Files
big-qmt/py-client/sdk/trade.py
2026-08-29 00:44:41 +08:00

67 lines
4.8 KiB
Python

from typing import Any
OP_BUY, OP_SELL = 23, 24
ORDER_TYPE_VOLUME, PR_TYPE_LATEST, QUICK_TRADE_NOW = 1101, 5, 2
class TradeMixin:
account_type: str
def passorder(self, op_type, stock, volume, order_type=0, pr_type=0, price=0.0, quick_trade=0, strategy_name=""):
body = {"opType": op_type, "stock": stock, "price": price, "volume": volume}
for key, value in (("orderType", order_type), ("prType", pr_type), ("quickTrade", quick_trade), ("strategyName", strategy_name)):
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, 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)
def _style_order(self, path, stock, value_key, value, style, price):
return self._post(path, {"stock": stock, value_key: value, "style": style, "price": price})
def order_lots(self, stock, lots, style, price): return self._style_order("/api/trade/order_lots", stock, "lots", lots, style, price)
def order_value(self, stock, value, style, price): return self._style_order("/api/trade/order_value", stock, "value", value, style, price)
def order_percent(self, stock, percent, style, price): return self._style_order("/api/trade/order_percent", stock, "percent", percent, style, price)
def order_target_value(self, stock, value, style, price): return self._style_order("/api/trade/order_target_value", stock, "tar_value", value, style, price)
def order_target_percent(self, stock, percent, style, price): return self._style_order("/api/trade/order_target_percent", stock, "tar_percent", percent, style, price)
def order_shares(self, stock, shares, style, price): return self._style_order("/api/trade/order_shares", stock, "shares", shares, style, price)
def _future(self, action, stock, amount, style, price): return self._style_order(f"/api/trade/futures/{action}", stock, "amount", amount, style, price)
def futures_buy_open(self, *args): return self._future("buy_open", *args)
def futures_buy_close_tdayfirst(self, *args): return self._future("buy_close_tdayfirst", *args)
def futures_buy_close_ydayfirst(self, *args): return self._future("buy_close_ydayfirst", *args)
def futures_sell_open(self, *args): return self._future("sell_open", *args)
def futures_sell_close_tdayfirst(self, *args): return self._future("sell_close_tdayfirst", *args)
def futures_sell_close_ydayfirst(self, *args): return self._future("sell_close_ydayfirst", *args)
def _task(self, action, task_id): return self._post(f"/api/trade/{action}_task", {"taskId": task_id, "accountType": self.account_type})
def cancel_task(self, task_id): return self._task("cancel", task_id)
def pause_task(self, task_id): return self._task("pause", task_id)
def resume_task(self, task_id): return self._task("resume", task_id)
def do_order(self): return self._post("/api/trade/do_order")
def trade_detail_data(self, datatype): return self._post("/api/trade/trade_detail_data", {"account": self.account_type, "datatype": datatype}).get("data", [])
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")
def _contract(self, name): return self._post(f"/api/trade/{name}").get("data", [])
def ipo_data(self, typ): return self._post_field("/api/trade/ipo_data", {"type": typ}, "data")
def new_purchase_limit(self): return self._post_field("/api/trade/new_purchase_limit", None, "data")