kick out callback

Author: tigersk

tigeropen/examples/trade_client_demo.py

@@ -15,7 +15,7 @@
 from tigeropen.trade.trade_client import TradeClient
 from tigeropen.common.response import TigerResponse
 from tigeropen.common.request import OpenApiRequest
-from tigeropen.common.consts import Currency, SecurityType
+from tigeropen.common.consts import Currency, SecurityType, OrderSortBy
 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, \
@@ -71,6 +71,30 @@ def get_account_apis():
     openapi_client.get_analytics_asset(start_date='2021-12-01', end_date='2021-12-07')
 
 
+def test_get_orders_by_page():
+    """分页获取订单"""
+    trade_client = TradeClient(client_config)
+    result = list()
+    # 每次返回数量(需 <= 300)
+    limit = 300
+    conditions = {
+        'limit': limit,
+        'start_time': '2024-12-01',
+        'end_time': '2025-02-12',
+        #  返回数据是按照时间逆序，即最新的数据在前。此处按照下单时间 order_time 排序
+        'sort_by': OrderSortBy.LATEST_CREATED,
+    }
+    orders_page = trade_client.get_orders(**conditions)
+    result.extend(orders_page)
+    while len(orders_page) == limit:
+        next_order_time = orders_page[-1].order_time
+        conditions.pop('end_time', None)
+        orders_page = trade_client.get_orders(**conditions, end_time=next_order_time)
+        result.extend(orders_page)
+    print(f'total order size: {len(result)}')
+    return result
+
+
 def trade_apis():
     account = client_config.account
     openapi_client = TradeClient(client_config, logger=logger)

tigeropen/push/protobuf_push_client.py

@@ -58,6 +58,7 @@ def __init__(self, host, port, use_ssl=True, connection_timeout=30, heartbeats=(
         self.unsubscribe_callback = None
         self.error_callback = None
         self.heartbeat_callback = None
+        self.kickout_callback = None
         self._connection_timeout = connection_timeout
         self._heartbeats = heartbeats
         self._client_config = client_config
@@ -122,7 +123,9 @@ def on_heartbeat(self, frame):
             self.heartbeat_callback(frame)
 
     def on_error(self, frame):
-        if self.error_callback:
+        if frame.code == 4001 and self.kickout_callback:
+            self.kickout_callback(frame)
+        elif self.error_callback:
             self.error_callback(frame)
         else:
             self.logger.error(frame)

tigeropen/push/push_client.py

@@ -181,6 +181,14 @@ def error_callback(self):
     def error_callback(self, value):
         self.client.error_callback = value
 
+    @property
+    def kickout_callback(self):
+        return self.client.kickout_callback
+
+    @kickout_callback.setter
+    def kickout_callback(self, value):
+        self.client.kickout_callback = value
+
     @property
     def heartbeat_callback(self):
         return self.client.on_heartbeat

tigeropen/trade/request/model.py

@@ -488,6 +488,7 @@ def __init__(self):
         self._parent_id = None
         self._sort_by = None
         self._show_charges = None
+        self._page_token = None
 
     @property
     def account(self):
@@ -601,6 +602,14 @@ def show_charges(self):
     def show_charges(self, value):
         self._show_charges = value
 
+    @property
+    def page_token(self):
+        return self._page_token
+
+    @page_token.setter
+    def page_token(self, value):
+        self._page_token = value
+
     def to_openapi_dict(self):
         params = super().to_openapi_dict()
         if self.account:
@@ -645,6 +654,9 @@ def to_openapi_dict(self):
         if self.show_charges is not None:
             params['show_charges'] = self.show_charges
 
+        if self.page_token:
+            params['page_token'] = self.page_token
+
         return params
 
 

tigeropen/trade/trade_client.py

@@ -321,9 +321,9 @@ def get_orders(self, account=None, sec_type=None, market=Market.ALL, symbol=None
         :param sec_type:
         :param market:
         :param symbol:
-        :param start_time: 开始时间. 若是时间戳需要精确到毫秒, 为13位整数；
+        :param start_time: 开始时间(闭区间，包含). 若是时间戳需要精确到毫秒, 为13位整数；
                                     或是日期时间格式的字符串，如"2017-01-01"和 "2017-01-01 12:00:00"
-        :param end_time: 截至时间. 格式同 start_time
+        :param end_time: 截至时间(开区间，不包含). 格式同 start_time.
         :param limit: 每次获取订单的数量
         :param is_brief: 是否返回精简的订单数据
         :param states: 订单状态枚举对象列表, 可选, 若传递则按状态筛选