.3.1 (2024-12-31)
+### New
+- `TradeClient.get_funding_history` 出入金历史查询
+### Mod
+- `QuoteClient.get_bars` 增加 `trade_session` 参数
+
 ## 3.3.0 (2024-12-17)
 ### New
 - `QuoteClient.get_stock_fundamental` 获取股票基础数据, 如 ROE, PB

tigeropen/__init__.py

@@ -4,4 +4,4 @@
 
 @author: gaoan
 """
-__VERSION__ = '3.3.0'
+__VERSION__ = '3.3.1'

tigeropen/common/consts/service_types.py

@@ -32,6 +32,7 @@
 CANCEL_SEGMENT_FUND = "cancel_segment_fund"
 PLACE_FOREX_ORDER = "place_forex_order"
 ESTIMATE_TRADABLE_QUANTITY = "estimate_tradable_quantity"
+TRANSFER_FUND = "transfer_fund"
 
 USER_LICENSE = "user_license"
 

tigeropen/quote/quote_client.py

@@ -24,7 +24,7 @@
     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, \
-    QUOTE_DEPTH, INDUSTRY_LIST, INDUSTRY_STOCKS, STOCK_INDUSTRY, STOCK_DETAIL
+    QUOTE_DEPTH, INDUSTRY_LIST, INDUSTRY_STOCKS, STOCK_INDUSTRY, STOCK_DETAIL, FUTURE_CONTINUOUS_CONTRACTS
 from tigeropen.common.exceptions import ApiException
 from tigeropen.common.request import OpenApiRequest
 from tigeropen.common.util.common_utils import eastern, get_enum_value, date_str_to_timestamp
@@ -370,7 +370,7 @@ def get_stock_details(self, symbols, lang=None):
                 raise ApiException(response.code, response.message)
         return None
 
-    def get_timeline(self, symbols, include_hour_trading=False, begin_time=-1, lang=None, **kwargs):
+    def get_timeline(self, symbols, include_hour_trading=False, begin_time=-1, lang=None, trade_session=None, **kwargs):
         """
         获取当日分时数据
         :param symbols: 股票代号列表
@@ -392,6 +392,7 @@ def get_timeline(self, symbols, include_hour_trading=False, begin_time=-1, lang=
         params.include_hour_trading = include_hour_trading
         params.begin_time = begin_time
         params.lang = get_enum_value(lang) if lang else get_enum_value(self._lang)
+        params.trade_session = get_enum_value(trade_session)
         if 'version' in kwargs:
             params.version = kwargs.get('version')
         else:
@@ -435,7 +436,7 @@ def get_timeline_history(self, symbols, date, right=QuoteRight.BR):
                 raise ApiException(response.code, response.message)
 
     def get_bars(self, symbols, period=BarPeriod.DAY, begin_time=-1, end_time=-1, right=QuoteRight.BR, limit=251,
-                 lang=None, page_token=None):
+                 lang=None, page_token=None, trade_session=None):
         """
         获取K线数据
         :param symbols: 股票代号列表
@@ -465,7 +466,7 @@ def get_bars(self, symbols, period=BarPeriod.DAY, begin_time=-1, end_time=-1, ri
         params.limit = limit
         params.lang = get_enum_value(lang) if lang else get_enum_value(self._lang)
         params.page_token = page_token if len(params.symbols) == 1 else None
-
+        params.trade_session = get_enum_value(trade_session)
         request = OpenApiRequest(KLINE, biz_model=params)
         response_content = self.__fetch_data(request)
         if response_content:
@@ -477,7 +478,7 @@ def get_bars(self, symbols, period=BarPeriod.DAY, begin_time=-1, end_time=-1, ri
                 raise ApiException(response.code, response.message)
 
     def get_bars_by_page(self, symbol, period=BarPeriod.DAY, begin_time=-1, end_time=-1, total=10000, page_size=1000,
-                         right=QuoteRight.BR, time_interval=2, lang=None):
+                         right=QuoteRight.BR, time_interval=2, lang=None, trade_session=None):
         """
         request bats by page
         :param symbol: symbol of stock.
@@ -504,7 +505,7 @@ def get_bars_by_page(self, symbol, period=BarPeriod.DAY, begin_time=-1, end_time
                 page_size = total - current
             current += page_size
             bars = self.get_bars(symbols=symbol, period=period, begin_time=begin_time, end_time=end_time, right=right,
-                                 limit=page_size, lang=lang, page_token=next_page_token)
+                                 limit=page_size, lang=lang, trade_session=trade_session, page_token=next_page_token)
             if bars.empty:
                 result_df = bars
                 break
@@ -1046,6 +1047,31 @@ def get_future_contract(self, contract_code, lang=None):
                 raise ApiException(response.code, response.message)
         return None
 
