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

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

@@ -1,223 +1,248 @@
-from enum import Enum
-from typing import Optional
-
-from pydantic import BaseModel
-
-from kaq_quant_common.utils import uuid_utils
-
-from . import InstructionRequestBase, InstructionResponseBase
-
-
-# 订单类型
-class OrderType(str, Enum):
-    # 现货
-    SPOT = "spot"
-    # 合约
-    FUTURES = "futures"
-
-
-# 订单方向(多单可以正向理解，空单需要反向理解)
-class OrderSide(str, Enum):
-    BUY = "buy"
-    SELL = "sell"
-
-
-# 持仓方向
-class OrderPositionSide(str, Enum):
-    # 看多
-    LONG = "long"
-    # 看空
-    SHORT = "short"
-
-
-# 订单交易类型
-class OrderTradeType(str, Enum):
-    # 市价
-    MARKET = "market"
-    # 限价
-    LIMIT = "limit"
-
-
-# 订单状态
-class OrderStatus(str, Enum):
-    CREATE = "create"
-    FINISH = "finish"
-
-
-# 持仓状态
-class PositionStatus(str, Enum):
-    OPEN = "open"
-    CLOSE = "close"
-
-
-# 订单信息
-class OrderInfo(BaseModel):
-    # 指令id-两个交易所会有一笔一样的指令id
-    instruction_id: Optional[str] = None
-    # 订单id-指定生成的订单id, 如果没有，需要生成
-    order_id: Optional[str] = None
-    # 交易对
-    symbol: str
-    # 订单类型 现货/合约
-    order_type: OrderType
-    # 卖买方向
-    side: OrderSide
-    # 持仓方向
-    position_side: OrderPositionSide
-    # 保证金，？什么时候用
-    margin: Optional[float] = 0.0
-    # 补充保证金，？什么时候用
-    supply_margin: Optional[float] = 0.0
-    # 杠杆
-    level: int
-    # 数量(币种，不是USDT)
-    quantity: float
-    # 限价单才用
-    target_price: float
-    # 当前价格，？什么时候用
-    current_price: Optional[float] = 0.0
-    # 交易类型 市价单/限价单
-    trade_type: OrderTradeType
-    # 风险等级
-    risk_level: int
-    # 是否强制平仓
-    forced_liqu: bool
-    # 有效期
-    validity_period: Optional[str] = None
-    # 策略类型
-    strategy_type: Optional[str] = None
-
-    # 平仓用的，指定仓位
-    position_id: Optional[str] = None
-
-    def __init__(self, **data):
-        super().__init__(**data)
-        if self.instruction_id is None:
-            self.instruction_id = uuid_utils.generate_uuid()
-        if self.order_id is None:
-            self.order_id = uuid_utils.generate_uuid()
-
-
-# 修改订单信息
-class ModifyOrderInfo(BaseModel):
-    # 订单ID，自定义的订单id
-    order_id: str
-    # TODO 暂时不知道修改什么，先定个修改数量
-    quantity: Optional[float] = None
-    # TODO 暂时不知道修改什么，先定个修改价格
-    price: Optional[float] = None
-
-
-# 已下单信息
-class OpenedOrderInfo(BaseModel):
-    # 订单ID
-    order_id: str
-    # 交易对
-    symbol: Optional[str] = None
-    # 价格
-    price: Optional[float] = 0
-
-    # 操作反馈信息，一般是错误信息
-    message: Optional[str] = None
-
-
-# ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ 批量下单
-# 下单请求
-class OrderRequest(InstructionRequestBase):
-    orders: list[OrderInfo]
-
-
-# 下单响应
-class OrderResponse(InstructionResponseBase):
-    # 返回成功下单的订单信息
-    orders: list[OpenedOrderInfo]
-
-
-# ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ 批量修改订单
-
-
-class ModifyOrderRequest(InstructionRequestBase):
-    orders: list[ModifyOrderInfo]
-
-
-class ModifyOrderResponse(InstructionResponseBase):
-    # 返回成功下单的订单信息
-    orders: list[OpenedOrderInfo]
-
-
-# ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ 撤销订单
-
-
-class CancelOrderRequest(InstructionRequestBase):
-    # 可选的，可能某些平台需要指定交易对
-    symbol: Optional[str]
-    # 订单id列表
-    orders: list[str]
-
-
