httptrading 1.0.1__py3-none-any.whl → 1.0.3__py3-none-any.whl

httptrading/model.py

@@ -1,4 +1,5 @@
 import enum
+from typing import Type
 from datetime import datetime
 from dataclasses import dataclass, field
 
@@ -119,6 +120,9 @@ class Order:
     avg_price: float = field(default=0.0)
     error_reason: str = field(default='')
     is_canceled: bool = field(default=False)
+    # 如果交易通道存在"待取消""已提交取消"的订单状态,
+    # 这里需要改变默认值为 True
+    is_pending_cancel: bool = field(default=False)
 
     @property
     def is_filled(self) -> bool:
@@ -138,6 +142,11 @@ class Order:
             is_completed = True
         return is_completed
 
+    @property
+    def is_cancelable(self) -> bool:
+        is_completed = self.is_completed
+        return not is_completed and not self.is_pending_cancel
+
 
 @dataclass(frozen=True)
 class DetectPkg:
@@ -156,6 +165,82 @@ class BrokerMeta:
     detect_package: DetectPkg = None
 
 
+class JsonDefault:
+    @classmethod
+    def json_default(cls, obj):
+        if isinstance(obj, Position):
+            return {
+                'type': 'position',
+                'broker': obj.broker,
+                'brokerDisplay': obj.broker_display,
+                'contract': cls.json_default(obj.contract),
+                'unit': obj.unit.name,
+                'currency': obj.currency,
+                'qty': obj.qty,
+            }
+        if isinstance(obj, Contract):
+            return {
+                'type': 'contract',
+                'tradeType': obj.trade_type.name,
+                'region': obj.region,
+                'ticker': obj.ticker,
+            }
+        if isinstance(obj, Cash):
+            return {
+                'type': 'cash',
+                'currency': obj.currency,
+                'amount': obj.amount,
+            }
+        if isinstance(obj, MarketStatus):
+            return {
+                'type': 'marketStatus',
+                'region': obj.region,
+                'originStatus': obj.origin_status,
+                'unifiedStatus': obj.unified_status.name,
+            }
+        if isinstance(obj, Quote):
+            return {
+                'type': 'quote',
+                'contract': cls.json_default(obj.contract),
+                'currency': obj.currency,
+                'isTradable': obj.is_tradable,
+                'latest': obj.latest,
+                'preClose': obj.pre_close,
+                'highPrice': obj.high_price,
+                'lowPrice': obj.low_price,
+                'openPrice': obj.open_price,
+                'timestamp': int(obj.time.timestamp() * 1000),
+            }
+        if isinstance(obj, Order):
+            return {
+                'type': 'order',
+                'orderId': obj.order_id,
+                'currency': obj.currency,
+                'qty': obj.qty,
+                'filledQty': obj.filled_qty,
+                'avgPrice': obj.avg_price,
+                'errorReason': obj.error_reason,
+                'isCanceled': obj.is_canceled,
+                'isFilled': obj.is_filled,
+                'isCompleted': obj.is_completed,
+                'isCancelable': obj.is_cancelable,
+            }
+        raise TypeError(f"Object of type {obj.__class__.__name__} is not JSON serializable")
+
+
+class HtGlobalConfig:
+    # 提供一个静态文件目录, 使得当收到推送的订单时将订单落盘为 json 文件.
+    # 对于一些没有提供永久查询单个订单接口的交易通道, 访问静态文件可以是查询历史订单的击穿方法.
+    # 注意, 落盘的文件名是"{实例ID}-{订单号}.json"格式, 不确定同样一家交易通道, 不同的交易品种之间是否会撞号.
+    # 例如, 假如平台先做的证券交易, 后面组了一个期货团队, 然后开放接口团队接入的是两套没有交集的订单系统, 没做订单号码二次映射.
+    STREAM_DUMP_FOLDER: str = None
+    # 对于一些没有提供永久查询单个订单接口的交易通道, 可以在启动服务时把当时的活动订单更新一遍.
+    # 比如重启服务后担心漏掉订单的推送.
+    DUMP_ACTIVE_ORDERS: bool = False
+    # 如果需要定制接口返回对象的行为, 这里替换为自定义的类
+    JSON_DEFAULT: Type[JsonDefault] = JsonDefault
+
+
 __all__ = [
     'TradeType',
     'Unit',
@@ -171,4 +256,6 @@ __all__ = [
     'Order',
     'DetectPkg',
     'BrokerMeta',
+    'JsonDefault',
+    'HtGlobalConfig',
 ]

{httptrading-1.0.1.dist-info → httptrading-1.0.3.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: httptrading
-Version: 1.0.1
+Version: 1.0.3
 Summary: 统一交易通道的接口服务
 Author-email: songwei <github@songwei.name>
 License: MIT
@@ -10,6 +10,7 @@ License-File: LICENSE
 Requires-Dist: aiohttp>=3.12.6
 Requires-Dist: humanize>=4.12.3
 Requires-Dist: tomlkit>=0.13.2
+Requires-Dist: nest-asyncio>=1.6.0
 Dynamic: license-file
 
