kaq-quant-common 0.1.83__py3-none-any.whl → 0.1.85__py3-none-any.whl

kaq_quant_common/api/rest/instruction/instruction_client.py

@@ -1,88 +1,76 @@
-# 定义 客户端
-import time
-from typing import Type, TypeVar
-
-from kaq_quant_common.api.rest.api_client_base import ApiClientBase
-from kaq_quant_common.api.rest.instruction.models import (
-    InstructionRequestBase,
-    InstructionResponseBase,
-)
-from kaq_quant_common.api.rest.instruction.models.account import (
-    ContractBalanceRequest,
-    ContractBalanceResponse,
-)
-from kaq_quant_common.api.rest.instruction.models.order import (
-    AllOpenOrdersRequest,
-    AllOpenOrdersResponse,
-    CancelOrderRequest,
-    CancelOrderResponse,
-    ChangeLeverageRequest,
-    ChangeLeverageResponse,
-    ModifyOrderRequest,
-    ModifyOrderResponse,
-    OrderRequest,
-    OrderResponse,
-    QuerySymbolConfigRequest,
-    QuerySymbolConfigResponse,
-)
-from kaq_quant_common.api.rest.instruction.models.position import (
-    QueryPositionRequest,
-    QueryPositionResponse,
-)
-from kaq_quant_common.api.rest.instruction.models.transfer import (
-    TransferRequest,
-    TransferResponse,
-)
-from kaq_quant_common.utils import uuid_utils
-
-R = TypeVar("R", bound=InstructionResponseBase)
-
-
-class InstructionClient(ApiClientBase):
-
-    # 重写一下make_request处理公用字段
-    def _make_request(self, method: str, request: InstructionRequestBase, response_model: Type[R]) -> R:
-        # 处理公用字段
-        # 时间
-        if request.event_time is None:
-            request.event_time = int(time.time() * 1000)
-        # TODO 任务id
-        if request.task_id is None:
-            request.task_id = f"t_{uuid_utils.generate_uuid()}"
-        return super()._make_request(method, request, response_model)
-
-    # 下单
-    def order(self, request: OrderRequest) -> OrderResponse:
-        return self._make_request("order", request, OrderResponse)
-
-    # 修改订单
-    def modify_order(self, request: ModifyOrderRequest) -> ModifyOrderResponse:
-        return self._make_request("modify_order", request, ModifyOrderResponse)
-
-    # 取消订单
-    def cancel_order(self, request: CancelOrderRequest) -> CancelOrderResponse:
-        return self._make_request("cancel_order", request, CancelOrderResponse)
-
-    # 查询当前全部挂单
-    def all_open_orders(self, request: AllOpenOrdersRequest) -> AllOpenOrdersResponse:
-        return self._make_request("all_open_orders", request, AllOpenOrdersResponse)
-
-    # 查询交易对设置
-    def query_symbol_config(self, request: QuerySymbolConfigRequest) -> QuerySymbolConfigResponse:
-        return self._make_request("query_symbol_config", request, QuerySymbolConfigResponse)
-
-    # 调整杠杆
-    def change_leverage(self, request: ChangeLeverageRequest) -> ChangeLeverageResponse:
-        return self._make_request("change_leverage", request, ChangeLeverageResponse)
-
-    # 查询持仓
-    def query_position(self, request: QueryPositionRequest) -> QueryPositionResponse:
-        return self._make_request("query_position", request, QueryPositionResponse)
-
-    # 划转
-    def transfer(self, request: TransferRequest) -> TransferResponse:
-        return self._make_request("transfer", request, TransferResponse)
-
-    # 查询合约账户余额
-    def contract_balance(self, request: ContractBalanceRequest) -> ContractBalanceResponse:
-        return self._make_request("contract_balance", request, ContractBalanceResponse)
+# 定义 客户端
+import time
+from typing import Type, TypeVar
+
+from kaq_quant_common.api.rest.api_client_base import ApiClientBase
+from kaq_quant_common.api.rest.instruction.models import (
+    InstructionRequestBase, InstructionResponseBase)
+from kaq_quant_common.api.rest.instruction.models.account import (