-class CancelOrderResponse(InstructionResponseBase):
-    orders: list[OpenedOrderInfo]
-
-
-# ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ 查询当前全部挂单请求
-class AllOpenOrdersRequest(InstructionRequestBase):
-    # 交易对，用作筛选，不传取全部
-    symbol: Optional[str] = None
-
-
-# 查询当前全部挂单响应
-class AllOpenOrdersResponse(InstructionResponseBase):
-    # TODO
-    orders: list[OpenedOrderInfo]
-
-
-# ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ 查询账户交易对设置
-class QuerySymbolConfigRequest(InstructionRequestBase):
-    # 交易对
-    symbol: str
-
-
-class QuerySymbolConfigResponse(InstructionResponseBase):
-    # 交易对
-    symbol: str
-    # 杠杆-当前设置的杠杆
-    level: int
-    # 最大杠杆-可选，有些是需要账户权限获取，有些不需要
-    max_level: Optional[int] = 0
-
-
-# ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ 调整杠杆
-class ChangeLeverageRequest(InstructionRequestBase):
-    # 交易对
-    symbol: str
-    # 杠杆
-    level: int
-
-
-class ChangeLeverageResponse(InstructionResponseBase):
-    # 交易对
-    symbol: str
-    # 杠杆
-    level: int
-
-
-# ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ 联合保证金模式
-# 查询
-class QueryMarginModeRequest(InstructionRequestBase):
-    pass
-
-
-class QueryMarginModeResponse(InstructionResponseBase):
-    # 是否联合
-    is_margin: bool
-
-
-# 修改
-class ChangeMarginModeRequest(InstructionRequestBase):
-    # 是否联合
-    is_margin: bool
-
-
-class ChangeMarginModeResponse(InstructionResponseBase):
-    # 是否联合
-    is_margin: bool
+from enum import Enum
+from typing import Optional
+
+import pandas as pd
+from pydantic import BaseModel
+
+from kaq_quant_common.utils import uuid_utils
+
+from . import InstructionRequestBase, InstructionResponseBase
+
+
+# 订单类型
+class OrderType(str, Enum):
+    # 现货
+    SPOT = "spot"
+    # 合约
+    FUTURES = "futures"
+
+
+# 订单方向(多单可以正向理解，空单需要反向理解)
+class OrderSide(str, Enum):
+    BUY = "buy"
+    SELL = "sell"
+
+
+# 持仓方向
+class OrderPositionSide(str, Enum):
+    # 看多
+    LONG = "long"
+    # 看空
+    SHORT = "short"
+
+
+# 订单交易类型
+class OrderTradeType(str, Enum):
+    # 市价
+    MARKET = "market"
+    # 限价
+    LIMIT = "limit"
+
+
+# 订单状态
+class OrderStatus(str, Enum):
+    CREATE = "create"
+    FINISH = "finish"
+
+
+# 持仓状态
+class PositionStatus(str, Enum):
+    OPEN = "open"
+    CLOSE = "close"
+
+
+# 订单信息
+class OrderInfo(BaseModel):
+    # 指令id-两个交易所会有一笔一样的指令id
+    instruction_id: Optional[str] = None
+    # 订单id-指定生成的订单id, 如果没有，需要生成
+    order_id: Optional[str] = None
+    # 交易对
+    symbol: str
+    # 订单类型 现货/合约
+    order_type: OrderType
+    # 卖买方向
+    side: OrderSide
+    # 持仓方向
+    position_side: OrderPositionSide
+    # 保证金，？什么时候用
+    margin: Optional[float] = 0.0
+    # 补充保证金，？什么时候用
+    supply_margin: Optional[float] = 0.0
+    # 杠杆
+    level: int
+    # 数量(币种，不是USDT)
+    quantity: float
+    # 限价单才用
+    target_price: float
+    # 当前价格，？什么时候用
+    current_price: Optional[float] = 0.0
+    # 交易类型 市价单/限价单
+    trade_type: OrderTradeType
+    # 风险等级
+    risk_level: int
+    # 是否强制平仓
+    forced_liqu: bool
+    # 有效期
+    validity_period: Optional[str] = None
+    # 策略类型
+    strategy_type: Optional[str] = None
+
+    # 平仓用的，指定仓位
+    position_id: Optional[str] = None
+
+    def __init__(self, **data):
+        super().__init__(**data)
+        if self.instruction_id is None:
+            self.instruction_id = uuid_utils.generate_uuid()
