webull-openapi-python-sdk 1.0.9__tar.gz → 1.1.0__tar.gz

{webull_openapi_python_sdk-1.0.9 → webull_openapi_python_sdk-1.1.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: webull-openapi-python-sdk
-Version: 1.0.9
+Version: 1.1.0
 Summary: Webull Python SDK.
 Home-page: 
 Author: Webull

webull_openapi_python_sdk-1.1.0/samples/data/data_client_event.py

@@ -0,0 +1,52 @@
+# 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.common.category import Category
+from webull.core.client import ApiClient
+from webull.data.data_client import DataClient
+
+optional_api_endpoint = "<api_endpoint>"
+your_app_key = "<your_app_key>"
+your_app_secret = "<your_app_secret>"
+region_id = "<region_id>"
+# The token_dir parameter can be used to specify the directory for storing the 2FA token. Both absolute and relative paths are supported and this option has the highest priority.
+# Alternatively, the storage directory can be configured via an environment variable with the key WEBULL_OPENAPI_TOKEN_DIR, which also supports both absolute and relative paths.
+# If neither is specified, the default configuration will be used, and the token will be stored at conf/token.txt under the current working directory.
+# token_dir = "<your_token_dir>"
+# api_client.set_token_dir(token_dir)
+
+api_client = ApiClient(your_app_key, your_app_secret, region_id)
+api_client.add_endpoint(region_id, optional_api_endpoint)
+
+
+if __name__ == '__main__':
+    data_client = DataClient(api_client)
+
+    res = data_client.instrument.get_event_series("ECONOMICS")
+    if res.status_code == 200:
+        print('get_event_series:', res.json())
+
+    res = data_client.instrument.get_event_instrument("KXGDP")
+    if res.status_code == 200:
+        print('get_event_instrument:', res.json())
+
+    res = data_client.event_market_data.get_event_snapshot("KXRATECUTCOUNT-25DEC31-T10", Category.US_EVENT.name)
+    if res.status_code == 200:
+        print('get_event_snapshot:', res.json())
+
+    res = data_client.event_market_data.get_event_depth("KXRATECUTCOUNT-25DEC31-T10", Category.US_EVENT.name)
+    if res.status_code == 200:
+        print('get_event_depth:', res.json())

webull_openapi_python_sdk-1.1.0/samples/data/data_streaming_client_event.py

@@ -0,0 +1,66 @@
+# 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
+
+import logging
+import uuid
+from logging.handlers import TimedRotatingFileHandler
+
+from webull.data.common.category import Category
+from webull.data.common.subscribe_type import SubscribeType
+from webull.data.data_streaming_client import DataStreamingClient
+
+your_app_key = "</your_app_key>"
+your_app_secret = "</your_app_secret>"
+optional_api_endpoint = "</optional_quotes_endpoint>"
+optional_quotes_endpoint = "</optional_quotes_endpoint>"
+region_id = '<region_id>'
+# The token_dir parameter can be used to specify the directory for storing the 2FA token. Both absolute and relative paths are supported and this option has the highest priority.
+# Alternatively, the storage directory can be configured via an environment variable with the key WEBULL_OPENAPI_TOKEN_DIR, which also supports both absolute and relative paths.
+# If neither is specified, the default configuration will be used, and the token will be stored at conf/token.txt under the current working directory.
+# token_dir = "<your_token_dir>"
+# data_streaming_client.set_token_dir(token_dir)
+
+session_id = uuid.uuid4().hex
+data_streaming_client = DataStreamingClient(your_app_key, your_app_secret, region_id, session_id,
+                                    http_host=optional_api_endpoint,
+                                    mqtt_host=optional_quotes_endpoint)
+
+if __name__ == '__main__':
+    def my_connect_success_func(client, api_client, quotes_session_id):
+        print("connect success with session_id:%s" % quotes_session_id)
+        # subscribe
+        symbols = ['KXNHLGAME-26JAN21ANACOL-ANA', 'KXNBAGAME-26JAN20LACCHI-LAC']
+        sub_types = [SubscribeType.QUOTE.name, SubscribeType.SNAPSHOT.name]
+        client.subscribe(symbols, Category.US_EVENT.name, sub_types)
+
+    def my_quotes_message_func(client, topic, quotes):
+        print("receive message: topic:%s, quotes:%s" % (topic, quotes))
+
+    def my_subscribe_success_func(client, api_client, quotes_session_id):
+        print("subscribe success with session_id:%s" % quotes_session_id)
+
+
+    # set connect success callback func
+    data_streaming_client.on_connect_success = my_connect_success_func
+    # set quotes receiving callback func
+    data_streaming_client.on_quotes_message = my_quotes_message_func
+    # set subscribe success callback func
+    data_streaming_client.on_subscribe_success = my_subscribe_success_func
+
+    # the sync mode, blocking in current thread
+    data_streaming_client.connect_and_loop_forever()
+
+

