dnse-sdk-openapi 1.4.0__tar.gz → 1.4.2__tar.gz

{dnse_sdk_openapi-1.4.0 → dnse_sdk_openapi-1.4.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: dnse-sdk-openapi
-Version: 1.4.0
+Version: 1.4.2
 Summary: DNSE OpenAPI SDK
 Description-Content-Type: text/markdown
 
@@ -34,7 +34,7 @@ and investment applications.
 #### Install from PyPI
 
 ```console
-pip install openapi-sdk 
+pip install openapi-sdk
 ```
 
 Upgrade:

{dnse_sdk_openapi-1.4.0 → dnse_sdk_openapi-1.4.2}/README.md

@@ -28,7 +28,7 @@ and investment applications.
 #### Install from PyPI
 
 ```console
-pip install openapi-sdk 
+pip install openapi-sdk
 ```
 
 Upgrade:

{dnse_sdk_openapi-1.4.0 → dnse_sdk_openapi-1.4.2}/dnse/websocket/client.py

@@ -25,7 +25,7 @@ from .exceptions import (
     ConnectionClosed,
 )
 from .models import Trade, Quote, Ohlc, Order, AccountUpdate, ExpectedPrice, SecurityDefinition, TradeExtra, \
-    MarketIndex, ForeignInvestor, Position
+    MarketIndex, ForeignInvestor, Position, EstimatedMarketIndex
 
 logger = logging.getLogger(__name__)
 logger.setLevel(logging.INFO)
@@ -51,6 +51,7 @@ _MSG_TYPE_MAP = {
     "dp": ("position_event", Position, "position"),
     "ep": ("position_event", Position, "position"),
     "mi": ("market_index", MarketIndex, None),
+    "emi": ("estimated_market_index", EstimatedMarketIndex, "marketIndex"),
     "a": ("account", AccountUpdate, None),
     "f": ("foreign", ForeignInvestor, None),
 }
@@ -269,6 +270,19 @@ class TradingClient:
         if on_order_event:
             self.on("order_event", on_order_event)
 
+    async def subscribe_broker_order_event(
+            self,
+            investor_id: str,
+            market_type="STOCK",
+            on_order_event: Optional[Callable[[Order], None]] = None,
+            encoding="json"
+    ) -> None:
+        channel = f"order.broker.{market_type}.{investor_id}.{encoding}"
+        await self._subscribe_channel(channel, [])
+
+        if on_order_event:
+            self.on("order_event", on_order_event)
+
     async def subscribe_position_event(
             self, market_type="STOCK",
             on_position_event: Optional[Callable[[Position], None]] = None,
@@ -308,6 +322,18 @@ class TradingClient:
         if on_market_index:
             self.on("market_index", on_market_index)
 
+    async def subscribe_estimated_market_index(
+            self, estimated_market_index: str,
+            on_estimated_market_index: Optional[Callable[[EstimatedMarketIndex], None]] = None, encoding="json"
+    ) -> None:
+        channel = f"estimated_market_index.{estimated_market_index}.json"
+        if encoding == "msgpack":
+            channel = f"estimated_market_index.{estimated_market_index}.msgpack"
+        await self._subscribe_channel(channel, [])
+
+        if on_estimated_market_index:
+            self.on("estimated_market_index", on_estimated_market_index)
+
     async def subscribe_quotes(
             self, symbols: List[str], on_quote: Optional[Callable[[Quote], None]] = None, encoding="json", board_id=None
     ) -> None:

{dnse_sdk_openapi-1.4.0 → dnse_sdk_openapi-1.4.2}/dnse/websocket/models.py

@@ -265,6 +265,38 @@ class MarketIndex:
         )
 
 
+@dataclass
+class EstimatedMarketIndex:
+    indexName: str
+    changedRatio: float
+    changedValue: float
+    fluctuationSteadinessIssueCount: float
+    fluctuationDownIssueCount: float
+    fluctuationUpIssueCount: float
+    valueIndexes: float
+    grossTradeAmount: float
+    totalVolumeTraded: float
+    time: Optional[str] = None
+
+    receivedAt: Optional[float] = field(default=None, repr=False)
+
+    @classmethod
+    def from_dict(cls, data: Dict[str, Any]) -> "EstimatedMarketIndex":
+        return cls(
+            indexName=data.get("indexName"),
+            changedRatio=data.get("changedRatio"),
+            changedValue=data.get("changedValue"),
+            fluctuationSteadinessIssueCount=data.get("fluctuationSteadinessIssueCount"),
+            fluctuationDownIssueCount=data.get("fluctuationDownIssueCount"),
+            fluctuationUpIssueCount=data.get("fluctuationUpIssueCount"),
+            valueIndexes=data.get("valueIndexes"),
+            grossTradeAmount=data.get("grossTradeAmount"),
+            totalVolumeTraded=data.get("totalVolumeTraded"),
+            receivedAt=data.get("_receivedAt"),
+            time=data.get("time"),
+        )
+
+
 @dataclass
 class ExpectedPrice:
     marketId: str

