kaq-quant-common 0.1.86__py3-none-any.whl → 0.1.88__py3-none-any.whl

kaq_quant_common/api/rest/instruction/instruction_server_base.py

@@ -9,13 +9,16 @@ from kaq_quant_common.api.rest.instruction.helper.order_helper import \
 from kaq_quant_common.api.rest.instruction.models import \
     InstructionResponseBase
 from kaq_quant_common.api.rest.instruction.models.account import (
-    ContractBalanceRequest, ContractBalanceResponse)
+    AccountIncomeRequest, AccountIncomeResponse, 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 (
+    QueryOpenInterestRequest, QueryOpenInterestResponse)
 from kaq_quant_common.api.rest.instruction.models.transfer import (
     TransferRequest, TransferResponse)
 from kaq_quant_common.resources.kaq_mysql_resources import \
@@ -93,6 +96,16 @@ class InstructionServerBase(ApiServerBase, ApiInterface, ABC):
     @api_method(LimitOrderBookRequest, LimitOrderBookResponse)
     def get_limit_order(self, request: LimitOrderBookRequest) -> LimitOrderBookResponse:
         return self._on_get_limit_order(request)
+    
+    # 查询账户损益资金流水
+    @api_method(AccountIncomeRequest, AccountIncomeResponse)
+    def get_account_income(self, request: AccountIncomeRequest) -> AccountIncomeResponse:
+        return self._on_get_account_income(request)
+    
+    # 查询未平仓合约数量
+    @api_method(QueryOpenInterestRequest, QueryOpenInterestResponse)
+    def query_open_interest(self, request: QueryOpenInterestRequest) -> QueryOpenInterestResponse:
+        return self._on_query_open_interest(request)
 
     # ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ abstract methods
 
@@ -130,4 +143,12 @@ class InstructionServerBase(ApiServerBase, ApiInterface, ABC):
 
     @abstractmethod
     def _on_get_limit_order(self, request: LimitOrderBookRequest) -> LimitOrderBookResponse:
+        pass
+
+    @abstractmethod
+    def _on_get_account_income(self, request: AccountIncomeRequest) -> AccountIncomeResponse:
+        pass
+
+    @abstractmethod
+    def _on_query_open_interest(self, request: QueryOpenInterestRequest) -> QueryOpenInterestResponse:
         pass

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

@@ -1,3 +1,4 @@
+from enum import Enum
 from typing import Optional
 
 from pydantic import BaseModel
@@ -22,3 +23,27 @@ class ContractBalanceRequest(InstructionRequestBase):
 class ContractBalanceResponse(InstructionResponseBase):
     #
     assets: list[AssetsInfo]
+
+
+# ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ 查询账户损益资金流水
+class AccountIncomeInfo(BaseModel):
+    symbol: str
+    incomeType: int
+    income: float
+    time: int
+    subType: Optional[str] = None
+
+
+class AccountIncomeRequest(InstructionRequestBase):
+    # 交易对
+    symbol: Optional[str] = None
+    # 收益类型
+    incomeType: Optional[int] = None
+    # 起始时间
+    startTime: Optional[int] = None
+    # 结束时间
+    endTime: Optional[int] = None
+
+
+class AccountIncomeResponse(InstructionResponseBase):
+    income_list: list[AccountIncomeInfo]

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

@@ -54,3 +54,17 @@ class QueryPositionRequest(InstructionRequestBase):
 class QueryPositionResponse(InstructionResponseBase):
     #
     positions: list[PositionInfo]
+
+
+# ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ 查询未平仓合约数
+class QueryOpenInterestRequest(InstructionRequestBase):
+    # 交易对
+    symbol: str
+
+class QueryOpenInterestResponse(InstructionResponseBase):
+    # 交易对
+    symbol: str
+    # 未平仓合约数量(币)
+    open_interest: float
+    # 时间
+    time: int

kaq_quant_common/common/modules/limit_order_symbol_monitor.py

@@ -6,7 +6,7 @@ from kaq_quant_common.utils import yml_utils
 
 # 订单簿交易对监听器
 class LimitOrderSymbolMonitor(RedisTableMonitor):
-    def __init__(self, exchange: str, handler: callable = None, default_symbols=["BTCUSDT", "ETHUSDT"]):
+    def __init__(self, exchange: str, handler: callable = None, default_symbols=["BTCUSDT", "ETHUSDT"], table_name="kaq_all_futures_limit_order_symbols_config"):
         #
         self._exchange = exchange
         # 回调
@@ -17,7 +17,7 @@ class LimitOrderSymbolMonitor(RedisTableMonitor):
         self._str_value = None
 
         # 间隔1秒
-        super().__init__(table_name="kaq_all_futures_limit_order_symbols_config", interval=1)
+        super().__init__(table_name=table_name, interval=1)
 
         # 输出一下支持的交易对
         # self._logger.info(f"init {self._exchange} limit order support symbols: {self._support_symbols}")

{kaq_quant_common-0.1.86.dist-info → kaq_quant_common-0.1.88.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: kaq_quant_common
-Version: 0.1.86
+Version: 0.1.88
 Summary: 
 Author: kevinfuture
 Author-email: liuenbofuture@foxmail.com