{webull_openapi_python_sdk-1.0.9 → webull_openapi_python_sdk-1.1.0}/samples/trade/trade_client_v3.py

@@ -454,4 +454,67 @@ if __name__ == '__main__':
     # get futures order history
     res = trade_client.order_v3.get_order_history(account_id, page_size=10)
     if res.status_code == 200:
-        print('get order history res:', res.json())
+        print('get order history res:', res.json())
+
+    # ============================================================
+    # Algo Order Example
+    # ============================================================
+    alog_client_order_id = uuid.uuid4().hex
+    print('client order id:', alog_client_order_id)
+    new_normal_equity_orders = [
+        {
+            "combo_type": "NORMAL",
+            "client_order_id": alog_client_order_id,
+            "symbol": "AAPL",
+            "instrument_type": "EQUITY",
+            "market": "US",
+            "order_type": "LIMIT",
+            "limit_price": "188",
+            "quantity": "1",
+            "support_trading_session": "N",
+            "side": "BUY",
+            "time_in_force": "DAY",
+            "entrust_type": "QTY",
+            "algo_start_time": "16:00:00",
+            "algo_end_time": "23:00:00",
+            "target_vol_percent": "10",
+            "algo_type": "POV"
+        }
+    ]
+
+    res = trade_client.order_v3.preview_order(account_id, new_normal_equity_orders)
+    if res.status_code == 200:
+        print('preview algo order res:', res.json())
+
+    res = trade_client.order_v3.place_order(account_id, new_normal_equity_orders)
+    if res.status_code == 200:
+        print('place algo order res:', res.json())
+    sleep(3)
+
+    replace_normal_equity_orders = [
+        {
+            "client_order_id": alog_client_order_id,
+            "quantity": "100",
+            "limit_price": "200"
+        }
+    ]
+    res = trade_client.order_v3.replace_order(account_id, replace_normal_equity_orders)
+    if res.status_code == 200:
+        print('replace algo order res:', res.json())
+    sleep(3)
+
+    res = trade_client.order_v3.cancel_order(account_id, alog_client_order_id)
+    if res.status_code == 200:
+        print('cancel algo order res:', res.json())
+
+    res = trade_client.order_v3.get_order_open(account_id=account_id)
+    if res.status_code == 200:
+        print("order_open_res=" + json.dumps(res.json(), indent=4))
+
+    res = trade_client.order_v3.get_order_history(account_id)
+    if res.status_code == 200:
+        print('get order history res:', res.json())
+
+    res = trade_client.order_v3.get_order_detail(account_id, alog_client_order_id)
+    if res.status_code == 200:
+        print('get order detail res:', res.json())