+    ContractBalanceRequest, ContractBalanceResponse)
+from kaq_quant_common.api.rest.instruction.models.order import (
+    AllOpenOrdersRequest, AllOpenOrdersResponse, CancelOrderRequest,
+    CancelOrderResponse, ChangeLeverageRequest, ChangeLeverageResponse,
+    LimitOrderBookRequest, LimitOrderBookResponse, ModifyOrderRequest,
+    ModifyOrderResponse, OrderRequest, OrderResponse, QuerySymbolConfigRequest,
+    QuerySymbolConfigResponse)
+from kaq_quant_common.api.rest.instruction.models.position import (
+    QueryPositionRequest, QueryPositionResponse)
+from kaq_quant_common.api.rest.instruction.models.transfer import (
+    TransferRequest, TransferResponse)
+from kaq_quant_common.utils import uuid_utils
+
+R = TypeVar("R", bound=InstructionResponseBase)
+
+
+class InstructionClient(ApiClientBase):
+
+    # 重写一下make_request处理公用字段
+    def _make_request(self, method: str, request: InstructionRequestBase, response_model: Type[R]) -> R:
+        # 处理公用字段
+        # 时间
+        if request.event_time is None:
+            request.event_time = int(time.time() * 1000)
+        # TODO 任务id
+        if request.task_id is None:
+            request.task_id = f"t_{uuid_utils.generate_uuid()}"
+        return super()._make_request(method, request, response_model)
+
+    # 下单
+    def order(self, request: OrderRequest) -> OrderResponse:
+        return self._make_request("order", request, OrderResponse)
+
+    # 修改订单
+    def modify_order(self, request: ModifyOrderRequest) -> ModifyOrderResponse:
+        return self._make_request("modify_order", request, ModifyOrderResponse)
+
+    # 取消订单
+    def cancel_order(self, request: CancelOrderRequest) -> CancelOrderResponse:
+        return self._make_request("cancel_order", request, CancelOrderResponse)
+
+    # 查询当前全部挂单
+    def all_open_orders(self, request: AllOpenOrdersRequest) -> AllOpenOrdersResponse:
+        return self._make_request("all_open_orders", request, AllOpenOrdersResponse)
+
+    # 查询交易对设置
+    def query_symbol_config(self, request: QuerySymbolConfigRequest) -> QuerySymbolConfigResponse:
+        return self._make_request("query_symbol_config", request, QuerySymbolConfigResponse)
+
+    # 调整杠杆
+    def change_leverage(self, request: ChangeLeverageRequest) -> ChangeLeverageResponse:
+        return self._make_request("change_leverage", request, ChangeLeverageResponse)
+
+    # 查询持仓
+    def query_position(self, request: QueryPositionRequest) -> QueryPositionResponse:
+        return self._make_request("query_position", request, QueryPositionResponse)
+
+    # 划转
+    def transfer(self, request: TransferRequest) -> TransferResponse:
+        return self._make_request("transfer", request, TransferResponse)
+
+    # 查询合约账户余额
+    def contract_balance(self, request: ContractBalanceRequest) -> ContractBalanceResponse:
+        return self._make_request("contract_balance", request, ContractBalanceResponse)
+    
+    # 查询5档深度
+    def get_limit_order(self, request: LimitOrderBookRequest) -> LimitOrderBookResponse:
+        return self._make_request("get_limit_order", request, LimitOrderBookResponse)

kaq_quant_common/api/rest/instruction/instruction_server_base.py

@@ -1,132 +1,133 @@
-# 定义 服务器api
-import time
-from abc import ABC, abstractmethod
-
-from kaq_quant_common.api.common.api_interface import ApiInterface, api_method
-from kaq_quant_common.api.rest.api_server_base import ApiServerBase
-from kaq_quant_common.api.rest.instruction.helper.order_helper import OrderHelper
-from kaq_quant_common.api.rest.instruction.models import InstructionResponseBase
-from kaq_quant_common.api.rest.instruction.models.account import (
-    ContractBalanceRequest,
-    ContractBalanceResponse,
-)
