httptrading 1.0.2__py3-none-any.whl → 1.0.5__py3-none-any.whl

httptrading/http_server.py

@@ -1,326 +1,276 @@
-import json
-from datetime import datetime, UTC
-from typing import Callable
-from aiohttp import web
-from httptrading.broker.base import *
-from httptrading.model import *
-
-
-class HttpTradingView(web.View):
-    __BROKERS: list[BaseBroker] = list()
-
-    @classmethod
-    def set_brokers(cls, brokers: list[BaseBroker]):
-        HttpTradingView.__BROKERS = brokers
-
-    @classmethod
-    def brokers(cls):
-        return HttpTradingView.__BROKERS.copy()
-
-    def instance_id(self) -> str:
-        return self.request.match_info.get('instance_id', '')
-
-    def current_broker(self) -> BaseBroker:
-        broker = getattr(self.request, '__current_broker__', None)
-        if broker is None:
-            raise web.HTTPNotFound()
-        return broker
-
-    async def get_contract(self, from_json=False):
-        params: dict = await self.request.json() if from_json else self.request.query
-        trade_type = TradeType[params.get('tradeType', '--')]
-        region = params.get('region', '--')
-        ticker = params.get('ticker', '--')
-        contract = Contract(
-            trade_type=trade_type,
-            region=region,
-            ticker=ticker,
-        )
-        return contract
-
-    @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")
-
-    @classmethod
-    def dumps(cls, obj):
-        return json.dumps(obj, default=cls.json_default)
-
-    @classmethod
-    def response_obj(cls, obj):
-        return web.Response(text=cls.dumps(obj), content_type='application/json')
-
-    @classmethod
-    def response_api(cls, broker: BaseBroker = None, args: dict = None, ex: Exception = None):
-        resp = {
-            'type': 'apiResponse',
-            'instanceId': broker.instance_id if broker else None,
-            'broker': broker.broker_name if broker else None,
-            'brokerDisplay': broker.broker_display if broker else None,
-            'time': datetime.now(UTC).isoformat(),
-            'ex': ex.__str__() if ex else None,
-        }
-        if args:
-            resp.update(args)
-        return cls.response_obj(resp)
-
-
-class PlaceOrderView(HttpTradingView):
-    async def post(self):
-        broker = self.current_broker()
-        contract = await self.get_contract(from_json=True)
-        body_d: dict = await self.request.json()
-        price = body_d.get('price', 0)
-        qty = body_d.get('qty', 0)
-        order_type = OrderType[body_d.get('orderType', '')]
-        time_in_force = TimeInForce[body_d.get('timeInForce', '')]
-        lifecycle = Lifecycle[body_d.get('lifecycle', '')]
-        direction = body_d.get('direction', '')
-        if price:
-            price = float(price)
-        order_id: str = await broker.place_order(
-            contract=contract,
-            order_type=order_type,
-            time_in_force=time_in_force,
-            lifecycle=lifecycle,
-            direction=direction,
-            qty=qty,
-            price=price,
-            json=body_d,
-        )
-        return self.response_api(broker, {
-            'orderId': order_id,
-            'args': body_d,
-        })
-
-
-class OrderStateView(HttpTradingView):
-    async def get(self):
-        broker = self.current_broker()
-        order_id = self.request.query.get('orderId', '')
-        order: Order = await broker.order(order_id=order_id)
-        return self.response_api(broker, {
-            'order': order,
-        })
-
-
-class CancelOrderView(HttpTradingView):
-    async def post(self):
-        broker = self.current_broker()
-        body_d: dict = await self.request.json()
-        order_id = body_d.get('orderId', '')
-        assert order_id
-        await broker.cancel_order(order_id=order_id)
-        return self.response_api(broker, {
-            'canceled': True,
-        })
-
-
-class CashView(HttpTradingView):
-    async def get(self):
-        broker = self.current_broker()
-        cash: Cash = await broker.cash()
-        return self.response_api(broker, {
-            'cash': cash,
-        })
-
-
-class PositionView(HttpTradingView):
-    async def get(self):
-        broker = self.current_broker()
