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refactor QMT client and optimize API

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This commit is contained in:
yanweidong
2026-08-28 22:46:04 +08:00
parent d09f271569
commit 29fee85b3d
18 changed files with 1239 additions and 519 deletions
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89
py-client/sdk/client.py
View File

@@ -1,10 +1,9 @@
from __future__ import annotations
import json
from dataclasses import asdict, is_dataclass
from typing import Any
from urllib.error import HTTPError
from urllib.request import Request, urlopen
import httpx
from .errors import APIError, BusinessError
@@ -14,11 +13,28 @@ def csv_join(items: list[str]) -> str:
class Client:
"""复用连接池的同步 QMT HTTP 客户端。"""
def __init__(self, base_url: str, token: str, timeout: float = 15.0) -> None:
self.base_url = base_url.rstrip("/")
self.token = token
self.timeout = timeout if timeout > 0 else 15.0
self.account_type = "stock"
self.http = httpx.Client(
base_url=self.base_url,
headers={"X-Token": token, "Accept": "application/json"},
timeout=httpx.Timeout(self.timeout),
limits=httpx.Limits(max_connections=20, max_keepalive_connections=10),
)
def close(self) -> None:
self.http.close()
def __enter__(self) -> "Client":
return self
def __exit__(self, *_args: object) -> None:
self.close()
def set_account_type(self, account_type: str) -> "Client":
if account_type.strip():
@@ -26,28 +42,38 @@ class Client:
return self
def _request(self, method: str, path: str, body: Any = None) -> Any:
data = None
headers = {"X-Token": self.token, "Accept": "application/json"}
if method != "GET":
if body is None: body = {}
if is_dataclass(body): body = asdict(body)
data = json.dumps(body, ensure_ascii=False).encode()
headers["Content-Type"] = "application/json"
request = Request(self.base_url + path, data=data, headers=headers, method=method)
if is_dataclass(body):
body = asdict(body)
attempts = 2 if _is_idempotent(method, path) else 1
response: httpx.Response | None = None
for attempt in range(attempts):
try:
response = self.http.request(method, path, json=body)
break
except (httpx.ConnectError, httpx.ReadTimeout):
if attempt + 1 == attempts:
raise
assert response is not None
if response.status_code >= 400:
try:
message = response.json().get("error", response.text)
except (ValueError, AttributeError):
message = response.text.strip()
raise APIError(response.status_code, str(message))
if not response.content:
return None
try:
with urlopen(request, timeout=self.timeout) as response:
raw = response.read()
except HTTPError as exc:
raw = exc.read()
try: message = json.loads(raw).get("error", raw.decode(errors="replace"))
except (ValueError, AttributeError): message = raw.decode(errors="replace").strip()
raise APIError(exc.code, str(message)) from exc
if not raw: return None
try: return json.loads(raw)
except ValueError as exc: raise ValueError(f"invalid JSON from {path}: {raw[:512]!r}") from exc
return response.json()
except ValueError as exc:
raise ValueError(
f"invalid JSON from {path}: {response.content[:512]!r}"
) from exc
def _get(self, path: str) -> Any: return self._request("GET", path)
def _post(self, path: str, body: Any = None) -> Any: return self._request("POST", path, body)
def _get(self, path: str) -> Any:
return self._request("GET", path)
def _post(self, path: str, body: Any = None) -> Any:
return self._request("POST", path, {} if body is None else body)
def _get_field(self, path: str, key: str) -> Any:
return self._get(path).get(key)
@@ -57,3 +83,20 @@ class Client:
if isinstance(result, dict) and result.get("error"):
raise BusinessError(result["error"])
return result.get(key, result) if key and isinstance(result, dict) else result
def _is_idempotent(method: str, path: str) -> bool:
if method == "GET":
return True
prefixes = (
"/api/v2/",
"/api/holding",
"/api/money/",
"/api/context/",
"/api/check/",
"/api/data/",
"/api/trade/trade_detail_data",
"/api/order/deal",
)
unsafe = ("subscribe", "unsubscribe")
return path.startswith(prefixes) and not any(word in path for word in unsafe)