-from kaq_quant_common.api.rest.instruction.models.order import (
-    AllOpenOrdersRequest,
-    AllOpenOrdersResponse,
-    CancelOrderRequest,
-    CancelOrderResponse,
-    ChangeLeverageRequest,
-    ChangeLeverageResponse,
-    ModifyOrderRequest,
-    ModifyOrderResponse,
-    OrderRequest,
-    OrderResponse,
-    QuerySymbolConfigRequest,
-    QuerySymbolConfigResponse,
-)
-from kaq_quant_common.api.rest.instruction.models.transfer import (
-    TransferRequest,
-    TransferResponse,
-)
-from kaq_quant_common.resources.kaq_mysql_resources import KaqQuantMysqlRepository
-from kaq_quant_common.resources.kaq_redis_resources import KaqQuantRedisRepository
-
-
-class InstructionServerBase(ApiServerBase, ApiInterface, ABC):
-
-    def __init__(self, exchange="", host="0.0.0.0", port=5000):
-        super().__init__(self, host, port)
-        #
-        self._mysql: KaqQuantMysqlRepository = None
-        self._redis: KaqQuantRedisRepository = None
-        # 交易所
-        self._exchange = exchange
-
-        # helper
-        self._order_helper = OrderHelper(self)
-
-    # 统一处理返回数据
-    def _wrap_response(self, rsp: InstructionResponseBase):
-        if rsp is not None:
-            # 时间
-            if rsp.event_time is None:
-                rsp.event_time = int(time.time() * 1000)
-        return rsp
-
-    # 下单
-    @api_method(OrderRequest, OrderResponse)
-    def order(self, request: OrderRequest) -> OrderResponse:
-        ret = self._on_order(request)
-        if len(ret.orders) == 1 and ret.orders[0].message is not None:
-            # 只有一笔订单，而且失败了，抛出异常
-            raise Exception(f"order failed: {ret.orders[0].message}")
-        return ret
-
-    # 修改订单
-    @api_method(ModifyOrderRequest, ModifyOrderResponse)
-    def modify_order(self, request: ModifyOrderRequest) -> ModifyOrderResponse:
-        return self._on_modify_order(request)
-
-    # 取消订单
-    @api_method(CancelOrderRequest, CancelOrderResponse)
-    def cancel_order(self, request: CancelOrderRequest) -> CancelOrderResponse:
-        return self._on_cancel_order(request)
-
-    # 查询当前全部挂单
-    @api_method(AllOpenOrdersRequest, AllOpenOrdersResponse)
-    def all_open_orders(self, request: AllOpenOrdersRequest) -> AllOpenOrdersResponse:
-        return self._on_all_open_orders(request)
-
-    # 查询交易对设置
-    @api_method(QuerySymbolConfigRequest, QuerySymbolConfigResponse)
-    def query_symbol_config(self, request: QuerySymbolConfigRequest) -> QuerySymbolConfigResponse:
-        return self._on_query_symbol_config(request)
-
-    # 调整杠杆
-    @api_method(ChangeLeverageRequest, ChangeLeverageResponse)
-    def change_leverage(self, request: ChangeLeverageRequest) -> ChangeLeverageResponse:
-        return self._on_change_leverage(request)
-
-    # 划转
-    @api_method(TransferRequest, TransferResponse)
-    def transfer(self, request: TransferRequest) -> TransferResponse:
-        return self._on_transfer(request)
-
-    # 查询合约账户余额
-    @api_method(ContractBalanceRequest, ContractBalanceResponse)
-    def contract_balance(self, request: ContractBalanceRequest) -> ContractBalanceResponse:
-        return self._on_contract_balance(request)
-
-    # ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ abstract methods
-
-    @abstractmethod
-    def _on_order(self, request: OrderRequest) -> OrderResponse:
-        pass
-
-    @abstractmethod
-    def _on_modify_order(self, request: ModifyOrderRequest) -> ModifyOrderResponse:
-        pass
-
-    @abstractmethod
-    def _on_cancel_order(self, request: CancelOrderRequest) -> CancelOrderResponse:
-        pass
-
-    @abstractmethod
-    def _on_all_open_orders(self, request: AllOpenOrdersRequest) -> AllOpenOrdersResponse:
