webull-openapi-python-sdk 1.0.0__py3-none-any.whl

webull/data/__init__.py

@@ -0,0 +1,3 @@
+# coding=utf-8
+
+__version__ = '1.0.0'

webull/data/common/category.py

@@ -0,0 +1,26 @@
+# Copyright 2022 Webull
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# 	http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+# coding=utf-8
+
+from webull.core.common.easy_enum import EasyEnum
+
+class Category(EasyEnum):
+    US_STOCK = (1, 'US STOCK')
+    US_OPTION = (2, 'US OPTION')
+    HK_STOCK = (3, 'HK STOCK')
+    CRYPTO = (4, 'CRYPTO')
+    US_ETF = (5, 'US ETF')
+    HK_ETF = (6, 'HK ETF')
+    CN_STOCK = (7, "CN STOCK")

webull/data/common/connect_ack.py

@@ -0,0 +1,29 @@
+# Copyright 2022 Webull
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# 	http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+# coding=utf-8
+
+from webull.core.common.easy_enum import EasyEnum
+
+class ConnectAck(EasyEnum):
+    CONNECTION_SUCCESS = (0, 'Connection successful')
+    PROTOCOL_NOT_SUPPORTED = (1, 'Protocol not supported')
+    SESSION_ID_IS_BLANK = (2, 'session_id is blank')
+    AK_IS_BLANK = (3, 'AppKey is blank')
+    UNKNOWN_ERROR = (100, 'Unknown error')
+    INTERNAL_ERROR = (101, 'Internal error')
+    CONNECTION_AUTHENTICATED = (102, 'Connection already authenticated')
+    CONNECTION_AUTH_FAILED = (103, "Connection authentication failed")
+    AK_INVALID = (104, "Invalid AppKey")
+    CONNECTION_LIMIT_EXCEEDED = (105, "Connection limit exceeded")

webull/data/common/direction.py

@@ -0,0 +1,25 @@
+# Copyright 2022 Webull
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# 	http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+# coding=utf-8
+
+from webull.core.common.easy_enum import EasyEnum
+
+
+class Direction(EasyEnum):
+    B = (1, 'Buy(stocks are traded at the first set bid price)')
+    S = (2, 'Sell(stocks are traded at the first set ask price)')
+    G = (3, 'Buy(stocks are traded at a higher price than the first set bid price)')
+    L = (4, 'Sell(stocks are traded at a lower price than the first set ask price)')
+    N = (5, 'Neutral')

webull/data/common/exchange_code.py

@@ -0,0 +1,33 @@
+# Copyright 2022 Webull
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# 	http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+# coding=utf-8
+
+from webull.core.common.easy_enum import EasyEnum
+
+
+class ExchangeCode(EasyEnum):
+    HKG = (1, 'Hong Kong Stock Exchange')
+    NAS = (2, 'NASDAQ Capital Market')
+    NYSE = (3, 'New York Stock Exchange')
+    ASE = (4, 'NYSE MKT')
+    PSE = (5, 'NYSE Archipelago Exchange')
+    BAT = (6, 'BATS Exchanges')
+    NMS = (7, "NASDAQ Global Market")
+    NSQ = (8, "NASDAQ Global Select Market")
+    OTC = (9, "Over The Counter Bulletin Board")
+    PK = (10, "Pink Sheets")
+    OPRA = (11, "Option Pricing Reporting Authority")
+    CCC = (12, "Cryptocurrency")
+    HKW = (13, "Hong Kong Warrant Exchange")

webull/data/common/exercise_style.py

@@ -0,0 +1,22 @@
+# Copyright 2022 Webull
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# 	http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+# coding=utf-8
+
+from webull.core.common.easy_enum import EasyEnum
+
+
+class ExerciseStyle(EasyEnum):
+    AMERICAN = (1, 'American Options')
+    EUROPEAN = (2, 'European Options')

webull/data/common/expiration_cycle.py

@@ -0,0 +1,26 @@
+# Copyright 2022 Webull
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# 	http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+# coding=utf-8
+
+from webull.core.common.easy_enum import EasyEnum
+
+
+class ExpirationCycle(EasyEnum):
+    DAILY = (1, 'day')
+    WEEKLY = (2, 'week')
+    MONTHLY = (3, 'month')
+    QUATERLY = (4, 'season')
+    END_OF_MONTH = (5, 'end of month')
+    YEARLY = (6, 'year')

webull/data/common/instrument_status.py

@@ -0,0 +1,23 @@
+# Copyright 2022 Webull
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# 	http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+# coding=utf-8
+
+from webull.core.common.easy_enum import EasyEnum
+
+
+class InstrumentStatus(EasyEnum):
+    ACTIVE = (1, 'trading status')
+    INACTIVE = (2, 'non-transactional status')
+    HALTED = (3, 'suspended status')

webull/data/common/option_type.py

@@ -0,0 +1,20 @@
+# Copyright 2022 Webull
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# 	http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+# coding=utf-8
+
+from webull.core.common.easy_enum import EasyEnum
+class OptionType(EasyEnum):
+    CALL = (1, "call")
+    PUT = (2, "put")

