class _Security(MyXmlObject):
# Id бумаги
secid = IntegerField('@secid')
# Внутренний код рынка
market = IntegerField('market')
# Код инструмента
seccode = StringField('seccode')
# Максимум купить (лотов)
max_buy = IntegerField('maxbuy')
# Максимум продать (лотов)
max_sell = IntegerField('maxsell')
class Quote(Entity):
"""
Глубина рынка по инструменту.
"""
ROOT_NAME = 'quote'
id = secid = IntegerField('@secid')
# Идентификатор режима торгов по умолчанию
board = StringField('board')
# Код инструмента
seccode = StringField('seccode')
# Цена
price = FloatField('price')
# Источник котировки (маркетмейкер)
source = StringField('source')
# Доходность облигаций
yld = IntegerField('yield')
# Количество бумаг к покупке
buy = IntegerField('buy')
# Количество бумаг к продаже
sell = IntegerField('sell')
class DetailVariable(XmlObject):
ROOT_NAME = '_'
function = StringField('@function')
def get_name(self):
return self.node.tag
def set_name(self, value):
self.node.tag = value
name = property(get_name, set_name)
class Instance(IdNode, OrderedXmlObject):
ROOT_NAME = 'instance'
ORDER = ('id', 'src')
src = StringField('@src')
def __eq__(self, other):
return self.src == other.src and self.id == other.id
def __hash__(self):
return hash((self.src, self.id))
class Text(XmlObject):
"""
<text> <!----------- Exactly one. Will be present wherever text can be defined. Contains a sequential list of string elements to be concatenated to form the text body.-->
<xpath function=""> <!------------ 0 or More. An xpath function whose result is a string. References a data model if used in a context where one exists. -->
<variable name=""/> <!------------ 0 or More. Variable for the localized string. Variable elements can support any child elements that <body> can. -->
</xpath>
<locale id=""> <!------------ 0 or More. A localized string. id can be referenced here or as a child-->
<id/> <!------------ At Most One. The id of the localized string (if not provided as an attribute -->
<argument key=""/> <!------------ 0 or More. Arguments for the localized string. Key is optional. Arguments can support any child elements that <body> can. -->
</locale>
</text>
"""
ROOT_NAME = 'text'
xpath = NodeField('xpath', Xpath)
xpath_function = StringField('xpath/@function')
locale = NodeField('locale', Locale)
locale_id = StringField('locale/@id')
class MarketOrderAbility(MyXmlObject):
"""
Возможность рыночных заявок.
"""
ROOT_NAME = 'marketord'
# Id бумаги
secid = IntegerField('@secid')
# Код бумаги
seccode = StringField('@seccode')
# Флаг доступности
permitted = SimpleBooleanField('@permit', 'yes', 'no')
class Entry(XmlObject):
ROOT_NAME = 'entry'
form = StringField('form')
command = NodeField('command', Command)
instances = NodeListField('instance', Instance)
datums = NodeListField('session/datum', SessionDatum)
stack = NodeField('stack', Stack)
assertions = NodeListField('assertions/assert', Assertion)
class AbstractResource(XmlObject):
LOCATION_TEMPLATE = 'resource/location[@authority="%s"]'
local = StringField(LOCATION_TEMPLATE % 'local', required=True)
remote = StringField(LOCATION_TEMPLATE % 'remote', required=True)
version = IntegerField('resource/@version')
id = StringField('resource/@id')
def __init__(self,
id=None,
version=None,
local=None,
remote=None,
**kwargs):
super(AbstractResource, self).__init__(**kwargs)
self.id = id
self.version = version
self.local = local
self.remote = remote
class _ValuePart(MyXmlObject):
# Регистр учёта
register = StringField('@register')
# Входящая денежная позиция
open_balance = FloatField('open_balance')
# Потрачено на покупки
bought = FloatField('bought')
# Выручка от продаж
sold = FloatField('sold')
# Исполнено
settled = FloatField('settled')
# Текущая денежная позиция
balance = FloatField('balance')
class SessionDatum(IdNode, OrderedXmlObject):
ROOT_NAME = 'datum'
ORDER = (
'id',
'nodeset',
'value',
'function',
'detail_select',
'detail_confirm',
'detail_persistent',
'detail_inline',
'autoselect',
)
nodeset = XPathField('@nodeset')
value = StringField('@value')
function = XPathField('@function')
detail_select = StringField('@detail-select')
detail_confirm = StringField('@detail-confirm')
