def get_contracts(self,
symbol,
sec_type=SecurityType.STK,
currency=None,
exchange=None):
"""
批量获取合约
:param symbol:
:param sec_type: 合约类型 tigeropen.common.consts.SecurityType
:param currency: 币种 tigeropen.common.consts.Currency
:param exchange: 交易所
: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.secret_key = self._secret_key
params.symbols = symbol if isinstance(symbol, list) else [symbol]
params.sec_type = get_enum_value(sec_type)
params.currency = get_enum_value(currency)
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 get_contract(self,
symbol,
sec_type=SecurityType.STK,
currency=None,
exchange=None,
expiry=None,
strike=None,
put_call=None):
"""
获取合约
:param symbol:
:param sec_type: 合约类型 tigeropen.common.consts.SecurityType
:param currency: 币种 tigeropen.common.consts.Currency
:param exchange: 交易所
:param expiry: 合约到期日(期货/期权) yyyyMMdd
:param strike: 行权价(期权)
:param put_call: CALL/PUT
: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.secret_key = self._secret_key
params.symbol = symbol
params.sec_type = get_enum_value(sec_type)
params.currency = get_enum_value(currency)
if expiry:
params.expiry = expiry
if strike:
params.strike = strike
if put_call:
params.right = put_call
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