fasttq-sdk 0.2.0__tar.gz

fasttq_sdk-0.2.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: fasttq-sdk
+Version: 0.2.0
+Summary: Add your description here
+Author-email: Lingqiao Zhao <forever.3g@hotmail.com>
+Requires-Python: >=3.10
+Description-Content-Type: text/markdown
+Requires-Dist: websockets>=13.0

fasttq_sdk-0.2.0/pyproject.toml

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+[build-system]
+requires = ["setuptools>=80.0.0", "wheel>=0.36.0"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "fasttq-sdk"
+version = "0.2.0"
+description = "Add your description here"
+readme = "README.md"
+requires-python = ">=3.10"
+dependencies = [
+    "websockets>=13.0",
+]
+authors = [
+    {name = "Lingqiao Zhao", email = "forever.3g@hotmail.com"}
+]
+
+[tool.setuptools.packages.find]
+where = ["src/"]
+
+[tool.uv]
+index-url = 'https://pypi.tuna.tsinghua.edu.cn/simple'

fasttq_sdk-0.2.0/setup.cfg

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+[egg_info]
+tag_build = 
+tag_date = 0
+

fasttq_sdk-0.2.0/src/fasttq/common.py

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+import random
+import secrets
+
+
+_RD = random.Random(secrets.randbits(128))
+_BATCH_SIZE = 2000
+_DEFAULT_TIMEOUT = 2
+_FREE_URL = 'wss://free-api.shinnytech.com/t/nfmd/front/mobile'
+_PRO_URL = 'wss://api.shinnytech.com/t/nfmd/front/mobile'
+
+
+def gen_uuid(prefix: str):
+    return f"{prefix}_{_RD.getrandbits(128):032x}"
+
+
+async def peek(client):
+    await client.send('{"aid": "peek_message"}')

