kaq-quant-common 0.1.84__tar.gz → 0.1.86__tar.gz

{kaq_quant_common-0.1.84 → kaq_quant_common-0.1.86}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: kaq_quant_common
-Version: 0.1.84
+Version: 0.1.86
 Summary: 
 Author: kevinfuture
 Author-email: liuenbofuture@foxmail.com

{kaq_quant_common-0.1.84 → kaq_quant_common-0.1.86}/kaq_quant_common/api/rest/instruction/instruction_client.py

@@ -4,35 +4,19 @@ 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,
-)
+    InstructionRequestBase, InstructionResponseBase)
 from kaq_quant_common.api.rest.instruction.models.account import (
-    ContractBalanceRequest,
-    ContractBalanceResponse,
-)
+    ContractBalanceRequest, ContractBalanceResponse)
 from kaq_quant_common.api.rest.instruction.models.order import (
-    AllOpenOrdersRequest,
-    AllOpenOrdersResponse,
-    CancelOrderRequest,
-    CancelOrderResponse,
-    ChangeLeverageRequest,
-    ChangeLeverageResponse,
-    ModifyOrderRequest,
-    ModifyOrderResponse,
-    OrderRequest,
-    OrderResponse,
-    QuerySymbolConfigRequest,
-    QuerySymbolConfigResponse,
-)
+    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,
-)
+    QueryPositionRequest, QueryPositionResponse)
 from kaq_quant_common.api.rest.instruction.models.transfer import (
-    TransferRequest,
-    TransferResponse,
-)
+    TransferRequest, TransferResponse)
 from kaq_quant_common.utils import uuid_utils
 
 R = TypeVar("R", bound=InstructionResponseBase)
@@ -86,3 +70,7 @@ class InstructionClient(ApiClientBase):
     # 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-0.1.84 → kaq_quant_common-0.1.86}/kaq_quant_common/api/rest/instruction/instruction_server_base.py

@@ -4,32 +4,24 @@ 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.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,
-)
+    ContractBalanceRequest, ContractBalanceResponse)
 from kaq_quant_common.api.rest.instruction.models.order import (
-    AllOpenOrdersRequest,
-    AllOpenOrdersResponse,
-    CancelOrderRequest,
-    CancelOrderResponse,
-    ChangeLeverageRequest,
-    ChangeLeverageResponse,
-    ModifyOrderRequest,
-    ModifyOrderResponse,
-    OrderRequest,
-    OrderResponse,
-    QuerySymbolConfigRequest,
-    QuerySymbolConfigResponse,
-)
+    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
+    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):
@@ -96,6 +88,11 @@ class InstructionServerBase(ApiServerBase, ApiInterface, ABC):
     @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
 
@@ -130,3 +127,7 @@ class InstructionServerBase(ApiServerBase, ApiInterface, ABC):
     @abstractmethod
     def _on_contract_balance(self, request: ContractBalanceRequest) -> ContractBalanceResponse:
         pass
+
+    @abstractmethod
+    def _on_get_limit_order(self, request: LimitOrderBookRequest) -> LimitOrderBookResponse:
+        pass

{kaq_quant_common-0.1.84 → kaq_quant_common-0.1.86}/kaq_quant_common/api/rest/instruction/models/order.py

@@ -1,6 +1,7 @@
 from enum import Enum
 from typing import Optional
 
+import pandas as pd
 from pydantic import BaseModel
 
 from kaq_quant_common.utils import uuid_utils
@@ -221,3 +222,27 @@ class ChangeMarginModeRequest(InstructionRequestBase):
 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-0.1.84 → kaq_quant_common-0.1.86}/kaq_quant_common/resources/kaq_ddb_stream_write_resources.py

@@ -48,6 +48,8 @@ class KaqQuantDdbStreamWriteRepository:
                 self.logger.error(f'KaqQuantDdbStreamWriteRepository.save2stream is occured error: tableName is {ddb_table_name} - {str(e)} - {str(traceback.format_exc())}')
                 
     def build_insert_values_fast(self, df):
+        if df.empty:
+            return []
         dtypes = df.dtypes.tolist()
         # 提前确定哪些列需要加引号
         str_idx = {i for i, dt in enumerate(dtypes) if dt == object or dt == 'object' or dt == 'str'}

{kaq_quant_common-0.1.84 → kaq_quant_common-0.1.86}/kaq_quant_common/resources/kaq_mysql_resources.py

@@ -2,7 +2,7 @@ import os
 import threading
 import time
 import traceback
-from datetime import datetime
+import datetime
 
 import numpy as np
 import pandas as pd
@@ -102,8 +102,13 @@ class KaqQuantMysqlRepository:
         # 从连接池获取连接
         session = self.session_maker()
         try:
-            time_str = time.strftime("%Y_%m_%d_%H_%M", time.localtime(time.time()))
-            sql = f"RENAME TABLE {table_name} TO {table_name}_{time_str};"
+            # 1. 计算上周一的日期字符串
+            today = datetime.date.today()
+            # 2. 先计算本周一，再减去 7 天
+            last_monday = today - datetime.timedelta(days=today.weekday(), weeks=1)
+            # 3. 格式化
+            last_monday_str = last_monday.strftime('%Y%m%d')
+            sql = f"RENAME TABLE {table_name} TO {table_name}_{last_monday_str};"
             session.execute(text(sql))
             return True
         except Exception as e:

{kaq_quant_common-0.1.84 → kaq_quant_common-0.1.86}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "kaq_quant_common"
-version = "0.1.84"
+version = "0.1.86"
 description = ""
 authors = [
     {name = "kevinfuture",email = "liuenbofuture@foxmail.com"}