 # httptrading
@@ -397,6 +398,10 @@ POST /httptrading/api/{instanceId}/order/cancel
 }
 ```
 
+```
+⚠️ 撤单接口仅完成对交易通道的撤单接口调用, 不代表在较短时间后订单可以进入撤销的状态. 一个例子是假日发起撤单, 通道不一定执行撤单而是进入已请求撤单的状态.
+```
+
 
 ### 查询单个订单
 
@@ -407,30 +412,35 @@ GET /httptrading/api/{instanceId}/order/state?orderId={订单号}
 
 ```json lines
 {
-	"type": "apiResponse",
-	"instanceId": "ggUqPZbSKuQ7Ewsk",
-	"broker": "futu",
-	"brokerDisplay": "富途证券",
-	"time": "2025-05-28T05:59:29.984021+00:00",
-	"ex": null,
-	"order": {
-		"type": "order",
-		"orderId": "6278888",
-		"currency": "USD",
-		"qty": 12, // 订单数量
-		"filledQty": 0, // 已成交数量
-		"avgPrice": 0, // 成交价
-		"errorReason": "", // 如果订单异常, 这里记录错误信息
-		"isCanceled": false, // 是否已撤销
-		"isFilled": false, // 是否全部成交
-		"isCompleted": false // 全部成交 或者 有异常 或者 已撤销, 亦等价于不可撤的标志
-	}
+  "type": "apiResponse",
+  "instanceId": "ggUqPZbSKuQ7Ewsk",
+  "broker": "futu",
+  "brokerDisplay": "富途证券",
+  "time": "2025-05-28T05:59:29.984021+00:00",
+  "ex": null,
+  "order": {
+    "type": "order",
+    "orderId": "6278888",
+    "currency": "USD",
+    "qty": 12, // 订单数量
+    "filledQty": 0, // 已成交数量
+    "avgPrice": 0, // 成交价
+    "errorReason": "", // 如果订单异常, 这里记录错误信息
+    "isCanceled": false, // 是否已撤销
+    "isFilled": false, // 是否全部成交
+    "isCompleted": false, // 全部成交 或者 有订单异常 或者 已撤销
+    "isCancelable": true // 是否可撤的标志, 等价于 not isCompleted and not isPendingCancel
+  }
 }
 ```
+⚠️ 有些交易通道不支持查询单个订单状态, 而是查询活动订单的列表来实现, 意味着订单在结束周期的交易日之后, 将查不到订单.
 
-```
-富途证券不支持查询单个订单. 意味着订单结束周期的交易日之后, 将查不到订单.
-```
+| 交易通道 | 支持查单个订单 |
+|------|---------|
+| 盈透证券 | ❌       |
+| 富途证券 | ❌       |
+| 长桥证券 | ✅       |
+| 老虎证券 | ✅       |
 
 交易通道的参数
 ------------
@@ -503,8 +513,8 @@ from httptrading import *
 from httptrading.model import *
 
 
-@broker_register('myApi', 'XX证券')
-class MyTradingApi(BaseBroker):
+@broker_register('myBroker', 'XX证券')
+class MyBroker(BaseBroker):
     # 根据需要的功能实现接口
     # 如果 sdk 提供的方式会阻塞 eventloop, 需要使用 self.call_sync 方法传入阻塞方法
     async def place_order(
@@ -538,6 +548,64 @@ class MyTradingApi(BaseBroker):
     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]:
         raise NotImplementedError
 ```
+
+
+编写新接口
+--------
+
+```python
+import aiohttp.web
+import httptrading
+
+class MyApi(httptrading.HttpTradingView):
+    async def get(self):
+        broker = self.current_broker()
+        return self.response_api(
+            broker=broker,
+            args={
+                'method': 'GET',
+                'hello': 'world',  
+            },
+        )
+    
+    async def post(self):
+        body_d: dict = await self.request.json()
+        broker = self.current_broker()
+        return self.response_api(
+            broker=broker,
+            args={
+                'method': 'POST',
+                'hello': 'world',  
+                'body': body_d,
+            },
+        )
+
+httptrading.run(
+    host='127.0.0.1',
+    port=8080,
+    brokers=list(),
+    extend_apis=[aiohttp.web.view(r'/httptrading/api/{instance_id:\w{16,32}}/hello/world', MyApi), ],
+)
+```
+
+改变默认的接口
+-----------
+
+```python
+import httptrading
+
+def my_std_apis():
+    std_apis = httptrading.std_api_factory()
+    apis = [api for api in std_apis if 1 == 1]
+    return apis
+
+httptrading.run(
+    host='127.0.0.1',
+    port=8080,
+    brokers=list(),
+    std_apis=my_std_apis,
+)
+```