{dnse_sdk_openapi-1.4.0 → dnse_sdk_openapi-1.4.2}/dnse_sdk_openapi.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: dnse-sdk-openapi
-Version: 1.4.0
+Version: 1.4.2
 Summary: DNSE OpenAPI SDK
 Description-Content-Type: text/markdown
 
@@ -34,7 +34,7 @@ and investment applications.
 #### Install from PyPI
 
 ```console
-pip install openapi-sdk 
+pip install openapi-sdk
 ```
 
 Upgrade:

{dnse_sdk_openapi-1.4.0 → dnse_sdk_openapi-1.4.2}/dnse_sdk_openapi.egg-info/SOURCES.txt

@@ -43,6 +43,7 @@ trading-api/get_ppse.py
 trading-api/post_order.py
 trading-api/put_order.py
 trading-api/send_email_otp.py
+websocket-marketdata/estimated_market_index.py
 websocket-marketdata/expected_price.py
 websocket-marketdata/foreign_investor.py
 websocket-marketdata/market_index.py
@@ -52,5 +53,6 @@ websocket-marketdata/quote.py
 websocket-marketdata/sec_def.py
 websocket-marketdata/trade.py
 websocket-marketdata/trade_extra.py
+websocket-trading/broker_order.py
 websocket-trading/order.py
 websocket-trading/position.py

{dnse_sdk_openapi-1.4.0 → dnse_sdk_openapi-1.4.2}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "dnse-sdk-openapi"
-version = "1.4.0"
+version = "1.4.2"
 description = "DNSE OpenAPI SDK"
 readme = "README.md"
 

dnse_sdk_openapi-1.4.2/websocket-marketdata/estimated_market_index.py

@@ -0,0 +1,53 @@
+"""
+Market index subscription example.
+
+Demonstrates:
+- Subscribing to market index
+
+This example shows how to receive real-time market index
+"""
+
+import asyncio
+
+from dnse import TradingClient
+from datetime import datetime
+
+from dnse.websocket.models import EstimatedMarketIndex
+
+
+async def main():
+    # Initialize client
+    encoding = "json"  # json or msgpack
+    client = TradingClient(
+        api_key="api-key",
+        api_secret="api-secret",
+        base_url="wss://ws-openapi.dnse.com.vn",
+        encoding=encoding,
+    )
+
+    def handle_estimated_market_index(data: EstimatedMarketIndex):
+        received_at = datetime.fromtimestamp(data.receivedAt).strftime("%H:%M:%S.%f")[:-3] if data.receivedAt else "N/A"
+        print(f"[{received_at}] Estimated market index: {data}")
+
+    # Connect to gateway
+    print("Connecting to WebSocket gateway...")
+    await client.connect()
+    print(f"Connected! Session ID: {client._session_id}\n")
+
+    print("Subscribing to estimated market index...")
+    await client.subscribe_estimated_market_index(estimated_market_index='VN30', on_estimated_market_index=handle_estimated_market_index, encoding=encoding)
+
+    print("\nReceiving estimated market index (will run for 1 hour)...\n")
+
+    # Run for 8H to collect data
+    # In a real application, you might run indefinitely or until a specific condition
+    await asyncio.sleep(8 * 60 * 60)
+
+    # Disconnect gracefully
+    print("\n\nDisconnecting...")
+    await client.disconnect()
+    print("Disconnected!")
+
+
+if __name__ == "__main__":
+    asyncio.run(main())

dnse_sdk_openapi-1.4.2/websocket-trading/broker_order.py

@@ -0,0 +1,53 @@
+"""
+Order event subscription example.
+
+This example shows how to receive real-time broker order event for stock and derivative orders
+"""
+
+import asyncio
+from datetime import datetime
+
+from dnse import TradingClient
+from dnse.websocket.models import Order
+
+
+async def main():
+    # Initialize client
+    encoding = "json"  # json or msgpack
+    client = TradingClient(
+        api_key="api-key",
+        api_secret="api-secret",
+        base_url="wss://ws-openapi.dnse.com.vn",
+        encoding=encoding,
+    )
+
+    def handle_order(data: Order):
+        received_at = datetime.fromtimestamp(data.receivedAt).strftime("%H:%M:%S.%f")[:-3] if data.receivedAt else "N/A"
+        print(f"[{received_at}] Order: {data}")
+
+    # Connect to gateway
+    print("Connecting to WebSocket gateway...")
+    await client.connect()
+    print(f"Connected! Session ID: {client._session_id}\n")
+
+    print("Subscribing to order event")
+    # market_type: DERIVATIVE | STOCK
+    await client.subscribe_broker_order_event(
+        investor_id="your-customer-investor-id",
+        market_type="STOCK",
+        on_order_event=handle_order, encoding=encoding)
+
+    print("\nReceiving order event (will run for 8 hour)...\n")
+
+    # Run for 8H to collect data
+    # In a real application, you might run indefinitely or until a specific condition
+    await asyncio.sleep(8 * 60 * 60)
+
+    # Disconnect gracefully
+    print("\n\nDisconnecting...")
+    await client.disconnect()
+    print("Disconnected!")
+
+
+if __name__ == "__main__":
+    asyncio.run(main())