kaq-quant-common 0.2.17__py3-none-any.whl → 0.2.18__py3-none-any.whl

kaq_quant_common/api/rest/instruction/instruction_client.py

@@ -1,6 +1,6 @@
 # 定义 客户端
 import time
-from typing import Type, TypeVar, Callable, Optional
+from typing import Callable, Optional, Type, TypeVar
 
 from kaq_quant_common.api.rest.api_client_base import ApiClientBase
 from kaq_quant_common.api.rest.instruction.models import (
@@ -8,6 +8,10 @@ from kaq_quant_common.api.rest.instruction.models import (
 from kaq_quant_common.api.rest.instruction.models.account import (
     AccountIncomeRequest, AccountIncomeResponse, ContractBalanceRequest,
     ContractBalanceResponse)
+from kaq_quant_common.api.rest.instruction.models.kline import (KlineRequest,
+                                                                KlineResponse)
+from kaq_quant_common.api.rest.instruction.models.loan import (
+    QueryFlexibleLoanAssetRequest, QueryFlexibleLoanAssetResponse)
 from kaq_quant_common.api.rest.instruction.models.order import (
     AllOpenOrdersRequest, AllOpenOrdersResponse, CancelOrderRequest,
     CancelOrderResponse, ChangeLeverageRequest, ChangeLeverageResponse,
@@ -89,6 +93,14 @@ class InstructionClient(ApiClientBase):
     def query_open_interest(self, request: QueryOpenInterestRequest) -> QueryOpenInterestResponse:
         return self._make_request("query_open_interest", request, QueryOpenInterestResponse)
 
+    # k线
+    def kline(self, request: KlineRequest) -> KlineResponse:
+        return self._make_request("kline", request, KlineResponse)
+    
+    # 查询活期借币种数据
+    def query_flexible_loan_asset(self, request: QueryFlexibleLoanAssetRequest) -> QueryFlexibleLoanAssetResponse:
+        return self._make_request("query_flexible_loan_asset", request, QueryFlexibleLoanAssetResponse)
+
     # ==================== 异步方法 ====================
     
     async def _make_request_async(self, method: str, request: InstructionRequestBase, response_model: Type[R]) -> R:
@@ -152,6 +164,14 @@ class InstructionClient(ApiClientBase):
     async def query_open_interest_async(self, request: QueryOpenInterestRequest) -> QueryOpenInterestResponse:
         return await self._make_request_async("query_open_interest", request, QueryOpenInterestResponse)
 
+    # 异步k线
+    async def kline_async(self, request: KlineRequest) -> KlineResponse:
+        return await self._make_request_async("kline", request, KlineResponse)
+
+    # 异步查询活期借币种数据
+    async def query_flexible_loan_asset_async(self, request: QueryFlexibleLoanAssetRequest) -> QueryFlexibleLoanAssetResponse:
+        return await self._make_request_async("query_flexible_loan_asset", request, QueryFlexibleLoanAssetResponse)
+
     # ==================== 回调方法 ====================
     
     def _make_request_callback(
@@ -285,4 +305,22 @@ class InstructionClient(ApiClientBase):
         on_success: Optional[Callable[[QueryOpenInterestResponse], None]] = None,
         on_error: Optional[Callable[[Exception], None]] = None
     ) -> None:
-        self._make_request_callback("query_open_interest", request, QueryOpenInterestResponse, on_success, on_error)
+        self._make_request_callback("query_open_interest", request, QueryOpenInterestResponse, on_success, on_error)
+    
+    # 回调k线
+    def kline_callback(
+        self, 
+        request: KlineRequest, 
+        on_success: Optional[Callable[[KlineResponse], None]] = None,
+        on_error: Optional[Callable[[Exception], None]] = None
+    ) -> None:
+        self._make_request_callback("kline", request, KlineResponse, on_success, on_error)
+
+    # 回调查询活期借币种数据
+    def query_flexible_loan_asset_callback(
+        self, 
+        request: QueryFlexibleLoanAssetRequest, 
+        on_success: Optional[Callable[[QueryFlexibleLoanAssetResponse], None]] = None,
+        on_error: Optional[Callable[[Exception], None]] = None
+    ) -> None:
+        self._make_request_callback("query_flexible_loan_asset", request, QueryFlexibleLoanAssetResponse, on_success, on_error)

