Merge branch 'feature/us-quotes' into 'main'

feat:us stock market

See merge request institution/openapi-python-sdk!33

Author: Kerr-pixel

README.md

@@ -19,21 +19,21 @@ Subscription to real-time information: Subscribe to order status changes, market
 
 ## Interface Protocol
 
-The bottom layer of Webull OpenAPI provides three protocols, HTTP / GRPC / MQTT, to support functions and features like trading, subcriptions for changes of order status and real-time market quotes.
+The bottom layer of Webull OpenAPI provides three protocols, HTTP / GRPC / MQTT, to support functions and features like trading, subscriptions for changes of order status and real-time market quotes.
 
-HTTP: It mainly provides interface services for data such as tradings, accounts, candlestick charts, snapshots, etc.
-
-GRPC: Currently provides real-time messages for order status changes.
-
-MQTT: Provides data services for real-time market conditions.
+| Protocol    | Description                                       |
+|-------|------------------------------------------|
+| HTTP  | It mainly provides interface services for data such as tradings, accounts, candlestick charts, snapshots, etc.              |
+| GRPC	 | 1. Provide real-time push messages for order status changes.<br/>2. Provide data query support for the market interface. |
+| MQTT	 | Provides data services for real-time market conditions.  |
 
 ## Developer documentation
 
 https://developer.webull.hk/api-doc/
 
 ## Documentation
 
-- [Requirements](./docs/0-Requirement_CN.md)
+- [Requirements](./docs/0-Requirement.md)
 - [SDK installation](./docs/1-Installation.md)
 - [Timeout mechanism](./docs/2-Timeout.md)
 - [Proxy configuration](./docs/3-Proxy.md)

docs/1-Installation.md

@@ -25,11 +25,3 @@ Packages that need to be installed by default for the complete use of the tradin
 - `webull-python-sdk-core`  
 - `webull-python-sdk-trade-events-core`  
 - `webull-python-sdk-trade-hk`
-
-## Source package installation script
-
-### windows
-Under the source code package scripts directory`install_for_windows.bat`
-
-### Linux / MacOS
-Under the source code package scripts directory`install.sh`

webull-python-sdk-core/webullsdkcore/__init__.py

@@ -1,4 +1,4 @@
-__version__ = "0.1.1"
+__version__ = "0.1.2"
 
 import logging
 

webull-python-sdk-demos/setup.py

@@ -15,8 +15,8 @@
     LONG_DESCRIPTION = fp.read()
 
 requires = [
-    "webull-python-sdk-mdata==0.1.1",
-    "webull-python-sdk-trade-hk==0.1.1"
+    "webull-python-sdk-mdata==0.1.2",
+    "webull-python-sdk-trade-hk==0.1.2"
 ]
 
 setup_args = {

webull-python-sdk-demos/tests/mdata/quote_mqtt/custom_client.py

@@ -6,9 +6,11 @@
 from webullsdkmdata.common.subscribe_type import SubscribeType
 from webullsdkmdata.quotes.grpc.pb import quote_pb2
 from webullsdkmdata.quotes.grpc.response import Response
-from webullsdkmdata.quotes.subscribe.basic_quote_decoder import BasicQuoteDecoder
-from webullsdkmdata.quotes.subscribe.payload_type import PAYLOAD_TYPE_SHAPSHOT, PAYLOAD_TYPE_BASIC_QUOTE
 from webullsdkmdata.quotes.subscribe.snapshot_decoder import SnapshotDecoder
+from webullsdkmdata.quotes.subscribe.tick_decoder import TickDecoder
+from webullsdkmdata.quotes.subscribe.quote_decoder import QuoteDecoder
+from webullsdkmdata.quotes.subscribe.payload_type import (PAYLOAD_TYPE_QUOTE,
+                                                          PAYLOAD_TYPE_SHAPSHOT, PAYLOAD_TYPE_TICK)
 from webullsdkmdata.request.grpc.get_streaming_token_request import GetStreamingTokenRequest
 from webullsdkmdata.request.grpc.quotes_subscribe_request import SubscribeRequest
 from webullsdkmdata.request.grpc.quotes_unsubscribe_request import UnsubcribeRequest
@@ -26,8 +28,9 @@ def __init__(self, app_key, app_secret, host=None, region_id=None):
         self._host = host
         self.subscribe_client = QuotesClient(app_key, app_secret, region_id, host)
         self.subscribe_client.register_payload_decoder(
-            PAYLOAD_TYPE_BASIC_QUOTE, BasicQuoteDecoder())
+            PAYLOAD_TYPE_QUOTE, QuoteDecoder())
         self.subscribe_client.register_payload_decoder(PAYLOAD_TYPE_SHAPSHOT, SnapshotDecoder())
+        self.subscribe_client.register_payload_decoder(PAYLOAD_TYPE_TICK, TickDecoder())
         self._grpc_client = self.subscribe_client.grpc_client
 