+    def get_future_continuous_contracts(self, type_=None, lang=None):
+        """
+        Get Future Continuous Contracts
+        :param type_:  'CL'
+        :param lang: zh_CN,zh_TW,en_US
+        :return: pandas.DataFrame
+        contract_code  continuous contract_month currency  display_multiplier exchange exchange_code first_notice_date  last_bidding_close_time last_trading_date  min_tick  multiplier     name symbol  trade type
+0        CLmain       False                     USD                   1    NYMEX         NYMEX                                          0                        0.01      1000.0  WTI原油主连     CL   True   CL
+
+        """
+        params = FutureContractParams()
+        params.type = type_
+        params.lang = get_enum_value(lang) if lang else get_enum_value(self._lang)
+        
+        request = OpenApiRequest(FUTURE_CONTINUOUS_CONTRACTS, biz_model=params)
+        response_content = self.__fetch_data(request)
+        if response_content:
+            response = FutureContractResponse()
+            response.parse_response_content(response_content, skip_main=False)
+            if response.is_success():
+                return response.contracts
+            else:
+                raise ApiException(response.code, response.message)
+        return None
+
     def get_future_trading_times(self, identifier, trading_date=None):
         """
         查询指定期货合约的交易时间
@@ -1859,4 +1885,6 @@ def get_stock_fundamental(self, symbols, market):
             if response.is_success():
                 return response.result
             else:
-                raise ApiException(response.code, response.message)
+                raise ApiException(response.code, response.message)
+
+    

tigeropen/quote/response/future_contract_response.py

@@ -7,51 +7,38 @@
 import pandas as pd
 
 from tigeropen.common.response import TigerResponse
+from tigeropen.common.util import string_utils
 
-COLUMNS = ['contract_code', 'symbol', 'type', 'name', 'contract_month', 'multiplier', 'exchange', 'exchange_code', 'currency',
-           'first_notice_date', 'last_bidding_close_time', 'last_trading_date', 'trade', 'continuous', 'min_tick']
-CONTRACT_FIELD_MAPPINGS = {'contractCode': 'contract_code', 'exchangeCode': 'exchange_code', 'ibCode': 'symbol',
-                           'contractMonth': 'contract_month', 'firstNoticeDate': 'first_notice_date',
-                           'lastBiddingCloseTime': 'last_bidding_close_time', 'lastTradingDate': 'last_trading_date',
-                           'minTick': 'min_tick'}
+CONTRACT_FIELD_MAPPINGS = {'ibCode': 'symbol'}
+MAIN_CONTRACT_CODE_SUFFIX = 'main'
+CONTRACT_CODE_COLUMN = 'contract_code'
 
 
 class FutureContractResponse(TigerResponse):
     def __init__(self):
         super(FutureContractResponse, self).__init__()
-        self.contracts = []
+        self.contracts = pd.DataFrame()
         self._is_success = None
 
-    def parse_response_content(self, response_content):
+    def parse_response_content(self, response_content, skip_main=True):
         response = super(FutureContractResponse, self).parse_response_content(response_content)
         if 'is_success' in response:
             self._is_success = response['is_success']
 
