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方佳
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Merge branch 'main_old_260129_merge' into 'main'
feat: Add event contracts and US OpenAPI algorithm orders See merge request webull/webull-openapi-python-sdk!15
2 parents f84ef8a + 1d202eb commit dc127e1

28 files changed

Lines changed: 773 additions & 32 deletions

‎samples/data/data_client_event.py‎

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# Copyright 2022 Webull
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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# coding=utf-8
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from webull.data.common.category import Category
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from webull.core.client import ApiClient
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from webull.data.data_client import DataClient
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optional_api_endpoint = "<api_endpoint>"
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your_app_key = "<your_app_key>"
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your_app_secret = "<your_app_secret>"
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region_id = "<region_id>"
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# The token_dir parameter can be used to specify the directory for storing the 2FA token. Both absolute and relative paths are supported and this option has the highest priority.
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# Alternatively, the storage directory can be configured via an environment variable with the key WEBULL_OPENAPI_TOKEN_DIR, which also supports both absolute and relative paths.
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# If neither is specified, the default configuration will be used, and the token will be stored at conf/token.txt under the current working directory.
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# token_dir = "<your_token_dir>"
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# api_client.set_token_dir(token_dir)
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api_client = ApiClient(your_app_key, your_app_secret, region_id)
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api_client.add_endpoint(region_id, optional_api_endpoint)
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if __name__ == '__main__':
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data_client = DataClient(api_client)
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res = data_client.instrument.get_event_series("ECONOMICS")
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if res.status_code == 200:
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print('get_event_series:', res.json())
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res = data_client.instrument.get_event_instrument("KXGDP")
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if res.status_code == 200:
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print('get_event_instrument:', res.json())
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res = data_client.event_market_data.get_event_snapshot("KXRATECUTCOUNT-25DEC31-T10", Category.US_EVENT.name)
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if res.status_code == 200:
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print('get_event_snapshot:', res.json())
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res = data_client.event_market_data.get_event_depth("KXRATECUTCOUNT-25DEC31-T10", Category.US_EVENT.name)
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if res.status_code == 200:
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print('get_event_depth:', res.json())

‎samples/data/data_streaming_client_event.py‎

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# Copyright 2022 Webull
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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# coding=utf-8
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import logging
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import uuid
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from logging.handlers import TimedRotatingFileHandler
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from webull.data.common.category import Category
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from webull.data.common.subscribe_type import SubscribeType
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from webull.data.data_streaming_client import DataStreamingClient
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your_app_key = "</your_app_key>"
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your_app_secret = "</your_app_secret>"
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optional_api_endpoint = "</optional_quotes_endpoint>"
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optional_quotes_endpoint = "</optional_quotes_endpoint>"
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region_id = '<region_id>'
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# The token_dir parameter can be used to specify the directory for storing the 2FA token. Both absolute and relative paths are supported and this option has the highest priority.
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# Alternatively, the storage directory can be configured via an environment variable with the key WEBULL_OPENAPI_TOKEN_DIR, which also supports both absolute and relative paths.
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# If neither is specified, the default configuration will be used, and the token will be stored at conf/token.txt under the current working directory.
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# token_dir = "<your_token_dir>"
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# data_streaming_client.set_token_dir(token_dir)
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session_id = uuid.uuid4().hex
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data_streaming_client = DataStreamingClient(your_app_key, your_app_secret, region_id, session_id,
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http_host=optional_api_endpoint,
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mqtt_host=optional_quotes_endpoint)
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if __name__ == '__main__':
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def my_connect_success_func(client, api_client, quotes_session_id):
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print("connect success with session_id:%s" % quotes_session_id)
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# subscribe
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symbols = ['KXNHLGAME-26JAN21ANACOL-ANA', 'KXNBAGAME-26JAN20LACCHI-LAC']
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sub_types = [SubscribeType.QUOTE.name, SubscribeType.SNAPSHOT.name]
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client.subscribe(symbols, Category.US_EVENT.name, sub_types)
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def my_quotes_message_func(client, topic, quotes):
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print("receive message: topic:%s, quotes:%s" % (topic, quotes))
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def my_subscribe_success_func(client, api_client, quotes_session_id):
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print("subscribe success with session_id:%s" % quotes_session_id)
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# set connect success callback func
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data_streaming_client.on_connect_success = my_connect_success_func
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# set quotes receiving callback func
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data_streaming_client.on_quotes_message = my_quotes_message_func
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# set subscribe success callback func
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data_streaming_client.on_subscribe_success = my_subscribe_success_func
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# the sync mode, blocking in current thread
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data_streaming_client.connect_and_loop_forever()
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‎samples/trade/trade_client_v3.py‎