fasttq_sdk-0.2.0/src/fasttq/download.py

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+import asyncio
+import datetime
+import json
+import os
+import websockets
+from fasttq.common import gen_uuid, peek, _BATCH_SIZE, _DEFAULT_TIMEOUT, _PRO_URL
+from fasttq.util import get_td_start, get_td_end
+
+
+_TICK_FIELDS = [
+    'datetime',
+    'last_price',
+    'open_interest',
+    'volume',
+    'amount',
+    'highest',
+    'lowest',
+    'average',
+    'ask_price1',
+    'ask_volume1',
+    'ask_price2',
+    'ask_volume2',
+    'ask_price3',
+    'ask_volume3',
+    'ask_price4',
+    'ask_volume4',
+    'ask_price5',
+    'ask_volume5',
+    'bid_price1',
+    'bid_volume1',
+    'bid_price2',
+    'bid_volume2',
+    'bid_price3',
+    'bid_volume3',
+    'bid_price4',
+    'bid_volume4',
+    'bid_price5',
+    'bid_volume5'
+]
+_BAR_FIELDS = [
+    'datetime',
+    'open',
+    'high',
+    'low',
+    'close',
+    'volume',
+    'open_oi',
+    'close_oi'
+]
+
+
+def _gen_uuid():
+    return gen_uuid("PYSDK_downloader")
+
+
+async def _release_chart(client, uuid: str):
+    o = {
+        "aid": "set_chart",
+        "chart_id": uuid,
+        "ins_list": "",
+        "duration": 0,
+        "view_width": _BATCH_SIZE
+    }
+    await client.send(json.dumps(o))
+
+
+async def _request_start(client, uuid: str, ins: str, duration: int, start_nano: int):
+    o = {
+        "aid": "set_chart",
+        "chart_id": uuid,
+        "ins_list": ins,
+        "duration": duration,
+        "view_width": _BATCH_SIZE,
+        "focus_datetime": start_nano,
+        "focus_position": 0
+    }
+    await client.send(json.dumps(o))
+
+
+async def _request_next(client, uuid: str, ins: str, duration: int, left: int):
+    o = {
+        "aid": "set_chart",
+        "chart_id": uuid,
+        "ins_list": ins,
+        "duration": duration,
+        "view_width": _BATCH_SIZE,
+        "left_kline_id": left
+    }
+    await client.send(json.dumps(o))
+
+
+async def _recv_data_chunk(client, uuid: str, ins: str, duration: int, end_nano: int):
+    res = []
+    right_id = 0
+
+    while True:
+        await peek(client)
+        try:
+            msg = await asyncio.wait_for(client.recv(), _DEFAULT_TIMEOUT)
+        except asyncio.TimeoutError:
+            # print('Timeout')      # a timeout means no data available
+            return 0, res
+
+        rtn_records = json.loads(msg)['data']
+
+        data_dict = {}
+        meta_data = None
+        has_data = False
+
+        for record in rtn_records:
+            if 'charts' in record and uuid in record['charts']:
+                meta_data = record['charts'][uuid]
+
+            if 'ticks' in record and duration == 0:
+                data = record['ticks']
+                if ins not in data or 'data' not in data[ins]:
+                    continue
+                has_data = True
+                data_dict.update(data[ins]['data'])
+            elif 'klines' in record and duration != 0:
+                data = record['klines']
+                if ins not in data or str(duration) not in data[ins] or 'data' not in data[ins][str(duration)]:
+                    continue
+                has_data = True
+                data_dict.update(data[ins][str(duration)]['data'])
+
+        if not has_data:
+            continue
+
+        if not right_id:        # first valid meta data always returns left/right ids
+            right_id = meta_data['right_id']
+
+        for line_id, data in data_dict.items():
+            line_id = int(line_id)
+            if line_id > right_id or data is None or data['datetime'] > end_nano:
+                continue
+            res.append(data)
+
+        if not meta_data['more_data']:
+            break
+
+    return right_id + 1, res
+
+
+async def _download_single(client, ins: str, start_nano: int, end_nano: int, path: str, duration: int):
+    uuid = _gen_uuid()
+    fields = _BAR_FIELDS if duration else _TICK_FIELDS
+
+    with open(path, 'w') as fp:
+        fp.write(','.join(fields))
+        fp.write('\n')
+
+        await _request_start(client, uuid, ins, duration, start_nano)
+
+        nxt_left, data = await _recv_data_chunk(client, uuid, ins, duration, end_nano)
+        while len(data) >= _BATCH_SIZE:
+            data.sort(key=lambda x: x['datetime'])
+            for line in data:
+                fp.write(','.join([str(line[f]) if f in line else '' for f in fields]))
+                fp.write('\n')
+            await _request_next(client, uuid, ins, duration, nxt_left)
+            nxt_left, data = await _recv_data_chunk(client, uuid, ins, duration, end_nano)
+
+        data.sort(key=lambda x: x['datetime'])
+
+        # write remaining
+        for line in data:
+            fp.write(','.join([str(line[f]) if f in line else '' for f in fields]))
+            fp.write('\n')
+
+        await _release_chart(client, uuid)
+
+
+async def _download(ins_list: list, start: int, end: int, target_folder: str, period: int = 0):
+    start_nano = start * int(1e6)
+    end_nano = end * int(1e6)
+    duration = period * int(1e9)
+
+    async with websockets.connect(_PRO_URL, max_size=None) as client:
+        await client.recv()
+        for ins in ins_list:
+            await _download_single(client, ins, start_nano, end_nano, os.path.join(target_folder, ins), duration)
+
+
+def download(ins_list: list, start: int, end: int, target_folder: str, period: int = 0):
+    asyncio.get_event_loop().run_until_complete(_download(ins_list, start, end, target_folder, period))
+
+
+def download_td(ins_list: list, td: int, target_folder: str, period: int = 0):
+    epoch = int(datetime.datetime(td // 10000, td // 100 % 100, td % 100).timestamp() * 1e3)
+    start = get_td_start(epoch)
+    end = get_td_end(epoch)
+    return download(ins_list, start, end, target_folder, period)