{kaq_quant_common-0.1.86.dist-info → kaq_quant_common-0.1.88.dist-info}/RECORD

@@ -8,11 +8,11 @@ kaq_quant_common/api/rest/api_client_base.py,sha256=LYpqjjVGbVRVyP8qdmlgMelUtEY-
 kaq_quant_common/api/rest/api_server_base.py,sha256=URrvzerHIE6XQLERYFcFH1ftLbCYTz3sENAxFD0HWY0,4653
 kaq_quant_common/api/rest/instruction/helper/order_helper.py,sha256=q2opRLHrysvgqoFpAC70WNQpFJsbviHqjRldXj6tiMY,12267
 kaq_quant_common/api/rest/instruction/instruction_client.py,sha256=CI5RidyBN51qxq3NKNMIJGs3boCIt-EYN5bnn12ywIo,3489
-kaq_quant_common/api/rest/instruction/instruction_server_base.py,sha256=uKE0O_x3hC3595YCFbIZ2CDnmsk6V7b0dQ4J-5lvbI0,5279
+kaq_quant_common/api/rest/instruction/instruction_server_base.py,sha256=pq1wghAlgtm10aWz70-x1OAqtoRH3lBu-HsIuVRHkqY,6223
 kaq_quant_common/api/rest/instruction/models/__init__.py,sha256=fx5pnfcf9L5KvAqhsQBZkl9fUf9oABuroLGZqDNycpc,312
-kaq_quant_common/api/rest/instruction/models/account.py,sha256=3rdsEnEqaHWjQ3yHMZ4pOupfHqHMRZ_W5kxIxuRQoac,632
+kaq_quant_common/api/rest/instruction/models/account.py,sha256=Lj12EvWNxEt7k9dAKSsFhTJDmLX553duMRa5NroJW30,1375
 kaq_quant_common/api/rest/instruction/models/order.py,sha256=F941DPXlbsklpc8jHLaJ2nQZiUmjPt0zyL_bagijSzI,6847
-kaq_quant_common/api/rest/instruction/models/position.py,sha256=PGyZg_z4ZIB09BWl1uRtmePz8T3mzgrHSgpdN0ZKRzA,1268
+kaq_quant_common/api/rest/instruction/models/position.py,sha256=OqtfWWcpGhbijJbwJqERkeFxPiIkzdBnhPx5CfXj8W0,1744
 kaq_quant_common/api/rest/instruction/models/transfer.py,sha256=htjk4hb9THUZP4REW5gtyPdo850jHPtHPWFLPA2ERzo,775
 kaq_quant_common/api/ws/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 kaq_quant_common/api/ws/exchange/models.py,sha256=RPD5cDRQyISguTjO5Si1V5hJza8Uyr4u2EZEHNFtLb8,664
@@ -28,7 +28,7 @@ kaq_quant_common/common/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG
 kaq_quant_common/common/ddb_table_monitor.py,sha256=7Yihz_uGGujo_QqqPl45Gp8fwUMMw1auXx5egbzyYlE,3662
 kaq_quant_common/common/http_monitor.py,sha256=_yChiwfVv1c5g_lKgYUjWY40fX61BWVK8SL4kXwRfwk,2375
 kaq_quant_common/common/modules/limit_order_helper.py,sha256=Pbh1RHapr9D0Uacup5oQqeXgfI72zLAG2vZHEjPgoPY,2894
-kaq_quant_common/common/modules/limit_order_symbol_monitor.py,sha256=cizWXXqeHWYc0MM26qfDtSz9wFPMccAHBL0Fk_XfVGw,2853
+kaq_quant_common/common/modules/limit_order_symbol_monitor.py,sha256=TBK48qyeCSQvkfDMv3J_0UM7f3OuBRKRFYDcL9kG6Cs,2876
 kaq_quant_common/common/modules/limit_order_symbol_monitor_group.py,sha256=-H4Aw82DwP-OQ0xGF2csiVX7QSkeMu8tPusAzbQbd3Y,2314
 kaq_quant_common/common/monitor_base.py,sha256=E4EUMsO3adNltCDNRgxkvUSbTTfKOL9S1zzN3WkZvpU,2467
 kaq_quant_common/common/monitor_group.py,sha256=cNLD-vU6CI8_2u5oV_joxDavK64weaUD0UND1__Hfuo,2862
@@ -61,6 +61,6 @@ kaq_quant_common/utils/signal_utils.py,sha256=zBSyEltNTKqkQCsrETd47kEBb3Q_OWUBUn
 kaq_quant_common/utils/sqlite_utils.py,sha256=UDDFKfwL0N-jFifl40HdyOCENh2YQfW5so6hRaSJpv0,5722
 kaq_quant_common/utils/uuid_utils.py,sha256=pm_pnXpd8n9CI66x3A20cOEUiriJyqHaKGCeLrgkBxU,71
 kaq_quant_common/utils/yml_utils.py,sha256=gcKjb_-uuUajBGAl5QBPIZTg2wXm7qeeJvtHflj_zOE,4513
-kaq_quant_common-0.1.86.dist-info/METADATA,sha256=JrMd46r9p3OhQxZdmwf8h8izdgpEnQda9ZXzERdvo4o,1971
-kaq_quant_common-0.1.86.dist-info/WHEEL,sha256=zp0Cn7JsFoX2ATtOhtaFYIiE2rmFAD4OcMhtUki8W3U,88
-kaq_quant_common-0.1.86.dist-info/RECORD,,
+kaq_quant_common-0.1.88.dist-info/METADATA,sha256=PSIwKDKRmLOBp7-cSDBGeuswnKnaVSW3caeGSOP0E2k,1971
+kaq_quant_common-0.1.88.dist-info/WHEEL,sha256=zp0Cn7JsFoX2ATtOhtaFYIiE2rmFAD4OcMhtUki8W3U,88
+kaq_quant_common-0.1.88.dist-info/RECORD,,