webull/data/common/subscribe_type.py

@@ -0,0 +1,22 @@
+# Copyright 2022 Webull
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# 	http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+# coding=utf-8
+from webull.core.common.easy_enum import EasyEnum
+
+
+class SubscribeType(EasyEnum):
+    QUOTE = (0, "QUOTE")
+    SNAPSHOT = (1, "SNAPSHOT")
+    TICK = (2, "TICK")

webull/data/common/timespan.py

@@ -0,0 +1,29 @@
+# Copyright 2022 Webull
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# 	http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+# coding=utf-8
+
+from webull.core.common.easy_enum import EasyEnum
+class Timespan(EasyEnum):
+    M1 = (1, "1 minute")
+    M5 = (2, "5 minute")
+    M15 = (3, "15 minute")
+    M30 = (4, "30 minute")
+    M60 = (5, "60 minute")
+    M120 = (6, "120 minute")
+    M240 = (7, "240 minute")
+    D = (8, "1 day")
+    W = (9, "1 week")
+    M = (10, "1 month")
+    Y = (11, "1 year")

webull/data/data_client.py

@@ -0,0 +1,35 @@
+# Copyright 2022 Webull
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# 	http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+import logging
+import sys
+
+from webull.core.http.initializer.client_initializer import ClientInitializer
+from webull.data.quotes.instrument import Instrument
+from webull.data.quotes.market_data import MarketData
+
+
+class DataClient:
+    def __init__(self, api_client):
+        self._init_logger(api_client)
+        ClientInitializer.initializer(api_client)
+        self.instrument = Instrument(api_client)
+        self.market_data = MarketData(api_client)
+
+    def _init_logger(self, api_client):
+        # No logger configured, using default console and local file logging.
+        if not getattr(api_client, '_stream_logger_set', False) and not getattr(api_client, '_file_logger_set', False):
+            log_format = '%(thread)d %(asctime)s %(name)s %(levelname)s %(message)s'
+            log_file_path = 'webull_data_sdk.log'
+            api_client.set_stream_logger(stream=sys.stdout, format_string=log_format)
+            api_client.set_file_logger(path=log_file_path, log_level=logging.INFO, format_string=log_format)

webull/data/data_streaming_client.py

@@ -0,0 +1,89 @@
+# Copyright 2022 Webull
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# 	http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+# coding=utf-8
+
+from webull.data.internal.quotes_client import QuotesClient, LOG_ERR
+from webull.data.quotes.market_streaming_data import MarketDataStreaming
+from webull.data.quotes.subscribe.payload_type import PAYLOAD_TYPE_QUOTE, PAYLOAD_TYPE_SHAPSHOT, PAYLOAD_TYPE_TICK
+from webull.data.quotes.subscribe.quote_decoder import QuoteDecoder
+from webull.data.quotes.subscribe.snapshot_decoder import SnapshotDecoder
+from webull.data.quotes.subscribe.tick_decoder import TickDecoder
+
+
+class DataStreamingClient(QuotesClient):
+    def __init__(self, app_key, app_secret, region_id, session_id, http_host=None,  mqtt_host=None, mqtt_port=1883, tls_enable=True, transport="tcp",
+                 retry_policy=None):
+        super().__init__(app_key, app_secret, region_id, session_id,
+                         http_host=http_host,
+                         mqtt_host=mqtt_host,
+                         mqtt_port=mqtt_port,
+                         tls_enable=tls_enable,
+                         transport=transport, retry_policy=retry_policy)
+        self._subscribe_success = None
+        self._connect_success = None
+        self.on_quotes_subscribe = None
+        self._on_subscribe_success = None
+        # default decoder
+        self.register_payload_decoder(PAYLOAD_TYPE_QUOTE, QuoteDecoder())
+        self.register_payload_decoder(PAYLOAD_TYPE_SHAPSHOT, SnapshotDecoder())
+        self.register_payload_decoder(PAYLOAD_TYPE_TICK, TickDecoder())
+
+    @property
+    def on_connect_success(self):
+        return self.on_quotes_subscribe
+
+    @on_connect_success.setter
+    def on_connect_success(self, func):
+        self._connect_success = True
+        with self._callback_mutex:
+            self.on_quotes_subscribe = func
+
+    @property
+    def on_subscribe_success(self):
+        return self._on_subscribe_success
+
+    @on_subscribe_success.setter
+    def on_subscribe_success(self, func):
+        self._subscribe_success = True
+        with self._callback_mutex:
+            self._on_subscribe_success = func
+
+    def subscribe(self, symbols, category, sub_types, depth=None, overnight_required=None):
+        market_data_streaming = MarketDataStreaming(self.api_client)
+        response = market_data_streaming.subscribe(self.quotes_session_id, symbols, category, sub_types, depth, overnight_required)
+        if response.status_code == 200:
+            _on_subscribe_success = self._on_subscribe_success
+            if _on_subscribe_success:
+                try:
+                    _on_subscribe_success(self, self.api_client, self.quotes_session_id)
+                except Exception as e:
+                    self._easy_log(LOG_ERR, 'Caught exception in on_subscribe_success: %s', e)
+                    raise
+
+    def unsubscribe(self, symbols=None, category=None, sub_types=None, unsubscribe_all=False):
+        market_data_streaming = MarketDataStreaming(self.api_client)
+        market_data_streaming.unsubscribe(self.quotes_session_id, symbols, category, sub_types, unsubscribe_all)
+
+    def get_connect_success(self):
+        return self._connect_success
+
+    def get_subscribe_success(self):
+        return self._subscribe_success
+
+    def get_session_id(self):
+        return self.quotes_session_id
+
+    def easy_log(self, level, msg, *args):
+        self._easy_log(level, msg, *args)