+        if self.order_id is None:
+            self.order_id = uuid_utils.generate_uuid()
+
+
+# 修改订单信息
+class ModifyOrderInfo(BaseModel):
+    # 订单ID，自定义的订单id
+    order_id: str
+    # TODO 暂时不知道修改什么，先定个修改数量
+    quantity: Optional[float] = None
+    # TODO 暂时不知道修改什么，先定个修改价格
+    price: Optional[float] = None
+
+
+# 已下单信息
+class OpenedOrderInfo(BaseModel):
+    # 订单ID
+    order_id: str
+    # 交易对
+    symbol: Optional[str] = None
+    # 价格
+    price: Optional[float] = 0
+
+    # 操作反馈信息，一般是错误信息
+    message: Optional[str] = None
+
+
+# ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ 批量下单
+# 下单请求
+class OrderRequest(InstructionRequestBase):
+    orders: list[OrderInfo]
+
+
+# 下单响应
+class OrderResponse(InstructionResponseBase):
+    # 返回成功下单的订单信息
+    orders: list[OpenedOrderInfo]
+
+
+# ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ 批量修改订单
+
+
+class ModifyOrderRequest(InstructionRequestBase):
+    orders: list[ModifyOrderInfo]
+
+
+class ModifyOrderResponse(InstructionResponseBase):
+    # 返回成功下单的订单信息
+    orders: list[OpenedOrderInfo]
+
+
+# ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ 撤销订单
+
+
+class CancelOrderRequest(InstructionRequestBase):
+    # 可选的，可能某些平台需要指定交易对
+    symbol: Optional[str]
+    # 订单id列表
+    orders: list[str]
+
+
+class CancelOrderResponse(InstructionResponseBase):
+    orders: list[OpenedOrderInfo]
+
+
+# ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ 查询当前全部挂单请求
+class AllOpenOrdersRequest(InstructionRequestBase):
+    # 交易对，用作筛选，不传取全部
+    symbol: Optional[str] = None
+
+
+# 查询当前全部挂单响应
+class AllOpenOrdersResponse(InstructionResponseBase):
+    # TODO
+    orders: list[OpenedOrderInfo]
+
+
+# ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ 查询账户交易对设置
+class QuerySymbolConfigRequest(InstructionRequestBase):
+    # 交易对
+    symbol: str
+
+
+class QuerySymbolConfigResponse(InstructionResponseBase):
+    # 交易对
+    symbol: str
+    # 杠杆-当前设置的杠杆
+    level: int
+    # 最大杠杆-可选，有些是需要账户权限获取，有些不需要
+    max_level: Optional[int] = 0
+
+
+# ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ 调整杠杆
+class ChangeLeverageRequest(InstructionRequestBase):
+    # 交易对
+    symbol: str
+    # 杠杆
+    level: int
+
+
+class ChangeLeverageResponse(InstructionResponseBase):
+    # 交易对
+    symbol: str
+    # 杠杆
+    level: int
+
+
+# ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ 联合保证金模式
+# 查询
+class QueryMarginModeRequest(InstructionRequestBase):
+    pass
+
+
+class QueryMarginModeResponse(InstructionResponseBase):
+    # 是否联合
+    is_margin: bool
+
+
+# 修改
+class ChangeMarginModeRequest(InstructionRequestBase):
+    # 是否联合
+    is_margin: bool
+
+
+class ChangeMarginModeResponse(InstructionResponseBase):
+    # 是否联合
+    is_margin: bool
+
+
+# ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ 5档深度
+class LimitOrderBookInfo(BaseModel):
+    # 价格
+    price: float
+    # 数量
+    vol: float
+
+
+class LimitOrderBookRequest(InstructionRequestBase):
+    # 交易对
+    symbol: str
+
+
+class LimitOrderBookResponse(InstructionResponseBase):
+    # 交易对
+    symbol: str
+    # 接口返回的ts
+    event_time: int
+    # 买单数据
+    bids: list[LimitOrderBookInfo]
+    # 卖单数据
+    asks: list[LimitOrderBookInfo]

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

@@ -1,56 +1,56 @@
-from enum import Enum