     def _on_quotes_subscribe(self, client, api_client, token):
@@ -84,8 +87,8 @@ def unsubscribe(self, symbols, category, sub_types, unsubscribe_all=False):
 
     try:
         # subscribe
-        res = custom_client.subscribe(['00700'], Category.HK_STOCK.name,
-                                      [SubscribeType.BASIC_QUOTE.name, SubscribeType.SNAPSHOT.name])
+        res = custom_client.subscribe(['AAPL'], Category.US_STOCK.name,
+                                      [SubscribeType.QUOTE.name, SubscribeType.SNAPSHOT.name, SubscribeType.TICK.name])
         print(res.path)
         print(res.request_id)
         print(res.status_code)
@@ -97,9 +100,9 @@ def unsubscribe(self, symbols, category, sub_types, unsubscribe_all=False):
     time.sleep(30)
 
     print("unsubscribe")
-    res = custom_client.unsubscribe(symbols=None, category=Category.HK_STOCK.name,
-                                    sub_types=[SubscribeType.BASIC_QUOTE.name, SubscribeType.SNAPSHOT.name],
-                                    unsubscribe_all=True)
+    res = custom_client.unsubscribe(symbols=['AAPL'], category=Category.US_STOCK.name,
+                                    sub_types=[SubscribeType.QUOTE.name],
+                                    unsubscribe_all=False)
 
     print(res.path)
     print(res.request_id)

webull-python-sdk-demos/tests/mdata/requset/test_get_quote_request.py

@@ -1,13 +1,13 @@
 # coding=utf-8
 import unittest
-from webullsdkmdata.request.get_quote_request import GetQuoteRequest
+from webullsdkmdata.request.get_snapshot_request import GetSnapshotRequest
 from webullsdkmdata.common.category import Category
 from webullsdkcore.client import ApiClient
 
 PRE_OPENAPI_ENDPOINT = "<api_endpoint>"
 class TestGetQuoteRequest(unittest.TestCase):
     def test_request(self):
-        reuqest = GetQuoteRequest()
+        reuqest = GetSnapshotRequest()
         reuqest.set_category(Category.US_STOCK.name)
         reuqest.set_symbols(["AAPL", "TSLA"])
         reuqest.set_endpoint(PRE_OPENAPI_ENDPOINT)

webull-python-sdk-demos/tests/tradehk/quote/grpc/grpc_test.py

@@ -53,10 +53,30 @@
 
     time.sleep(1)
     print('get_instrument request', '*' * 20)
-    res = instrument.get_instrument('00700', 'HK_STOCK')
+    res = instrument.get_instrument('F', 'US_STOCK')
     print(res.path)
     print(res.request_id)
     print(res.status_code)
     print(res.msg)
     print(res.json())
     print('get_instrument request end', '*' * 20)
+
+    time.sleep(1)
+    print('get_tick request', '*' * 20)
+    res = market_data.get_tick('00700', 'HK_STOCK')
+    print(res.path)
+    print(res.request_id)
+    print(res.status_code)
+    print(res.msg)
+    print(res.json())
+    print('get_tick request end', '*' * 20)
+
+    time.sleep(1)
+    print('get_snapshot_quote request', '*' * 20)
+    res = market_data.get_snapshot('00700', 'HK_STOCK')
+    print(res.path)
+    print(res.request_id)
+    print(res.status_code)
+    print(res.msg)
+    print(res.json())
+    print('get_snapshot_quote request end', '*' * 20)

webull-python-sdk-demos/tests/tradehk/quote/subcribe/subcribe.py

@@ -15,12 +15,11 @@ def test_default_quotes_client(self):
         def pt_logs(client, userdata, level, buf):
             print("userdata:%s, level:%s, buf:%s" % (userdata, level, buf))
 
