Merge branch 'dev' into 'master'

Dev

See merge request server/openapi/openapi-python-sdk!158

Author: tigersk

CHANGELOG.md

@@ -1,3 +1,10 @@
+## 2.3.1 (2023-02-23)
+### New
+- 支持2FA token自定义刷新间隔，可通过 client_config.token_refresh_duration = 0 关闭自动刷新
+### Fix
+- tick数据推送字段异常问题
+- 若开启token，刷新线程不随主线程退出的问题
+
 ## 2.3.0 (2023-02-16)
 ### New
 - 支持配置文件

tigeropen/common/util/tick_util.py

@@ -16,7 +16,7 @@ def get_part_code_name(code):
 
 
 def get_trade_condition_map(quote_level):
-    if quote_level.lower().startswith(HK_QUOTE_LEVEL_PREFIX):
+    if quote_level and quote_level.lower().startswith(HK_QUOTE_LEVEL_PREFIX):
         return HK_TRADE_COND_MAP
     return US_TRADE_COND_MAP
 

tigeropen/push/push_client.py

@@ -508,10 +508,18 @@ def _generate_headers(self, extra_headers=None):
         return headers
 
     def _convert_tick(self, tick):
+        """"将原始数据转换为tick列表。
+
+        '{"symbol":"00700","type":"-+","sn":"17441","priceBase":"3552","priceOffset":1,"time":["1677119933174","97"],"price":["0","2"],"volume":["300","100"],"quoteLevel":"hkStockQuoteLv2","timestamp":"1677119933391","secType":"STK"}'
+
+        转换为tick的列表：
+        [{'tick_type': '-', 'price': 355.2, 'volume': 300, 'part_code': None, 'part_code_name': None, 'cond': None, 'time': 1677119933174, 'sn': 17441, 'quote_level': 'hkStockQuoteLv2', 'timestamp': 1677119933391, 'sec_type': 'STK'},
+         {'tick_type': '+', 'price': 355.4, 'volume': 100, 'part_code': None, 'part_code_name': None, 'cond': None, 'time': 1677119933271, 'sn': 17442, 'quote_level': 'hkStockQuoteLv2', 'timestamp': 1677119933391, 'sec_type': 'STK'}]
+        """
         data = json.loads(tick)
         symbol = data.pop('symbol')
         data = camel_to_underline_obj(data)
-        price_offset = 10 ** data.pop('price_offset')
+        price_offset = 10 ** data.pop('price_offset', 0)
         price_base = float(data.pop('price_base'))
         data['timestamp'] = int(data.get('timestamp'))
         prices = data.pop('prices') if 'prices' in data else data.pop('price')
@@ -521,7 +529,7 @@ def _convert_tick(self, tick):
         time_items = [('time', item) for item in accumulate(times)]
         volumes = data.pop('volumes') if 'volumes' in data else data.pop('volume')
         volume_items = [('volume', int(item)) for item in volumes]
-        tick_types = data.pop('tick_type') if 'tick_type' in data else data.pop('type')
+        tick_types = data.pop('tick_type') if 'tick_type' in data else data.pop('type', None)
         if tick_types:
             tick_type_items = [('tick_type', item) for item in tick_types]
         else:
@@ -534,8 +542,10 @@ def _convert_tick(self, tick):
             part_code_items = [('part_code', None) for _ in range(len(time_items))]
             part_code_name_items = [('part_code_name', None) for _ in range(len(time_items))]
         conds = data.pop('cond') if 'cond' in data else None
-        cond_map = get_trade_condition_map(data.get('quote_level'))
+        cond_map = get_trade_condition_map(data.get('quote_level', ''))
         if conds:
+            if len(time_items) - len(conds) > 0:
+                conds += ' ' * (len(time_items) - len(conds))
             cond_items = [('cond', get_trade_condition(item, cond_map)) for item in conds]
         else:
             cond_items = [('cond', None) for _ in range(len(time_items))]
@@ -553,11 +563,12 @@ def _convert_tick(self, tick):
             try:
                 item_dict = dict(item)
             except:
-                self.logger.error('convert tick error')
+                self.logger.error(f'convert tick error, item:{item}')
                 continue
             item_dict.update(data)
             if item_dict.get('merged_vols'):
-                vols = item_dict.pop('merged_vols').get('vols')
+                m_vols = item_dict.pop('merged_vols')
+                vols = m_vols.get('vols') if 'vols' in m_vols else m_vols.get('vol')
                 for i, vol in enumerate(vols):
                     sub_item = dict(item_dict)
                     sub_item['sn'] = sub_item['sn'] * 10 + i

