httptrading 1.0.1__tar.gz → 1.0.3__tar.gz

{httptrading-1.0.1 → httptrading-1.0.3}/PKG-INFO

@@ -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-1.0.1 → httptrading-1.0.3}/README.md

@@ -383,6 +383,10 @@ 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
 
@@ -393,30 +397,35 @@ 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
 ------------
@@ -489,8 +498,8 @@ 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(
@@ -524,6 +533,64 @@ 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-1.0.1 → httptrading-1.0.3}/httptrading/__init__.py

@@ -1,6 +1,7 @@
 from httptrading.broker.base import *
-from httptrading.broker.futu import *
+from httptrading.broker.futu_sec import *
 from httptrading.broker.longbridge import *
 from httptrading.broker.tiger import *
 from httptrading.broker.interactive_brokers import *
-from httptrading.http_server import run
+from httptrading.http_server import *
+from httptrading.model import HtGlobalConfig

{httptrading-1.0.1 → httptrading-1.0.3}/httptrading/broker/base.py

@@ -1,8 +1,11 @@
+import os
+import json
 import asyncio
 import importlib
 from abc import ABC
 from typing import Type, Callable, Any
 from httptrading.model import *
+from httptrading.tool.locate import *
 
 
 class BaseBroker(ABC):
@@ -22,7 +25,10 @@ class BaseBroker(ABC):
         return BrokerRegister.get_meta(type(self)).display
 
     def detect_package(self):
-        pkg_info = BrokerRegister.get_meta(type(self)).detect_package
+        meta = BrokerRegister.get_meta(type(self))
+        if not meta:
+            return
+        pkg_info = meta.detect_package
         if pkg_info is None:
             return
         try:
@@ -36,6 +42,23 @@ class BaseBroker(ABC):
     async def shutdown(self):
         pass
 
+    def dump_order(self, order: Order):
+        if not isinstance(order, Order):
+            return
+        folder = HtGlobalConfig.STREAM_DUMP_FOLDER
+        if not folder:
+            return
+        if not os.path.isdir(folder):
+            return
+        json_str = json.dumps(
+            order,
+            indent=2,
+            default=HtGlobalConfig.JSON_DEFAULT.json_default,
+        )
+        filename = f'{self.instance_id}-{order.order_id}.json'
+        full_path = os.path.join(folder, filename)
+        LocateTools.write_file(full_path, json_str)
+
     async def call_sync(self, f: Callable[[], Any]):
         try:
             r = await asyncio.get_running_loop().run_in_executor(None, f)

httptrading-1.0.1/httptrading/broker/futu.py → httptrading-1.0.3/httptrading/broker/futu_sec.py

@@ -30,6 +30,7 @@ class Futu(SecuritiesBroker):
 
     def _on_init(self):
         from futu import SysConfig, OpenQuoteContext, OpenSecTradeContext, SecurityFirm, TrdMarket, TrdEnv
+
         config_dict = self.broker_args
         self._trd_env: str = config_dict.get('trade_env', TrdEnv.REAL) or TrdEnv.REAL
         pk_path = config_dict.get('pk_path', '')
@@ -49,6 +50,7 @@ class Futu(SecuritiesBroker):
             )
             trade_ctx.set_sync_query_connect_timeout(6.0)
             self._trade_client = trade_ctx
+            self._when_create_client()
         if self._quote_client is None:
             SysConfig.set_all_thread_daemon(True)
             host = config_dict.get('host', '127.0.0.1')
@@ -57,6 +59,50 @@ class Futu(SecuritiesBroker):
             quote_ctx.set_sync_query_connect_timeout(6.0)
             self._quote_client = quote_ctx
 
