Merge branch 'feature_push_usermark' into 'dev'

modify protobuf tradetick;order usermark

See merge request server/openapi/openapi-python-sdk!176

Author: tigersk

CHANGELOG.md

@@ -1,3 +1,9 @@
+## 2.3.9 (2023-06-01)
+### Fix
+- 修复protobuf推送tick数据未解压的问题
+### Modify
+- 修改订单状态推送proto定义，增加 userMark
+
 ## 2.3.8 (2023-05-09)
 ### New
 - 合约接口新增字段保证金优惠信息

tigeropen/__init__.py

@@ -4,4 +4,4 @@
 
 @author: gaoan
 """
-__VERSION__ = '2.3.8'
+__VERSION__ = '2.3.9'

tigeropen/examples/push_client_demo.py

@@ -16,6 +16,7 @@
 from tigeropen.push.pb.QuoteBasicData_pb2 import QuoteBasicData
 from tigeropen.push.pb.QuoteDepthData_pb2 import QuoteDepthData
 from tigeropen.push.pb.TradeTickData_pb2 import TradeTickData
+from tigeropen.push.pb.trade_tick import TradeTick
 from tigeropen.push.push_client import PushClient
 from tigeropen.examples.client_config import get_client_config
 
@@ -152,24 +153,11 @@ def on_quote_depth_changed(frame: QuoteDepthData):
     print(f'quote depth changed: {frame}')
 
 
-def on_tick_changed(frame: TradeTickData):
+def on_tick_changed(frame: TradeTick):
     """逐笔成交回调
     example:
-    symbol: "00700"
-    type: "-+"
-    sn: 37998
-    priceBase: 3636
-    priceOffset: 1
-    time: 1677742815311
-    time: 69
-    price: 0
-    price: 2
-    volume: 500
-    volume: 100
-    quoteLevel: "hkStockQuoteLv2"
-    timestamp: 1677742815776
-    secType: "STK"
-
+    TradeTick<{'symbol': '00700', 'sec_type': 'STK', 'quote_level': 'hkStockQuoteLv2', 'timestamp': 1685602618145, 'ticks': [TradeTickItem<{'tick_type': '+', 'price': 316.6, 'volume': 100, 'part_code': None, 'part_code_name': None, 'cond': None, 'time': 1685602617046, 'sn': 42055}>, TradeTickItem<{'tick_type': '-', 'price': 316.4, 'volume': 600, 'part_code': None, 'part_code_name': None, 'cond': None, 'time': 1685602617639, 'sn': 42056}>, TradeTickItem<{'tick_type': '-', 'price': 316.4, 'volume': 200, 'part_code': None, 'part_code_name': None, 'cond': None, 'time': 1685602617639, 'sn': 42057}>]}>
+    TradeTick<{'symbol': 'CLmain', 'sec_type': 'FUT', 'quote_level': '', 'timestamp': 1685602618153, 'ticks': [TradeTickItem<{'tick_type': None, 'price': 68.7, 'volume': 1, 'part_code': None, 'part_code_name': None, 'cond': None, 'time': 1685602616000, 'sn': 109150}>, TradeTickItem<{'tick_type': None, 'price': 68.7, 'volume': 1, 'part_code': None, 'part_code_name': None, 'cond': None, 'time': 1685602616000, 'sn': 109151}>]}>
     """
     print(frame)
 

tigeropen/push/network/listener.py

@@ -222,8 +222,6 @@ def __heartbeat_loop(self):
                     self.transport.set_connected(False)
                     self.transport.disconnect_socket()
                     self.transport.stop()
-                    for listener in self.transport.listeners.values():
-                        listener.on_heartbeat_timeout()
         self.heartbeat_thread = None
         self.heartbeat_terminate_event.clear()
         if self.heartbeats != (0, 0):

tigeropen/push/pb/OrderStatusData.proto

@@ -2,37 +2,45 @@ syntax = "proto3";
 
 package tigeropen.push.pb;
 
