Merge branch 'feat_fund_trade' into 'dev'

Feat fund trade

See merge request server/openapi/openapi-python-sdk!192

Author: tigersk

CHANGELOG.md

@@ -1,3 +1,13 @@
+## 3.0.7 (2023-08-11)
+### New
+- 新增基金相关接口
+  `QuoteClient.get_fund_symbols` 基金代码列表  
+  `QuoteClient.get_fund_quote` 基金行情
+  `QuoteClient.get_fund_history_quote` 基金历史行情
+  `QuoteClient.get_fund_contracts` 基金合约
+- 订单数据推送中新增字段 `totalCashAmount`, `filledCashAmount`
+- PushClient 可自定义心跳回调方法
+
 ## 3.0.6 (2023-07-31)
 ### Modify
 - 长链接添加统一异常处理

tigeropen/__init__.py

@@ -4,4 +4,4 @@
 
 @author: gaoan
 """
-__VERSION__ = '3.0.6'
+__VERSION__ = '3.0.7'

tigeropen/common/consts/__init__.py

@@ -48,7 +48,8 @@ class SecurityType(Enum):
     FUT = 'FUT'  # 期货
     FOP = 'FOP'  # 期货期权
     CASH = 'CASH'  # 外汇
-    MLEG = 'MLEG'
+    MLEG = 'MLEG'  # 期权组合
+    FUND = 'FUND' # 基金
 
 @unique
 class SegmentType(Enum):

tigeropen/common/consts/service_types.py

@@ -90,6 +90,12 @@
 FUTURE_TICK = "future_tick"
 FUTURE_TRADING_DATE = "future_trading_date"
 
+# 基金行情
+FUND_ALL_SYMBOLS = "fund_all_symbols"
+FUND_CONTRACTS = "fund_contracts"
+FUND_QUOTE = "fund_quote"
+FUND_HISTORY_QUOTE = "fund_history_quote"
+
 # 公司行动, 财务数据
 FINANCIAL_DAILY = 'financial_daily'
 FINANCIAL_REPORT = 'financial_report'

tigeropen/common/util/contract_utils.py

@@ -45,6 +45,9 @@ def cash_contract(symbol, currency, local_symbol=None):
     return Contract(symbol, currency, sec_type='CASH', local_symbol=local_symbol)
 
 
+def fund_contract(symbol):
+    return Contract(symbol, sec_type=SecurityType.FUND.value)
+
 def war_contract_by_symbol(symbol, expiry, strike, put_call, local_symbol, multiplier=100, currency='HKD',
                            contract_id=None):
     """港股窝轮"""

tigeropen/common/util/order_utils.py

@@ -21,6 +21,17 @@ def market_order(account, contract, action, quantity):
     return Order(account, contract, action, 'MKT', quantity)
 
 
+def market_order_by_amount(account, contract, action, amount):
+    """
+    按金额的市价单(用于基金)
+    :param account:
+    :param contract:
+    :param action: BUY/SELL
+    :param amount:
+    :return:
+    """
+    return Order(account, contract, action, 'MKT', total_cash_amount=amount)
+
 def limit_order(account, contract, action, quantity, limit_price):
     """
     限价单

tigeropen/examples/quote_client_demo.py

@@ -6,6 +6,7 @@
 """
 import logging
 import time
+import unittest
 
 import pandas as pd
 from tigeropen.common.consts import Market, QuoteRight, FinancialReportPeriodType, Valuation, \
@@ -284,6 +285,31 @@ def test_capital_distribution():
     print(result)
 
 
+class TestQuoteClient(unittest.TestCase):
+    """测试QuoteClient"""
+
+    def test_get_fund_symbols(self):
+        result = openapi_client.get_fund_symbols()
+        print(result)
+
+    def test_get_fund_contracts(self):
+        result = openapi_client.get_fund_contracts(['IE00B11XZ988.USD', 'LU0476943708.HKD', 'SG9999017602.SGD'])
+        print(result)
+        print(result.iloc[0]['name'])
+
+    def test_get_fund_quote(self):
+        result = openapi_client.get_fund_quote(['IE00B11XZ988.USD', 'LU0476943708.HKD'])
+        print(result)
+        print(result.iloc[0]['close'])
+        # to python type
+        close = float(result.iloc[0]['close'])
+
+    def test_get_fund_history_quote(self):
+        result = openapi_client.get_fund_history_quote(['LU0476943708.HKD'], begin_time=1691337600000, end_time=1691596800000)
+        print(result)
+        print(result.loc[result['symbol']=='LU0476943708.HKD'].iloc[0]['nav'])
+
+
 if __name__ == '__main__':
     with pd.option_context('display.max_rows', None, 'display.max_columns', None):
         get_quote()

tigeropen/push/pb/OrderStatusData.proto

@@ -43,4 +43,6 @@ message OrderStatusData {
   uint64 openTime = 36; // timestamp when the order is placed
   uint64 timestamp = 37;
   string userMark = 38;
+  double totalCashAmount = 39;
+  double filledCashAmount = 40;
 }

tigeropen/push/pb/OrderStatusData_pb2.py

@@ -5,7 +5,7 @@ from typing import ClassVar as _ClassVar, Optional as _Optional
 DESCRIPTOR: _descriptor.FileDescriptor
 
