def parse_order(item):
contract_fields = {}
order_fields = {}
for key, value in item.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
tag = ORDER_FIELD_MAPPINGS[key] if key in ORDER_FIELD_MAPPINGS else key
if tag in CONTRACT_FIELDS:
contract_fields[tag] = value
else:
order_fields[tag] = value
contract_id = contract_fields.get('contract_id')
symbol = contract_fields.get('symbol')
currency = contract_fields.get('currency')
sec_type = contract_fields.get('sec_type')
exchange = contract_fields.get('exchange')
origin_symbol = contract_fields.get('origin_symbol')
local_symbol = contract_fields.get('local_symbol')
expiry = contract_fields.get('expiry')
strike = contract_fields.get('strike')
put_call = contract_fields.get('right')
multiplier = contract_fields.get('multiplier')
contract = Contract(symbol, currency, contract_id=contract_id, sec_type=sec_type, exchange=exchange,
origin_symbol=origin_symbol, local_symbol=local_symbol, expiry=expiry,
strike=strike, put_call=put_call, multiplier=multiplier)
account = order_fields.get('account')
action = order_fields.get('action')
order_type = order_fields.get('order_type')
quantity = order_fields.get('quantity')
limit_price = order_fields.get('limit_price')
aux_price = order_fields.get('aux_price')
trail_stop_price = order_fields.get('trail_stop_price')
trailing_percent = order_fields.get('trailing_percent')
percent_offset = order_fields.get('percent_offset')
time_in_force = order_fields.get('time_in_force')
outside_rth = order_fields.get('outside_rth')
filled = order_fields.get('filled')
avg_fill_price = order_fields.get('avg_fill_price')
commission = order_fields.get('commission')
realized_pnl = order_fields.get('realized_pnl')
id = order_fields.get('id')
order_id = order_fields.get('order_id')
parent_id = order_fields.get('parent_id')
status = OrdersResponse.get_status(order_fields.get('status'))
order = Order(account, contract, action, order_type, quantity, limit_price=limit_price, aux_price=aux_price,
trail_stop_price=trail_stop_price, trailing_percent=trailing_percent,
percent_offset=percent_offset, time_in_force=time_in_force, outside_rth=outside_rth,
filled=filled, avg_fill_price=avg_fill_price, commission=commission,
realized_pnl=realized_pnl, id=id, order_id=order_id, parent_id=parent_id)
if 'order_time' in order_fields:
order.order_time = order_fields.get('order_time')
if 'trade_time' in order_fields:
order.trade_time = order_fields.get('trade_time')
order.status = status
return order
def parse_response_content(self, response_content):
response = super(ContractsResponse, self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data:
data_json = json.loads(self.data)
if 'items' in data_json:
for item in data_json['items']:
contract_fields = {}
for key, value in item.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
tag = CONTRACT_FIELD_MAPPINGS[key] if key in CONTRACT_FIELD_MAPPINGS else key
if tag in CONTRACT_FIELDS:
contract_fields[tag] = value
contract_id = contract_fields.get('contract_id')
symbol = contract_fields.get('symbol')
currency = contract_fields.get('currency')
sec_type = contract_fields.get('sec_type')
exchange = contract_fields.get('exchange')
origin_symbol = contract_fields.get('origin_symbol')
local_symbol = contract_fields.get('local_symbol')
expiry = contract_fields.get('expiry')
strike = contract_fields.get('strike')
right = contract_fields.get('right')
multiplier = contract_fields.get('multiplier')
contract = Contract(symbol, currency, contract_id=contract_id, sec_type=sec_type, exchange=exchange,
origin_symbol=origin_symbol, local_symbol=local_symbol, expiry=expiry,
strike=strike, right=right, multiplier=multiplier)
self.contracts.append(contract)
def parse_response_content(self, response_content):
response = super(ContractsResponse, self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data:
data_json = self.data if isinstance(self.data, dict) else json.loads(self.data)
