httptrading 1.0.0__tar.gz → 1.0.1__tar.gz

{httptrading-1.0.0 → httptrading-1.0.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: httptrading
-Version: 1.0.0
+Version: 1.0.1
 Summary: 统一交易通道的接口服务
 Author-email: songwei <github@songwei.name>
 License: MIT
@@ -14,6 +14,10 @@ Dynamic: license-file
 
 # httptrading
 
+```shell
+pip install httptrading
+```
+
 项目的用途
 --------
 
@@ -221,34 +225,35 @@ GET /httptrading/api/{instanceId}/market/state
 
 ```json lines
 {
-	"type": "apiResponse",
-	"instanceId": "ggUqPZbSKuQ7Ewsk",
-	"broker": "futu",
-	"brokerDisplay": "富途证券",
-	"time": "2025-05-28T05:33:42.543109+00:00",
-	"ex": null,
-	"marketStatus": {
-		"securities": { // 证券类市场状态, 以 region 为键的结构
-			"US": {
-				"type": "marketStatus",
-				"region": "US",
-				"originStatus": "AFTER_HOURS_END", // 交易通道原始市场状态
-				"unifiedStatus": "CLOSED" // 统一映射的定义
-			},
-			"CN": {
-				"type": "marketStatus",
-				"region": "CN",
-				"originStatus": "AFTERNOON",
-				"unifiedStatus": "RTH"
-			},
-			"HK": {
-				"type": "marketStatus",
-				"region": "HK",
-				"originStatus": "AFTERNOON",
-				"unifiedStatus": "RTH"
-			}
-		}
-	}
+    "type": "apiResponse",
+    "instanceId": "ggUqPZbSKuQ7Ewsk",
+    "broker": "futu",
+    "brokerDisplay": "富途证券",
+    "time": "2025-05-28T05:33:42.543109+00:00",
+    "ex": null,
+    "marketStatus": {
+        "type": "marketStatusMap",
+        "securities": { // 证券类市场状态, 以 region 为键的结构
+            "US": {
+                "type": "marketStatus",
+                "region": "US",
+                "originStatus": "AFTER_HOURS_END", // 交易通道原始市场状态
+                "unifiedStatus": "CLOSED" // 统一映射的定义
+            },
+            "CN": {
+                "type": "marketStatus",
+                "region": "CN",
+                "originStatus": "AFTERNOON",
+                "unifiedStatus": "RTH"
+            },
+            "HK": {
+                "type": "marketStatus",
+                "region": "HK",
+                "originStatus": "AFTERNOON",
+                "unifiedStatus": "RTH"
+            }
+        }
+    }
 }
 ```
 

{httptrading-1.0.0 → httptrading-1.0.1}/README.md

@@ -1,5 +1,9 @@
 # httptrading
 
+```shell
+pip install httptrading
+```
+
 项目的用途
 --------
 
@@ -207,34 +211,35 @@ GET /httptrading/api/{instanceId}/market/state
 
 ```json lines
 {
-	"type": "apiResponse",
-	"instanceId": "ggUqPZbSKuQ7Ewsk",
-	"broker": "futu",
-	"brokerDisplay": "富途证券",
-	"time": "2025-05-28T05:33:42.543109+00:00",
-	"ex": null,
-	"marketStatus": {
-		"securities": { // 证券类市场状态, 以 region 为键的结构
-			"US": {
-				"type": "marketStatus",
-				"region": "US",
-				"originStatus": "AFTER_HOURS_END", // 交易通道原始市场状态
-				"unifiedStatus": "CLOSED" // 统一映射的定义
-			},
-			"CN": {
-				"type": "marketStatus",
-				"region": "CN",
-				"originStatus": "AFTERNOON",
-				"unifiedStatus": "RTH"
-			},
-			"HK": {
-				"type": "marketStatus",
-				"region": "HK",
-				"originStatus": "AFTERNOON",
-				"unifiedStatus": "RTH"
-			}
-		}
-	}
+    "type": "apiResponse",
+    "instanceId": "ggUqPZbSKuQ7Ewsk",
+    "broker": "futu",
+    "brokerDisplay": "富途证券",
+    "time": "2025-05-28T05:33:42.543109+00:00",
+    "ex": null,
+    "marketStatus": {
+        "type": "marketStatusMap",
+        "securities": { // 证券类市场状态, 以 region 为键的结构
+            "US": {
+                "type": "marketStatus",
+                "region": "US",
+                "originStatus": "AFTER_HOURS_END", // 交易通道原始市场状态
+                "unifiedStatus": "CLOSED" // 统一映射的定义
+            },
+            "CN": {
+                "type": "marketStatus",
+                "region": "CN",
+                "originStatus": "AFTERNOON",
+                "unifiedStatus": "RTH"
+            },
+            "HK": {
+                "type": "marketStatus",
+                "region": "HK",
+                "originStatus": "AFTERNOON",
+                "unifiedStatus": "RTH"
+            }
+        }
+    }
 }
 ```
 