-        pass
-
-    @abstractmethod
-    def _on_query_symbol_config(self, request: QuerySymbolConfigRequest) -> QuerySymbolConfigResponse:
-        pass
-
-    @abstractmethod
-    def _on_change_leverage(self, request: ChangeLeverageRequest) -> ChangeLeverageResponse:
-        pass
-
-    @abstractmethod
-    def _on_transfer(self, request: TransferRequest) -> TransferResponse:
-        pass
-
-    @abstractmethod
-    def _on_contract_balance(self, request: ContractBalanceRequest) -> ContractBalanceResponse:
-        pass
+# 定义 服务器api
+import time
+from abc import ABC, abstractmethod
+
+from kaq_quant_common.api.common.api_interface import ApiInterface, api_method
+from kaq_quant_common.api.rest.api_server_base import ApiServerBase
+from kaq_quant_common.api.rest.instruction.helper.order_helper import \
+    OrderHelper
+from kaq_quant_common.api.rest.instruction.models import \
+    InstructionResponseBase
+from kaq_quant_common.api.rest.instruction.models.account import (
+    ContractBalanceRequest, ContractBalanceResponse)
+from kaq_quant_common.api.rest.instruction.models.order import (
+    AllOpenOrdersRequest, AllOpenOrdersResponse, CancelOrderRequest,
+    CancelOrderResponse, ChangeLeverageRequest, ChangeLeverageResponse,
+    LimitOrderBookRequest, LimitOrderBookResponse, ModifyOrderRequest,
+    ModifyOrderResponse, OrderRequest, OrderResponse, QuerySymbolConfigRequest,
+    QuerySymbolConfigResponse)
+from kaq_quant_common.api.rest.instruction.models.transfer import (
+    TransferRequest, TransferResponse)
+from kaq_quant_common.resources.kaq_mysql_resources import \
+    KaqQuantMysqlRepository
+from kaq_quant_common.resources.kaq_redis_resources import \
+    KaqQuantRedisRepository
+
+
+class InstructionServerBase(ApiServerBase, ApiInterface, ABC):
+
+    def __init__(self, exchange="", host="0.0.0.0", port=5000):
+        super().__init__(self, host, port)
+        #
+        self._mysql: KaqQuantMysqlRepository = None
+        self._redis: KaqQuantRedisRepository = None
+        # 交易所
+        self._exchange = exchange
+
+        # helper
+        self._order_helper = OrderHelper(self)
+
+    # 统一处理返回数据
+    def _wrap_response(self, rsp: InstructionResponseBase):
+        if rsp is not None:
+            # 时间
+            if rsp.event_time is None:
+                rsp.event_time = int(time.time() * 1000)
+        return rsp
+
+    # 下单
+    @api_method(OrderRequest, OrderResponse)
+    def order(self, request: OrderRequest) -> OrderResponse:
+        ret = self._on_order(request)
+        if len(ret.orders) == 1 and ret.orders[0].message is not None:
+            # 只有一笔订单，而且失败了，抛出异常
+            raise Exception(f"order failed: {ret.orders[0].message}")
+        return ret
+
+    # 修改订单
+    @api_method(ModifyOrderRequest, ModifyOrderResponse)
+    def modify_order(self, request: ModifyOrderRequest) -> ModifyOrderResponse:
+        return self._on_modify_order(request)
+
+    # 取消订单
+    @api_method(CancelOrderRequest, CancelOrderResponse)
+    def cancel_order(self, request: CancelOrderRequest) -> CancelOrderResponse:
+        return self._on_cancel_order(request)
+
+    # 查询当前全部挂单
+    @api_method(AllOpenOrdersRequest, AllOpenOrdersResponse)
+    def all_open_orders(self, request: AllOpenOrdersRequest) -> AllOpenOrdersResponse:
+        return self._on_all_open_orders(request)
+
+    # 查询交易对设置
+    @api_method(QuerySymbolConfigRequest, QuerySymbolConfigResponse)
+    def query_symbol_config(self, request: QuerySymbolConfigRequest) -> QuerySymbolConfigResponse:
+        return self._on_query_symbol_config(request)
+
+    # 调整杠杆
+    @api_method(ChangeLeverageRequest, ChangeLeverageResponse)
