def get_option_quote():
client_config = get_client_config()
quote_client = QuoteClient(client_config)
symbol = 'AAPL'
expirations = quote_client.get_option_expirations(symbols=[symbol])
if len(expirations) > 1:
expiry = int(
expirations[expirations['symbol'] == symbol].at[0, 'timestamp'])
quote_client.get_option_chain(symbol, expiry)
quote_client.get_option_briefs(['AAPL 190104C00121000'])
quote_client.get_option_bars(['AAPL 190104P00134000'])
quote_client.get_option_trade_ticks(['AAPL 190104P00134000'])
class Test:
def __init__(self):
self.client_config = get_client_config()
self.trade_client = TradeClient(self.client_config)
self.openapi_client = QuoteClient(self.client_config, logger=logger)
# 初始化 pushclient
protocol, host, port = self.client_config.socket_host_port
self.push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'))
self.push_client.connect(self.client_config.tiger_id, self.client_config.private_key)
def trade(self):
stock = stock_contract(symbol='AAPL', currency='USD')
option = option_contract(identifier='AAPL 190927P00200000')
emu_account = []
# stock_contract = trade_client.get_contracts(symbol='FB')[0]
account = self.trade_client.get_managed_accounts()
print(account)
emu_account = account[1]
account = self.client_config.paper_account
assets = self.trade_client.get_assets(account=account)
print(assets)
posinfo = self.trade_client.get_positions(account=account)
print(posinfo)
stock_order = market_order(account=account, # 下单账户，可以使用标准、环球、或模拟账户
contract = option, # 第1步中获取的合约对象
action = 'BUY',
quantity = 1)
print(stock_order)
self.trade_client.place_order(stock_order)
print(stock_order)
# 直接本地构造contract对象。 期货 contract 的构造方法请参考后面的文档
def get_option_quote(self):
symbol = 'AAPL'
expirations = self.openapi_client.get_option_expirations(symbols=[symbol])
if len(expirations) > 1:
print(expirations)
expiry = int(expirations[expirations['symbol'] == symbol].at[0, 'timestamp'])
chains = self.openapi_client.get_option_chain(symbol, expiry)
print(chains)
for index,row in chains.iterrows():
print(row["identifier"], row["strike"], row["put_call"])
briefs = self.openapi_client.get_option_briefs(['AAPL 190927P00200000'])
print(briefs)
bars = self.openapi_client.get_option_bars(['AAPL 190927P00200000'])
print(bars)
ticks = self.openapi_client.get_option_trade_ticks(['AAPL 190927P00200000'])
print(ticks)
for index,row in ticks.iterrows():
print(row["identifier"], row["time"], row["price"])
def on_quote_changed(self, symbol, items, hour_trading):
print(symbol, items, hour_trading)
def test1(self):
info = app.openapi_client.get_briefs(symbols)
print(info)
def run(self):
option_trade_ticks = self.openapi_client.get_option_trade_ticks(['AAPL 190927P00200000'])
print(option_trade_ticks)
def subscribe(self):
# self.push_client.connect(self.client_config.tiger_id, self.client_config.private_key)
self.push_client.quote_changed = self.on_quote_changed
self.push_client.subscribe_quote(symbols=['AAPL 190927P00200000', 'GOOG', 'FB'], quote_key_type=QuoteKeyType.ALL)
self.push_client.subscribe_asset()
time.sleep(30)
# self.push_client.unsubscribe_quote(['AAPL', 'GOOG'])
def subscribe2(self):
self.push_client.quote_changed = self.on_quote_changed
self.push_client.subscribe_quote(symbols=['aapl'], quote_key_type=QuoteKeyType.ALL)
self.push_client.subscribe_asset()
def on_changed(self, symbol, items, hour_trading):
print(symbol, items, hour_trading)
data = dict(items)
latest_price = data.get('latest_price')
volume = data.get('volume')
def query_subscribed(self):
def on_subscribed_symbols(symbols, focus_keys, limit, used):
print(symbols, focus_keys, limit, used)
self.push_client.subscribed_symbols = on_subscribed_symbols
self.push_client.query_subscribed_quote()