detail_persistent = StringField('@detail-persistent')
detail_inline = StringField('@detail-inline')
autoselect = SimpleBooleanField('@autoselect', true="true", false="false")
class Entry(OrderedXmlObject, XmlObject):
ROOT_NAME = 'entry'
ORDER = ('form', 'command', 'instance', 'datums')
form = StringField('form')
command = NodeField('command', Command)
instances = NodeListField('instance', Instance)
datums = NodeListField('session/datum', SessionDatum)
queries = NodeListField('session/query', RemoteRequestQuery)
session_children = NodeListField('session/*', _wrap_session_datums)
all_datums = NodeListField(
'session/*[self::datum or self::instance-datum]', _wrap_session_datums)
stack = NodeField('stack', Stack)
assertions = NodeListField('assertions/assert', Assertion)
def require_instances(self, instances=(), instance_ids=()):
used = {(instance.id, instance.src) for instance in self.instances}
for instance in instances:
if 'remote' in instance.src:
continue
if (instance.id, instance.src) not in used:
self.instances.append(
# it's important to make a copy,
# since these can't be reused
Instance(id=instance.id, src=instance.src))
# make sure the first instance gets inserted
# right after the command
# once you "suggest" a placement to eulxml,
# it'll follow your lead and place the rest of them there too
if len(self.instances) == 1:
instance_node = self.node.find('instance')
command_node = self.node.find('command')
self.node.remove(instance_node)
self.node.insert(
self.node.index(command_node) + 1, instance_node)
covered_ids = {instance_id for instance_id, _ in used}
for instance_id in instance_ids:
if instance_id not in covered_ids:
raise UnknownInstanceError(
"Instance reference not recognized: {} in XPath \"{}\""
# to get xpath context to show in this error message
# make instance_id a unicode subclass with an xpath property
.format(instance_id, getattr(instance_id, 'xpath', "(XPath Unknown)")))
sorted_instances = sorted(self.instances,
key=lambda instance: instance.id)
if sorted_instances != self.instances:
self.instances = sorted_instances
class GraphTemplate(Template):
# TODO: Is there a way to specify a default/static value for form?
form = StringField('@form', choices=['graph'])
graph = NodeField('graph', Graph)
@classmethod
def build(cls,
form,
graph,
locale_config=None,
locale_series_config=None,
locale_annotation=None):
return cls(
form=form,
graph=Graph(
type=graph.graph_type,
series=[
Series(
nodeset=s.data_path,
x_function=s.x_function,
y_function=s.y_function,
radius_function=s.radius_function,
configuration=ConfigurationGroup(configs=([
# TODO: It might be worth wrapping
# these values in quotes (as appropriate)
# to prevent the user from having to
# figure out why their unquoted colors
# aren't working.
ConfigurationItem(id=k, xpath_function=v)
for k, v in s.config.items()
] + [
ConfigurationItem(
id=k, locale_id=locale_series_config(index, k))
for k, v in sorted(
s.locale_specific_config.items())
]))) for index, s in enumerate(graph.series)
],
configuration=ConfigurationGroup(configs=([
ConfigurationItem(id=k, xpath_function=v)
for k, v in graph.config.items()
] + [
ConfigurationItem(id=k, locale_id=locale_config(k))
for k, v in graph.locale_specific_config.items()
])),
annotations=[
Annotation(x=Text(xpath_function=a.x),
y=Text(xpath_function=a.y),
text=Text(locale_id=locale_annotation(i)))
for i, a in enumerate(graph.annotations)
]))
class Entry(OrderedXmlObject):
ROOT_NAME = 'entry'
ROOT_NAMESPACES = NS
ROOT_NS = NS['atom']
ORDER = ('category_term', 'title', 'id', 'updated', 'content',
'properties')
category_term = StringField('atom:category/@term')
title = StringField('atom:title')
id = EntryIdField('atom:id')
updated = UTCDateTimeField('atom:updated')
content = StringField('atom:content')
properties = NodeListField('apps:property', EntryProperty)
def __init__(self, node=None, context=None, **kwargs):
if node is None:
if 'category_term' not in kwargs:
kwargs['category_term'] = 'filter'
if 'title' not in kwargs:
kwargs['title'] = 'Mail Filter'
if 'content' not in kwargs:
kwargs['content'] = ''
super(Entry, self).__init__(node, context, **kwargs)
class ClientLimitsForts(Entity):
"""
Лимиты клиента на срочном рынке.