if 'items' in data_json:
for item in data_json['items']:
contract_fields = {}
for key, value in item.items():
if value is None:
continue
tag = CONTRACT_FIELD_MAPPINGS[key] if key in CONTRACT_FIELD_MAPPINGS else key
if tag in CONTRACT_FIELDS:
contract_fields[tag] = value
contract_id = contract_fields.get('contract_id')
symbol = contract_fields.get('symbol')
currency = contract_fields.get('currency')
sec_type = contract_fields.get('sec_type')
exchange = contract_fields.get('exchange')
origin_symbol = contract_fields.get('origin_symbol')
local_symbol = contract_fields.get('local_symbol')
expiry = contract_fields.get('expiry')
strike = contract_fields.get('strike')
put_call = contract_fields.get('right')
multiplier = contract_fields.get('multiplier')
name = contract_fields.get('name')
short_margin = contract_fields.get('short_margin')
short_fee_rate = contract_fields.get('short_fee_rate')
shortable = contract_fields.get('shortable')
long_initial_margin = contract_fields.get('long_initial_margin')
long_maintenance_margin = contract_fields.get('long_maintenance_margin')
contract_month = contract_fields.get('contract_month')
identifier = contract_fields.get('identifier')
primary_exchange = contract_fields.get('primary_exchange')
market = contract_fields.get('market')
min_tick = contract_fields.get('min_tick')
trading_class = contract_fields.get('trading_class')
status = contract_fields.get('status')
continuous = contract_fields.get('continuous')
trade = contract_fields.get('trade')
last_trading_date = contract_fields.get('last_trading_date')
first_notice_date = contract_fields.get('first_notice_date')
last_bidding_close_time = contract_fields.get('last_bidding_close_time')
contract = Contract(symbol, currency, contract_id=contract_id, sec_type=sec_type, exchange=exchange,
origin_symbol=origin_symbol, local_symbol=local_symbol, expiry=expiry,
strike=strike, put_call=put_call, multiplier=multiplier, name=name,
short_margin=short_margin, short_fee_rate=short_fee_rate, shortable=shortable,
long_initial_margin=long_initial_margin, contract_month=contract_month,
long_maintenance_margin=long_maintenance_margin, identifier=identifier,
primary_exchange=primary_exchange, market=market, min_tick=min_tick,
trading_class=trading_class, status=status, continuous=continuous, trade=trade,
last_trading_date=last_trading_date, first_notice_date=first_notice_date,
last_bidding_close_time=last_bidding_close_time)
self.contracts.append(contract)
def future_contract(symbol,
currency,
expiry,
multiplier=None,
local_symbol=None):
return Contract(symbol,
currency,
sec_type='FUT',
expiry=expiry,
multiplier=multiplier,
local_symbol=local_symbol)
def option_contract(identifier, multiplier=100, currency='USD'):
symbol, expiry, put_call, strike = extract_option_info(identifier)
if expiry and '-' in expiry:
expiry = expiry.replace('-', '')
return Contract(symbol,
currency,
sec_type='OPT',
expiry=expiry,
strike=strike,
put_call=put_call,
multiplier=multiplier)
def stock_contract(symbol,
currency,
local_symbol=None,
exchange=None,
contract_id=None):
return Contract(symbol,
currency,
sec_type='STK',
local_symbol=local_symbol,
exchange=exchange,
contract_id=contract_id)
def _parse_transactions(self, item_dict):
trans = Transaction()
contract = Contract()
for k, v in item_dict.items():
map_k = FIELD_MAPPINGS.get(k, k)
if map_k in CONTRACT_FIELDS:
setattr(contract, map_k, v)
else:
setattr(trans, map_k, v)
trans.contract = contract
return trans
def parse_response_content(self, response_content):
response = super(PositionsResponse, self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data:
data_json = json.loads(self.data)
if 'items' in data_json:
for item in data_json['items']:
contract_fields = {}
position_fields = {}
for key, value in item.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
tag = POSITION_FIELD_MAPPINGS[key] if key in POSITION_FIELD_MAPPINGS else key
if tag in CONTRACT_FIELDS:
contract_fields[tag] = value
else:
position_fields[tag] = value
contract_id = contract_fields.get('contract_id')
symbol = contract_fields.get('symbol')
currency = contract_fields.get('currency')
sec_type = contract_fields.get('sec_type')
exchange = contract_fields.get('exchange')
origin_symbol = contract_fields.get('origin_symbol')
local_symbol = contract_fields.get('local_symbol')
expiry = contract_fields.get('expiry')
strike = contract_fields.get('strike')
right = contract_fields.get('right')
multiplier = contract_fields.get('multiplier')
contract = Contract(symbol, currency, contract_id=contract_id, sec_type=sec_type,
exchange=exchange, origin_symbol=origin_symbol, local_symbol=local_symbol,
expiry=expiry, strike=strike, right=right, multiplier=multiplier)
account = position_fields.get('account')
quantity = position_fields.get('quantity')
average_cost = position_fields.get('average_cost')
market_price = position_fields.get('market_price')
market_value = position_fields.get('market_value')
realized_pnl = position_fields.get('realized_pnl')
unrealized_pnl = position_fields.get('unrealized_pnl')
position = Position(account, contract, quantity, average_cost=average_cost,
market_price=market_price, market_value=market_value,
realized_pnl=realized_pnl, unrealized_pnl=unrealized_pnl)
self.positions.append(position)
def future_option_contract(symbol,
currency,
expiry,
strike,
put_call,
multiplier=None,
local_symbol=None,
contract_id=None):
return Contract(symbol,
currency,
sec_type='FOP',
expiry=expiry,
strike=strike,
put_call=put_call,
multiplier=multiplier,
local_symbol=local_symbol,
contract_id=contract_id)
def option_contract_by_symbol(symbol,
expiry,
strike,
put_call,
currency,
multiplier=100,
local_symbol=None,
contract_id=None):
return Contract(symbol,
currency,
sec_type='OPT',
expiry=expiry,
strike=strike,
put_call=put_call,
multiplier=multiplier,
local_symbol=local_symbol,
contract_id=contract_id)
def parse_response_content(self, response_content):
response = super(ContractsResponse, self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data:
data_json = self.data if isinstance(self.data, dict) else json.loads(self.data)
if 'items' in data_json:
for item in data_json['items']:
contract_fields = {}
for key, value in item.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
tag = CONTRACT_FIELD_MAPPINGS[key] if key in CONTRACT_FIELD_MAPPINGS else key
if tag in CONTRACT_FIELDS:
contract_fields[tag] = value
contract_id = contract_fields.get('contract_id')
symbol = contract_fields.get('symbol')
currency = contract_fields.get('currency')
sec_type = contract_fields.get('sec_type')
exchange = contract_fields.get('exchange')
origin_symbol = contract_fields.get('origin_symbol')
local_symbol = contract_fields.get('local_symbol')
expiry = contract_fields.get('expiry')
strike = contract_fields.get('strike')
put_call = contract_fields.get('right')
multiplier = contract_fields.get('multiplier')
name = contract_fields.get('name')
short_margin = contract_fields.get('short_margin')
short_fee_rate = contract_fields.get('short_fee_rate')
shortable = contract_fields.get('shortable')
long_initial_margin = contract_fields.get('long_initial_margin')
long_maintenance_margin = contract_fields.get('long_maintenance_margin')
contract_month = contract_fields.get('contract_month')
identifier = contract_fields.get('identifier')
contract = Contract(symbol, currency, contract_id=contract_id, sec_type=sec_type, exchange=exchange,
origin_symbol=origin_symbol, local_symbol=local_symbol, expiry=expiry,
strike=strike, put_call=put_call, multiplier=multiplier, name=name,
short_margin=short_margin, short_fee_rate=short_fee_rate, shortable=shortable,
long_initial_margin=long_initial_margin, contract_month=contract_month,
long_maintenance_margin=long_maintenance_margin, identifier=identifier)
self.contracts.append(contract)
def cash_contract(symbol, currency, local_symbol=None):
