def parse_response_content(self, response_content):
response = super(DelayBriefsResponse, self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data and isinstance(self.data, list):
df = pd.DataFrame(self.data)
field_mapping = {item: string_utils.camel_to_underline(item) for item in df.columns}
self.briefs = df.rename(columns=field_mapping)
def _parse_segment(segment, sub_value):
for segment_key, segment_value in sub_value.items():
if segment_value is None:
continue
if segment_key in ACCOUNT_FIELD_MAPPINGS:
sub_tag = ACCOUNT_FIELD_MAPPINGS[segment_key]
else:
sub_tag = camel_to_underline(segment_key)
setattr(segment, sub_tag, segment_value)
def parse_response_content(self, response_content):
response = super(AssetsResponse,
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']:
account = item['account']
asset = PortfolioAccount(account)
summary = asset.summary
for key, value in item.items():
if value is None:
continue
tag = ACCOUNT_FIELD_MAPPINGS[
key] if key in ACCOUNT_FIELD_MAPPINGS else camel_to_underline(
key)
if hasattr(summary, tag):
setattr(summary, tag, value)
elif 'market_values' == tag:
if isinstance(value, dict):
for sub_key, sub_value in value.items():
currency = sub_key
market_value = asset.market_value(
currency=currency)
self._parse_market_value(
market_value, sub_value)
elif isinstance(value, list):
for sub_value in value:
currency = sub_value.get('currency')
if not currency:
continue
market_value = asset.market_value(
currency=currency)
self._parse_market_value(
market_value, sub_value)
elif 'segments' == tag and value:
if isinstance(value, dict):
for sub_key, sub_value in value.items():
segment_name = sub_key
segment = asset.segment(
segment_name=segment_name)
self._parse_segment(segment, sub_value)
elif isinstance(value, list):
for sub_value in value:
segment_name = sub_value.get('category')
if not segment_name:
continue
segment = asset.segment(
segment_name=segment_name)
self._parse_segment(segment, sub_value)
self.assets.append(asset)
def _parse_market_value(market_value, sub_value):
for mv_key, mv_value in sub_value.items():
if mv_value is None:
continue
if mv_key in ACCOUNT_FIELD_MAPPINGS:
sub_tag = ACCOUNT_FIELD_MAPPINGS[mv_key]
else:
sub_tag = camel_to_underline(mv_key)
if hasattr(market_value, sub_tag):
setattr(market_value, sub_tag, mv_value)
def parse_response_content(self, response_content):
response = super(OptionChainsResponse, self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data and isinstance(self.data, list):
chain_data = []
for item in self.data:
symbol = item.get('symbol')
expiry = item.get('expiry')
items = item.get('items')
if symbol and items:
for chain_item in items:
for call_put_item in chain_item.values():
item_values = {'symbol': symbol, 'expiry': expiry}
for key, value in call_put_item.items():
if value is None:
continue
if key == 'right':
value = value.upper()
item_values[CHAIN_FIELD_MAPPINGS.get(key, string_utils.camel_to_underline(key))] = value
chain_data.append(item_values)
self.chain = pd.DataFrame(chain_data)
def parse_response_content(self, response_content):
response = super(PrimeAssetsResponse,
self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data:
assets = PortfolioAccount(self.data.get('accountId'),
self.data.get('updateTimestamp'))
for segment_data in self.data.get('segments', list()):
segment = Segment()
for key, value in segment_data.items():
if key == 'currencyAssets':
currency_assets = camel_to_underline_obj(value)
[
segment.add_currency_asset(
CurrencyAsset.from_dict(i))
for i in currency_assets
]
else:
setattr(segment, camel_to_underline(key), value)
assets.add_segment(segment)
self.assets = assets
def on_message(self, headers, body):
"""
Called by the STOMP connection when a MESSAGE frame is received.
:param dict headers: a dictionary containing all headers sent by the server as key/value pairs.
:param body: the frame's payload - the message body.
