dnse-sdk-openapi 1.4.2__tar.gz → 1.4.4__tar.gz

{dnse_sdk_openapi-1.4.2 → dnse_sdk_openapi-1.4.4}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: dnse-sdk-openapi
-Version: 1.4.2
+Version: 1.4.4
 Summary: DNSE OpenAPI SDK
 Description-Content-Type: text/markdown
 

{dnse_sdk_openapi-1.4.2 → dnse_sdk_openapi-1.4.4}/dnse/api/client.py

@@ -31,8 +31,8 @@ class DNSEClient:
             maxsize=10,             # Số connections tối đa mỗi pool
             block=False,            # Không block khi pool đầy
             timeout=urllib3.Timeout(connect=30.0, read=60.0),
-            # cert_reqs = 'CERT_NONE',  # Không yêu cầu certificate
-            # assert_hostname = False  # Không kiểm tra hostname
+            cert_reqs = 'CERT_NONE',  # Không yêu cầu certificate
+            assert_hostname = False  # Không kiểm tra hostname
         )
 
     def get_accounts(self, dry_run=False):
@@ -231,6 +231,27 @@ class DNSEClient:
             dry_run=dry_run,
         )
 
+    def get_foreign_trading(self, symbol, board_id=None, from_date=None, to_date=None, limit=None, order = None, next_page_token=None, dry_run=False):
+        query = {}
+        if board_id is not None:
+            query["boardId"] = board_id
+        if from_date is not None:
+            query["from"] = from_date
+        if to_date is not None:
+            query["to"] = to_date
+        if limit is not None:
+            query["limit"] = limit
+        if order is not None:
+            query["order"] = order
+        if next_page_token is not None:
+            query["nextPageToken"] = next_page_token
+        return self._request(
+            "GET",
+            f"/price/{symbol}/foreign-trading",
+            query=query if query else None,
+            dry_run=dry_run,
+        )
+
     def get_instruments(self, symbol=None, market_id=None, security_group_id=None, index_name=None, limit=None, page=None, dry_run=False):
         query = {}
         if symbol is not None:
@@ -299,6 +320,19 @@ class DNSEClient:
             dry_run=dry_run,
         )
 
+    def get_lastest_session(self, tsc_prod_grp_id=None, board_id=None, dry_run=False):
+        query = {}
+        if tsc_prod_grp_id is not None:
+            query["tscProdGrpId"] = tsc_prod_grp_id
+        if board_id is not None:
+            query["boardId"] = board_id
+        return self._request(
+            "GET",
+            f"/market/trading-session",
+            query=query if query else None,
+            dry_run=dry_run,
+        )
+
     def post_order(self, market_type, payload, trading_token, order_category="NORMAL", dry_run=False):
         headers = {"trading-token": trading_token}
         query = {"marketType": market_type}

{dnse_sdk_openapi-1.4.2 → dnse_sdk_openapi-1.4.4}/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, EstimatedMarketIndex
+    MarketIndex, ForeignInvestor, Position, EstimatedMarketIndex, Session
 
 logger = logging.getLogger(__name__)
 logger.setLevel(logging.INFO)
@@ -54,6 +54,7 @@ _MSG_TYPE_MAP = {
     "emi": ("estimated_market_index", EstimatedMarketIndex, "marketIndex"),
     "a": ("account", AccountUpdate, None),
     "f": ("foreign", ForeignInvestor, None),
+    "s": ("session", Session, None),
 }
 
 
@@ -294,6 +295,19 @@ class TradingClient:
         if on_position_event:
             self.on("position_event", on_position_event)
 
+    async def subscribe_broker_position_event(
+            self,
+            investor_id: str,
+            market_type="STOCK",
+            on_position_event: Optional[Callable[[Position], None]] = None,
+            encoding="json"
+    ) -> None:
+        channel = f"position.broker.{market_type}.{investor_id}.{encoding}"
+        await self._subscribe_channel(channel, [])
+
+        if on_position_event:
+            self.on("position_event", on_position_event)
+
     async def subscribe_sec_def(
             self, symbols: List[str], on_sec_def: Optional[Callable[[SecurityDefinition], None]] = None,
             encoding="json", board_id=None
@@ -384,6 +398,21 @@ class TradingClient:
         if on_ohlc:
             self.on("ohlc", on_ohlc)
 