20
py-client/sdk/models.py
View File

@@ -11,7 +11,7 @@ def _number(value: Any, kind: type = float) -> Any:
return kind()
@dataclass
@dataclass(slots=True)
class Position:
stock_code: str = ""
stock_name: str = ""
@@ -44,20 +44,20 @@ class Position:
)
@dataclass
@dataclass(slots=True)
class Assets:
total: float = 0.0
available: float = 0.0
@dataclass
@dataclass(slots=True)
class Tick:
last_price: float = 0.0
last_close: float = 0.0
raw: dict[str, Any] = field(default_factory=dict)
@dataclass
@dataclass(slots=True)
class HistoryDataRequest:
length: int = 10
period: str = ""
@@ -66,7 +66,7 @@ class HistoryDataRequest:
skip_paused: bool = True
@dataclass
@dataclass(slots=True)
class MarketDataRequest:
fields: list[str] = field(default_factory=list)
stocks: list[str] = field(default_factory=list)
@@ -77,7 +77,7 @@ class MarketDataRequest:
count: int = 0
@dataclass
@dataclass(slots=True)
class FinancialDataRequest:
tabname: str = ""; colname: str = ""; market: str = ""; code: str = ""
report_type: str = ""; barpos: int = 0
@@ -85,22 +85,22 @@ class FinancialDataRequest:
start_date: str = ""; end_date: str = ""
@dataclass
@dataclass(slots=True)
class FactorDataRequest:
field_list: list[str] = field(default_factory=list); stock_list: list[str] = field(default_factory=list)
stock_code: str = ""; start_date: str = ""; end_date: str = ""
@dataclass
@dataclass(slots=True)
class BSMPriceRequest:
option_type: str; object_prices: Any; strike_price: float; risk_free: float; sigma: float; days: int; dividend: float
@dataclass
@dataclass(slots=True)
class BSMIVRequest:
option_type: str; object_prices: float; strike_price: float; option_price: float; risk_free: float; days: int; dividend: float
@dataclass
@dataclass(slots=True)
class LocalDataRequest:
stock_code: str; start_time: str = ""; end_time: str = ""; period: str = ""; divid_type: str = ""; count: int = 0

18
py-client/sdk/trade.py
View File

@@ -13,9 +13,20 @@ class TradeMixin:
if value: body[key] = value
return self._post("/api/trade/passorder", body)
def passorder_latest(self, side, stock, volume): return self.passorder_latest_tagged(side, stock, volume, "")
def passorder_latest_tagged(self, side, stock, volume, order_id):
return self.passorder(side, stock, volume, ORDER_TYPE_VOLUME, PR_TYPE_LATEST, -1, QUICK_TRADE_NOW, order_id)
def passorder_latest(self, side, stock, volume): return self.passorder_latest_tagged(side, stock, volume, "", "")
def passorder_latest_tagged(self, side, stock, volume, strategy_name, order_id):
body = {
"opType": side,
"orderType": ORDER_TYPE_VOLUME,
"stock": stock,
"prType": PR_TYPE_LATEST,
"price": -1,
"volume": volume,
"quickTrade": QUICK_TRADE_NOW,
"strategyName": strategy_name,
"orderId": order_id,
}
return self._post("/api/trade/passorder", body)
def algo_passorder(self, **kwargs): return self._post("/api/trade/algo_passorder", kwargs)
def smart_algo_passorder(self, **kwargs): return self._post("/api/trade/smart_algo_passorder", kwargs)
@@ -46,6 +57,7 @@ class TradeMixin:
def value_by_order_id(self, order_id, datatype): return self._post("/api/trade/value_by_order_id", {"orderId": order_id, "accountType": self.account_type, "datatype": datatype}).get("data")
def last_order_id(self, datatype): return self._post("/api/trade/last_order_id", {"account": self.account_type, "datatype": datatype}).get("last_order_id")
def can_cancel_order(self, order_id): return self._post("/api/trade/can_cancel_order", {"orderId": order_id, "accountType": self.account_type}).get("can_cancel")
def cancel_by_id(self, order_id): return self._post("/api/order/cancel_by_id", {"order_id": order_id, "account_type": self.account_type})
def debt_contract(self): return self._contract("debt_contract")
def assure_contract(self): return self._contract("assure_contract")
def enable_short_contract(self): return self._contract("enable_short_contract")