-        def on_message(client, userdata, message):
-            print("Received message '" + str(message.payload) + "' on topic '"
-                  + message.topic + "' with QoS " + str(message.qos))
+        def on_quotes_message(client, userdata, message):
+            print("Received message userdata: %s,%s'" % (userdata, message))
 
         client = DefaultQuotesClient(your_app_key, your_app_secret, 'hk', optional_quotes_endpoint)
-        client.init_default_settings('00700,09988', Category.HK_STOCK.name, SubscribeType.SNAPSHOT.name)
-        client.on_log = pt_logs
-        client.on_message = on_message
+        client.init_default_settings('AAPL', Category.US_STOCK.name, SubscribeType.SNAPSHOT.name)
+        # client.on_log = pt_logs
+        client.on_quotes_message = on_quotes_message
         client.connect_and_loop_forever()

webull-python-sdk-demos/tests/tradehk/test_api.py

@@ -5,13 +5,12 @@
 from webullsdkmdata.common.category import Category
 from webullsdktradehk.api import API
 
-
 optional_api_endpoint = "<api_endpoint>"
 your_app_key = "<your_app_key>"
 your_app_secret = "<your_app_secret>"
 account_id = "<your_account_id>"
-api_client = ApiClient(your_app_key, your_app_secret,'hk')
-api_client.add_endpoint('us', optional_api_endpoint)
+api_client = ApiClient(your_app_key, your_app_secret, 'hk')
+api_client.add_endpoint('hk', optional_api_endpoint)
 
 
 class TestApi(unittest.TestCase):
@@ -35,13 +34,13 @@ def test_api(self):
         res = api.instrument.get_trade_instrument_detail("913244615")
         if res.status_code == 200:
             print(res.json())
-        res = api.market_data.get_quote('AAPL','US_STOCK')
+        res = api.market_data.get_snapshot('AAPL', 'US_STOCK')
         if res.status_code == 200:
             print('us stock quote:', res.json())
-        res = api.market_data.get_quote('00700', 'HK_STOCK')
+        res = api.market_data.get_snapshot('00700', 'HK_STOCK')
         if res.status_code == 200:
             print('hk stock quote:', res.json())
-        res = api.market_data.get_quote('600000', 'CN_STOCK')
+        res = api.market_data.get_snapshot('600000', 'CN_STOCK')
         if res.status_code == 200:
             print('cn stock quote:', res.json())
         res = api.market_data.get_history_bar('AAPL', 'US_STOCK', 'M1')
@@ -62,11 +61,11 @@ def test_api(self):
         res = api.account.get_account_position(account_id)
         if res.status_code == 200:
             print('account position:', res.json())
-        res = api.account.get_account_balance(account_id,'HKD')
+        res = api.account.get_account_balance(account_id, 'HKD')
         if res.status_code == 200:
             print('account balance:', res.json())
         client_order_id = uuid.uuid4().hex
-        print('client order id:',client_order_id)
+        print('client order id:', client_order_id)
         stock_order = {
             "account_id": account_id,
             "stock_order": {
@@ -155,15 +154,12 @@ def test_api(self):
         res = api.order.list_open_orders(account_id, page_size=20)
         if res.status_code == 200:
             print('open orders:', res.json())
-        res = api.order.list_today_orders(account_id,page_size=20)
+        res = api.order.list_today_orders(account_id, page_size=20)
         if res.status_code == 200:
             print('today orders', res.json())
         res = api.order.query_order_detail(account_id, client_order_id)
         if res.status_code == 200:
-            print('order detail:',res.json())
+            print('order detail:', res.json())
         res = api.order.cancel_order(account_id, client_order_id)
         if res.status_code == 200:
             print('cancel order status:', res.json())
-
-
-

webull-python-sdk-demos/webullsdkdemos/mdata/get_quote_request.py

@@ -18,15 +18,15 @@
 # coding=utf-8
 from webullsdkcore.client import ApiClient
 from webullsdkmdata.common.category import Category
-from webullsdkmdata.request.get_quote_request import GetQuoteRequest
+from webullsdkmdata.request.get_snapshot_request import GetSnapshotRequest
 
 if __name__ == '__main__':
     your_app_key = "<your_app_key>"
     your_app_secret = "<your_app_secret>"
     region_id = "hk"
     optional_api_endpoint = "<api_endpoint>"
     api_client = ApiClient(your_app_key, your_app_secret, region_id)
-    request = GetQuoteRequest()
+    request = GetSnapshotRequest()
     request.set_endpoint(optional_api_endpoint)
     request.set_category(Category.US_STOCK.name)
     request.set_symbols("AAPL")