+    async def subscribe_session(
+            self,
+            product_group_id: str,
+            board_id: str = "*",
+            on_session: Optional[Callable[[Session], None]] = None, encoding="json"
+    ) -> None:
+        channel = f"session.{product_group_id}.{board_id}.json"
+
+        if encoding == "msgpack":
+            channel = f"session.{product_group_id}.{board_id}.msgpack"
+        await self._subscribe_channel(channel, [])
+
+        if on_session:
+            self.on("session", on_session)
+
     async def subscribe_ohlc_closed(
             self,
             symbols: List[str],

{dnse_sdk_openapi-1.4.2 → dnse_sdk_openapi-1.4.4}/dnse/websocket/models.py

@@ -568,6 +568,141 @@ class Ohlc:
         )
 
 
+@dataclass
+class Session:
+    marketId: str
+    boardId: str
+    eventId: str
+    tradingSessionId: int
+    tscProdGrpId: str
+    receivedAt: Optional[float] = field(default=None, repr=False)
+
+    @classmethod
+    def from_dict(cls, data: Dict[str, Any]) -> "Session":
+        return cls(
+            marketId=data.get("marketId", ""),
+            boardId=data.get("boardId", ""),
+            eventId=data.get("eventId", ""),
+            tradingSessionId=data.get("tradingSessionId", 0),
+            tscProdGrpId=data.get("tscProdGrpId", ""),
+            receivedAt=data.get("_receivedAt")
+        )
+
+
+@dataclass
+class Order:
+    id: str
+    side: str
+    accountNo: str
+    symbol: str
+
+    price: float
+    priceSecure: float
+    averagePrice: float
+
+    quantity: int
+    fillQuantity: int
+    canceledQuantity: int
+    leaveQuantity: int
+
+    orderType: str
+    orderStatus: str
+
+    loanPackageId: int
+    marketType: str
+
+    transDate: str
+    createdDate: str
+    modifiedDate: str
+
+    @classmethod
+    def from_dict(cls, data: Dict[str, Any]) -> "Order":
+        return cls(
+            id=data.get("id"),
+            side=data.get("side"),
+            accountNo=data.get("accountNo") or data.get("account_no"),
+            symbol=data.get("symbol") or data.get("s"),
+
+            price=float(data.get("price", 0.0)),
+            priceSecure=float(data.get("priceSecure", 0.0)),
+            averagePrice=float(data.get("averagePrice", 0.0)),
+
+            quantity=int(data.get("quantity", 0)),
+            fillQuantity=int(data.get("fillQuantity", 0)),
+            canceledQuantity=int(data.get("canceledQuantity", 0)),
+            leaveQuantity=int(data.get("leaveQuantity", 0)),
+
+            orderType=data.get("orderType"),
+            orderStatus=data.get("orderStatus"),
+
+            loanPackageId=int(data.get("loanPackageId", 0)),
+            marketType=data.get("marketType"),
+
+            transDate=data.get("transDate"),
+            createdDate=data.get("createdDate"),
+            modifiedDate=data.get("modifiedDate"),
+        )
+
+
+@dataclass
+class Session:
+    marketId: str
+    boardId: str
+    eventId: str
+    tradingSessionId: int
+    tscProdGrpId: str
+    time: Optional[str] = None
+    receivedAt: Optional[float] = field(default=None, repr=False)
+
+    @classmethod
+    def from_dict(cls, data: Dict[str, Any]) -> "Session":
+        return cls(
+            marketId=data.get("marketId", ""),
+            boardId=data.get("boardId", ""),
+            eventId=data.get("eventId", ""),
+            tradingSessionId=data.get("tradingSessionId", 0),
+            tscProdGrpId=data.get("tscProdGrpId", ""),
+            time=parse_timestamp(data.get("sendingTime")),
+            receivedAt=data.get("_receivedAt"),
+        )
+
+
+@dataclass
+class Position:
+    symbol: str
+    quantity: int
+    averagePrice: Decimal
+    marketValue: Decimal
+    costBasis: Decimal
+    unrealizedPl: Decimal
+    unrealizedPlPercent: Decimal
+    timestamp: datetime
+
+    @classmethod
+    def from_dict(cls, data: Dict[str, Any]) -> "Position":
+        """Parse position from message data.
+
+        Args:
+            data: Raw message dict with either abbreviated or full field names
+
+        Returns:
+            Position instance
+
+        Example:
+            >>> Position.from_dict({"S": "AAPL", "q": 100, "ap": "150.00", ...})
+        """
+        return cls(
+            symbol=data.get("symbol"),
+            quantity=data.get("quantity"),
+            averagePrice=Decimal(str(data.get("averagePrice"))),
+            marketValue=Decimal(str(data.get("marketValue"))),
+            costBasis=Decimal(str(data.get("costBasis"))),
+            unrealizedPl=Decimal(str(data.get("unrealizedPl"))),
+            unrealizedPlPercent=Decimal(str(data.get("unrealizedPlPercent"))),
+            timestamp=datetime.fromtimestamp((data.get("timestamp")) / 1000),
+        )
+
+
 @dataclass
 class AccountUpdate:
     cash: Decimal