 class OrderStatusData(_message.Message):
-    __slots__ = ["account", "action", "attrDesc", "avgFillPrice", "canCancel", "canModify", "cancelStatus", "commissionAndFee", "currency", "errorMsg", "expiry", "filledQuantity", "filledQuantityScale", "id", "identifier", "isLong", "limitPrice", "liquidation", "market", "multiplier", "name", "openTime", "orderType", "outsideRth", "realizedPnl", "replaceStatus", "right", "secType", "segType", "source", "status", "stopPrice", "strike", "symbol", "timestamp", "totalQuantity", "totalQuantityScale", "userMark"]
+    __slots__ = ["account", "action", "attrDesc", "avgFillPrice", "canCancel", "canModify", "cancelStatus", "commissionAndFee", "currency", "errorMsg", "expiry", "filledCashAmount", "filledQuantity", "filledQuantityScale", "id", "identifier", "isLong", "limitPrice", "liquidation", "market", "multiplier", "name", "openTime", "orderType", "outsideRth", "realizedPnl", "replaceStatus", "right", "secType", "segType", "source", "status", "stopPrice", "strike", "symbol", "timestamp", "totalCashAmount", "totalQuantity", "totalQuantityScale", "userMark"]
     ACCOUNT_FIELD_NUMBER: _ClassVar[int]
     ACTION_FIELD_NUMBER: _ClassVar[int]
     ATTRDESC_FIELD_NUMBER: _ClassVar[int]
@@ -17,6 +17,7 @@ class OrderStatusData(_message.Message):
     CURRENCY_FIELD_NUMBER: _ClassVar[int]
     ERRORMSG_FIELD_NUMBER: _ClassVar[int]
     EXPIRY_FIELD_NUMBER: _ClassVar[int]
+    FILLEDCASHAMOUNT_FIELD_NUMBER: _ClassVar[int]
     FILLEDQUANTITYSCALE_FIELD_NUMBER: _ClassVar[int]
     FILLEDQUANTITY_FIELD_NUMBER: _ClassVar[int]
     IDENTIFIER_FIELD_NUMBER: _ClassVar[int]
@@ -41,6 +42,7 @@ class OrderStatusData(_message.Message):
     STRIKE_FIELD_NUMBER: _ClassVar[int]
     SYMBOL_FIELD_NUMBER: _ClassVar[int]
     TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
+    TOTALCASHAMOUNT_FIELD_NUMBER: _ClassVar[int]
     TOTALQUANTITYSCALE_FIELD_NUMBER: _ClassVar[int]
     TOTALQUANTITY_FIELD_NUMBER: _ClassVar[int]
     USERMARK_FIELD_NUMBER: _ClassVar[int]
@@ -55,6 +57,7 @@ class OrderStatusData(_message.Message):
     currency: str
     errorMsg: str
     expiry: str
+    filledCashAmount: float
     filledQuantity: int
     filledQuantityScale: int
     id: int
@@ -79,7 +82,8 @@ class OrderStatusData(_message.Message):
     strike: str
     symbol: str
     timestamp: int
+    totalCashAmount: float
     totalQuantity: int
     totalQuantityScale: int
     userMark: str
-    def __init__(self, id: _Optional[int] = ..., account: _Optional[str] = ..., symbol: _Optional[str] = ..., expiry: _Optional[str] = ..., strike: _Optional[str] = ..., right: _Optional[str] = ..., identifier: _Optional[str] = ..., multiplier: _Optional[int] = ..., action: _Optional[str] = ..., market: _Optional[str] = ..., currency: _Optional[str] = ..., segType: _Optional[str] = ..., secType: _Optional[str] = ..., orderType: _Optional[str] = ..., isLong: bool = ..., totalQuantity: _Optional[int] = ..., totalQuantityScale: _Optional[int] = ..., filledQuantity: _Optional[int] = ..., filledQuantityScale: _Optional[int] = ..., avgFillPrice: _Optional[float] = ..., limitPrice: _Optional[float] = ..., stopPrice: _Optional[float] = ..., realizedPnl: _Optional[float] = ..., status: _Optional[str] = ..., replaceStatus: _Optional[str] = ..., cancelStatus: _Optional[str] = ..., outsideRth: bool = ..., canModify: bool = ..., canCancel: bool = ..., liquidation: bool = ..., name: _Optional[str] = ..., source: _Optional[str] = ..., errorMsg: _Optional[str] = ..., attrDesc: _Optional[str] = ..., commissionAndFee: _Optional[float] = ..., openTime: _Optional[int] = ..., timestamp: _Optional[int] = ..., userMark: _Optional[str] = ...) -> None: ...
+    def __init__(self, id: _Optional[int] = ..., account: _Optional[str] = ..., symbol: _Optional[str] = ..., expiry: _Optional[str] = ..., strike: _Optional[str] = ..., right: _Optional[str] = ..., identifier: _Optional[str] = ..., multiplier: _Optional[int] = ..., action: _Optional[str] = ..., market: _Optional[str] = ..., currency: _Optional[str] = ..., segType: _Optional[str] = ..., secType: _Optional[str] = ..., orderType: _Optional[str] = ..., isLong: bool = ..., totalQuantity: _Optional[int] = ..., totalQuantityScale: _Optional[int] = ..., filledQuantity: _Optional[int] = ..., filledQuantityScale: _Optional[int] = ..., avgFillPrice: _Optional[float] = ..., limitPrice: _Optional[float] = ..., stopPrice: _Optional[float] = ..., realizedPnl: _Optional[float] = ..., status: _Optional[str] = ..., replaceStatus: _Optional[str] = ..., cancelStatus: _Optional[str] = ..., outsideRth: bool = ..., canModify: bool = ..., canCancel: bool = ..., liquidation: bool = ..., name: _Optional[str] = ..., source: _Optional[str] = ..., errorMsg: _Optional[str] = ..., attrDesc: _Optional[str] = ..., commissionAndFee: _Optional[float] = ..., openTime: _Optional[int] = ..., timestamp: _Optional[int] = ..., userMark: _Optional[str] = ..., totalCashAmount: _Optional[float] = ..., filledCashAmount: _Optional[float] = ...) -> None: ...