kaq-quant-common 0.1.86__tar.gz → 0.1.88__tar.gz

{kaq_quant_common-0.1.86 → kaq_quant_common-0.1.88}/PKG-INFO

@@ -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 → kaq_quant_common-0.1.88}/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-0.1.88/kaq_quant_common/api/rest/instruction/models/account.py

@@ -0,0 +1,49 @@
+from enum import Enum
+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]
+
+
+# ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ 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-0.1.86 → kaq_quant_common-0.1.88}/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-0.1.86 → kaq_quant_common-0.1.88}/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 → kaq_quant_common-0.1.88}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "kaq_quant_common"
-version = "0.1.86"
+version = "0.1.88"
 description = ""
 authors = [
     {name = "kevinfuture",email = "liuenbofuture@foxmail.com"}

kaq_quant_common-0.1.86/kaq_quant_common/api/rest/instruction/models/account.py

@@ -1,24 +0,0 @@
-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]