{dnse_sdk_openapi-1.4.2 → dnse_sdk_openapi-1.4.4}/dnse_sdk_openapi.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: dnse-sdk-openapi
-Version: 1.4.2
+Version: 1.4.4
 Summary: DNSE OpenAPI SDK
 Description-Content-Type: text/markdown
 

{dnse_sdk_openapi-1.4.2 → dnse_sdk_openapi-1.4.4}/dnse_sdk_openapi.egg-info/SOURCES.txt

@@ -17,13 +17,16 @@ dnse_sdk_openapi.egg-info/PKG-INFO
 dnse_sdk_openapi.egg-info/SOURCES.txt
 dnse_sdk_openapi.egg-info/dependency_links.txt
 dnse_sdk_openapi.egg-info/top_level.txt
+marketdata-api/get_foreign_trading.py
 marketdata-api/get_instruments.py
+marketdata-api/get_lastest_session.py
 marketdata-api/get_latest_quote.py
 marketdata-api/get_latest_trade.py
 marketdata-api/get_ohlc.py
 marketdata-api/get_quotes.py
 marketdata-api/get_security_definition.py
 marketdata-api/get_trades.py
+marketdata-api/get_trading_session.py
 marketdata-api/get_working_dates.py
 trading-api/cancel_order.py
 trading-api/close_position.py
@@ -51,8 +54,10 @@ websocket-marketdata/ohlc.py
 websocket-marketdata/ohlc_closed.py
 websocket-marketdata/quote.py
 websocket-marketdata/sec_def.py
+websocket-marketdata/session.py
 websocket-marketdata/trade.py
 websocket-marketdata/trade_extra.py
 websocket-trading/broker_order.py
+websocket-trading/broker_position.py
 websocket-trading/order.py
 websocket-trading/position.py

dnse_sdk_openapi-1.4.4/marketdata-api/get_foreign_trading.py

@@ -0,0 +1,22 @@
+#!/usr/bin/env python3
+import os
+import sys
+
+sys.path.insert(0, os.path.dirname(os.path.dirname(__file__)))
+
+from dnse import DNSEClient
+
+
+def main():
+    client = DNSEClient(
+        api_key="replace-with-api-key",
+        api_secret="replace-with-api-secret",
+        base_url="https://openapi.dnse.com.vn",
+    )
+
+    status, body = client.get_foreign_trading(symbol="SSI", board_id="G1", from_date=1781037427, to_date=1781062643, limit = 100, order = "DESC", next_page_token=None, dry_run=False)
+    print(status, body)
+
+
+if __name__ == "__main__":
+    main()