"""
try:
response_type = headers.get('ret-type')
if response_type == str(ResponseType.GET_SUB_SYMBOLS_END.value):
if self.subscribed_symbols:
data = json.loads(body)
limit = data.get('limit')
symbols = data.get('subscribedSymbols')
used = data.get('used')
symbol_focus_keys = data.get('symbolFocusKeys')
focus_keys = dict()
for sym, keys in symbol_focus_keys.items():
keys = set(
QUOTE_KEYS_MAPPINGS.get(key, camel_to_underline(
key)) for key in keys)
focus_keys[sym] = list(keys)
self.subscribed_symbols(symbols, focus_keys, limit, used)
elif response_type == str(ResponseType.GET_QUOTE_CHANGE_END.value):
if self.quote_changed:
data = json.loads(body)
hour_trading = False
if 'hourTradingLatestPrice' in data:
hour_trading = True
if 'symbol' in data:
symbol = data.pop('symbol', None)
offset = data.get('offset', 0)
items = []
# 期货行情推送的价格都乘了 10 的 offset 次方变成了整数, 需要除回去变为正常单位的价格
if offset:
for key, value in data.items():
if key == 'latestTime' or key == 'hourTradingLatestTime':
continue
if key in QUOTE_KEYS_MAPPINGS:
key = QUOTE_KEYS_MAPPINGS.get(key)
if key in PRICE_FIELDS:
value /= 10**offset
elif key == 'minute':
minute_item = dict()
for m_key, m_value in value.items():
if m_key in {'p', 'h', 'l'}:
m_value /= 10**offset
minute_item[m_key] = m_value
value = minute_item
items.append((key, value))
else:
items.append(
(camel_to_underline(key), value))
else:
for key, value in data.items():
if key == 'latestTime' or key == 'hourTradingLatestTime':
continue
if key in QUOTE_KEYS_MAPPINGS:
key = QUOTE_KEYS_MAPPINGS.get(key)
items.append((key, value))
else:
items.append(
(camel_to_underline(key), value))
if items:
self.quote_changed(symbol, items, hour_trading)
elif response_type == str(ResponseType.SUBSCRIBE_ASSET.value):
if self.asset_changed:
data = json.loads(body)
if 'account' in data:
account = data.pop('account', None)
items = []
for key, value in data.items():
if key in ASSET_KEYS_MAPPINGS:
items.append(
(ASSET_KEYS_MAPPINGS.get(key), value))
else:
items.append((camel_to_underline(key), value))
if items:
self.asset_changed(account, items)
elif response_type == str(ResponseType.SUBSCRIBE_POSITION.value):
if self.position_changed:
data = json.loads(body)
if 'account' in data:
account = data.pop('account', None)
items = []
for key, value in data.items():
if key in POSITION_KEYS_MAPPINGS:
items.append(
(POSITION_KEYS_MAPPINGS.get(key), value))
else:
items.append((camel_to_underline(key), value))
if items:
self.position_changed(account, items)
elif response_type == str(
ResponseType.SUBSCRIBE_ORDER_STATUS.value):
if self.order_changed:
data = json.loads(body)
if 'account' in data:
account = data.pop('account', None)
items = []
for key, value in data.items():
if key in ORDER_KEYS_MAPPINGS:
if key == 'status':
value = get_order_status(value)
# 部分成交 (服务端推送 'Submitted' 状态)
if value == OrderStatus.HELD and data.get(
'filledQuantity'):
value = OrderStatus.PARTIALLY_FILLED
items.append(
(ORDER_KEYS_MAPPINGS.get(key), value))
else:
items.append((camel_to_underline(key), value))
if items:
self.order_changed(account, items)
elif response_type == str(ResponseType.GET_SUBSCRIBE_END.value):
if self.subscribe_callback:
self.subscribe_callback(headers.get('destination'),
json.loads(body))
elif response_type == str(
ResponseType.GET_CANCEL_SUBSCRIBE_END.value):
if self.unsubscribe_callback:
self.unsubscribe_callback(headers.get('destination'),
json.loads(body))
elif response_type == str(ResponseType.ERROR_END.value):
if self.error_callback:
self.error_callback(body)
except Exception as e:
logging.error(e, exc_info=True)