httptrading-1.0.3.dist-info/RECORD

@@ -0,0 +1,18 @@
+httptrading/__init__.py,sha256=H2kepS94z3YQWMyvM7R3WVbP4iDYgwGssLcYG24dnPQ,306
+httptrading/http_server.py,sha256=K2_KVZ5dU5UZilLtx51OYVRClrf_nTThIBVIDmU_v3k,8718
+httptrading/model.py,sha256=xa-psfYJuEzyR5aB776ErlX1CjhXDsAE2LuR6XI6h2I,7717
+httptrading/broker/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+httptrading/broker/base.py,sha256=31oS32afiLG7aQa_x-6HwfDAAb2V67AFi3V497-7R0E,5627
+httptrading/broker/futu_sec.py,sha256=eYYBqx62w31tUBuMVhMkpTs5RWi7BMfYnywv1L-GTds,19973
+httptrading/broker/interactive_brokers.py,sha256=jyMNy2HZsLJiSJs77tZBI-XmICdOwcn1Rje4U9gwP-w,13232
+httptrading/broker/longbridge.py,sha256=whavvn4gC0K-iHy1cf4W0MjZxdG-t-JY1Gf9QeD5ioI,16111
+httptrading/broker/tiger.py,sha256=6z3DA888bcFf_r1_NraIAzODQrv_BCP0CnqyOddZDT8,16177
+httptrading/tool/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+httptrading/tool/leaky_bucket.py,sha256=Bvab3Fkn16hhZ1-WLCFcPkbFH_bHHhQ9boLv8HrmGSE,2817
+httptrading/tool/locate.py,sha256=vSIzd09FWKmckkgY3mWtFXQm2Z0VIKv4FCXHT44e61s,2748
+httptrading/tool/time.py,sha256=7eVmZ_td72JLjsBRLjMOHklxltNbOxeN97uSLi7wvIA,2188
+httptrading-1.0.3.dist-info/licenses/LICENSE,sha256=KfMSrfnpo-TOqpCTJqnbcZNl0w7ErxadsMQf8uas_tY,1093
+httptrading-1.0.3.dist-info/METADATA,sha256=mDEuve30H-9uTJ_CLI4NpOfoHeK99O2GrR3-Mzp-icY,17519
+httptrading-1.0.3.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+httptrading-1.0.3.dist-info/top_level.txt,sha256=rsLGrGN6QubO9ILQRktwrWtxfGsGAmWUnQq7XksKu-4,12
+httptrading-1.0.3.dist-info/RECORD,,

httptrading-1.0.1.dist-info/RECORD

@@ -1,18 +0,0 @@
-httptrading/__init__.py,sha256=NIcpQPR6bj9_p0yN5RRaLvx5Q5zSfDekLp3fYLQY78A,258
-httptrading/http_server.py,sha256=x9jrMaTwoOHFbivJRj9-OPuEg_L4gBJn-rR3ol4LMzA,9757
-httptrading/model.py,sha256=_j4NsBF5Ra5ach9ZMg_ZsBU6c57doYTOy7kKxHMaECo,3949
-httptrading/broker/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-httptrading/broker/base.py,sha256=fqxfLTVavHxfFZDPt9GqhjT_C_9n_xcERahxbeuDywU,4923
-httptrading/broker/futu.py,sha256=RSEP8PrevY53QitfH9X4rc9X07gahXYpEDGXRqoEtFI,15934
-httptrading/broker/interactive_brokers.py,sha256=i-O7_22dklakAwfqqh9zThmKLABOxAJrPsZbo48Qq-s,12151
-httptrading/broker/longbridge.py,sha256=alpPmPz_DbbWvg4SbL9-5WLpgzLHVk1SgXVcV6rOl4U,14139
-httptrading/broker/tiger.py,sha256=mSvxLXOh6CrVFdx_ELrkX3k59csyLKYTXDRrmj4V8ms,13600
-httptrading/tool/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-httptrading/tool/leaky_bucket.py,sha256=Bvab3Fkn16hhZ1-WLCFcPkbFH_bHHhQ9boLv8HrmGSE,2817
-httptrading/tool/locate.py,sha256=vSIzd09FWKmckkgY3mWtFXQm2Z0VIKv4FCXHT44e61s,2748
-httptrading/tool/time.py,sha256=7eVmZ_td72JLjsBRLjMOHklxltNbOxeN97uSLi7wvIA,2188
-httptrading-1.0.1.dist-info/licenses/LICENSE,sha256=KfMSrfnpo-TOqpCTJqnbcZNl0w7ErxadsMQf8uas_tY,1093
-httptrading-1.0.1.dist-info/METADATA,sha256=FQjVneFtsS7jkyQ1NzpDdXHHic95I2tt3-qEw5-msLI,15664
-httptrading-1.0.1.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-httptrading-1.0.1.dist-info/top_level.txt,sha256=rsLGrGN6QubO9ILQRktwrWtxfGsGAmWUnQq7XksKu-4,12
-httptrading-1.0.1.dist-info/RECORD,,