dnse_sdk_openapi-1.4.4/marketdata-api/get_lastest_session.py

@@ -0,0 +1,22 @@
+#!/usr/bin/env python3
+import os
+import sys
+
+sys.path.append(os.path.dirname(os.path.dirname(__file__)))
+
+from dnse import DNSEClient
+
+
+def main():
+    client = DNSEClient(
+        api_key="replace-with-api-key",
+        api_secret="replace-with-api-secret",
+        base_url="https://openapi.dnse.com.vn",
+    )
+
+    status, body = client.get_lastest_session(tsc_prod_grp_id="FIO", board_id="G1", dry_run=False)
+    print(status, body)
+
+
+if __name__ == "__main__":
+    main()

dnse_sdk_openapi-1.4.4/marketdata-api/get_trading_session.py

@@ -0,0 +1,22 @@
+#!/usr/bin/env python3
+import os
+import sys
+
+sys.path.append(os.path.dirname(os.path.dirname(__file__)))
+
+from dnse import DNSEClient
+
+
+def main():
+    client = DNSEClient(
+        api_key="replace-with-api-key",
+        api_secret="replace-with-api-secret",
+        base_url="https://openapi.dnse.com.vn",
+    )
+
+    status, body = client.get_trading_session(tsc_prod_grp_id="FBX", board_id="", dry_run=False)
+    print(status, body)
+
+
+if __name__ == "__main__":
+    main()

{dnse_sdk_openapi-1.4.2 → dnse_sdk_openapi-1.4.4}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "dnse-sdk-openapi"
-version = "1.4.2"
+version = "1.4.4"
 description = "DNSE OpenAPI SDK"
 readme = "README.md"
 

dnse_sdk_openapi-1.4.4/websocket-marketdata/session.py

@@ -0,0 +1,54 @@
+"""
+Demonstrates:
+- Subscribing to session data
+
+This example shows how to receive real-time session data
+"""
+
+import asyncio
+import os
+import sys
+from datetime import datetime
+
+sys.path.insert(0, os.path.dirname(os.path.dirname(__file__)))
+
+from dnse import TradingClient
+from dnse.websocket.models import Session
+
+
+async def main():
+    # Initialize client
+    encoding = "msgpack"  # 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_session(session: Session):
+       received_at = datetime.fromtimestamp(session.receivedAt).strftime("%H:%M:%S.%f")[:-3] if session.receivedAt else "N/A"
+       print(f"[{received_at}] Session: {session}")
+
+    # Connect to gateway
+    print("Connecting to WebSocket gateway...")
+    await client.connect()
+    print(f"Connected! Session ID: {client._session_id}\n")
+
+    print("Subscribing to session data...")
+    await client.subscribe_session(product_group_id="STX", board_id = "G1", on_session=handle_session, encoding=encoding)
+
+    print("\nReceiving session data (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-1.4.4/websocket-trading/broker_position.py

@@ -0,0 +1,53 @@
+"""
+Position event subscription example.
+
+This example shows how to receive real-time customer's position events of broker for stock and derivative
+"""
+
+import asyncio
+from datetime import datetime
+
+from dnse import TradingClient
+from dnse.websocket.models import Position
+
+
+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_position(data: Position):
+        received_at = datetime.fromtimestamp(data.receivedAt).strftime("%H:%M:%S.%f")[:-3] if data.receivedAt else "N/A"
+        print(f"[{received_at}] Position: {data}")
+
+    # Connect to gateway
+    print("Connecting to WebSocket gateway...")
+    await client.connect()
+    print(f"Connected! Session ID: {client._session_id}\n")
+
+    print("Subscribing to position event")
+    # market_type: DERIVATIVE | STOCK
+    await client.subscribe_broker_position_event(
+        investor_id="your-customer-investor-id",
+        market_type="STOCK",
+        on_position_event=handle_position, encoding=encoding)
+
+    print("\nReceiving position 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())