+    def change_leverage(self, request: ChangeLeverageRequest) -> ChangeLeverageResponse:
+        return self._on_change_leverage(request)
+
+    # 划转
+    @api_method(TransferRequest, TransferResponse)
+    def transfer(self, request: TransferRequest) -> TransferResponse:
+        return self._on_transfer(request)
+
+    # 查询合约账户余额
+    @api_method(ContractBalanceRequest, ContractBalanceResponse)
+    def contract_balance(self, request: ContractBalanceRequest) -> ContractBalanceResponse:
+        return self._on_contract_balance(request)
+    
+    # 查询5档深度
+    @api_method(LimitOrderBookRequest, LimitOrderBookResponse)
+    def get_limit_order(self, request: LimitOrderBookRequest) -> LimitOrderBookResponse:
+        return self._on_get_limit_order(request)
+
+    # ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ abstract methods
+
+    @abstractmethod
+    def _on_order(self, request: OrderRequest) -> OrderResponse:
+        pass
+
+    @abstractmethod
+    def _on_modify_order(self, request: ModifyOrderRequest) -> ModifyOrderResponse:
+        pass
+
+    @abstractmethod
+    def _on_cancel_order(self, request: CancelOrderRequest) -> CancelOrderResponse:
+        pass
+
+    @abstractmethod
+    def _on_all_open_orders(self, request: AllOpenOrdersRequest) -> AllOpenOrdersResponse:
+        pass
+
+    @abstractmethod
+    def _on_query_symbol_config(self, request: QuerySymbolConfigRequest) -> QuerySymbolConfigResponse:
+        pass
+
+    @abstractmethod
+    def _on_change_leverage(self, request: ChangeLeverageRequest) -> ChangeLeverageResponse:
+        pass
+
+    @abstractmethod
+    def _on_transfer(self, request: TransferRequest) -> TransferResponse:
+        pass
+
+    @abstractmethod
+    def _on_contract_balance(self, request: ContractBalanceRequest) -> ContractBalanceResponse:
+        pass
+
+    @abstractmethod
+    def _on_get_limit_order(self, request: LimitOrderBookRequest) -> LimitOrderBookResponse:
+        pass

kaq_quant_common/api/rest/instruction/models/__init__.py

@@ -1,17 +1,17 @@
-# 定义model
-from typing import Optional
-
-from pydantic import BaseModel
-
-
-#
-class InstructionRequestBase(BaseModel):
-    # 时间
-    event_time: Optional[int] = None
-    # 任务id
-    task_id: Optional[str] = None
-
-
-class InstructionResponseBase(BaseModel):
-    # 时间
-    event_time: Optional[int] = None
+# 定义model
+from typing import Optional
+
+from pydantic import BaseModel
+
+
+#
+class InstructionRequestBase(BaseModel):
+    # 时间
+    event_time: Optional[int] = None
+    # 任务id
+    task_id: Optional[str] = None
+
+
+class InstructionResponseBase(BaseModel):
+    # 时间
+    event_time: Optional[int] = None

kaq_quant_common/api/rest/instruction/models/account.py

@@ -1,24 +1,24 @@
-from typing import Optional
-
-from pydantic import BaseModel
-
-from . import InstructionRequestBase, InstructionResponseBase
-
-
-# 资产信息
-class AssetsInfo(BaseModel):
-    # 币种
-    coin: str
-    # 余额
-    balance: float
-
-
-# ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ 查询合约账户余额
-class ContractBalanceRequest(InstructionRequestBase):
-    # 币种
-    coin: Optional[str] = None
-
-
-class ContractBalanceResponse(InstructionResponseBase):
-    #
-    assets: list[AssetsInfo]
+from typing import Optional
+
+from pydantic import BaseModel
+
+from . import InstructionRequestBase, InstructionResponseBase
+
+
+# 资产信息
+class AssetsInfo(BaseModel):
+    # 币种
+    coin: str
+    # 余额
+    balance: float
+
+
+# ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ 查询合约账户余额
+class ContractBalanceRequest(InstructionRequestBase):
+    # 币种
+    coin: Optional[str] = None
+
+
+class ContractBalanceResponse(InstructionResponseBase):
+    #
+    assets: list[AssetsInfo]