tigeropen/quote/response/quote_bar_response.py

@@ -8,7 +8,7 @@
 
 from tigeropen.common.response import TigerResponse
 
-COLUMNS = ['symbol', 'time', 'open', 'high', 'low', 'close', 'volume', 'next_page_token']
+COLUMNS = ['symbol', 'time', 'open', 'high', 'low', 'close', 'volume', 'amount', 'next_page_token']
 BAR_FIELD_MAPPINGS = {'avgPrice': 'avg_price'}
 
 

tigeropen/tiger_open_client.py

@@ -176,6 +176,9 @@ def _get_retry_deco(self, service):
                                         (RequestException, ResponseException),
                                         max_time=self.__config.retry_max_time,
                                         max_tries=self.__config.retry_max_tries,
+                                        logger=self.__logger,
+                                        on_giveup=lambda x: self.__logger.error(f'give up after '
+                                                                                f'{self.__config.retry_max_tries} retries'),
                                         jitter=None)
         return None
 
@@ -215,7 +218,7 @@ def query_license(self):
                 return json.loads(response.data).get('license')
         self.__logger.error(f"failed to query license, response: {response_content}")
 
-    def refresh_token(self):
+    def query_token(self):
         request = OpenApiRequest(method=USER_TOKEN_REFRESH)
 
         response_content = None
@@ -231,21 +234,25 @@ def refresh_token(self):
         self.__logger.error(f"failed to refresh token, response: {response_content}")
         return None
 
-    def token_refresh_task(self):
+    def refresh_token(self):
+        new_token = self.query_token()
+        if new_token:
+            self.__logger.info(f"refresh token, old:{self.__config.token}, new:{new_token}")
+            self.__config.load_or_store_token(new_token)
+
+    def __token_refresh_task(self):
         try:
             if self.__config.should_token_refresh():
-                new_token = self.refresh_token()
-                if new_token:
-                    self.__logger.info(f"refresh token, old:{self.__config.token}, new:{new_token}")
-                    self.__config.load_or_store_token(new_token)
+                self.refresh_token()
         except Exception as e:
             self.__logger.error(e, exc_info=True)
 
     def __schedule_thread(self):
-        if not _SCHEDULE_STATE['is_running']:
+        if not _SCHEDULE_STATE['is_running'] and self.__config.token_refresh_duration != 0:
             _SCHEDULE_STATE['is_running'] = True
             self.__logger.info('Starting schedule thread...')
-            daemon = RepeatTimer(TOKEN_CHECK_INTERVAL, self.token_refresh_task)
+            daemon = RepeatTimer(TOKEN_CHECK_INTERVAL, self.__token_refresh_task)
+            daemon.daemon = True
             daemon.start()
 
 

tigeropen/tiger_open_config.py

@@ -95,6 +95,8 @@ def __init__(self, sandbox_debug=None, enable_dynamic_domain=True, props_path='.
         self.retry_max_tries = 5
         self.props_path = props_path
         self.token = None
+        # token 刷新间隔周期， 单位秒
+        self.token_refresh_duration = TOKEN_REFRESH_DURATION
         self._load_props()
         self.load_or_store_token()
 
@@ -289,11 +291,11 @@ def load_or_store_token(self, token=None):
             except Exception as e:
                 logging.error(e, exc_info=True)
 
-    def should_token_refresh(self, duration=TOKEN_REFRESH_DURATION):
-        if self.token:
+    def should_token_refresh(self):
+        if self.token and self.token_refresh_duration != 0:
             tokeninfo = base64.b64decode(self.token)
             gen_ts, expire_ts = tokeninfo[:27].decode('utf-8').split(',')
-            if (int(time.time()) - int(gen_ts) // 1000) > duration:
+            if (int(time.time()) - int(gen_ts) // 1000) > self.token_refresh_duration:
                 return True
             return False