Lines changed: 64 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -454,4 +454,67 @@
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# get futures order history
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res = trade_client.order_v3.get_order_history(account_id, page_size=10)
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if res.status_code == 200:
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print('get order history res:', res.json())
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print('get order history res:', res.json())
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# ============================================================
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# Algo Order Example
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# ============================================================
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alog_client_order_id = uuid.uuid4().hex
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print('client order id:', alog_client_order_id)
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new_normal_equity_orders = [
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{
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"combo_type": "NORMAL",
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"client_order_id": alog_client_order_id,
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"symbol": "AAPL",
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"instrument_type": "EQUITY",
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"market": "US",
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"order_type": "LIMIT",
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"limit_price": "188",
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"quantity": "1",
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"support_trading_session": "N",
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"side": "BUY",
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"time_in_force": "DAY",
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"entrust_type": "QTY",
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"algo_start_time": "16:00:00",
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"algo_end_time": "23:00:00",
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"target_vol_percent": "10",
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"algo_type": "POV"
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}
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]
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res = trade_client.order_v3.preview_order(account_id, new_normal_equity_orders)
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if res.status_code == 200:
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print('preview algo order res:', res.json())
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res = trade_client.order_v3.place_order(account_id, new_normal_equity_orders)
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if res.status_code == 200:
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print('place algo order res:', res.json())
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sleep(3)
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replace_normal_equity_orders = [
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{
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"client_order_id": alog_client_order_id,
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"quantity": "100",
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"limit_price": "200"
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}
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]
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res = trade_client.order_v3.replace_order(account_id, replace_normal_equity_orders)
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if res.status_code == 200:
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print('replace algo order res:', res.json())
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sleep(3)
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res = trade_client.order_v3.cancel_order(account_id, alog_client_order_id)
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if res.status_code == 200:
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print('cancel algo order res:', res.json())
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res = trade_client.order_v3.get_order_open(account_id=account_id)
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if res.status_code == 200:
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print("order_open_res=" + json.dumps(res.json(), indent=4))
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res = trade_client.order_v3.get_order_history(account_id)
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if res.status_code == 200:
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print('get order history res:', res.json())
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res = trade_client.order_v3.get_order_detail(account_id, alog_client_order_id)
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if res.status_code == 200:
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print('get order detail res:', res.json())