-        positions: list[Position] = await broker.positions()
-        return self.response_api(broker, {
-            'positions': positions,
-        })
-
-
-class PlugInView(HttpTradingView):
-    async def get(self):
-        broker = self.current_broker()
-        pong = await broker.ping()
-        return self.response_api(broker, {
-            'pong': pong,
-        })
-
-
-class QuoteView(HttpTradingView):
-    async def get(self):
-        contract = await self.get_contract()
-        broker = self.current_broker()
-        quote: Quote = await broker.quote(contract)
-        return self.response_api(broker, {
-            'quote': quote,
-        })
-
-
-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,
-        })
-
-
-@web.middleware
-async def auth_middleware(request: web.Request, handler):
-    instance_id = request.match_info.get('instance_id', '')
-    token = request.headers.get('HT-TOKEN', '')
-    if not instance_id:
-        raise web.HTTPNotFound
-    if not token:
-        raise web.HTTPNotFound
-    if len(token) < 16 or len(token) > 64:
-        raise web.HTTPNotFound
-    for broker in HttpTradingView.brokers():
-        if broker.instance_id != instance_id:
-            continue
-        if token not in broker.tokens:
-            raise web.HTTPNotFound
-        setattr(request, '__current_broker__', broker)
-        break
-    else:
-        raise web.HTTPNotFound
-    response: web.Response = await handler(request)
-    delattr(request, '__current_broker__')
-    return response
-
-
-@web.middleware
-async def exception_middleware(request: web.Request, handler):
-    try:
-        response: web.Response = await handler(request)
-        return response
-    except BrokerError as ex:
-        return HttpTradingView.response_api(broker=ex.broker, ex=ex)
-    except Exception as ex:
-        broker = getattr(request, '__current_broker__', None)
-        return HttpTradingView.response_api(broker=broker, ex=ex)
-
-
-def std_api_factory() -> list[web.RouteDef]:
-    apis = [
-        web.view(r'/httptrading/api/{instance_id:\w{16,32}}/order/place', PlaceOrderView),
-        web.view(r'/httptrading/api/{instance_id:\w{16,32}}/order/state', OrderStateView),
-        web.view(r'/httptrading/api/{instance_id:\w{16,32}}/order/cancel', CancelOrderView),
-        web.view(r'/httptrading/api/{instance_id:\w{16,32}}/cash/state', CashView),
-        web.view(r'/httptrading/api/{instance_id:\w{16,32}}/position/state', PositionView),
-        web.view(r'/httptrading/api/{instance_id:\w{16,32}}/ping/state', PlugInView),
-        web.view(r'/httptrading/api/{instance_id:\w{16,32}}/market/state', MarketStatusView),
-        web.view(r'/httptrading/api/{instance_id:\w{16,32}}/market/quote', QuoteView),
-    ]
-    return apis
-
-def run(
-        host: str,
-        port: int,
-        brokers: list[BaseBroker],
-        std_apis: Callable[[], list[web.RouteDef]] = None,
-        extend_apis: list[web.RouteDef] = None,
-        **kwargs
-) -> None:
-    """
-    @param host: 监听地址
-    @param port: 监听端口
-    @param brokers: 需要控制的交易通道对象列表
-    @param std_apis: 如果需要替换默认提供的接口, 这里提供工厂函数的回调
-    @param extend_apis: 如果需要增加自定义接口, 这里传入 RouteDef 列表
-    @param kwargs: 其他的参数将传给 aiohttp.web.run_app 函数
-    """
-    app = web.Application(
-        middlewares=[
-            auth_middleware,
-            exception_middleware,
-        ],
-    )
-
-    apis = (std_api_factory if std_apis is None else std_apis)()
-
-    if extend_apis:
-        apis.extend(extend_apis)
-
-    app.add_routes(apis)
-
-    async def _on_startup(app):
-        HttpTradingView.set_brokers(brokers)
-        for broker in brokers:
-            await broker.start()
-
-    async def _on_shutdown(app):
-        for broker in brokers:
-            await broker.shutdown()
-
-    app.on_startup.append(_on_startup)
-    app.on_shutdown.append(_on_shutdown)
-    web.run_app(
-        app,
-        host=host,
-        port=port,
-        **kwargs
-    )
-
-
-__all__ = [
-    'run',
-    'std_api_factory',
-    'HttpTradingView',
+import json
+import asyncio
+from datetime import datetime, UTC
+from typing import Callable
+from aiohttp import web
+from httptrading.broker.base import *
+from httptrading.model import *
+
+
+class HttpTradingView(web.View):
+    __BROKERS: list[BaseBroker] = list()
+
+    @classmethod
+    def set_brokers(cls, brokers: list[BaseBroker]):
+        HttpTradingView.__BROKERS = brokers
+
+    @classmethod
+    def brokers(cls):
+        return HttpTradingView.__BROKERS.copy()
+
+    def instance_id(self) -> str:
+        return self.request.match_info.get('instance_id', '')
+
+    def current_broker(self) -> BaseBroker:
+        broker = getattr(self.request, '__current_broker__', None)
+        if broker is None:
+            raise web.HTTPNotFound()
+        return broker
+
+    async def get_contract(self, from_json=False):
+        params: dict = await self.request.json() if from_json else self.request.query
+        trade_type = TradeType[params.get('tradeType', '--')]
+        region = params.get('region', '--')
+        ticker = params.get('ticker', '--')
+        contract = Contract(
+            trade_type=trade_type,
+            region=region,
+            ticker=ticker,
+        )
+        return contract
+
+    @classmethod
+    def dumps(cls, obj):
+        return json.dumps(obj, default=HtGlobalConfig.JSON_DEFAULT.json_default)
+
+    @classmethod
+    def response_obj(cls, obj):
+        return web.Response(text=cls.dumps(obj), content_type='application/json')
+
+    @classmethod
+    def response_api(cls, broker: BaseBroker = None, args: dict = None, ex: Exception = None):
+        resp = {
+            'type': 'apiResponse',
+            'instanceId': broker.instance_id if broker else None,
+            'broker': broker.broker_name if broker else None,
+            'brokerDisplay': broker.broker_display if broker else None,
+            'time': datetime.now(UTC).isoformat(),
+            'ex': ex.__str__() if ex else None,
+        }
+        if args:
+            resp.update(args)
+        return cls.response_obj(resp)
+
+
+class PlaceOrderView(HttpTradingView):
+    async def post(self):
+        broker = self.current_broker()
+        contract = await self.get_contract(from_json=True)
+        body_d: dict = await self.request.json()
+        price = body_d.get('price', 0)
+        qty = body_d.get('qty', 0)
+        order_type = OrderType[body_d.get('orderType', '')]
+        time_in_force = TimeInForce[body_d.get('timeInForce', '')]
+        lifecycle = Lifecycle[body_d.get('lifecycle', '')]
+        direction = body_d.get('direction', '')
+        if price:
+            price = float(price)
+        order_id: str = await broker.place_order(
+            contract=contract,
+            order_type=order_type,
+            time_in_force=time_in_force,
+            lifecycle=lifecycle,
+            direction=direction,
+            qty=qty,
+            price=price,
+            json=body_d,
+            full_args=body_d,
+        )
+        return self.response_api(broker, {
+            'orderId': order_id,
+            'args': body_d,
+        })
+
+
+class OrderStateView(HttpTradingView):
+    async def get(self):
+        broker = self.current_broker()
+        order_id = self.request.query.get('orderId', '')
+        order: Order = await broker.order(order_id=order_id)
+        _ = asyncio.create_task(broker.call_sync(lambda : broker.dump_order(order)))
+        return self.response_api(broker, {
+            'order': order,
+        })
+
+
+class CancelOrderView(HttpTradingView):
+    async def post(self):
+        broker = self.current_broker()
+        body_d: dict = await self.request.json()
+        order_id = body_d.get('orderId', '')
+        assert order_id
+        await broker.cancel_order(order_id=order_id)
+        return self.response_api(broker, {
+            'canceled': True,
+        })
+
+
+class CashView(HttpTradingView):
+    async def get(self):
+        broker = self.current_broker()
+        cash: Cash = await broker.cash()
+        return self.response_api(broker, {
+            'cash': cash,
+        })
+
+
+class PositionView(HttpTradingView):
+    async def get(self):
+        broker = self.current_broker()
+        positions: list[Position] = await broker.positions()
+        return self.response_api(broker, {
+            'positions': positions,
+        })
+
+
+class PlugInView(HttpTradingView):
