feat: Event contract tick、Fee commission and Options leveling direction

Author: anonymous-lj

samples/__init__.py

@@ -1 +1 @@
-__version__ = '2.0.1'
+__version__ = '2.0.2'

samples/data/data_streaming_client_event.py

@@ -43,7 +43,7 @@ def my_connect_success_func(client, api_client, quotes_session_id):
         print("connect success with session_id:%s" % quotes_session_id)
         # subscribe
         symbols = ['KXNHLGAME-26JAN21ANACOL-ANA', 'KXNBAGAME-26JAN20LACCHI-LAC']
-        sub_types = [SubscribeType.QUOTE.name, SubscribeType.SNAPSHOT.name]
+        sub_types = [SubscribeType.QUOTE.name, SubscribeType.SNAPSHOT.name, SubscribeType.TICK.name]
         client.subscribe(symbols, Category.US_EVENT.name, sub_types)
 
     def my_quotes_message_func(client, topic, quotes):

samples/trade/trade_client_v3.py

@@ -247,6 +247,7 @@
     # ============================================================
 
     # normal option order
+    # position_intent: Currently, only the US market is supported, and only options orders are allowed.
     normal_option_client_order_id = uuid.uuid4().hex
     new_normal_option_orders = [
         {
@@ -259,6 +260,7 @@
             "side": "BUY",
             "time_in_force": "GTC",
             "entrust_type": "QTY",
+            "position_intent": "BUY_TO_OPEN",
             "legs": [
                 {
                     "side": "BUY",

webull/__init__.py

@@ -1 +1 @@
-__version__ = '2.0.1'
+__version__ = '2.0.2'

webull/core/__init__.py

@@ -1,4 +1,4 @@
-__version__ = '2.0.1'
+__version__ = '2.0.2'
 
 import logging
 

webull/data/__init__.py

@@ -1,3 +1,3 @@
 # coding=utf-8
 
-__version__ = '2.0.1'
+__version__ = '2.0.2'

webull/data/data_streaming_client.py

@@ -18,8 +18,9 @@
 from webull.data.quotes.market_streaming_data import MarketDataStreaming
 from webull.data.quotes.subscribe.event_depth_decoder import EventDepthDecoder
 from webull.data.quotes.subscribe.event_snapshot_decoder import EventSnapshotDecoder
+from webull.data.quotes.subscribe.event_tick_decoder import EventTickDecoder
 from webull.data.quotes.subscribe.payload_type import PAYLOAD_TYPE_QUOTE, PAYLOAD_TYPE_SHAPSHOT, PAYLOAD_TYPE_TICK, \
-    PAYLOAD_TYPE_EVENT_SHAPSHOT, PAYLOAD_TYPE_EVENT_DEPTH
+    PAYLOAD_TYPE_EVENT_SHAPSHOT, PAYLOAD_TYPE_EVENT_DEPTH, PAYLOAD_TYPE_EVENT_TICK
 from webull.data.quotes.subscribe.quote_decoder import QuoteDecoder
 from webull.data.quotes.subscribe.snapshot_decoder import SnapshotDecoder
 from webull.data.quotes.subscribe.tick_decoder import TickDecoder
@@ -44,6 +45,7 @@ def __init__(self, app_key, app_secret, region_id, session_id, http_host=None,
         self.register_payload_decoder(PAYLOAD_TYPE_TICK, TickDecoder())
         self.register_payload_decoder(PAYLOAD_TYPE_EVENT_DEPTH, EventDepthDecoder())
         self.register_payload_decoder(PAYLOAD_TYPE_EVENT_SHAPSHOT, EventSnapshotDecoder())
+        self.register_payload_decoder(PAYLOAD_TYPE_EVENT_TICK, EventTickDecoder())
 
     @property
     def on_connect_success(self):

webull/data/quotes/subscribe/event_tick_decoder.py

@@ -0,0 +1,30 @@
+# Copyright 2022 Webull
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# 	http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+# coding=utf-8
+
+from webull.data.quotes.subscribe.message_pb2 import EventTick
+from webull.data.quotes.subscribe.event_tick_result import EventTickResult
+
+from webull.data.internal.quotes_payload_decoder import BaseQuotesPayloadDecoder
+
+
+
+class EventTickDecoder(BaseQuotesPayloadDecoder):
+    def __init__(self):
+        super().__init__()
+
+    def parse(self, payload):
+        eventTick = EventTick()
+        eventTick.ParseFromString(payload)
+        return EventTickResult(eventTick)

webull/data/quotes/subscribe/event_tick_result.py

@@ -0,0 +1,56 @@
+# Copyright 2022 Webull
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# 	http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+# coding=utf-8
+
+from decimal import Decimal
+from webull.data.quotes.subscribe.basic_result import BasicResult
+
+
+class EventTickResult:
+    def __init__(self, pb_event_tick):
+        self.basic = BasicResult(pb_event_tick.basic)
+        self.time = pb_event_tick.time
+        self.yes_price = Decimal(pb_event_tick.yes_price) if pb_event_tick.yes_price else None
+        self.no_price = Decimal(pb_event_tick.no_price) if pb_event_tick.no_price else None
+        self.volume = pb_event_tick.volume
+        self.side = pb_event_tick.side
+        self.trade_id = pb_event_tick.trade_id
+
+    def get_basic(self):
+        return self.basic
+
+    def get_time(self):
+        return self.time
+
+    def get_yes_price(self):
+        return self.yes_price
+
+    def get_no_price(self):
+        return self.no_price
+
+    def get_volume(self):
+        return self.volume
+
+    def get_side(self):
+        return self.side
+
+    def get_trade_id(self):
+        return self.trade_id
+
+    def __repr__(self):
+        return "basic: %s,time: %s,yes_price: %s,no_price:%s,volume:%s,side:%s,trade_id:%s" % (self.basic, self.time, self.yes_price, self.no_price, self.volume, self.side, self.trade_id)
+
+    def __str__(self):
+        return self.__repr__()

webull/data/quotes/subscribe/message.proto

@@ -92,4 +92,14 @@ message EventQuote {
 message EventAskBid {
     string price = 1;
     string size = 2;
+}
+
+message EventTick {
+    Basic basic = 1;
+    string yes_price = 2;
+    string no_price = 3;
+    string volume = 4;
+    string side = 5;
+    string trade_id = 6;
+    string time = 7;
 }