+    def _when_create_client(self):
+        from futu import TradeOrderHandlerBase, RET_OK, OpenSecTradeContext
+
+        client: OpenSecTradeContext = self._trade_client
+
+        def _on_recv_rsp(content):
+            for _futu_order in self._df_to_list(content):
+                try:
+                    _order = self._build_order(_futu_order)
+                    self.dump_order(_order)
+                except Exception as _ex:
+                    print(f'[{self.__class__.__name__}]_on_recv_rsp: {_ex}\norder: {_futu_order}')
+
+        class TradeOrderHandler(TradeOrderHandlerBase):
+            def on_recv_rsp(self, rsp_pb):
+                ret, content = super().on_recv_rsp(rsp_pb)
+                if ret == RET_OK:
+                    _on_recv_rsp(content)
+                return ret, content
+
+        client.set_handler(TradeOrderHandler())
+
+    async def start(self):
+        from futu import RET_OK, OpenSecTradeContext
+
+        client: OpenSecTradeContext = self._trade_client
+        if HtGlobalConfig.DUMP_ACTIVE_ORDERS:
+            try:
+                ret, data = client.order_list_query(
+                    refresh_cache=True,
+                    trd_env=self._trd_env,
+                )
+            except Exception as e:
+                print(f'[{self.__class__.__name__}]DUMP_ACTIVE_ORDERS: {e}')
+            else:
+                if ret == RET_OK:
+                    futu_orders = self._df_to_list(data)
+                    for futu_order in futu_orders:
+                        try:
+                            order = self._build_order(futu_order)
+                            await self.call_sync(lambda : self.dump_order(order))
+                        except Exception as ex:
+                            print(f'[{self.__class__.__name__}]DUMP_ACTIVE_ORDERS: {ex}\norder: {futu_order}')
+
     @classmethod
     def code_to_contract(cls, code) -> Contract | None:
         region = ''
@@ -98,7 +144,7 @@ class Futu(SecuritiesBroker):
         return code
 
     @classmethod
-    def df_to_dict(cls, df) -> dict:
+    def _df_to_list(cls, df) -> list[dict]:
         return df.to_dict(orient='records')
 
     def _positions(self):
@@ -111,7 +157,7 @@ class Futu(SecuritiesBroker):
             )
         if resp != RET_OK:
             raise Exception(f'返回失败: {resp}')
-        positions = self.df_to_dict(data)
+        positions = self._df_to_list(data)
         for d in positions:
             code = d.get('code')
             currency = d.get('currency')
@@ -153,7 +199,7 @@ class Futu(SecuritiesBroker):
             )
         if resp != RET_OK:
             raise Exception(f'可用资金信息获取失败: {data}')
-        assets = self.df_to_dict(data)
+        assets = self._df_to_list(data)
         if len(assets) == 1:
             cash = Cash(
                 currency='USD',
@@ -219,7 +265,7 @@ class Futu(SecuritiesBroker):
             ret, data = self._quote_client.get_market_snapshot([code, ])
         if ret != RET_OK:
             raise ValueError(f'快照接口调用失败: {data}')
-        table = self.df_to_dict(data)
+        table = self._df_to_list(data)
         if len(table) != 1:
             raise ValueError(f'快照接口调用无数据: {data}')
         d = table[0]
@@ -337,7 +383,7 @@ class Futu(SecuritiesBroker):
             )
         if ret != RET_OK:
             raise Exception(f'下单失败: {data}')
-        orders = self.df_to_dict(data)
+        orders = self._df_to_list(data)
         assert len(orders) == 1
         order_id = orders[0]['order_id']
         assert order_id
@@ -365,10 +411,60 @@ class Futu(SecuritiesBroker):
             **kwargs
         ))
 
