def get_orders(self,
sec_type=SecurityType.ALL,
market=Market.ALL,
symbol=None,
start_time=None,
end_time=None,
limit=100,
is_brief=False):
params = OrdersParams()
params.account = self._account
params.sec_type = sec_type.value
params.market = market.value
params.symbol = symbol
params.start_data = start_time
params.end_date = end_time
params.limit = limit
params.is_brief = is_brief
request = OpenApiRequest(ORDERS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OrdersResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.orders
else:
raise ApiException(response.code, response.message)
return None
def get_contracts(self,
symbol,
sec_type=SecurityType.STK,
currency=Currency.USD,
exchange=None):
params = ContractParams()
params.account = self._account
params.symbol = symbol
if sec_type:
params.sec_type = sec_type.value
if currency:
params.currency = currency.value
params.exchange = exchange
request = OpenApiRequest(CONTRACT, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = ContractsResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.contracts
else:
raise ApiException(response.code, response.message)
return None
def get_contract(self, symbol, sec_type=SecurityType.STK, currency=None, exchange=None, expiry=None, strike=None,
right=None):
params = ContractParams()
params.account = self._account
params.symbol = symbol
if sec_type:
params.sec_type = sec_type.value
if currency:
params.currency = currency.value
if expiry:
params.expiry = expiry
if strike:
params.strike = strike
if right:
params.right = right
params.exchange = exchange
request = OpenApiRequest(CONTRACT, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = ContractsResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.contracts[0] if len(response.contracts) == 1 else None
else:
raise ApiException(response.code, response.message)
return None
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 get_contracts(self,
symbol,
sec_type=SecurityType.STK,
currency=None,
exchange=None):
"""
批量获取合约
:param symbol:
:param sec_type:
:param currency:
:param exchange:
:return: 合约对象列表, 每个列表项的对象信息同 get_contract 返回
"""
params = ContractParams()
params.account = self._account
params.symbols = symbol if isinstance(symbol, list) else [symbol]
if sec_type:
params.sec_type = sec_type.value
if currency:
params.currency = currency.value
params.exchange = exchange
request = OpenApiRequest(CONTRACTS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = ContractsResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.contracts
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):
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 get_order(self, account=None, id=None, order_id=None, is_brief=False):
"""
获取指定订单
:param account:
:param id:
:param order_id:
:param is_brief: 是否返回精简的订单数据
:return: Order 对象. 对象信息参见 tigeropen.trade.domain.order
"""
params = OrderParams()
params.account = account if account else self._account
params.id = id
params.order_id = order_id
params.is_brief = is_brief
request = OpenApiRequest(ORDERS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OrdersResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.orders[0] if len(
response.orders) == 1 else None
else:
raise ApiException(response.code, response.message)
return None
def get_positions(self,
sec_type=SecurityType.STK,
currency=Currency.ALL,
market=Market.ALL,
symbol=None,
sub_accounts=None):
params = PositionParams()
params.account = self._account
if sec_type:
params.sec_type = sec_type.value
params.sub_accounts = sub_accounts
if currency:
params.currency = currency.value
if market:
params.market = market.value
params.symbol = symbol
request = OpenApiRequest(POSITIONS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = PositionsResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.positions
else:
raise ApiException(response.code, response.message)
return None
def get_open_orders(self,
account=None,
sec_type=None,
market=Market.ALL,
symbol=None,
start_time=None,
end_time=None):
"""
获取待成交订单列表
:param account:
:param sec_type:
:param market:
:param symbol:
:param start_time:
:param end_time:
:return:
"""
params = OrdersParams()
params.account = account if account else self._account
if sec_type:
params.sec_type = sec_type.value
params.market = market.value
params.symbol = symbol
params.start_date = start_time
params.end_date = end_time
request = OpenApiRequest(ACTIVE_ORDERS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OrdersResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.orders
else:
raise ApiException(response.code, response.message)
return None
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 get_assets(self,
account=None,
sub_accounts=None,
segment=False,
market_value=False):
"""
获取账户资产信息
:param account:
:param sub_accounts: 子账户列表
:param segment: 是否包含证券/期货分类
:param market_value: 是否包含分市场市值
:return: 由 PortfolioAccount 对象构成的列表. PortfolioAccount 对象下的 summary 属性包含一个 Account 对象，
Account 对象有如下属性：
net_liquidation: 净清算值
accrued_cash: 净累计利息
accrued_dividend: 净累计分红
available_funds: 可用资金(可用于交易)
accrued_interest: 累计利息
buying_power: 购买力
cash: 证券账户金额+期货账户金额
currency: 货币
cushion: 当前保证金缓存
day_trades_remaining: 剩余日内交易次数，-1表示无限制
equity_with_loan: 含借贷值股权
excess_liquidity: 当前结余流动性，为保持当前拥有的头寸，必须维持的缓冲保证金的数额，日内风险数值（App）
gross_position_value: 持仓市值
initial_margin_requirement: 初始保证金要求
maintenance_margin_requirement: 维持保证金要求
regt_equity: RegT 资产
regt_margin: RegT 保证金
sma: 特殊备忘录账户，隔夜风险数值（App）
settled_cash: 结算利息
leverage: 总杠杆
net_leverage: 净杠杆
"""
params = AssetParams()
params.account = account if account else self._account
params.sub_accounts = sub_accounts
params.segment = segment
params.market_value = market_value
request = OpenApiRequest(ASSETS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = AssetsResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.assets
else:
raise ApiException(response.code, response.message)
return None
def get_managed_accounts(self):
params = AccountsParams()
params.account = self._account
request = OpenApiRequest(ACCOUNTS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = ProfilesResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.profiles
