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https://github.com/tigerfintech/openapi-python-sdk
Python SDK for Tiger Open API
https://github.com/tigerfintech/openapi-python-sdk
openapi python quant tigerbrokers trade
Last synced: 2 months ago
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Python SDK for Tiger Open API
- Host: GitHub
- URL: https://github.com/tigerfintech/openapi-python-sdk
- Owner: tigerfintech
- Created: 2018-11-02T07:18:59.000Z (about 6 years ago)
- Default Branch: master
- Last Pushed: 2024-01-19T07:49:10.000Z (12 months ago)
- Last Synced: 2024-11-10T10:06:21.707Z (2 months ago)
- Topics: openapi, python, quant, tigerbrokers, trade
- Language: Python
- Homepage: https://quant.itiger.com/#openapi
- Size: 926 KB
- Stars: 76
- Watchers: 7
- Forks: 15
- Open Issues: 3
-
Metadata Files:
- Readme: README.md
- Changelog: CHANGELOG.md
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README
# TigerOpen - 老虎量化开放平台 (Tiger Quant Open API)
### 简介
老虎开放平台可以为个人开发者和机构客户提供接口服务，投资者可以充分的利用老虎的交易服务、行情服务、账户服务等实现自己的投资应用程序。
- [官方在线文档](https://quant.itiger.com/openapi/zh/python/overview/introduction.html)
-------------------
### 安装
```
pip install tigeropen
或者
git clone https://github.com/tigerfintech/openapi-python-sdk.git
python setup.py install
```
### 使用须知
- 接入前需要在[开放平台](https://quant.itiger.com/#openapi)登记开发者信息
- 详情查看[接入说明](https://quant.itiger.com/openapi/zh/python/overview/introduction.html)
###### 注: 本SDK当前支持 Python3.4 及以上版本
---
### 快速上手
- 行情和交易接口
```
import traceback
from tigeropen.common.consts import Language, Market, TimelinePeriod, QuoteRight
from tigeropen.common.response import TigerResponse
from tigeropen.quote.quote_client import QuoteClient
from tigeropen.quote.request import OpenApiRequest
from tigeropen.tiger_open_client import TigerOpenClient
from tigeropen.tiger_open_config import TigerOpenClientConfig
from tigeropen.common.util.signature_utils import read_private_key
from tigeropen.common.consts.service_types import ACCOUNTS
from tigeropen.trade.request.model import AccountsParams
from tigeropen.trade.trade_client import TradeClient
def get_client_config():
"""
:return:
"""
is_sandbox = False
client_config = TigerOpenClientConfig(sandbox_debug=is_sandbox)
client_config.private_key = read_private_key('your private key file path')
client_config.tiger_id = 'your tiger id'
client_config.account = 'your account'
client_config.language = Language.en_US
return client_config
def get_account_info():
client_config = get_client_config()
openapi_client = TigerOpenClient(client_config)
account = AccountsParams()
account.account = 'DU575569'
request = OpenApiRequest(method=ACCOUNTS, biz_model=account)
response_content = None
try:
response_content = openapi_client.execute(request)
except Exception as e:
print(traceback.format_exc())
if not response_content:
print("failed to execute")
else:
response = TigerResponse()
response.parse_response_content(response_content)
if response.is_success():
print("get response data:" + response.data)
else:
print(response.code + "," + response.msg + "," + response.data)
def get_trade_apis():
client_config = get_client_config()
trade_client = TradeClient(client_config)
trade_client.get_managed_accounts()
def get_quote_apis():
client_config = get_client_config()
quote_client = QuoteClient(client_config)
quote_client.get_market_status(Market.US)
quote_client.get_briefs(symbols=['AAPL', '00700', '600519'], include_ask_bid=True, right=QuoteRight.BR)
quote_client.get_timeline(['AAPL'], period=TimelinePeriod.DAY, include_hour_trading=True)
quote_client.get_bars(['AAPL'])
def get_option_quote():
client_config = get_client_config()
quote_client = QuoteClient(client_config)
symbol = 'AAPL'
expirations = quote_client.get_option_expirations(symbols=[symbol])
if len(expirations) > 1:
expiry = int(expirations[expirations['symbol'] == symbol].at[0, 'timestamp'])
quote_client.get_option_chain(symbol, expiry)
quote_client.get_option_briefs(['AAPL 190104C00121000'])
quote_client.get_option_bars(['AAPL 190104P00134000'])
quote_client.get_option_trade_ticks(['AAPL 190104P00134000'])
def get_future_quote():
client_config = get_client_config()
quote_client = QuoteClient(client_config)
exchanges = quote_client.get_future_exchanges()
print(exchanges)
quote_client.get_future_bars(['CN1901'], begin_time=-1, end_time=1545105097358)
quote_client.get_future_trade_ticks(['CN1901'])
quote_client.get_future_contracts('CME')
quote_client.get_future_trading_times('CN1901', trading_date=1545049282852)
quote_client.get_future_brief(['ES1906', 'CN1901'])
```
- 行情和交易信息推送
```
from tigeropen.common.consts import Language
from tigeropen.common.util.signature_utils import read_private_key
from tigeropen.push.push_client import PushClient
from tigeropen.tiger_open_config import TigerOpenClientConfig
def on_query_subscribed_quote(symbols, focus_keys, limit, used):
print(symbols, focus_keys, limit, used)
def on_quote_changed(symbol, items, hour_trading):
print(symbol, items, hour_trading)
is_sandbox = False
client_config = TigerOpenClientConfig(sandbox_debug=is_sandbox)
client_config.private_key = read_private_key('your private key file path')
# https://www.itiger.com/openapi/info 开发者信息获取
client_config.tiger_id = 'your tiger id'
client_config.account = 'your account'
client_config.language = Language.en_US
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'))
push_client.quote_changed = on_quote_changed
push_client.subscribed_symbols = on_query_subscribed_quote
push_client.connect(client_config.tiger_id, client_config.private_key)
push_client.query_subscribed_quote()
push_client.subscribe_quote(['AAPL', 'GOOG'])
push_client.subscribe_asset()
time.sleep(600)
push_client.disconnect()
```
---
### 示例代码
- 示例代码位于目录: (tigeropen包安装目录)/tigeropen/examples
***
### 开放平台及量化平台交流
* 老虎量化QQ群(869893807)
* 团队或公司客户请在入群后联系群主
***
### 使用说明
* 有任何问题可以到 issues 处提出，我们会及时进行解答。
* 使用新版本时请先仔细阅读接口文档，大部分问题都可以在接口文档中找到你想要的答案。
* 欢迎大家提出建议、也可以提出各种需求，我们一定会尽量满足大家的需求。
---