-from typing import Optional
-
-from pydantic import BaseModel
-
-from . import InstructionRequestBase, InstructionResponseBase
-
-
-# 持仓方向
-class PositionSide(str, Enum):
-    # 看多
-    LONG = "long"
-    # 看空
-    SHORT = "short"
-    # 双向
-    BOTH = "both"
-
-
-class PositionInfo(BaseModel):
-    # 交易对
-    symbol: str
-    # 持仓方向
-    position: PositionSide
-    # 持仓数量
-    amount: float
-    # 开仓价格
-    open_price: float
-    # 标记价格
-    mark_price: float
-    # 强平价格
-    liquidation_price: float
-    # 未实现盈亏
-    unrealized_pnl: float
-    # 初始保证金
-    initial_margin: float
-    # 维持保证金
-    maintain_margin: float
-    # 仓位初始保证金
-    position_initial_margin: float
-    # 订单初始保证金
-    order_initial_margin: float
-    # 更新时间
-    update_time: int
-
-
-# ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ 持仓
-
-
-class QueryPositionRequest(InstructionRequestBase):
-    # 交易对
-    symbol: Optional[str] = None
-
-
-class QueryPositionResponse(InstructionResponseBase):
-    #
-    positions: list[PositionInfo]
+from enum import Enum
+from typing import Optional
+
+from pydantic import BaseModel
+
+from . import InstructionRequestBase, InstructionResponseBase
+
+
+# 持仓方向
+class PositionSide(str, Enum):
+    # 看多
+    LONG = "long"
+    # 看空
+    SHORT = "short"
+    # 双向
+    BOTH = "both"
+
+
+class PositionInfo(BaseModel):
+    # 交易对
+    symbol: str
+    # 持仓方向
+    position: PositionSide
+    # 持仓数量
+    amount: float
+    # 开仓价格
+    open_price: float
+    # 标记价格
+    mark_price: float
+    # 强平价格
+    liquidation_price: float
+    # 未实现盈亏
+    unrealized_pnl: float
+    # 初始保证金
+    initial_margin: float
+    # 维持保证金
+    maintain_margin: float
+    # 仓位初始保证金
+    position_initial_margin: float
+    # 订单初始保证金
+    order_initial_margin: float
+    # 更新时间
+    update_time: int
+
+
+# ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ 持仓
+
+
+class QueryPositionRequest(InstructionRequestBase):
+    # 交易对
+    symbol: Optional[str] = None
+
+
+class QueryPositionResponse(InstructionResponseBase):
+    #
+    positions: list[PositionInfo]

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

@@ -1,32 +1,32 @@
-from enum import Enum
-
-from . import InstructionRequestBase, InstructionResponseBase
-
-# ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ 划转
-
-
-# 划转类型
-class TransferType(int, Enum):
-    # 资金&现货
-    FUNDING_SPOT = 1
-    # 资金&合约
-    FUNDING_FUTURES = 2
-    # 合约&现货
-    SPOT_FUTURES = 3
-
-
-# 划转请求
-class TransferRequest(InstructionRequestBase):
-    # 划转类型
-    type: TransferType
-    # 资产/币种
-    assets: str
-    # 划转数量
-    amount: float
-    # 划转方向 1正向，2反向
-    direction: int
-
-
-# 划转响应
-class TransferResponse(InstructionResponseBase):
-    transfer_id: str
+from enum import Enum
+
+from . import InstructionRequestBase, InstructionResponseBase
+
+# ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ 划转
+
+
+# 划转类型
+class TransferType(int, Enum):
+    # 资金&现货
+    FUNDING_SPOT = 1
+    # 资金&合约
+    FUNDING_FUTURES = 2
+    # 合约&现货
+    SPOT_FUTURES = 3
+
+
+# 划转请求
+class TransferRequest(InstructionRequestBase):
+    # 划转类型
+    type: TransferType
+    # 资产/币种
+    assets: str
+    # 划转数量
+    amount: float
+    # 划转方向 1正向，2反向
+    direction: int
+
+
+# 划转响应
+class TransferResponse(InstructionResponseBase):
+    transfer_id: str