webull-python-sdk-mdata/__init__.py

@@ -15,8 +15,8 @@
     LONG_DESCRIPTION = fp.read()
 
 requires = [
-    "webull-python-sdk-core==0.1.1",
-    "webull-python-sdk-quotes-core==0.1.1"
+    "webull-python-sdk-core==0.1.2",
+    "webull-python-sdk-quotes-core==0.1.2"
 ]
 
 setup_args = {

webull-python-sdk-mdata/setup.py

@@ -1,3 +1,3 @@
 # coding=utf-8
 
-__version__ = '0.1.1'
+__version__ = '0.1.2'

webull-python-sdk-mdata/webullsdkmdata/__init__.py

@@ -17,6 +17,9 @@
 
 # coding=utf-8
 from webullsdkcore.common.easy_enum import EasyEnum
+
+
 class SubscribeType(EasyEnum):
-    BASIC_QUOTE = (1, "BASIC QUOTE")
-    SNAPSHOT = (2, "SNAPSHOT")
+    QUOTE = (0, "QUOTE")
+    SNAPSHOT = (1, "SNAPSHOT")
+    TICK = (2, "TICK")

webull-python-sdk-mdata/webullsdkmdata/common/subscribe_type.py

@@ -14,17 +14,17 @@
 # KIND, either express or implied.  See the License for the
 # specific language governing permissions and limitations
 # under the License.
-import logging
 
 from webullsdkmdata.quotes.grpc.pb import quote_pb2
 from webullsdkmdata.quotes.grpc.response import Response
 from webullsdkmdata.request.grpc.get_instruments_request import GetInstrumentsRequest
 
+
 class Instrument:
     def __init__(self, grpc_client):
         self.client = grpc_client
 
     def get_instrument(self, symbols, category):
         request = GetInstrumentsRequest(symbols, category)
         result = self.client.get_response(request.get_path(), request.serialize())
-        return Response(result, quote_pb2.TickerResponse())
+        return Response(result, quote_pb2.InstrumentResponse())

webull-python-sdk-mdata/webullsdkmdata/quotes/grpc/instrument.py

@@ -14,15 +14,16 @@
 # KIND, either express or implied.  See the License for the
 # specific language governing permissions and limitations
 # under the License.
-import logging
 
 from webullsdkmdata.quotes.grpc.pb import quote_pb2
 from webullsdkmdata.quotes.grpc.response import Response
 from webullsdkmdata.request.grpc.get_historical_bars_request import GetHistoricalBarsRequest
 from webullsdkmdata.request.grpc.get_quote_request import GetQuoteRequest
+from webullsdkmdata.request.grpc.get_snapshot_request import GetSnapshotRequest
 from webullsdkmdata.request.grpc.get_streaming_token_request import GetStreamingTokenRequest
 from webullsdkmdata.request.grpc.quotes_subscribe_request import SubscribeRequest
 from webullsdkmdata.request.grpc.quotes_unsubscribe_request import UnsubcribeRequest
+from webullsdkmdata.request.grpc.get_tick_request import GetTickRequest
 
 
 class MarketData:
@@ -49,7 +50,17 @@ def get_history_bar(self, symbol, category, timespan, count='200'):
         result = self.client.get_response(request.get_path(), request.serialize())
         return Response(result, quote_pb2.BarsResponse())
 
-    def get_quote(self, symbols, category):
-        request = GetQuoteRequest(symbols, category)
+    def get_quote(self, symbol, category):
+        request = GetQuoteRequest(symbol, category)
         result = self.client.get_response(request.get_path(), request.serialize())
-        return Response(result, quote_pb2.QuotesResponse())
+        return Response(result, quote_pb2.QuoteResponse())
+
+    def get_snapshot(self, symbols, category):
+        request = GetSnapshotRequest(symbols, category)
+        result = self.client.get_response(request.get_path(), request.serialize())
+        return Response(result, quote_pb2.SnapshotResponse())
+
+    def get_tick(self, symbol, category, count='30'):
+        request = GetTickRequest(symbol, category, count)
+        result = self.client.get_response(request.get_path(), request.serialize())
+        return Response(result, quote_pb2.TickResponse())