-
 message OrderStatusData {
   sint64 id = 1; // unique order id
   string account = 2; // user account
   string symbol = 3;
-  string identifier = 4;
-  uint32 multiplier = 5; // multiplier for futures, options, warrants and CBBC
-  string action = 6; // BUY or SELL
-  string market = 7; // market. US, HK, etc.
-  string currency = 8; // currency. USD, HKD, etc.
-  string segType = 9; // Securities Category C: (Commodities Futures), S: (Securities Stocks)
-  string secType = 10; // STK Stocks, OPT Options, WAR Warrants, IOPT CBBC, CASH FOREX, FUT Futures, FOP Future Options
+  string expiry = 4; // for options, formate:yyyyMMdd
+  string strike = 5; // for options
+  string right = 6; // for options
+  string identifier = 7;
+  uint32 multiplier = 8; // multiplier for futures, options, warrants and CBBC
+  string action = 9; // BUY or SELL
+  string market = 10; // market. US, HK, etc.
+  string currency = 11; // currency. USD, HKD, etc.
+  string segType = 12; // Securities Category C: (Commodities Futures), S: (Securities Stocks)
+  string secType = 13; // STK Stocks, OPT Options, WAR Warrants, IOPT CBBC, CASH FOREX, FUT Futures, FOP Future Options
 
-  string orderType = 11; // order type
-  bool isLong = 12;
-  sint64 totalQuantity = 13; // total quantity
-  sint32 totalQuantityScale = 14; // total quantity scale
-  sint64 filledQuantity = 15; // filled quantity
-  sint32 filledQuantityScale = 16; // filled quantity scale
-  double avgFillPrice = 17; // average price at which the orders got filled
-  double limitPrice = 18; // limit price（required when orderType is 'LMT'）
-  double realizedPnl = 19; // realized profit and loss
-  string status = 20; // order status
+  string orderType = 14; // order type
+  bool isLong = 15;
+  sint64 totalQuantity = 16; // total quantity
+  sint32 totalQuantityScale = 17; // total quantity scale
+  sint64 filledQuantity = 18; // filled quantity
+  sint32 filledQuantityScale = 19; // filled quantity scale
+  double avgFillPrice = 20; // average price at which the orders got filled
+  double limitPrice = 21; // limit price（required when orderType is 'LMT'）
+  double stopPrice = 22; // stop price（required when orderType is 'STP'）
+  double realizedPnl = 23; // realized profit and loss
+  string status = 24; // order status
+  string replaceStatus = 25; // order replace status
+  string cancelStatus = 26; // order cancel status
 
-  bool outsideRth = 21; // if trade outside regular trading hours (only applicable to U.S. market)
-  bool canModify = 22;
-  bool canCancel = 23;
-  string name = 24; // symbol name
-  string source = 25; // order source(from 'OpenApi', or not)
-  string errorMsg = 26; // error message
-  float commissionAndFee = 27; // commission and fee
-  uint64 openTime = 28; // timestamp when the order is placed
-  uint64 timestamp = 29;
+  bool outsideRth = 27; // if trade outside regular trading hours (only applicable to U.S. market)
+  bool canModify = 28;
+  bool canCancel = 29;
+  bool liquidation = 30;
+  string name = 31; // symbol name
+  string source = 32; // order source(from 'OpenApi', or not)
+  string errorMsg = 33; // error message
+  string attrDesc = 34; // order description
+  float commissionAndFee = 35; // commission and fee
+  uint64 openTime = 36; // timestamp when the order is placed
+  uint64 timestamp = 37;
+  string userMark = 38;
 }

tigeropen/push/pb/OrderStatusData_pb2.py

@@ -5,63 +5,81 @@ from typing import ClassVar as _ClassVar, Optional as _Optional
 DESCRIPTOR: _descriptor.FileDescriptor
 