webull_openapi_python_sdk-1.1.0/samples/trade/trade_client_v3_event.py

@@ -0,0 +1,102 @@
+# 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 json
+import uuid
+from time import sleep
+
+from webull.core.client import ApiClient
+from webull.trade.trade_client import TradeClient
+
+optional_api_endpoint = "<api_endpoint>"
+your_app_key = "<your_app_key>"
+your_app_secret = "<your_app_secret>"
+region_id = "<region_id>"
+account_id = "<your_account_id>"
+# The token_dir parameter can be used to specify the directory for storing the 2FA token. Both absolute and relative paths are supported and this option has the highest priority.
+# Alternatively, the storage directory can be configured via an environment variable with the key WEBULL_OPENAPI_TOKEN_DIR, which also supports both absolute and relative paths.
+# If neither is specified, the default configuration will be used, and the token will be stored at conf/token.txt under the current working directory.
+# token_dir = "<your_token_dir>"
+# api_client.set_token_dir(token_dir)
+
+api_client = ApiClient(your_app_key, your_app_secret, region_id)
+api_client.add_endpoint(region_id, optional_api_endpoint)
+
+
+if __name__ == '__main__':
+    trade_client = TradeClient(api_client)
+
+    res = trade_client.account_v2.get_account_list()
+    if res.status_code == 200:
+        print('get account list:', res.json())
+
+    res = trade_client.account_v2.get_account_balance(account_id)
+    if res.status_code == 200:
+        print('get account balance res:', res.json())
+
+    res = trade_client.account_v2.get_account_position(account_id)
+    if res.status_code == 200:
+        print('get account position res:', res.json())
+
+    # normal event order
+    normal_event_client_order_id = uuid.uuid4().hex
+    print('event client order id:', normal_event_client_order_id)
+    new_normal_event_orders = [
+        {
+            "combo_type": "NORMAL",
+            "client_order_id": normal_event_client_order_id,
+            "instrument_type": "EVENT",
+            "market": "US",
+            "symbol": "KXRATECUTCOUNT-25DEC31-T9",
+            "order_type": "LIMIT",
+            "entrust_type": "QTY",
+            "time_in_force": "DAY",
+            "side": "BUY",
+            "quantity": "1",
+            "limit_price": "0.1",
+            "event_outcome": "yes"
+        }
+    ]
+
+    res = trade_client.order_v3.preview_order(account_id, new_normal_event_orders)
+    if res.status_code == 200:
+        print('preview normal event order res:', res.json())
+
+    res = trade_client.order_v3.place_order(account_id, new_normal_event_orders)
+    if res.status_code == 200:
+        print('place normal event order res:', res.json())
+    sleep(3)
+
+    # normal event order replace
+    replace_normal_event_orders = [
+        {
+            "client_order_id": normal_event_client_order_id,
+            "quantity": "10",
+            "limit_price": "0.1"
+        }
+    ]
+    res = trade_client.order_v3.replace_order(account_id, replace_normal_event_orders)
+    if res.status_code == 200:
+        print('replace normal event order res:', res.json())
+    sleep(3)
+
+    # normal event order cancel
+    res = trade_client.order_v3.cancel_order(account_id, normal_event_client_order_id)
+    if res.status_code == 200:
+        print('cancel normal event order res:', res.json())
+
+    # get event order detail
+    res = trade_client.order_v3.get_order_detail(account_id, normal_event_client_order_id)
+    if res.status_code == 200:
+        print('get event order detail res:', res.json())

{webull_openapi_python_sdk-1.0.9 → webull_openapi_python_sdk-1.1.0}/samples/trade/trade_event_client.py

@@ -14,7 +14,8 @@
 
 import logging
 
-from webull.trade.events.types import ORDER_STATUS_CHANGED, EVENT_TYPE_ORDER
+from webull.trade.events.types import ORDER_STATUS_CHANGED, EVENT_TYPE_ORDER, EVENT_TYPE_POSITION, \
+    POSITION_STATUS_CHANGED
 from webull.trade.trade_events_client import TradeEventsClient
 
 your_app_key = "<your_app_key>"
@@ -32,6 +33,8 @@ def my_on_events_message(event_type, subscribe_type, payload, raw_message):
     if EVENT_TYPE_ORDER == event_type and ORDER_STATUS_CHANGED == subscribe_type:
         print('----request_id:%s----' % payload['request_id'])
         print(payload)
+    if EVENT_TYPE_POSITION == event_type and POSITION_STATUS_CHANGED == subscribe_type:
+        print('event payload:%s' % payload)
 
 if __name__ == '__main__':
 

webull_openapi_python_sdk-1.1.0/webull/__init__.py

@@ -0,0 +1 @@
+__version__ = '1.1.0'