return Contract(symbol, currency, sec_type='CASH', local_symbol=local_symbol)
def future_contract(symbol, currency, expiry=None, exchange=None, contract_month=None, multiplier=None, local_symbol=None):
return Contract(symbol, currency, sec_type='FUT', expiry=expiry, exchange=exchange, contract_month=contract_month,
multiplier=multiplier, local_symbol=local_symbol)
def option_contract(symbol, currency, expiry, strike, right, multiplier=100, local_symbol=None, contract_id=None):
return Contract(symbol, currency, sec_type='OPT', expiry=expiry, strike=strike, right=right,
multiplier=multiplier, local_symbol=local_symbol, contract_id=contract_id)
def iopt_contract_by_symbol(symbol, expiry, strike, put_call, local_symbol, multiplier=100, currency='HKD',
contract_id=None):
"""港股牛熊证"""
return Contract(symbol, currency=currency, sec_type=SecurityType.IOPT.value, expiry=expiry, strike=strike,
put_call=put_call, local_symbol=local_symbol, multiplier=multiplier, contract_id=contract_id)
def parse_order(item, secret_key=None):
contract_fields = {}
order_fields = {}
for key, value in item.items():
if value is None:
continue
tag = ORDER_FIELD_MAPPINGS[
key] if key in ORDER_FIELD_MAPPINGS else key
if tag in CONTRACT_FIELDS:
contract_fields[tag] = value
else:
order_fields[tag] = value
contract_id = contract_fields.get('contract_id')
symbol = contract_fields.get('symbol')
currency = contract_fields.get('currency')
sec_type = contract_fields.get('sec_type')
exchange = contract_fields.get('exchange')
origin_symbol = contract_fields.get('origin_symbol')
local_symbol = contract_fields.get('local_symbol')
expiry = contract_fields.get('expiry')
strike = contract_fields.get('strike')
put_call = contract_fields.get('right')
multiplier = contract_fields.get('multiplier')
identifier = contract_fields.get('identifier')
contract = Contract(symbol,
currency,
contract_id=contract_id,
sec_type=sec_type,
exchange=exchange,
origin_symbol=origin_symbol,
local_symbol=local_symbol,
expiry=expiry,
strike=strike,
put_call=put_call,
multiplier=multiplier,
identifier=identifier)
account = order_fields.get('account')
action = order_fields.get('action')
order_type = order_fields.get('order_type')
quantity = order_fields.get('quantity')
limit_price = order_fields.get('limit_price')
aux_price = order_fields.get('aux_price')
trail_stop_price = order_fields.get('trail_stop_price')
trailing_percent = order_fields.get('trailing_percent')
percent_offset = order_fields.get('percent_offset')
time_in_force = order_fields.get('time_in_force')
outside_rth = order_fields.get('outside_rth')
filled = order_fields.get('filled')
avg_fill_price = order_fields.get('avg_fill_price')
commission = order_fields.get('commission')
realized_pnl = order_fields.get('realized_pnl')
id_ = order_fields.get('id')
order_id = order_fields.get('order_id')
parent_id = order_fields.get('parent_id')
status = get_order_status(order_fields.get('status'))
algo_params = AlgoParams.from_tags(order_fields.get('algo_params'))
liquidation = order_fields.get('liquidation')
algo_strategy = order_fields.get('algo_strategy')
discount = order_fields.get('discount')
order = Order(account,
contract,
action,
order_type,
quantity,
limit_price=limit_price,
aux_price=aux_price,
trail_stop_price=trail_stop_price,
trailing_percent=trailing_percent,
percent_offset=percent_offset,
time_in_force=time_in_force,
outside_rth=outside_rth,
filled=filled,
avg_fill_price=avg_fill_price,
commission=commission,
realized_pnl=realized_pnl,
id=id_,
order_id=order_id,
parent_id=parent_id,
algo_params=algo_params,
liquidation=liquidation,
algo_strategy=algo_strategy,
discount=discount)
if 'order_time' in order_fields:
order.order_time = order_fields.get('order_time')
if 'trade_time' in order_fields:
order.trade_time = order_fields.get('trade_time')
if 'reason' in order_fields:
order.reason = order_fields.get('reason')
if secret_key is not None:
order.secret_key = secret_key
order.status = status
return order