         if self.data:
-            contract_items = []
             if isinstance(self.data, list):
-                for item in self.data:
-                    item_values = self.parse_contract(item)
-                    contract_code = item_values.get('contract_code')
-                    if contract_code is None or contract_code.endswith('main'):
-                        continue
-                    contract_items.append([item_values.get(tag) for tag in COLUMNS])
+                self.contracts = pd.DataFrame(self.data)
             elif isinstance(self.data, dict):
-                item_values = self.parse_contract(self.data)
-                contract_code = item_values.get('contract_code')
-                if contract_code and not contract_code.endswith('main'):
-                    contract_items.append([item_values.get(tag) for tag in COLUMNS])
-
-            self.contracts = pd.DataFrame(contract_items, columns=COLUMNS)
-
-    @staticmethod
-    def parse_contract(item):
-        item_values = dict()
-        for key, value in item.items():
-            if value is None:
-                continue
-            if key in ('lastBiddingCloseTime', 'firstNoticeDate') and (value == 0 or value == ''):
-                continue
-            tag = CONTRACT_FIELD_MAPPINGS[key] if key in CONTRACT_FIELD_MAPPINGS else key
-            item_values[tag] = value
-        return item_values
+                self.contracts = pd.DataFrame([self.data])
+
+            column_map = dict()
+            for key in self.contracts.columns:
+                column_map[key] = CONTRACT_FIELD_MAPPINGS.get(key, string_utils.camel_to_underline(key))
+        
+            self.contracts = self.contracts.rename(columns=column_map)
+            
+            # 重新排列列，将 contract_code 作为第一列，其余列按字母排序
+            remaining_columns = sorted([col for col in self.contracts.columns if col != CONTRACT_CODE_COLUMN])
+            all_columns = [CONTRACT_CODE_COLUMN] + remaining_columns
+            self.contracts = self.contracts.reindex(columns=all_columns)
+

tigeropen/quote/response/option_expirations_response.py

@@ -6,12 +6,18 @@
 """
 import pandas as pd
 from tigeropen.common.response import TigerResponse
-
+from tigeropen.common.util.string_utils import camel_to_underline
+FIELD_MAP = {
+    'dates': 'date',
+    'timestamps': 'timestamp',
+    'periodTags': 'period_tag',
+    'optionSymbols': 'option_symbol'
+}
 
 class OptionExpirationsResponse(TigerResponse):
     def __init__(self):
         super(OptionExpirationsResponse, self).__init__()
-        self.expirations = None
+        self.expirations = pd.DataFrame()
         self._is_success = None
 
     def parse_response_content(self, response_content):
@@ -20,16 +26,9 @@ def parse_response_content(self, response_content):
             self._is_success = response['is_success']
 
         if self.data and isinstance(self.data, list):
-            self.expirations = pd.DataFrame()
             for item in self.data:
-                symbol = item.get('symbol')
-                dates = item.get('dates')
                 item.pop('count', None)
-
-                if symbol and dates:
-                    self.expirations = pd.concat([self.expirations, pd.DataFrame(item)])
-
-            self.expirations.rename(
-                columns={'dates': 'date', 'timestamps': 'timestamp',
-                         'periodTags': 'period_tag'}, inplace=True)
+                self.expirations = pd.concat([self.expirations, pd.DataFrame(item)])
+            column_map = {col: FIELD_MAP.get(col, camel_to_underline(col)) for col in self.expirations.columns.to_list()}
+            self.expirations.rename(columns=column_map, inplace=True)
             self.expirations.reset_index(inplace=True, drop=True)

tigeropen/trade/request/model.py

@@ -1440,3 +1440,44 @@ def to_openapi_dict(self):
         if self.stop_price:
             params['stop_price'] = self.stop_price
         return params
+
+class FundingHistoryParams(BaseParams):
+    def __init__(self):
+        super().__init__()
+        self._account = None
+        self._secret_key = None
+        self._seg_type = None
+
+    @property
+    def account(self):
+        return self._account
+
+    @account.setter
+    def account(self, value):
+        self._account = value
+
+    @property
+    def secret_key(self):
+        return self._secret_key
+
+    @secret_key.setter
+    def secret_key(self, value):
+        self._secret_key = value
+
+    @property
+    def seg_type(self):
+        return self._seg_type
+
+    @seg_type.setter
+    def seg_type(self, value):
+        self._seg_type = value
+
+    def to_openapi_dict(self):
+        params = super().to_openapi_dict()
+        if self.account:
+            params['account'] = self.account
+        if self.secret_key:
+            params['secret_key'] = self.secret_key
+        if self.seg_type:
+            params['seg_type'] = self.seg_type
+        return params