{webull_openapi_python_sdk-1.0.9 → webull_openapi_python_sdk-1.1.0}/webull/core/__init__.py

@@ -1,4 +1,4 @@
-__version__ = '1.0.9'
+__version__ = '1.1.0'
 
 import logging
 

webull_openapi_python_sdk-1.1.0/webull/data/__init__.py

@@ -0,0 +1,3 @@
+# coding=utf-8
+
+__version__ = '1.1.0'

{webull_openapi_python_sdk-1.0.9 → webull_openapi_python_sdk-1.1.0}/webull/data/common/category.py

@@ -25,3 +25,4 @@ class Category(EasyEnum):
     CN_STOCK = (7, "CN STOCK")
     US_CRYPTO = (8, "US CRYPTO")
     US_FUTURES = (12, "US FUTURES")
+    US_EVENT = (13, "US EVENT")

{webull_openapi_python_sdk-1.0.9 → webull_openapi_python_sdk-1.1.0}/webull/data/data_client.py

@@ -19,6 +19,7 @@ import sys
 
 from webull.core.http.initializer.client_initializer import ClientInitializer
 from webull.data.quotes.crypto_market_data import CryptoMarketData
+from webull.data.quotes.event_market_data import EventMarketData
 from webull.data.quotes.futures_market_data import FuturesMarketData
 from webull.data.quotes.instrument import Instrument
 from webull.data.quotes.market_data import MarketData
@@ -32,6 +33,7 @@ class DataClient:
         self.market_data = MarketData(api_client)
         self.crypto_market_data = CryptoMarketData(api_client)
         self.futures_market_data = FuturesMarketData(api_client)
+        self.event_market_data = EventMarketData(api_client)
 
     def _init_logger(self, api_client):
         # No logger configured, using default console and local file logging.

{webull_openapi_python_sdk-1.0.9 → webull_openapi_python_sdk-1.1.0}/webull/data/data_streaming_client.py

@@ -16,7 +16,10 @@
 
 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.event_depth_decoder import EventDepthDecoder
+from webull.data.quotes.subscribe.event_snapshot_decoder import EventSnapshotDecoder
+from webull.data.quotes.subscribe.payload_type import PAYLOAD_TYPE_QUOTE, PAYLOAD_TYPE_SHAPSHOT, PAYLOAD_TYPE_TICK, \
+    PAYLOAD_TYPE_EVENT_SHAPSHOT, PAYLOAD_TYPE_EVENT_DEPTH
 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
@@ -39,6 +42,8 @@ class DataStreamingClient(QuotesClient):
         self.register_payload_decoder(PAYLOAD_TYPE_QUOTE, QuoteDecoder())
         self.register_payload_decoder(PAYLOAD_TYPE_SHAPSHOT, SnapshotDecoder())
         self.register_payload_decoder(PAYLOAD_TYPE_TICK, TickDecoder())
+        self.register_payload_decoder(PAYLOAD_TYPE_EVENT_DEPTH, EventDepthDecoder())
+        self.register_payload_decoder(PAYLOAD_TYPE_EVENT_SHAPSHOT, EventSnapshotDecoder())
 
