def place_order(self, order):
params = PlaceModifyOrderParams()
params.account = order.account
params.contract = order.contract
params.action = order.action
params.order_type = order.order_type
params.order_id = order.order_id
params.quantity = order.quantity
params.limit_price = order.limit_price
params.aux_price = order.aux_price
params.trail_stop_price = order.trail_stop_price
params.trailing_percent = order.trailing_percent
params.percent_offset = order.percent_offset
params.time_in_force = order.time_in_force
params.outside_rth = order.outside_rth
request = OpenApiRequest(PLACE_ORDER, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OrderIdResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.order_id == order.order_id
else:
raise ApiException(response.code, response.message)
return False
def modify_order(self, order, quantity=None, limit_price=None, aux_price=None,
trail_stop_price=None, trailing_percent=None, percent_offset=None,
time_in_force=None, outside_rth=None):
params = PlaceModifyOrderParams()
params.account = order.account
params.order_id = order.order_id
params.contract = order.contract
params.action = order.action
params.order_type = order.order_type
params.quantity = quantity if quantity is not None else order.quantity
params.limit_price = limit_price if limit_price is not None else order.limit_price
params.aux_price = aux_price if aux_price is not None else order.aux_price
params.trail_stop_price = trail_stop_price if trail_stop_price is not None else order.trail_stop_price
params.trailing_percent = trailing_percent if trailing_percent is not None else order.trailing_percent
params.percent_offset = percent_offset if percent_offset is not None else order.percent_offset
params.time_in_force = time_in_force if time_in_force is not None else order.time_in_force
params.outside_rth = outside_rth if outside_rth is not None else order.outside_rth
request = OpenApiRequest(MODIFY_ORDER, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OrderIdResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.order_id == order.order_id
else:
raise ApiException(response.code, response.message)
return False
def create_order(self,
account,
contract,
action,
order_type,
quantity,
limit_price=None,
aux_price=None,
trail_stop_price=None,
trailing_percent=None,
percent_offset=None,
time_in_force=None,
outside_rth=None):
"""
创建订单对象.
:param account:
:param contract:
:param action:
:param order_type:
:param quantity:
:param limit_price: 限价
:param aux_price: 在止损单表示止损价格; 在跟踪止损单表示价差
:param trail_stop_price: 跟踪止损单--触发止损单的价格
:param trailing_percent: 跟踪止损单--百分比
:param percent_offset:
:param time_in_force: 订单有效期， 'DAY'（当日有效）和'GTC'（取消前有效)
:param outside_rth: 是否允许盘前盘后交易(美股专属)
:return:
"""
params = AccountsParams()
params.account = account if account else self._account
request = OpenApiRequest(ORDER_NO, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OrderIdResponse()
response.parse_response_content(response_content)
if response.is_success():
order_id = response.order_id
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,
order_id=order_id)
return order
else:
raise ApiException(response.code, response.message)
return None
def modify_order(self,
order,
quantity=None,
limit_price=None,
aux_price=None,
trail_stop_price=None,
trailing_percent=None,
percent_offset=None,
time_in_force=None,
outside_rth=None):
"""
修改订单
:param order:
:param quantity:
:param limit_price: 限价
:param aux_price: 在止损单表示止损价格; 在跟踪止损单表示价差
:param trail_stop_price: 跟踪止损单--触发止损单的价格
:param trailing_percent: 跟踪止损单--百分比
:param percent_offset:
:param time_in_force: 订单有效期， 'DAY'（当日有效）和'GTC'（取消前有效)
:param outside_rth: 是否允许盘前盘后交易(美股专属)
:return:
"""
params = PlaceModifyOrderParams()
params.account = order.account
params.order_id = order.order_id
params.id = order.id
params.contract = order.contract
params.action = order.action
params.order_type = order.order_type
params.quantity = quantity if quantity is not None else order.quantity
params.limit_price = limit_price if limit_price is not None else order.limit_price
params.aux_price = aux_price if aux_price is not None else order.aux_price
params.trail_stop_price = trail_stop_price if trail_stop_price is not None else order.trail_stop_price
params.trailing_percent = trailing_percent if trailing_percent is not None else order.trailing_percent
params.percent_offset = percent_offset if percent_offset is not None else order.percent_offset
params.time_in_force = time_in_force if time_in_force is not None else order.time_in_force
params.outside_rth = outside_rth if outside_rth is not None else order.outside_rth
params.secret_key = order.secret_key if order.secret_key else self._secret_key
request = OpenApiRequest(MODIFY_ORDER, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OrderIdResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.order_id == order.order_id if order.order_id else response.id == order.id
else:
raise ApiException(response.code, response.message)
return False
def cancel_order(self, order_id):
params = CancelOrderParams()
params.account = self._account
params.order_id = order_id
request = OpenApiRequest(CANCEL_ORDER, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OrderIdResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.order_id == order_id
else:
raise ApiException(response.code, response.message)
return False
def create_order(self, account, contract, action, order_type, quantity, limit_price=None, aux_price=None,
trail_stop_price=None, trailing_percent=None, percent_offset=None, time_in_force=None,
outside_rth=None):
params = AccountsParams()
params.account = self._account
request = OpenApiRequest(ORDER_NO, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OrderIdResponse()
response.parse_response_content(response_content)
if response.is_success():
order_id = response.order_id
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, order_id=order_id)
return order
else:
raise ApiException(response.code, response.message)
return None
def place_order(self, order):
"""
下单
:param order: Order 对象
:return:
"""
params = PlaceModifyOrderParams()
params.account = order.account
params.contract = order.contract
params.action = order.action
params.order_type = order.order_type
params.order_id = order.order_id
params.quantity = order.quantity
params.limit_price = order.limit_price
params.aux_price = order.aux_price
params.trail_stop_price = order.trail_stop_price
params.trailing_percent = order.trailing_percent
params.percent_offset = order.percent_offset
params.time_in_force = order.time_in_force
params.outside_rth = order.outside_rth
params.order_legs = order.order_legs
params.algo_params = order.algo_params
params.secret_key = order.secret_key if order.secret_key else self._secret_key
request = OpenApiRequest(PLACE_ORDER, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OrderIdResponse()
response.parse_response_content(response_content)
if response.is_success():
order.id = response.id
if order.order_id is None and response.order_id:
order.order_id = response.order_id
return True
else:
raise ApiException(response.code, response.message)
return False
def cancel_order(self, account=None, id=None, order_id=None):
"""
取消订单
:param account:
:param id: 全局订单 id
:param order_id: 账户自增订单 id
:return:
"""
params = CancelOrderParams()
params.account = account if account else self._account
params.order_id = order_id
params.id = id
request = OpenApiRequest(CANCEL_ORDER, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OrderIdResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.order_id == order_id if order_id else response.id == id
else:
raise ApiException(response.code, response.message)
return False