{httptrading-1.0.0 → httptrading-1.0.1}/httptrading/broker/base.py

@@ -81,7 +81,13 @@ class BaseBroker(ABC):
     async def quote(self, contract: Contract) -> Quote:
         raise NotImplementedError
 
-    async def market_status(self) -> dict[str, dict[str, MarketStatus]]:
+    async def market_status(self) -> dict[TradeType, dict[str, MarketStatus] | str]:
+        """
+        报告交易通道提供的市场状态,
+        返回一个双层字典,
+        外层字典是以交易品种分类的结构, 比如 TradeType.Securities,
+        内层的字典是按国家代码区分的各个市场状态的结构, 比如 "US".
+        """
         raise NotImplementedError
 
 

{httptrading-1.0.0 → httptrading-1.0.1}/httptrading/broker/futu.py

@@ -166,7 +166,7 @@ class Futu(SecuritiesBroker):
     async def cash(self) -> Cash:
         return await self.call_sync(lambda : self._cash())
 
-    def _market_status(self) -> dict[str, dict[str, MarketStatus]]:
+    def _market_status(self) -> dict[TradeType, dict[str, MarketStatus] | str]:
         # 各个市场的状态定义见:
         # https://openapi.futunn.com/futu-api-doc/qa/quote.html#2090
         from futu import RET_OK
@@ -204,10 +204,10 @@ class Futu(SecuritiesBroker):
                 unified_status=unified_status,
             )
         return {
-            TradeType.Securities.name.lower(): sec_result,
+            TradeType.Securities: sec_result,
         }
 
-    async def market_status(self) -> dict[str, dict[str, MarketStatus]]:
+    async def market_status(self) -> dict[TradeType, dict[str, MarketStatus] | str]:
         return await self.call_sync(lambda : self._market_status())
 
     def _quote(self, contract: Contract):

{httptrading-1.0.0 → httptrading-1.0.1}/httptrading/broker/interactive_brokers.py

@@ -5,6 +5,7 @@ https://ib-insync.readthedocs.io/readme.html
 import re
 import asyncio
 from typing import Any
+from collections import defaultdict
 from httptrading.tool.leaky_bucket import *
 from httptrading.tool.time import *
 from httptrading.broker.base import *
@@ -74,7 +75,6 @@ class InteractiveBrokers(SecuritiesBroker):
         async with self._lock:
             if contract in self._ib_contracts:
                 return self._ib_contracts[contract]
-            print(f'{contract}未命中')
             currency = self.contract_to_currency(contract)
             ib_contract = ib_insync.Stock(contract.ticker, 'SMART', currency=currency)
             client = self._client
@@ -82,6 +82,15 @@ class InteractiveBrokers(SecuritiesBroker):
             self._ib_contracts[contract] = ib_contract
             return ib_contract
 
+    def _when_create_client(self, client):
+        import ib_insync
+        client: ib_insync.IB = client
+
+        def _order_status_changed(trade: ib_insync.Trade):
+            pass
+
+        client.orderStatusEvent += _order_status_changed
+
     async def _try_create_client(self):
         import ib_insync
         async with self._lock:
@@ -101,6 +110,7 @@ class InteractiveBrokers(SecuritiesBroker):
                 ib = ib_socket
             else:
                 ib = ib_insync.IB()
+                self._when_create_client(ib)
             host = self.broker_args.get('host', '127.0.0.1')
             port = self.broker_args.get('port', 4000)
             client_id = self.broker_args.get('client_id', self._client_id)
@@ -222,13 +232,23 @@ class InteractiveBrokers(SecuritiesBroker):
                     case _:
                         raise Exception(f'不支持的订单类型: {order_type}')
 
+            evt = asyncio.Event()
+            def _status_evnet(_trade: ib_insync.Trade):
+                evt.set()
+
             ib_order = _map_order()
             ib_order.tif = _map_time_in_force()
             ib_order.outsideRth = _map_lifecycle()
             trade: ib_insync.Trade = client.placeOrder(ib_contract, ib_order)
-            await asyncio.sleep(2.0)
-            order_id = str(trade.order.permId)
+            trade.statusEvent += _status_evnet
+            try:
+                await asyncio.wait_for(evt.wait(), timeout=2.0)
+            except asyncio.TimeoutError:
+                pass
+            finally:
+                order_id = str(trade.order.permId)
             assert order_id
+            order_id = str(trade.order.permId)
             return order_id
 
     async def place_order(

{httptrading-1.0.0 → httptrading-1.0.1}/httptrading/broker/tiger.py

@@ -142,7 +142,7 @@ class Tiger(SecuritiesBroker):
     async def cash(self) -> Cash:
         return await self.call_sync(lambda: self._cash())
 