‎samples/trade/trade_client_v3_event.py‎

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# Copyright 2022 Webull
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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import json
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import uuid
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from time import sleep
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from webull.core.client import ApiClient
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from webull.trade.trade_client import TradeClient
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optional_api_endpoint = "<api_endpoint>"
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your_app_key = "<your_app_key>"
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your_app_secret = "<your_app_secret>"
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region_id = "<region_id>"
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account_id = "<your_account_id>"
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# The token_dir parameter can be used to specify the directory for storing the 2FA token. Both absolute and relative paths are supported and this option has the highest priority.
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# Alternatively, the storage directory can be configured via an environment variable with the key WEBULL_OPENAPI_TOKEN_DIR, which also supports both absolute and relative paths.
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# If neither is specified, the default configuration will be used, and the token will be stored at conf/token.txt under the current working directory.
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# token_dir = "<your_token_dir>"
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# api_client.set_token_dir(token_dir)
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api_client = ApiClient(your_app_key, your_app_secret, region_id)
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api_client.add_endpoint(region_id, optional_api_endpoint)
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if __name__ == '__main__':
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trade_client = TradeClient(api_client)
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res = trade_client.account_v2.get_account_list()
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if res.status_code == 200:
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print('get account list:', res.json())
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res = trade_client.account_v2.get_account_balance(account_id)
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if res.status_code == 200:
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print('get account balance res:', res.json())
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res = trade_client.account_v2.get_account_position(account_id)
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if res.status_code == 200:
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print('get account position res:', res.json())
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# normal event order
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normal_event_client_order_id = uuid.uuid4().hex
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print('event client order id:', normal_event_client_order_id)
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new_normal_event_orders = [
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{
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"combo_type": "NORMAL",
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"client_order_id": normal_event_client_order_id,
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"instrument_type": "EVENT",
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"market": "US",
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"symbol": "KXRATECUTCOUNT-25DEC31-T9",
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"order_type": "LIMIT",
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"entrust_type": "QTY",
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"time_in_force": "DAY",
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"side": "BUY",
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"quantity": "1",
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"limit_price": "0.1",
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"event_outcome": "yes"
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}
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]
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res = trade_client.order_v3.preview_order(account_id, new_normal_event_orders)
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if res.status_code == 200:
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print('preview normal event order res:', res.json())
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res = trade_client.order_v3.place_order(account_id, new_normal_event_orders)
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if res.status_code == 200:
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print('place normal event order res:', res.json())
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sleep(3)
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# normal event order replace
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replace_normal_event_orders = [
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{
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"client_order_id": normal_event_client_order_id,
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"quantity": "10",
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"limit_price": "0.1"
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}
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]
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res = trade_client.order_v3.replace_order(account_id, replace_normal_event_orders)
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if res.status_code == 200:
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print('replace normal event order res:', res.json())
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sleep(3)
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# normal event order cancel
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res = trade_client.order_v3.cancel_order(account_id, normal_event_client_order_id)
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if res.status_code == 200:
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print('cancel normal event order res:', res.json())
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# get event order detail
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res = trade_client.order_v3.get_order_detail(account_id, normal_event_client_order_id)
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if res.status_code == 200:
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print('get event order detail res:', res.json())

‎samples/trade/trade_event_client.py‎

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import logging
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from webull.trade.events.types import ORDER_STATUS_CHANGED, EVENT_TYPE_ORDER
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from webull.trade.events.types import ORDER_STATUS_CHANGED, EVENT_TYPE_ORDER, EVENT_TYPE_POSITION, \
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POSITION_STATUS_CHANGED
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from webull.trade.trade_events_client import TradeEventsClient
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your_app_key = "<your_app_key>"
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if EVENT_TYPE_ORDER == event_type and ORDER_STATUS_CHANGED == subscribe_type:
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print('----request_id:%s----' % payload['request_id'])
3435
print(payload)
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if EVENT_TYPE_POSITION == event_type and POSITION_STATUS_CHANGED == subscribe_type:
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print('event payload:%s' % payload)
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if __name__ == '__main__':
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‎webull/__init__.py‎

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__version__ = '1.0.9'
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__version__ = '1.1.0'

‎webull/core/__init__.py‎

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__version__ = '1.0.9'
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__version__ = '1.1.0'
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import logging
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‎webull/data/__init__.py‎

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# coding=utf-8
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__version__ = '1.0.9'
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__version__ = '1.1.0'

‎webull/data/common/category.py‎

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Original file line numberDiff line numberDiff line change
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CN_STOCK = (7, "CN STOCK")
2626
US_CRYPTO = (8, "US CRYPTO")
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US_FUTURES = (12, "US FUTURES")
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US_EVENT = (13, "US EVENT")

‎webull/data/data_client.py‎

Lines changed: 2 additions & 0 deletions
Original file line numberDiff line numberDiff line change
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1919

2020
from webull.core.http.initializer.client_initializer import ClientInitializer
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from webull.data.quotes.crypto_market_data import CryptoMarketData
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from webull.data.quotes.event_market_data import EventMarketData
2223
from webull.data.quotes.futures_market_data import FuturesMarketData
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from webull.data.quotes.instrument import Instrument
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from webull.data.quotes.market_data import MarketData
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3233
self.market_data = MarketData(api_client)
3334
self.crypto_market_data = CryptoMarketData(api_client)
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self.futures_market_data = FuturesMarketData(api_client)
36+
self.event_market_data = EventMarketData(api_client)
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3638
def _init_logger(self, api_client):
3739
# No logger configured, using default console and local file logging.

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