"""
ROOT_NAME = 'clientlimits'
# Идентификатор клиента
id = client = StringField('@client')
# стоимостной лимит открытых позиций (СЛОП срочн.рынок ММВБ)
cbplimit = FloatField('cbplimit')
# стоимостная оценка текущих чистых позиций (СОЧП срочн. рынок ММВБ)
cbplused = FloatField('cbplused')
# СОЧП с учетом активных заявок (срочный рынок ММВБ)
cbplplanned = FloatField('cbplplanned')
# Вар. маржа срочного рынка ММВБ
fob_varmargin = FloatField('fob_varmargin')
# Обеспеченность срочного портфеля (FORTS)
coverage = FloatField('coverage')
# Коэффициент ликвидности(FORTS)
liquidity_c = FloatField('liquidity_c')
# Доход(FORTS)
profit = FloatField('profit')
# Деньги текущие
money_current = FloatField('money_current')
# Деньги заблокированные
money_reserve = FloatField('money_reserve')
# Деньги свободные
money_free = FloatField('money_free')
# Премии по опционам(FORTS)
options_premium = FloatField('options_premium')
# Биржевой сбор(FORTS)
exchange_fee = FloatField('exchange_fee')
# Вар. маржа текущая (FORTS)
forts_varmargin = FloatField('forts_varmargin')
# Операционная маржа
varmargin = FloatField('varmargin')
# Перечисленная в пром.клиринге вариационная маржа(FORTS)
pclmargin = FloatField('pclmargin')
# Вар. маржа по опционам(FORTS)
options_vm = FloatField('options_vm')
# Лимит на покупку спот
spot_buy_limit = FloatField('spot_buy_limit')
# Лимит на покупку спот использованный
used_spot_buy_limit = FloatField('used_spot_buy_limit')
# Залоги текущие
collat_current = FloatField('collat_current')
# Залоги заблокированные
collat_blocked = FloatField('collat_blocked')
# Залоги свободные
collat_free = FloatField('collat_free')
class Trade(Entity):
"""
Сделка по инструменту на рынке (внешняя).
"""
ROOT_NAME = 'trade'
secid = IntegerField('@secid')
# Наименование борда
board = StringField('board')
# Код инструмента
seccode = StringField('seccode')
# Биржевой номер сделки
id = trade_no = IntegerField('tradeno')
# Время сделки
time = DateTimeField('time', TIME_FORMAT)
# Цена сделки
price = FloatField('price')
# Объём в лотах
quantity = IntegerField('quantity')
# Покупка (B) / Продажа (S)
buysell = StringField('buysell', choices=('B', 'S'))
open_interest = IntegerField('openinterest')
# Период торгов (O - открытие, N - торги, С - закрытие)
trade_period = StringField('period',
choices=('O', 'N', 'C', 'F', 'B', 'T', 'L'))
class Suite(XmlObject):
ROOT_NAME = 'suite'
version = IntegerField('@version')
xform_resources = NodeListField('xform', XFormResource)
locale_resources = NodeListField('locale', LocaleResource)
media_resources = NodeListField('locale', MediaResource)
details = NodeListField('detail', Detail)
entries = NodeListField('entry', Entry)
menus = NodeListField('menu', Menu)
fixtures = NodeListField('fixture', Fixture)
descriptor = StringField('@descriptor')
class QueryPrompt(DisplayNode):
ROOT_NAME = 'prompt'
key = StringField('@key')
appearance = StringField('@appearance', required=False)
receive = StringField('@receive', required=False)
hidden = BooleanField('@hidden', required=False)
input_ = StringField('@input', required=False)
default_value = StringField('@default', required=False)
allow_blank_value = BooleanField('@allow_blank_value', required=False)
exclude = StringField('@exclude', required=False)
required = StringField('@required', required=False)
itemset = NodeField('itemset', Itemset)
class Suite(OrderedXmlObject):
ROOT_NAME = 'suite'
ORDER = ('version', 'descriptor')
version = IntegerField('@version')
descriptor = StringField('@descriptor')
xform_resources = NodeListField('xform', XFormResource)
locale_resources = NodeListField('locale', LocaleResource)
media_resources = NodeListField('locale', MediaResource)
details = NodeListField('detail', Detail)
entries = NodeListField('entry', Entry)
menus = NodeListField('menu', Menu)
remote_requests = NodeListField('remote-request', RemoteRequest)