tigeropen/trade/response/funding_history_response.py

@@ -0,0 +1,30 @@
+# -*- coding: utf-8 -*-
+"""
+Created on 2024/03/21
+"""
+import pandas as pd
+
+from tigeropen.common.response import TigerResponse
+from tigeropen.common.util.string_utils import camel_to_underline
+
+
+class FundingHistoryResponse(TigerResponse):
+    def __init__(self):
+        super(FundingHistoryResponse, self).__init__()
+        self.data = None
+        self._is_success = None
+
+    def parse_response_content(self, response_content):
+        response = super(FundingHistoryResponse, self).parse_response_content(response_content)
+        if 'is_success' in response:
+            self._is_success = response['is_success']
+
+        if self.data:
+            if isinstance(self.data, list):
+                # 将驼峰命名转换为下划线命名
+                items = [{camel_to_underline(k): v for k, v in item.items()} for item in self.data]
+                self.data = pd.DataFrame(items)
+            else:
+                # 单个记录的情况
+                items = {camel_to_underline(k): v for k, v in self.data.items()}
+                self.data = pd.DataFrame([items]) 

tigeropen/trade/trade_client.py

@@ -9,7 +9,7 @@
 from tigeropen.common.consts import THREAD_LOCAL, SecurityType, Market, Currency, Language, OPEN_API_SERVICE_VERSION_V3
 from tigeropen.common.consts.service_types import CONTRACTS, ACCOUNTS, POSITIONS, ASSETS, ORDERS, ORDER_NO, \
     CANCEL_ORDER, MODIFY_ORDER, PLACE_ORDER, ACTIVE_ORDERS, INACTIVE_ORDERS, FILLED_ORDERS, CONTRACT, PREVIEW_ORDER, \
-    PRIME_ASSETS, ORDER_TRANSACTIONS, QUOTE_CONTRACT, ANALYTICS_ASSET, SEGMENT_FUND_AVAILABLE, SEGMENT_FUND_HISTORY, \
+    PRIME_ASSETS, ORDER_TRANSACTIONS, QUOTE_CONTRACT, ANALYTICS_ASSET, SEGMENT_FUND_AVAILABLE, SEGMENT_FUND_HISTORY, TRANSFER_FUND, \
     TRANSFER_SEGMENT_FUND, CANCEL_SEGMENT_FUND, PLACE_FOREX_ORDER, ESTIMATE_TRADABLE_QUANTITY
 from tigeropen.common.exceptions import ApiException
 from tigeropen.common.util.common_utils import get_enum_value, date_str_to_timestamp
@@ -19,7 +19,7 @@
 from tigeropen.trade.domain.order import Order
 from tigeropen.trade.request.model import ContractParams, AccountsParams, AssetParams, PositionParams, OrdersParams, \
     OrderParams, PlaceModifyOrderParams, CancelOrderParams, TransactionsParams, AnalyticsAssetParams, SegmentFundParams, \
-    ForexTradeOrderParams, EstimateTradableQuantityModel
+    ForexTradeOrderParams, EstimateTradableQuantityModel, FundingHistoryParams
 from tigeropen.trade.response.account_profile_response import ProfilesResponse
 from tigeropen.trade.response.analytics_asset_response import AnalyticsAssetResponse
 from tigeropen.trade.response.assets_response import AssetsResponse
@@ -34,6 +34,7 @@
     SegmentFundHistoryResponse, SegmentFundCancelResponse
 from tigeropen.trade.response.segment_fund_response import SegmentFundTransferResponse
 from tigeropen.trade.response.transactions_response import TransactionsResponse
+from tigeropen.trade.response.funding_history_response import FundingHistoryResponse
 
 
 class TradeClient(TigerOpenClient):
@@ -898,6 +899,23 @@ def get_estimate_tradable_quantity(self, order, seg_type=None):
             else:
                 raise ApiException(response.code, response.message)
         return None
+    
+    def get_funding_history(self, seg_type=None):
+        params = FundingHistoryParams()
+        params.account = self._account
+        params.secret_key = self._secret_key
+        params.seg_type = get_enum_value(seg_type)
+        params.lang = get_enum_value(self._lang)
+        request = OpenApiRequest(TRANSFER_FUND, biz_model=params)
+        response_content = self.__fetch_data(request)
+        if response_content:
+            response = FundingHistoryResponse()
+            response.parse_response_content(response_content)
+            if response.is_success():
+                return response.data
+            else:
+                raise ApiException(response.code, response.message)
+        return None
 
     def __fetch_data(self, request):
         try: