httptrading 1.0.2__py3-none-any.whl → 1.0.5__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
 
@@ -164,6 +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',
@@ -179,4 +256,6 @@ __all__ = [
     'Order',
     'DetectPkg',
     'BrokerMeta',
+    'JsonDefault',
+    'HtGlobalConfig',
 ]

{httptrading-1.0.2.dist-info → httptrading-1.0.5.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: httptrading
-Version: 1.0.2
+Version: 1.0.5
 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
 
@@ -423,15 +428,19 @@ GET /httptrading/api/{instanceId}/order/state?orderId={订单号}
     "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
-    "isCancelable": true // 是否可撤的标志
+    "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
   }
 }
 ```
-
-```
-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.
-```
+⚠️ 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.
+
+| 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
 ------------

httptrading-1.0.5.dist-info/RECORD

@@ -0,0 +1,18 @@
+httptrading/__init__.py,sha256=H2kepS94z3YQWMyvM7R3WVbP4iDYgwGssLcYG24dnPQ,306
+httptrading/http_server.py,sha256=MA4ROYG6w-tR5ddDz3Q9XF4ZpCQcEhDDi5jGpYdiZZ4,9124
+httptrading/model.py,sha256=xa-psfYJuEzyR5aB776ErlX1CjhXDsAE2LuR6XI6h2I,7717
+httptrading/broker/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+httptrading/broker/base.py,sha256=P149UlFyy277y40qHPH9DdvbEy-j1x26QDllXV6XPMg,5664
+httptrading/broker/futu_sec.py,sha256=-x0_Gb-LxUOUDPuZzAdBVMeX6-CEVrsODfK1jyF0kjA,20081
+httptrading/broker/interactive_brokers.py,sha256=hWCrQs6UrFGH5CwY18yXVAMHRGBOccaTRdLTjSL4Wbw,13340
+httptrading/broker/longbridge.py,sha256=eRuE6VhBB4Hv1HGdRmJuRbbrc6sxk2G1r9lMBlTyMAE,16219
+httptrading/broker/tiger.py,sha256=Wjx2Rbth8hfKROpwlh5eUapvUxe5d-ertA9ycejvpjE,16285
+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-1.0.5.dist-info/licenses/LICENSE,sha256=KfMSrfnpo-TOqpCTJqnbcZNl0w7ErxadsMQf8uas_tY,1093
+httptrading-1.0.5.dist-info/METADATA,sha256=U-AE51-YxKgFPGvXXM3oWY6vVwa5--gYtmgmnm_eXlU,17519
+httptrading-1.0.5.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+httptrading-1.0.5.dist-info/top_level.txt,sha256=rsLGrGN6QubO9ILQRktwrWtxfGsGAmWUnQq7XksKu-4,12
+httptrading-1.0.5.dist-info/RECORD,,

httptrading-1.0.2.dist-info/RECORD

@@ -1,18 +0,0 @@
-httptrading/__init__.py,sha256=Z9ITAueneLgf-L_TYMfmMwyUcfkBpcPxMFnvjFmRK_o,260
-httptrading/http_server.py,sha256=MUf3B_rZmi9KziAeiVTsaQOaSIGBBEK_JQTDuQfAV1Y,10596
-httptrading/model.py,sha256=C5Glx6jC1e9Pmyux4lLmJmpGMi7P6IluX5cxpl34noo,4281
-httptrading/broker/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-httptrading/broker/base.py,sha256=fqxfLTVavHxfFZDPt9GqhjT_C_9n_xcERahxbeuDywU,4923
-httptrading/broker/futu_sec.py,sha256=PbI9lofWKE3rVu0rzxwGofTDFSRHLVnZkbOHqc0TGRA,17872
-httptrading/broker/interactive_brokers.py,sha256=seNrJ7TO9fN31f4MSqdEaTy3a1xxuqw5Kg6PMi5CS9Q,12406
-httptrading/broker/longbridge.py,sha256=OivkmVTo806XbIH0ZwUjLMOUQGaCtHTZRxuI9j2Pj68,14489
-httptrading/broker/tiger.py,sha256=aKOR90T3pUy_QdS0NFpdjMnoNjSJWYb8jfSvJxHcoFM,14292
-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-1.0.2.dist-info/licenses/LICENSE,sha256=KfMSrfnpo-TOqpCTJqnbcZNl0w7ErxadsMQf8uas_tY,1093
-httptrading-1.0.2.dist-info/METADATA,sha256=zVOIp8n4ZK6oIxYEQ40o1kZSE4InX8c0SwscMYB-DHw,16947
-httptrading-1.0.2.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-httptrading-1.0.2.dist-info/top_level.txt,sha256=rsLGrGN6QubO9ILQRktwrWtxfGsGAmWUnQq7XksKu-4,12
-httptrading-1.0.2.dist-info/RECORD,,