 class OrderStatusData(_message.Message):
-    __slots__ = ["account", "action", "avgFillPrice", "canCancel", "canModify", "commissionAndFee", "currency", "errorMsg", "filledQuantity", "filledQuantityScale", "id", "identifier", "isLong", "limitPrice", "market", "multiplier", "name", "openTime", "orderType", "outsideRth", "realizedPnl", "secType", "segType", "source", "status", "symbol", "timestamp", "totalQuantity", "totalQuantityScale"]
+    __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"]
     ACCOUNT_FIELD_NUMBER: _ClassVar[int]
     ACTION_FIELD_NUMBER: _ClassVar[int]
+    ATTRDESC_FIELD_NUMBER: _ClassVar[int]
     AVGFILLPRICE_FIELD_NUMBER: _ClassVar[int]
     CANCANCEL_FIELD_NUMBER: _ClassVar[int]
+    CANCELSTATUS_FIELD_NUMBER: _ClassVar[int]
     CANMODIFY_FIELD_NUMBER: _ClassVar[int]
     COMMISSIONANDFEE_FIELD_NUMBER: _ClassVar[int]
     CURRENCY_FIELD_NUMBER: _ClassVar[int]
     ERRORMSG_FIELD_NUMBER: _ClassVar[int]
+    EXPIRY_FIELD_NUMBER: _ClassVar[int]
     FILLEDQUANTITYSCALE_FIELD_NUMBER: _ClassVar[int]
     FILLEDQUANTITY_FIELD_NUMBER: _ClassVar[int]
     IDENTIFIER_FIELD_NUMBER: _ClassVar[int]
     ID_FIELD_NUMBER: _ClassVar[int]
     ISLONG_FIELD_NUMBER: _ClassVar[int]
     LIMITPRICE_FIELD_NUMBER: _ClassVar[int]
+    LIQUIDATION_FIELD_NUMBER: _ClassVar[int]
     MARKET_FIELD_NUMBER: _ClassVar[int]
     MULTIPLIER_FIELD_NUMBER: _ClassVar[int]
     NAME_FIELD_NUMBER: _ClassVar[int]
     OPENTIME_FIELD_NUMBER: _ClassVar[int]
     ORDERTYPE_FIELD_NUMBER: _ClassVar[int]
     OUTSIDERTH_FIELD_NUMBER: _ClassVar[int]
     REALIZEDPNL_FIELD_NUMBER: _ClassVar[int]
+    REPLACESTATUS_FIELD_NUMBER: _ClassVar[int]
+    RIGHT_FIELD_NUMBER: _ClassVar[int]
     SECTYPE_FIELD_NUMBER: _ClassVar[int]
     SEGTYPE_FIELD_NUMBER: _ClassVar[int]
     SOURCE_FIELD_NUMBER: _ClassVar[int]
     STATUS_FIELD_NUMBER: _ClassVar[int]
+    STOPPRICE_FIELD_NUMBER: _ClassVar[int]
+    STRIKE_FIELD_NUMBER: _ClassVar[int]
     SYMBOL_FIELD_NUMBER: _ClassVar[int]
     TIMESTAMP_FIELD_NUMBER: _ClassVar[int]
     TOTALQUANTITYSCALE_FIELD_NUMBER: _ClassVar[int]
     TOTALQUANTITY_FIELD_NUMBER: _ClassVar[int]
+    USERMARK_FIELD_NUMBER: _ClassVar[int]
     account: str
     action: str
+    attrDesc: str
     avgFillPrice: float
     canCancel: bool
     canModify: bool
+    cancelStatus: str
     commissionAndFee: float
     currency: str
     errorMsg: str
+    expiry: str
     filledQuantity: int
     filledQuantityScale: int
     id: int
     identifier: str
     isLong: bool
     limitPrice: float
+    liquidation: bool
     market: str
     multiplier: int
     name: str
     openTime: int
     orderType: str
     outsideRth: bool
     realizedPnl: float
+    replaceStatus: str
+    right: str
     secType: str
     segType: str
     source: str
     status: str
+    stopPrice: float
+    strike: str
     symbol: str
     timestamp: int
     totalQuantity: int
     totalQuantityScale: int
-    def __init__(self, id: _Optional[int] = ..., account: _Optional[str] = ..., symbol: _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] = ..., realizedPnl: _Optional[float] = ..., status: _Optional[str] = ..., outsideRth: bool = ..., canModify: bool = ..., canCancel: bool = ..., name: _Optional[str] = ..., source: _Optional[str] = ..., errorMsg: _Optional[str] = ..., commissionAndFee: _Optional[float] = ..., openTime: _Optional[int] = ..., timestamp: _Optional[int] = ...) -> None: ...
+    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: ...

tigeropen/push/pb/OrderStatusData_pb2.pyi

@@ -0,0 +1,28 @@
+# -*- coding: utf-8 -*-
+# 
+# @Date    : 2023/6/1
+# @Author  : sukai
+class TradeTickItem:
+    def __int__(self):
+        self.tick_type = None
+        self.price = None
+        self.volume = None
+        self.part_code = None
+        self.part_code_name = None
+        self.cond = None
+        self.time = None
+        self.sn = None
+
+    def __repr__(self):
+        return f'TradeTickItem<{self.__dict__}>'
+
+class TradeTick:
+    def __int__(self):
+        self.symbol = None
+        self.sec_type = None
+        self.quote_level = None
+        self.timestamp = None
+        self.ticks = None
+
+    def __repr__(self):
+        return f'TradeTick<{self.__dict__}>'