+    @classmethod
+    def _build_order(cls, futu_order: dict) -> Order:
+        from futu import OrderStatus
+        """
+        富途证券的状态定义
+        NONE = "N/A"                                # 未知状态
+        UNSUBMITTED = "UNSUBMITTED"                 # 未提交
+        WAITING_SUBMIT = "WAITING_SUBMIT"           # 等待提交
+        SUBMITTING = "SUBMITTING"                   # 提交中
+        SUBMIT_FAILED = "SUBMIT_FAILED"             # 提交失败，下单失败
+        TIMEOUT = "TIMEOUT"                         # 处理超时，结果未知
+        SUBMITTED = "SUBMITTED"                     # 已提交，等待成交
+        FILLED_PART = "FILLED_PART"                 # 部分成交
+        FILLED_ALL = "FILLED_ALL"                   # 全部已成
+        CANCELLING_PART = "CANCELLING_PART"         # 正在撤单_部分(部分已成交，正在撤销剩余部分)
+        CANCELLING_ALL = "CANCELLING_ALL"           # 正在撤单_全部
+        CANCELLED_PART = "CANCELLED_PART"           # 部分成交，剩余部分已撤单
+        CANCELLED_ALL = "CANCELLED_ALL"             # 全部已撤单，无成交
+        FAILED = "FAILED"                           # 下单失败，服务拒绝
+        DISABLED = "DISABLED"                       # 已失效
+        DELETED = "DELETED"                         # 已删除，无成交的订单才能删除
+        FILL_CANCELLED = "FILL_CANCELLED"           # 成交被撤销，一般遇不到，意思是已经成交的订单被回滚撤销，成交无效变为废单
+        """
+        canceled_endings = {OrderStatus.CANCELLED_ALL, OrderStatus.CANCELLED_PART, }
+        bad_endings = {
+            OrderStatus.SUBMIT_FAILED,
+            OrderStatus.FAILED,
+            OrderStatus.DISABLED,
+            OrderStatus.DELETED,
+            OrderStatus.FILL_CANCELLED,  # 不清楚对于成交数量有何影响.
+        }
+        pending_cancel_sets = {OrderStatus.CANCELLING_PART, OrderStatus.CANCELLING_ALL, }
+
+        order_id = futu_order['order_id']
+        reason = ''
+        order_status: str = futu_order['order_status']
+        if order_status in bad_endings:
+            reason = order_status
+        is_canceled = order_status in canceled_endings
+        is_pending_cancel = order_status in pending_cancel_sets
+        return Order(
+            order_id=order_id,
+            currency=futu_order['currency'],
+            qty=int(futu_order['qty']),
+            filled_qty=int(futu_order['dealt_qty']),
+            avg_price=futu_order['dealt_avg_price'] or 0.0,
+            error_reason=reason,
+            is_canceled=is_canceled,
+            is_pending_cancel=is_pending_cancel,
+        )
+
     def _order(self, order_id: str) -> Order:
-        from futu import RET_OK, OrderStatus
-        error_set = {OrderStatus.FAILED, OrderStatus.DISABLED, OrderStatus.DELETED, }
-        cancel_set = {OrderStatus.CANCELLED_PART, OrderStatus.CANCELLED_ALL, }
+        from futu import RET_OK
+
         with self._refresh_order_bucket:
             ret, data = self._trade_client.order_list_query(
                 order_id=order_id,
@@ -377,22 +473,11 @@ class Futu(SecuritiesBroker):
             )
         if ret != RET_OK:
             raise Exception(f'调用获取订单失败, 订单: {order_id}')
-        orders = self.df_to_dict(data)
+        orders = self._df_to_list(data)
         if len(orders) != 1:
             raise Exception(f'找不到订单(未完成), 订单: {order_id}')
         futu_order = orders[0]
-        reason = ''
-        if futu_order['order_status'] in error_set:
-            reason = futu_order['order_status']
-        return Order(
-            order_id=order_id,
-            currency=futu_order['currency'],
-            qty=int(futu_order['qty']),
-            filled_qty=int(futu_order['dealt_qty']),
-            avg_price=futu_order['dealt_avg_price'] or 0.0,
-            error_reason=reason,
-            is_canceled=futu_order['order_status'] in cancel_set,
-        )
+        return self._build_order(futu_order)
 
     async def order(self, order_id: str) -> Order:
         return await self.call_sync(lambda : self._order(order_id=order_id))