     @property
     def on_connect_success(self):

webull_openapi_python_sdk-1.1.0/webull/data/quotes/event_market_data.py

@@ -0,0 +1,50 @@
+# 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.category import Category
+from webull.data.request.get_event_depth_request import GetEventDepthRequest
+from webull.data.request.get_event_snapshot_request import GetEventSnapshotRequest
+
+class EventMarketData:
+    def __init__(self, api_client):
+        self.client = api_client
+
+    def get_event_snapshot(self, symbols, category=Category.US_EVENT.name):
+        """
+        Get real-time market snapshot data for a event instrument. Price unit is based on usd_cent.
+
+        :param symbols: Symbol of the event market, supports JSON array format, multiple symbols separated by commas; maximum 100 symbols per query.
+        :param category: default is US_EVENT, currently only US_EVENT is supported.
+        """
+        snapshot_request = GetEventSnapshotRequest()
+        snapshot_request.set_symbols(symbols)
+        snapshot_request.set_category(category)
+        response = self.client.get_response(snapshot_request)
+        return response
+
+    def get_event_depth(self, symbol, category=Category.US_EVENT.name, depth=10):
+        """
+        Get the current order book for a specific event instrument.
+        The order book shows all active bid orders for both yes and no sides of a binary market.
+        It returns yes bids and no bids only (no asks are returned). Price unit is based on usd_cent.
+
+        :param symbol:Symbol of the event market.
+        :param category: default is US_EVENT, currently only US_EVENT is supported.
+        :param depth: Depth of buying and selling orders, default 10 levels, etc.
+        """
+        quote_request = GetEventDepthRequest()
+        quote_request.set_symbol(symbol)
+        quote_request.set_category(category)
+        quote_request.set_depth(depth)
+        response = self.client.get_response(quote_request)
+        return response

{webull_openapi_python_sdk-1.0.9 → webull_openapi_python_sdk-1.1.0}/webull/data/quotes/instrument.py

@@ -12,6 +12,8 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 from webull.data.common.category import Category
+from webull.data.request.get_event_instrument_request import GetEventInstrumentRequest
+from webull.data.request.get_event_series_request import GetEventSeriesRequest
 from webull.data.request.get_instruments_request import GetInstrumentsRequest
 from webull.data.request.get_crypto_instruments_request import GetCryptoInstrumentsRequest
 from webull.data.request.get_futures_instruments_request import GetFuturesInstrumentsRequest
@@ -108,3 +110,44 @@ class Instrument:
             futures_instrument_request.set_contract_type(contract_type)
         response = self.client.get_response(futures_instrument_request)
         return response
+
+    def get_event_series(self, category, last_instrument_id=None, page_size=500):
+        """
+        Retrieve multiple series with specified filters.
+        A series represents a template for recurring events that follow the same format and rules (e.g., “Monthly Jobs Report” ).
+        This endpoint allows you to browse and discover available series templates by category.
+
+        :param category: The category which this series belongs to.Allowed values:
+                        ECONOMICS, FINANCIALS, POLITICS, ENTERTAINMENT, SCIENCE_TECHNOLOGY,
+                        CLIMATE_WEATHER, TRANSPORTATION, CRYPTO, SPORTS
+        :param last_instrument_id: Last series id for pagination.
+        :param page_size: Page size, default 500.
+        """
+
+        event_series_request = GetEventSeriesRequest()
+        event_series_request.set_category(category)
+        if last_instrument_id:
+            event_series_request.set_last_instrument_id(last_instrument_id)
+        event_series_request.set_page_size(page_size)
+        response = self.client.get_response(event_series_request)
+        return response
+
+    def get_event_instrument(self, series_symbol, expiration_date_after=None, last_instrument_id=None, page_size=500):
+        """
+        Retrieve profile information for event contract markets based on the series symbol.
+
+        :param series_symbol: Symbol that identifies this series.
+        :param expiration_date_after: Used to filter items whose expiration date is later than a specified date; the default selection is the current day (inclusive).
+        :param last_instrument_id: Last series id for pagination.
+        :param page_size: Page size, default 500.
+        """
+
+        event_instrument_request = GetEventInstrumentRequest()
+        event_instrument_request.set_series_symbol(series_symbol)
+        if expiration_date_after:
+            event_instrument_request.set_expiration_date_after(expiration_date_after)
+        if last_instrument_id:
+            event_instrument_request.set_last_instrument_id(last_instrument_id)
+        event_instrument_request.set_page_size(page_size)
+        response = self.client.get_response(event_instrument_request)
+        return response