kaq_quant_common/api/rest/instruction/instruction_server_base.py

@@ -4,31 +4,38 @@ 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.helper.mock_order_helper import \
-    MockOrderHelper
-from kaq_quant_common.api.rest.instruction.helper.commission_helper import \
-    CommissionHelper
-from kaq_quant_common.api.rest.instruction.models import \
-    InstructionResponseBase
+from kaq_quant_common.api.rest.instruction.helper.commission_helper import CommissionHelper
+from kaq_quant_common.api.rest.instruction.helper.mock_order_helper import MockOrderHelper
+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 (
-    AccountIncomeRequest, AccountIncomeResponse, ContractBalanceRequest,
-    ContractBalanceResponse)
+    AccountIncomeRequest,
+    AccountIncomeResponse,
+    ContractBalanceRequest,
+    ContractBalanceResponse,
+)
+from kaq_quant_common.api.rest.instruction.models.kline import KlineRequest, KlineResponse
+from kaq_quant_common.api.rest.instruction.models.loan import QueryFlexibleLoanAssetRequest, QueryFlexibleLoanAssetResponse
 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 \
-    KaqQuantMysqlRepository
-from kaq_quant_common.resources.kaq_redis_resources import \
-    KaqQuantRedisRepository
+    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 KaqQuantMysqlRepository
+from kaq_quant_common.resources.kaq_redis_resources import KaqQuantRedisRepository
 
 
 class InstructionServerBase(ApiServerBase, ApiInterface, ABC):
@@ -71,44 +78,28 @@ class InstructionServerBase(ApiServerBase, ApiInterface, ABC):
         直接在父类处理，子类无需重写
         """
         ret = OrderResponse(orders=[])
-        
+
         # 遍历所有订单
         for order in request.orders:
             # 获取模拟成交价
             mock_fill_price = order.current_price
-            
+
             # 从commission_helper获取手续费率，如果获取失败使用默认值0.0005
-            mock_fee_rate = self._commission_helper.get_taker_commission_rate(
-                symbol=order.symbol,
-                default_rate=0.0005
-            )
-            
+            mock_fee_rate = self._commission_helper.get_taker_commission_rate(symbol=order.symbol, default_rate=0.0005)
+
             # 使用mock_order_helper处理
             try:
-                self._mock_order_helper.process_order(
-                    order=order,
-                    mock_fill_price=mock_fill_price,
-                    mock_fee_rate=mock_fee_rate
-                )
+                self._mock_order_helper.process_order(order=order, mock_fill_price=mock_fill_price, mock_fee_rate=mock_fee_rate)
                 # 成功的订单
                 from kaq_quant_common.api.rest.instruction.models.order import OpenedOrderInfo
-                ret.orders.append(
-                    OpenedOrderInfo(
-                        order_id=order.order_id,
-                        symbol=order.symbol
-                    )
-                )
+
+                ret.orders.append(OpenedOrderInfo(order_id=order.order_id, symbol=order.symbol))
             except Exception as e:
                 self._logger.error(f"Mock order failed: {e}")
                 from kaq_quant_common.api.rest.instruction.models.order import OpenedOrderInfo
-                ret.orders.append(
-                    OpenedOrderInfo(
-                        order_id=order.order_id,
-                        symbol=order.symbol,
-                        message=str(e)
-                    )
-                )
-        
+
+                ret.orders.append(OpenedOrderInfo(order_id=order.order_id, symbol=order.symbol, message=str(e)))
+
         return ret
 
     # 修改订单
@@ -145,22 +136,32 @@ 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)
-    
+
     # 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)
 
+    # 查询K线
+    @api_method(KlineRequest, KlineResponse)
+    def kline(self, request: KlineRequest) -> KlineResponse:
+        return self._on_kline(request)
+
+    # 查询活期借币种数据
+    @api_method(QueryFlexibleLoanAssetRequest, QueryFlexibleLoanAssetResponse)
+    def query_flexible_loan_asset(self, request: QueryFlexibleLoanAssetRequest) -> QueryFlexibleLoanAssetResponse:
+        return self._on_query_flexible_loan_asset(request)
+
     # ↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓↓ abstract methods
 