fixtures = NodeListField('fixture', Fixture)
class _ValuePart(MyXmlObject):
# Входящая позиция, штук
register = StringField('@register')
# Входящая позиция, штук
open_balance = IntegerField('open_balance')
# Куплено, штук
bought = IntegerField('bought')
# Продано, штук
sold = IntegerField('sold')
# Исполнено
settled = IntegerField('settled')
# Текущая позиция, штук
balance = IntegerField('balance')
# Заявлено купить, штук
buying = IntegerField('buying')
# Заявлено продать, штук
selling = IntegerField('selling')
class StopLoss(StopOrder):
"""Стоп лосс оредер"""
# Использование кредита
use_credit = SimpleBooleanField('stoploss/@usecredit', 'yes', 'no')
# Цена активации
activation_price = FloatField('stoploss/activationprice')
# Рыночное исполнение
bymarket = ItemField('bymarket')
# Защитное время удержания цены
# (когда цены на рынке лишь кратковременно достигают уровня цены активации,
# и вскоре возвращаются обратно)
guard_time = DateTimeField('stoploss/guardtime', TIME_FORMAT)
# Примечание
broker_ref = StringField('stoploss/brokerref')
# Количество лотов
quantity = IntegerField('stoploss/quantity')
# Цена исполнения (отменяет bymarket)
price = FloatField('stoploss/orderprice')
class Suite(OrderedXmlObject):
ROOT_NAME = 'suite'
ORDER = ('version', 'descriptor')
version = IntegerField('@version')
descriptor = StringField('@descriptor')
xform_resources = NodeListField('xform', XFormResource)
# releases_xform_resources = NodeListField('xform-update-info', ReleaseInfoXFormResource)
locale_resources = NodeListField('locale', LocaleResource)
media_resources = NodeListField('locale', MediaResource)
practice_user_restore_resources = NodeListField(
'user-restore', PracticeUserRestoreResource)
details = NodeListField('detail', Detail)
entries = NodeListField('entry', Entry)
menus = NodeListField('menu', Menu)
endpoints = NodeListField('endpoint', SessionEndpoint)
remote_requests = NodeListField('remote-request', RemoteRequest)
fixtures = NodeListField('fixture', Fixture)
class ClientLimitsTPlus(Entity):
"""
Максимальная покупка/продажа для Т+.
"""
ROOT_NAME = 'max_buy_sell_tplus'
# Идентификатор клиента
id = client = StringField('@client')
class _Security(MyXmlObject):
# Id бумаги
secid = IntegerField('@secid')
# Внутренний код рынка
market = IntegerField('market')
# Код инструмента
seccode = StringField('seccode')
# Максимум купить (лотов)
max_buy = IntegerField('maxbuy')
# Максимум продать (лотов)
max_sell = IntegerField('maxsell')
securities = NodeListField('security', _Security)
class ClientTrade(Entity):
"""
Клиентская сделка (т.е. успешно выполненная заявка).
"""
ROOT_NAME = 'trade'
# Id бумаги
secid = IntegerField('secid')
# Номер сделки на бирже
id = trade_no = IntegerField('tradeno')
# Номер заявки на бирже
order_no = IntegerField('orderno')
# Идентификатор борда
board = StringField('board')
# Код инструмента
seccode = StringField('seccode')
# Идентификатор клиента
client = StringField('client')
# B - покупка, S - продажа
buysell = StringField('buysell', choices=('B', 'S'))
# Время сделки
time = DateTimeField('time', TIME_FORMAT)
# Примечание
broker_ref = StringField('brokerref')
# Объем сделки
value = FloatField('value')
# Комиссия
commission = FloatField('comission')
# Цена
price = FloatField('price')
# Кол-во инструмента в сделках в штуках
items = IntegerField('items')
# Количество лотов
quantity = IntegerField('quantity')
# Доходность
yld = IntegerField('yield')
# НКД
accrued_int = FloatField('accruedint')
# тип сделки: ‘T’ – обычная ‘N’ – РПС ‘R’ – РЕПО ‘P’ – размещение
trade_type = StringField('tradetype', choices=('T', 'N', 'R', 'P'))
# Код поставки
settle_code = StringField('settlecode')
# Текущая позиция по инструменту
current_position = IntegerField('currentpos')
class BaseOrder(Entity):
"""
Базовый класс ордеров (обычных и стопов) с общими аттрибутами.