-    def _market_status(self) -> dict[str, dict[str, MarketStatus]]:
+    def _market_status(self) -> dict[TradeType, dict[str, MarketStatus] | str]:
         from tigeropen.common.consts import Market
         from tigeropen.quote.domain.market_status import MarketStatus as TigerMarketStatus
         client = self._quote_client
@@ -172,10 +172,10 @@ class Tiger(SecuritiesBroker):
                 unified_status=unified_status,
             )
         return {
-            TradeType.Securities.name.lower(): sec_result,
+            TradeType.Securities: sec_result,
         }
 
-    async def market_status(self) -> dict[str, dict[str, MarketStatus]]:
+    async def market_status(self) -> dict[TradeType, dict[str, MarketStatus] | str]:
         return await self.call_sync(lambda: self._market_status())
 
     def _quote(self, contract: Contract):

{httptrading-1.0.0 → httptrading-1.0.1}/httptrading/http_server.py

@@ -19,7 +19,7 @@ class HttpTradingView(web.View):
     def instance_id(self) -> str:
         return self.request.match_info.get('instance_id', '')
 
-    def current_broker(self):
+    def current_broker(self) -> BaseBroker:
         broker = getattr(self.request, '__current_broker__', None)
         if broker is None:
             raise web.HTTPNotFound()
@@ -212,6 +212,8 @@ class MarketStatusView(HttpTradingView):
     async def get(self):
         broker = self.current_broker()
         ms_dict = await broker.market_status()
+        ms_dict = {t.name.lower(): d for t, d in ms_dict.items()}
+        ms_dict['type'] = 'marketStatusMap'
         return self.response_api(broker, {
             'marketStatus': ms_dict,
         })

{httptrading-1.0.0 → httptrading-1.0.1}/httptrading.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: httptrading
-Version: 1.0.0
+Version: 1.0.1
 Summary: 统一交易通道的接口服务
 Author-email: songwei <github@songwei.name>
 License: MIT
@@ -14,6 +14,10 @@ Dynamic: license-file
 
 # httptrading
 
+```shell
+pip install httptrading
+```
+
 项目的用途
 --------
 
@@ -221,34 +225,35 @@ GET /httptrading/api/{instanceId}/market/state
 
 ```json lines
 {
-	"type": "apiResponse",
-	"instanceId": "ggUqPZbSKuQ7Ewsk",
-	"broker": "futu",
-	"brokerDisplay": "富途证券",
-	"time": "2025-05-28T05:33:42.543109+00:00",
-	"ex": null,
-	"marketStatus": {
-		"securities": { // 证券类市场状态, 以 region 为键的结构
-			"US": {
-				"type": "marketStatus",
-				"region": "US",
-				"originStatus": "AFTER_HOURS_END", // 交易通道原始市场状态
-				"unifiedStatus": "CLOSED" // 统一映射的定义
-			},
-			"CN": {
-				"type": "marketStatus",
-				"region": "CN",
-				"originStatus": "AFTERNOON",
-				"unifiedStatus": "RTH"
-			},
-			"HK": {
-				"type": "marketStatus",
-				"region": "HK",
-				"originStatus": "AFTERNOON",
-				"unifiedStatus": "RTH"
-			}
-		}
-	}
+    "type": "apiResponse",
+    "instanceId": "ggUqPZbSKuQ7Ewsk",
+    "broker": "futu",
+    "brokerDisplay": "富途证券",
+    "time": "2025-05-28T05:33:42.543109+00:00",
+    "ex": null,
+    "marketStatus": {
+        "type": "marketStatusMap",
+        "securities": { // 证券类市场状态, 以 region 为键的结构
+            "US": {
+                "type": "marketStatus",
+                "region": "US",
+                "originStatus": "AFTER_HOURS_END", // 交易通道原始市场状态
+                "unifiedStatus": "CLOSED" // 统一映射的定义
+            },
+            "CN": {
+                "type": "marketStatus",
+                "region": "CN",
+                "originStatus": "AFTERNOON",
+                "unifiedStatus": "RTH"
+            },
+            "HK": {
+                "type": "marketStatus",
+                "region": "HK",
+                "originStatus": "AFTERNOON",
+                "unifiedStatus": "RTH"
+            }
+        }
+    }
 }
 ```
 

{httptrading-1.0.0 → httptrading-1.0.1}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "httptrading"
-version = "1.0.0"
+version = "1.0.1"
 description = "统一交易通道的接口服务"
 authors = [
     {name = "songwei", email = "github@songwei.name"},