{webull_openapi_python_sdk-1.0.9 → webull_openapi_python_sdk-1.1.0}/webull/data/quotes/subscribe/ask_bid_result.py

@@ -22,11 +22,11 @@ class AskBidResult:
         self.price = Decimal(ask_bid.price) if ask_bid.price else None
         self.size = ask_bid.size
         self.order = []
-        if ask_bid.order:
+        if hasattr(ask_bid, 'order') and ask_bid.order:
             for order in ask_bid.order:
                 self.order.append(Order(order))
         self.broker = []
-        if ask_bid.broker:
+        if hasattr(ask_bid, 'broker') and ask_bid.broker:
             for broker in ask_bid.broker:
                 self.broker.append(Broker(broker))
 
@@ -43,7 +43,13 @@ class AskBidResult:
         return self.broker
 
     def __repr__(self):
-        return "price:%s,size:%s,order:%s,broker:%s" % (self.price, self.size, self.order, self.broker)
+        result = f"price:{self.price},size:{self.size}"
+        # 可选字段
+        if self.order:
+            result += f",order:{str(self.order)}"
+        if self.broker:
+            result += f",broker:{str(self.broker)}"
+        return result
 
     def __str__(self):
         return self.__repr__()

webull_openapi_python_sdk-1.1.0/webull/data/quotes/subscribe/event_depth_decoder.py

@@ -0,0 +1,27 @@
+# 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.quotes.subscribe.message_pb2 import EventQuote
+from webull.data.quotes.subscribe.event_depth_result import EventDepthResult
+from webull.data.internal.quotes_payload_decoder import BaseQuotesPayloadDecoder
+
+class EventDepthDecoder(BaseQuotesPayloadDecoder):
+    def __init__(self):
+        super().__init__()
+
+    def parse(self, payload):
+        eventQuote = EventQuote()
+        eventQuote.ParseFromString(payload)
+        return EventDepthResult(eventQuote)

webull_openapi_python_sdk-1.1.0/webull/data/quotes/subscribe/event_depth_result.py

@@ -0,0 +1,46 @@
+# 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.quotes.subscribe.basic_result import BasicResult
+from webull.data.quotes.subscribe.ask_bid_result import AskBidResult
+
+
+class EventDepthResult:
+    def __init__(self, pb_event_depth):
+        self.basic = BasicResult(pb_event_depth.basic)
+        self.yes_bids = []
+        if pb_event_depth.yes_bids:
+            for bid in pb_event_depth.yes_bids:
+                self.yes_bids.append(AskBidResult(bid))
+        self.no_bids = []
+        if pb_event_depth.no_bids:
+            for bid in pb_event_depth.no_bids:
+                self.no_bids.append(AskBidResult(bid))
+
+    def get_basic(self):
+        return self.basic
+
+    def get_yes_bids(self):
+        return self.yes_bids
+
+    def get_no_bids(self):
+        return self.no_bids
+
+    def __repr__(self):
+        return "basic: %s,yes_bids:%s,no_bids:%s" % (self.basic, self.yes_bids, self.no_bids)
+
+    def __str__(self):
+        return self.__repr__()

webull_openapi_python_sdk-1.1.0/webull/data/quotes/subscribe/event_snapshot_decoder.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.data.quotes.subscribe.message_pb2 import EventSnapshot
+from webull.data.quotes.subscribe.event_snapshot_result import EventSnapshotResult
+from webull.data.internal.quotes_payload_decoder import BaseQuotesPayloadDecoder
+
+
+
+class EventSnapshotDecoder(BaseQuotesPayloadDecoder):
+    def __init__(self):
+        super().__init__()
+
+    def parse(self, payload):
+        eventSnapshot = EventSnapshot()
+        eventSnapshot.ParseFromString(payload)
+        return EventSnapshotResult(eventSnapshot)