     @abstractmethod
@@ -205,4 +206,12 @@ class InstructionServerBase(ApiServerBase, ApiInterface, ABC):
 
     @abstractmethod
     def _on_query_open_interest(self, request: QueryOpenInterestRequest) -> QueryOpenInterestResponse:
-        pass
+        pass
+
+    # TODO@abstractmethod
+    def _on_kline(self, request: KlineRequest) -> KlineResponse:
+        pass
+
+    # TODO@abstractmethod
+    def _on_query_flexible_loan_asset(self, request: QueryFlexibleLoanAssetRequest) -> QueryFlexibleLoanAssetResponse:
+        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/kline.py

@@ -0,0 +1,60 @@
+from enum import Enum
+from typing import Optional
+
+from . import InstructionRequestBase, InstructionResponseBase
+from pydantic import BaseModel
+
+
+# k线数据
+class KlineData(BaseModel):
+    # 时间戳-秒
+    time: int
+    # 开盘价
+    open: float
+    # 最高价
+    high: float
+    # 最低价
+    low: float
+    # 收盘价
+    close: float
+    # 成交量
+    volume: float
+
+
+# 间隔枚举
+class KlineInterval(str, Enum):
+    ONE_MINUTE = "1m"
+    THREE_MINUTE = "3m"
+    FIVE_MINUTE = "5m"
+    FIFTEEN_MINUTE = "15m"
+    THIRTY_MINUTE = "30m"
+    ONE_HOUR = "1h"
+    TWO_HOUR = "2h"
+    FOUR_HOUR = "4h"
+    SIX_HOUR = "6h"
+    EIGHT_HOUR = "8h"
+    TWELVE_HOUR = "12h"
+    ONE_DAY = "1d"
+    THREE_DAY = "3d"
+    ONE_WEEK = "1w"
+    ONE_MONTH = "1M"
+
+
+class KlineRequest(InstructionRequestBase):
+    # 交易对
+    symbol: str
+    # 间隔
+    interval: KlineInterval
+    # 开始时间-毫秒
+    start_time: Optional[int] = None
+    # 结束时间-毫秒
+    end_time: Optional[int] = None
+    # 返回数量
+    limit: Optional[int] = None
+    # 是否现货
+    spot: Optional[bool] = None
+
+
+class KlineResponse(InstructionResponseBase):
+    # k线数据
+    data: list[KlineData]

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

kaq_quant_common/api/ws/exchange/models.py

@@ -1,23 +1,23 @@
-from typing import Optional
-
-from pydantic import BaseModel
-
-
-class FundingRateEvent(BaseModel):
-    # 使用毫秒时间戳，保持与现有事件风格一致
-    event_time: int
-    exchange_symbol: Optional[str] = None
-    exchange: Optional[str] = None
-    symbol: Optional[str] = None
-    open_rate: Optional[float] = None
-    close_rate: Optional[float] = None
-    high_rate: Optional[float] = None
-    low_rate: Optional[float] = None
-    # 毫秒时间戳
-    close_time: Optional[int] = None
-    # 毫秒时间戳
-    next_event_time: Optional[int] = None
-
-    # 兼容表中其他字段
-    id: Optional[str] = None
-    ctimestamp: Optional[str] = None
+from typing import Optional
+
+from pydantic import BaseModel
+
+
+class FundingRateEvent(BaseModel):
+    # 使用毫秒时间戳，保持与现有事件风格一致
+    event_time: int
+    exchange_symbol: Optional[str] = None
+    exchange: Optional[str] = None
+    symbol: Optional[str] = None
+    open_rate: Optional[float] = None
+    close_rate: Optional[float] = None
+    high_rate: Optional[float] = None
+    low_rate: Optional[float] = None
+    # 毫秒时间戳
+    close_time: Optional[int] = None
+    # 毫秒时间戳
+    next_event_time: Optional[int] = None
+
+    # 兼容表中其他字段
+    id: Optional[str] = None
+    ctimestamp: Optional[str] = None