"""
# идентификатор транзакции сервера Transaq
id = IntegerField('@transactionid')
# Биржевой номер заявки
order_no = IntegerField('orderno')
# идентификатор бумаги
secid = IntegerField('secid')
# Идентификатор борда
board = StringField('board')
# Код инструмента
seccode = StringField('seccode')
# Цена
price = FloatField('price')
# Время регистрации заявки биржей
time = DateTimeField('time', TIME_FORMAT)
# Идентификатор клиента
client = StringField('client')
# Cтатус заявки
status = StringField('status')
# Покупка (B) / Продажа (S)
buysell = StringField('buysell', choices=('B', 'S'))
# Дата экспирации (только для ФОРТС)
exp_date = DateTimeField('expdate', TIME_FORMAT)
# Примечание
broker_ref = StringField('brokerref')
# Время регистрации заявки сервером Transaq (только для условных заявок)
accept_time = DateTimeField('accepttime', TIME_FORMAT)
# До какого момента действительно
valid_before = DateTimeField('validbefore', TIME_FORMAT)
# Количество лотов
quantity = IntegerField('quantity')
# Время снятия заявки, 0 для активных
withdraw_time = DateTimeField('withdrawtime', TIME_FORMAT)
withdraw_time.mapper = NullableDateTimeMapper(TIME_FORMAT)
# Сообщение биржи в случае отказа выставить заявку
result = StringField('result')
class ConfigurationItem(Text):
ROOT_NAME = "text"
id = StringField("@id")
class Detail(OrderedXmlObject, IdNode):
"""
<detail id="">
<title><text/></title>
<lookup action="" image="" name="">
<extra key="" value = "" />
<response key ="" />
</lookup>
<variables>
<__ function=""/>
</variables>
<field sort="">
<header form="" width=""><text/></header>
<template form="" width=""><text/></template>
</field>
</detail>
"""
ROOT_NAME = 'detail'
ORDER = ('title', 'lookup', 'details', 'fields')
nodeset = StringField('@nodeset')
print_template = StringField('@print-template')
title = NodeField('title/text', Text)
lookup = NodeField('lookup', Lookup)
fields = NodeListField('field', Field)
actions = NodeListField('action', Action)
details = NodeListField('detail', "self")
_variables = NodeField('variables', DetailVariableList)
relevant = StringField('@relevant')
def _init_variables(self):
if self._variables is None:
self._variables = DetailVariableList()
def get_variables(self):
self._init_variables()
return self._variables.variables
def set_variables(self, value):
self._init_variables()
self._variables.variables = value
variables = property(get_variables, set_variables)
def get_all_xpaths(self):
result = set()
if self.nodeset:
result.add(self.nodeset)
if self._variables:
for variable in self.variables:
result.add(variable.function)
if self.actions:
for action in self.actions:
for frame in action.stack.frames:
result.add(frame.if_clause)
for datum in getattr(frame, 'datums', []):
result.add(datum.value)
def _get_graph_config_xpaths(configuration):
result = set()
for config in configuration.configs:
result.add(config.xpath_function)
return result
for field in self.fields:
if field.template.form == 'graph':
s = etree.tostring(field.template.node)
template = load_xmlobject_from_string(s, xmlclass=GraphTemplate)
result.update(_get_graph_config_xpaths(template.graph.configuration))
for series in template.graph.series:
result.add(series.nodeset)
result.update(_get_graph_config_xpaths(series.configuration))
else:
result.add(field.header.text.xpath_function)
result.add(field.template.text.xpath_function)
for detail in self.details:
result.update(detail.get_all_xpaths())
result.discard(None)
return result
class Response(XmlObject):
ROOT_NAME = 'response'
key = StringField("@key")
class Extra(XmlObject):
ROOT_NAME = 'extra'
key = StringField("@key")
value = StringField("@value")
class Locale(XmlObject):
ROOT_NAME = 'locale'
id = StringField('@id')
child_id = NodeField('id', Id)
arguments = NodeListField('argument', LocaleArgument)
class AbstractTemplate(XmlObject):
form = StringField('@form', choices=['image', 'phone', 'address'])
width = IntegerField('@width')
text = NodeField('text', Text)
