Merge branch 'feat_contract_lotsize' into 'master'

Feat contract lotsize

See merge request server/openapi/openapi-python-sdk!230

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/quote/quote_client.py

@@ -1047,18 +1047,18 @@ 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):
+    def get_future_continuous_contracts(self, future_type=None, lang=None):
         """
         Get Future Continuous Contracts
-        :param type_:  'CL'
+        :param future_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.type = future_type
         params.lang = get_enum_value(lang) if lang else get_enum_value(self._lang)
 
         request = OpenApiRequest(FUTURE_CONTINUOUS_CONTRACTS, biz_model=params)

tigeropen/tiger_open_config.py

@@ -55,7 +55,7 @@
 
 DEFAULT_PROPS_FILE = 'tiger_openapi_config.properties'
 DEFAULT_TOKEN_FILE = 'tiger_openapi_token.properties'
-TOKEN_REFRESH_DURATION = 24 * 60 * 60  # seconds
+TOKEN_REFRESH_DURATION = 0  # seconds
 TOKEN_CHECK_INTERVAL = 5 * 60  # seconds
 
 def fallback_get_mac_address():

tigeropen/trade/domain/contract.py

@@ -89,6 +89,7 @@ def __init__(self, symbol=None, currency=None, contract_id=None, sec_type=None,
         self.discounted_start_at = kwargs.get('discounted_start_at')
         self.discounted_end_at = kwargs.get('discounted_end_at')
         self.categories = kwargs.get('categories')
+        self.lot_size = kwargs.get('lot_size')
 
     @property
     def right(self):

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/response/__init__.py

@@ -10,5 +10,5 @@
                        'shortable', 'long_initial_margin', 'long_maintenance_margin', 'contract_month', 'identifier',
                        'primary_exchange', 'min_tick', 'trading_class', 'continuous', 'trade', 'tradeable',
                        'last_trading_date', 'first_notice_date', 'last_bidding_close_time', 'shortable_count',
-                       'categories'])
+                       'categories', 'is_etf', 'etf_leverage', 'lot_size'])
 

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