fasttq_sdk-0.2.0/src/fasttq/instrument.py

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+import asyncio
+import json
+import websockets
+from fasttq.common import gen_uuid, peek, _FREE_URL, _DEFAULT_TIMEOUT
+
+
+_StrListArg = list | str | None
+
+
+_short_query = """
+    ... on basic { instrument_id }
+"""
+
+
+_full_query = """
+    ... on basic { class trading_time {day night} instrument_id instrument_name price_tick }
+    ... on stock { stock_dividend_ratio cash_dividend_ratio }
+    ... on fund { cash_dividend_ratio }
+    ... on tradeable { volume_multiple quote_multiple upper_limit lower_limit }
+    ... on bond { maturity_datetime }
+    ... on index { index_multiple}
+    ... on securities { currency face_value first_trading_datetime buy_volume_unit sell_volume_unit status }
+    ... on future { product_id delivery_year delivery_month expire_datetime }
+    ... on option { product_short_name expire_datetime last_exercise_datetime strike_price call_or_put exercise_type}
+    ... on derivative { 
+            underlying { 
+                count edges { underlying_multiple node { ... on basic { instrument_id instrument_name } } }
+            }
+        }
+"""
+
+
+def _gen_uuid():
+    return gen_uuid("PYSDK_api")
+
+
+async def _send_query(client, uuid: str, query: str, variables: dict):
+    o = {
+        'aid': 'ins_query',
+        'query_id': uuid,
+        'query': query,
+        'variables': variables
+    }
+    await client.send(json.dumps(o))
+
+
+async def _release_query(client, uuid: str):
+    o = {
+        'aid': 'ins_query',
+        'query_id': uuid,
+        'query': '',
+        'variables': {}
+    }
+    await client.send(json.dumps(o))
+    await peek(client)
+    await client.recv()
+
+
+async def _query_symbol_info(query: str, variables: dict, timeout: float) -> list:
+    async with websockets.connect(_FREE_URL, max_size=None) as client:
+        await client.recv()
+
+        uuid = _gen_uuid()
+        await _send_query(client, uuid, query, variables)
+        res = None
+
+        while res is None:
+            await peek(client)
+            msg = await asyncio.wait_for(client.recv(), max(timeout, _DEFAULT_TIMEOUT))
+
+            rtn_records = json.loads(msg)['data']
+            for record in rtn_records:
+                if 'symbols' in record and record['symbols'][uuid]:
+                    res = record['symbols'][uuid]['result']['multi_symbol_info']
+                    break
+
+        await _release_query(client, uuid)
+        return res
+
+
+def _get_graphql_vars(
+        instruments: _StrListArg = None,
+        ins_class: _StrListArg = None,
+        exchange_id: _StrListArg = None
+):
+    if instruments and isinstance(instruments, str):
+        instruments = [instruments]
+    if ins_class and isinstance(ins_class, str):
+        ins_class = [ins_class]
+    if exchange_id and isinstance(exchange_id, str):
+        exchange_id = [exchange_id]
+
+    query_keys = {}
+    query_vars = {}
+
+    if instruments:
+        query_keys['instrument_id'] = 'String'
+        query_vars['instrument_id'] = instruments
+    if ins_class:
+        query_keys['class'] = 'Class'
+        query_vars['class'] = ins_class
+    if exchange_id:
+        query_keys['exchange_id'] = 'String'
+        query_vars['exchange_id'] = exchange_id
+
+    return query_keys, query_vars
+
+
+def query_symbol_info(
+        instruments: _StrListArg = None,
+        ins_class: _StrListArg = None,
+        exchange_id: _StrListArg = None,
+        timeout: float = 0.0
+):
+    query_keys, query_vars = _get_graphql_vars(instruments=instruments, ins_class=ins_class, exchange_id=exchange_id)
+    query = 'query(' + ','.join([f'${k}:[{query_keys[k]}]' for k in query_keys]) \
+            + '){multi_symbol_info(' + ','.join([f'{k}:${k}' for k in query_keys]) \
+            + '){' + _full_query + '}}'
+    return asyncio.run(_query_symbol_info(query, query_vars, timeout))

fasttq_sdk-0.2.0/src/fasttq/util.py

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+# encoding: utf-8
+
+def get_td_start(td_epoch: int) -> int:
+    begin_mark = 631123200000  # 1990-01-01
+    start_time = td_epoch - 21600000
+    week_day = (start_time - begin_mark) // 86400000 % 7
+    if week_day >= 5:
+        start_time -= 86400000 * (week_day - 4)
+    return start_time
+
+
+def get_td_end(td_epoch: int) -> int:
+    return td_epoch + 64799999  # 17:59:59

fasttq_sdk-0.2.0/src/fasttq_sdk.egg-info/PKG-INFO

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+Metadata-Version: 2.4
+Name: fasttq-sdk
+Version: 0.2.0
+Summary: Add your description here
+Author-email: Lingqiao Zhao <forever.3g@hotmail.com>
+Requires-Python: >=3.10
+Description-Content-Type: text/markdown
+Requires-Dist: websockets>=13.0

fasttq_sdk-0.2.0/src/fasttq_sdk.egg-info/SOURCES.txt

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+README.md
+pyproject.toml
+src/fasttq/__init__.py
+src/fasttq/common.py
+src/fasttq/download.py
+src/fasttq/instrument.py
+src/fasttq/util.py
+src/fasttq_sdk.egg-info/PKG-INFO
+src/fasttq_sdk.egg-info/SOURCES.txt
+src/fasttq_sdk.egg-info/dependency_links.txt
+src/fasttq_sdk.egg-info/requires.txt
+src/fasttq_sdk.egg-info/top_level.txt

fasttq_sdk-0.2.0/src/fasttq_sdk.egg-info/dependency_links.txt

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+

fasttq_sdk-0.2.0/src/fasttq_sdk.egg-info/requires.txt

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+websockets>=13.0

fasttq_sdk-0.2.0/src/fasttq_sdk.egg-info/top_level.txt

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+fasttq