+    async def get(self):
+        broker = self.current_broker()
+        pong = await broker.ping()
+        return self.response_api(broker, {
+            'pong': pong,
+        })
+
+
+class QuoteView(HttpTradingView):
+    async def get(self):
+        contract = await self.get_contract()
+        broker = self.current_broker()
+        quote: Quote = await broker.quote(contract)
+        return self.response_api(broker, {
+            'quote': quote,
+        })
+
+
+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,
+        })
+
+
+def create_auth_middleware(token_header: str):
+    assert isinstance(token_header, str)
+    assert token_header
+
+    @web.middleware
+    async def _auth_middleware(request: web.Request, handler):
+        instance_id = request.match_info.get('instance_id', '')
+        token = request.headers.get(token_header, '')
+        if not instance_id:
+            raise web.HTTPNotFound
+        if not token:
+            raise web.HTTPNotFound
+        if len(token) < 16 or len(token) > 64:
+            raise web.HTTPNotFound
+        for broker in HttpTradingView.brokers():
+            if broker.instance_id != instance_id:
+                continue
+            if token not in broker.tokens:
+                raise web.HTTPNotFound
+            setattr(request, '__current_broker__', broker)
+            break
+        else:
+            raise web.HTTPNotFound
+        response: web.Response = await handler(request)
+        delattr(request, '__current_broker__')
+        return response
+    return _auth_middleware
+
+
+@web.middleware
+async def exception_middleware(request: web.Request, handler):
+    try:
+        response: web.Response = await handler(request)
+        return response
+    except BrokerError as ex:
+        return HttpTradingView.response_api(broker=ex.broker, ex=ex)
+    except Exception as ex:
+        broker = getattr(request, '__current_broker__', None)
+        return HttpTradingView.response_api(broker=broker, ex=ex)
+
+
+def std_api_factory() -> list[web.RouteDef]:
+    apis = [
+        web.view(r'/httptrading/api/{instance_id:\w{16,32}}/order/place', PlaceOrderView),
+        web.view(r'/httptrading/api/{instance_id:\w{16,32}}/order/state', OrderStateView),
+        web.view(r'/httptrading/api/{instance_id:\w{16,32}}/order/cancel', CancelOrderView),
+        web.view(r'/httptrading/api/{instance_id:\w{16,32}}/cash/state', CashView),
+        web.view(r'/httptrading/api/{instance_id:\w{16,32}}/position/state', PositionView),
+        web.view(r'/httptrading/api/{instance_id:\w{16,32}}/ping/state', PlugInView),
+        web.view(r'/httptrading/api/{instance_id:\w{16,32}}/market/state', MarketStatusView),
+        web.view(r'/httptrading/api/{instance_id:\w{16,32}}/market/quote', QuoteView),
+    ]
+    return apis
+
+
+def run(
+        host: str,
+        port: int,
+        brokers: list[BaseBroker],
+        std_apis: Callable[[], list[web.RouteDef]] = None,
+        extend_apis: list[web.RouteDef] = None,
+        token_header: str = 'HT-TOKEN',
+        **kwargs
+) -> None:
+    """
+    @param host: 监听地址
+    @param port: 监听端口
+    @param brokers: 需要控制的交易通道对象列表
+    @param std_apis: 如果需要替换默认提供的接口, 这里提供工厂函数的回调
+    @param extend_apis: 如果需要增加自定义接口, 这里传入 RouteDef 列表
+    @param token_header: 定制 token 凭据的 header 键名
+    @param kwargs: 其他的参数将传给 aiohttp.web.run_app 函数
+    """
+    app = web.Application(
+        middlewares=[
+            create_auth_middleware(token_header=token_header),
+            exception_middleware,
+        ],
+    )
+
+    apis = (std_api_factory if std_apis is None else std_apis)()
+
+    if extend_apis:
+        apis.extend(extend_apis)
+
+    app.add_routes(apis)
+
+    async def _on_startup(app):
+        HttpTradingView.set_brokers(brokers)
+        for broker in brokers:
+            await broker.start()
+
+    async def _on_shutdown(app):
+        for broker in brokers:
+            await broker.shutdown()
+
+    app.on_startup.append(_on_startup)
+    app.on_shutdown.append(_on_shutdown)
+    web.run_app(
+        app,
+        host=host,
+        port=port,
+        **kwargs
+    )
+
+
+__all__ = [
+    'run',
+    'std_api_factory',
+    'HttpTradingView',
 ]