webull/data/internal/default_retry_policy.py

@@ -0,0 +1,84 @@
+# Copyright 2022 Webull
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# 	http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+# coding=utf-8
+
+from webull.core.retry.backoff_strategy import FixedDelayStrategy
+from webull.core.exception import error_code
+from webull.core.retry.retry_condition import RetryCondition, ClientException, MaxRetryTimesCondition, \
+    MergeAndRetryCondition, MergeRetryCondition
+from webull.core.retry.retry_policy import RetryPolicy
+from webull.core.retry.retry_policy_context import RetryPolicyContext
+
+
+class QuotesRetryPolicyContext(RetryPolicyContext):
+    def __init__(self, exception, retries_attempted, rc_code):
+        super().__init__(None, exception, retries_attempted, None)
+        self.rc_code = rc_code
+
+    def __str__(self):
+        return "exception:%s, retries:%s, rc_code:%s" % (self.exception, self.retries_attempted, self.rc_code)
+
+class RetryOnRcCodeCondition(RetryCondition):
+    DEFAULT_RETRYABLE_RC_CODE_LIST = [
+        3,
+        5,
+    ]
+
+    def __init__(self, retryable_rc_code_list=None):
+        if retryable_rc_code_list:
+            self.retryable_rc_code_list = retryable_rc_code_list
+        else:
+            self.retryable_rc_code_list = self.DEFAULT_RETRYABLE_RC_CODE_LIST
+
+    def should_retry(self, retry_policy_context):
+        if retry_policy_context.rc_code in self.retryable_rc_code_list:
+            return RetryCondition.RETRY
+        else:
+            return RetryCondition.NO_RETRY
+
+
+class RetryOnExceptionCondition(RetryCondition):
+    def __init__(self):
+        RetryCondition.__init__(self)
+
+    def should_retry(self, retry_policy_context):
+        exception = retry_policy_context.exception
+        if exception:
+            if isinstance(exception, ClientException):
+                if exception.get_error_code() == error_code.SDK_HTTP_ERROR:
+                    return RetryCondition.RETRY
+                else:
+                    return RetryCondition.NO_RETRY
+            return RetryCondition.RETRY
+        return RetryCondition.NO_RETRY
+
+class DefaultQuotesRetryCondition(RetryCondition):
+    def __init__(self, max_retry_times=-1):
+        RetryCondition.__init__(self)
+        if max_retry_times < 0:
+            _conditions = []
+        else:
+            _conditions = [MaxRetryTimesCondition(max_retry_times)]
+        _merge_and_cnd = MergeAndRetryCondition(
+            [RetryOnRcCodeCondition(), RetryOnExceptionCondition()])
+        _conditions.append(_merge_and_cnd)
+        self._condition = MergeRetryCondition(_conditions)
+
+    def should_retry(self, retry_policy_context):
+        return self._condition.should_retry(retry_policy_context)
+
+class DefaultQuotesRetryPolicy(RetryPolicy):
+    def __init__(self, max_retry_times=-1, fixed_delay=10000):
+        RetryPolicy.__init__(self, DefaultQuotesRetryCondition(max_retry_times), FixedDelayStrategy(fixed_delay))

webull/data/internal/exceptions.py

@@ -0,0 +1,60 @@
+# Copyright 2022 Webull
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# 	http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+from webull.data.common.connect_ack import ConnectAck
+
+
+# coding=utf-8
+
+class ConnectException(Exception):
+    def __init__(self, rc_code, msg=""):
+        Exception.__init__(self)
+        self.error_code = rc_code
+        self.error_msg = msg
+
+    def get_error_code(self):
+        return self.error_code
+
+    def get_error_msg(self):
+        return self.error_msg
+
+    def __str__(self):
+        return "rc code: %s, msg: %s" % (self.error_code, self.error_msg)
+
+
+class ExitedException(ConnectException):
+    def __init__(self):
+        ConnectException.__init__(
+            self, 0, "exited exception which used to stop processing manually")
+
+
+class LoopException(Exception):
+    def __init__(self, loop_code, msg=""):
+        Exception.__init__(self)
+        self.error_code = loop_code
+        self.error_msg = msg
+
+    def get_error_code(self):
+        return self.error_code
+
+    def get_error_msg(self):
+        return self.error_msg
+
+    def __str__(self):
+        error_msg = self.error_msg
+        if not error_msg:
+            ack = ConnectAck.from_code(self.error_code)
+            if ack is not None:
+                error_msg = ack.value[1]
+        return "loop ack code: %s, msg: %s" % (self.error_code, error_msg)