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
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 get_order(self, order_id, is_brief=False):
params = OrderParams()
params.account = self._account
params.order_id = order_id
params.is_brief = is_brief
request = OpenApiRequest(ORDERS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OrdersResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.orders[0] if len(response.orders) == 1 else None
else:
raise ApiException(response.code, response.message)
return None
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 get_contract(self, contract_id):
params = ContractParams()
params.account = self._account
params.contract_id = contract_id
request = OpenApiRequest(CONTRACT, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = ContractsResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.contracts[0] if len(response.contracts) == 1 else None
else:
raise ApiException(response.code, response.message)
return None
def get_positions(self,
account=None,
sec_type=SecurityType.STK,
currency=Currency.ALL,
market=Market.ALL,
symbol=None,
sub_accounts=None):
"""
获取持仓数据
:param account:
:param sec_type:
:param currency:
:param market:
:param symbol:
:param sub_accounts:
:return: 由 Position 对象构成的列表. Position 对象有如下属性:
account: 所属账户
contract: 合约对象
quantity: 持仓数量
average_cost: 持仓成本
market_price: 最新价格
market_value: 市值
realized_pnl: 实现盈亏
unrealized_pnl: 持仓盈亏
"""
params = PositionParams()
params.account = account if account else self._account
if sec_type:
params.sec_type = sec_type.value
params.sub_accounts = sub_accounts
if currency:
params.currency = currency.value
if market:
params.market = market.value
params.symbol = symbol
request = OpenApiRequest(POSITIONS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = PositionsResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.positions
else:
raise ApiException(response.code, response.message)
return None
def get_orders(self,
account=None,
sec_type=None,
market=Market.ALL,
symbol=None,
start_time=None,
end_time=None,
limit=100,
is_brief=False,
states=None):
"""
获取订单列表
:param account:
:param sec_type:
:param market:
:param symbol:
:param start_time: 开始时间. 若是时间戳需要精确到毫秒, 为13位整数；
或是日期时间格式的字符串，如"2017-01-01"和 "2017-01-01 12:00:00"
:param end_time: 截至时间. 格式同 start_time
:param limit: 每次获取订单的数量
:param is_brief: 是否返回精简的订单数据
:param states: 订单状态枚举对象列表, 可选, 若传递则按状态筛选
:return: Order 对象构成的列表. Order 对象信息参见 tigeropen.trade.domain.order
"""
params = OrdersParams()
params.account = account if account else self._account
if sec_type:
params.sec_type = sec_type.value
params.market = market.value
params.symbol = symbol
params.start_date = start_time
params.end_date = end_time
params.limit = limit
params.is_brief = is_brief
params.states = [state.value for state in states] if states else None
request = OpenApiRequest(ORDERS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OrdersResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.orders
else:
raise ApiException(response.code, response.message)
return None
def get_assets(self, sub_accounts=None, segment=False, market_value=False):
params = AssetParams()
params.account = self._account
params.sub_accounts = sub_accounts
params.segment = segment
params.market_value = market_value
request = OpenApiRequest(ASSETS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = AssetsResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.assets
else:
raise ApiException(response.code, response.message)
return None
def preview_order(self, order):
"""
预览订单
:param order: Order 对象
:return: dict. 字段如下
init_margin_before 下单前账户初始保证金
init_margin 预计下单后的账户初始保证金
maint_margin_before 下单前账户的维持保证金
maint_margin 预计下单后的账户维持保证金
margin_currency 保证金货币币种
equity_with_loan_before 下单前账户的含借贷值股权(含贷款价值资产)
equity_with_loan 下单后账户的含借贷值股权(含贷款价值资产)
min_commission 预期最低佣金
max_commission 预期最高佣金
commission_currency 佣金货币币种
若无法下单, 返回的 dict 中仅有如下字段:
warning_text 无法下单的原因
"""
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(PREVIEW_ORDER, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = PreviewOrderResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.preview_order
else:
raise ApiException(response.code, response.message)
def get_managed_accounts(self, account=None):
"""
获取管理的账号列表
:param account:
:return: AccountProfile 对象, 有如下属性：
account： 交易账户
capability： 账户类型(CASH:现金账户, MGRN: Reg T 保证金账户, PMGRN: 投资组合保证金)
status： 账户状态(New, Funded, Open, Pending, Abandoned, Rejected, Closed, Unknown)
"""
params = AccountsParams()
params.account = account if account else self._account
request = OpenApiRequest(ACCOUNTS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = ProfilesResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.profiles
else:
raise ApiException(response.code, response.message)
return None
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 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
def get_contract(self,
symbol,
sec_type=SecurityType.STK,
currency=None,
exchange=None,
expiry=None,
strike=None,
right=None):
"""
获取合约
:param symbol:
:param sec_type:
:param currency:
:param exchange:
:param expiry:
:param strike:
:param right:
:return: Contract 对象. 有如下属性:
symbol: 合约 symbol
identifier: 合约唯一标识
currency: 币种
exchange: 交易所
name: 合约名称
sec_type: 合约类型
long_initial_margin: 做多初始保证金比例
long_maintenance_margin: 做多维持保证金比例
short_fee_rate: 做空费率
short_margin: 做空保证金
shortable: 做空池剩余
multiplier: 合约乘数
expiry: 合约到期日(期货/期权)
contract_month: 合约月份(期货)
strike: 行权价(期权)
put_call: 看跌/看涨(期权)
"""
params = ContractParams()
params.account = self._account
params.symbol = symbol
if sec_type:
params.sec_type = sec_type.value
if currency:
params.currency = currency.value
if expiry:
params.expiry = expiry
if strike:
params.strike = strike
if right:
params.right = right
params.exchange = exchange
request = OpenApiRequest(CONTRACT, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = ContractsResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.contracts[0] if len(
response.contracts) == 1 else None
else:
raise ApiException(response.code, response.message)
return None
