From 16c7de88c585f3df9a7eedd73760a70173d6ce4d Mon Sep 17 00:00:00 2001 From: Kaysen1011 <18811088267@163.com> Date: Sat, 20 Jul 2024 18:33:26 +0800 Subject: [PATCH 1/4] =?UTF-8?q?openapi-java-sdk=E4=BE=9D=E8=B5=96=E5=8D=87?= =?UTF-8?q?=E7=BA=A7=E9=80=82=E9=85=8D=202.1.5?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- northstar-main/pom.xml | 5 +++++ 1 file changed, 5 insertions(+) diff --git a/northstar-main/pom.xml b/northstar-main/pom.xml index abd326b6..5adfec2c 100644 --- a/northstar-main/pom.xml +++ b/northstar-main/pom.xml @@ -94,6 +94,11 @@ commons-codec commons-codec + + io.github.tigerbrokers + openapi-java-sdk + 2.1.5 + org.springframework.boot spring-boot-configuration-processor -- Gitee From 900c8f2e3aeee6645e5659a01d4e53df4ccfdf23 Mon Sep 17 00:00:00 2001 From: Kaysen1011 <18811088267@163.com> Date: Mon, 22 Jul 2024 07:16:17 +0800 Subject: [PATCH 2/4] =?UTF-8?q?=E5=88=9D=E5=A7=8B=E5=8C=96tiger=E7=BD=91?= =?UTF-8?q?=E5=85=B3?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- northstar-gateway-tiger/.gitignore | 31 + northstar-gateway-tiger/LICENSE | 674 ++++++++++++++++++ northstar-gateway-tiger/README.md | 5 + northstar-gateway-tiger/pom.xml | 76 ++ .../gateway/tiger/OrderTradeQueryProxy.java | 235 ++++++ .../northstar/gateway/tiger/TigerConfig.java | 30 + .../gateway/tiger/TigerContract.java | 116 +++ .../gateway/tiger/TigerContractProvider.java | 97 +++ .../tiger/TigerDataServiceManager.java | 43 ++ .../gateway/tiger/TigerGatewayFactory.java | 43 ++ .../gateway/tiger/TigerGatewaySettings.java | 30 + .../gateway/tiger/TigerHttpClient.java | 349 +++++++++ .../northstar/gateway/tiger/TigerLoader.java | 34 + .../tiger/TigerMarketGatewayAdapter.java | 358 ++++++++++ .../tiger/TigerTradeGatewayAdapter.java | 293 ++++++++ .../gateway/tiger/time/CnStockTradeTime.java | 25 + .../gateway/tiger/time/HkStockTradeTime.java | 25 + .../gateway/tiger/time/UsStockTradeTime.java | 32 + .../tiger/OrderTradeQueryProxyTest.java | 78 ++ 19 files changed, 2574 insertions(+) create mode 100644 northstar-gateway-tiger/.gitignore create mode 100644 northstar-gateway-tiger/LICENSE create mode 100644 northstar-gateway-tiger/README.md create mode 100644 northstar-gateway-tiger/pom.xml create mode 100644 northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/OrderTradeQueryProxy.java create mode 100644 northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerConfig.java create mode 100644 northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerContract.java create mode 100644 northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerContractProvider.java create mode 100644 northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerDataServiceManager.java create mode 100644 northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerGatewayFactory.java create mode 100644 northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerGatewaySettings.java create mode 100644 northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerHttpClient.java create mode 100644 northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerLoader.java create mode 100644 northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerMarketGatewayAdapter.java create mode 100644 northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerTradeGatewayAdapter.java create mode 100644 northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/time/CnStockTradeTime.java create mode 100644 northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/time/HkStockTradeTime.java create mode 100644 northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/time/UsStockTradeTime.java create mode 100644 northstar-gateway-tiger/src/test/java/org/dromara/northstar/gateway/tiger/OrderTradeQueryProxyTest.java diff --git a/northstar-gateway-tiger/.gitignore b/northstar-gateway-tiger/.gitignore new file mode 100644 index 00000000..a2a3040a --- /dev/null +++ b/northstar-gateway-tiger/.gitignore @@ -0,0 +1,31 @@ +HELP.md +target/ +!.mvn/wrapper/maven-wrapper.jar +!**/src/main/** +!**/src/test/** + +### STS ### +.apt_generated +.classpath +.factorypath +.project +.settings +.springBeans +.sts4-cache + +### IntelliJ IDEA ### +.idea +*.iws +*.iml +*.ipr + +### NetBeans ### +/nbproject/private/ +/nbbuild/ +/dist/ +/nbdist/ +/.nb-gradle/ +build/ + +### VS Code ### +.vscode/ diff --git a/northstar-gateway-tiger/LICENSE b/northstar-gateway-tiger/LICENSE new file mode 100644 index 00000000..94a9ed02 --- /dev/null +++ b/northstar-gateway-tiger/LICENSE @@ -0,0 +1,674 @@ + GNU GENERAL PUBLIC LICENSE + Version 3, 29 June 2007 + + Copyright (C) 2007 Free Software Foundation, Inc. + Everyone is permitted to copy and distribute verbatim copies + of this license document, but changing it is not allowed. + + Preamble + + The GNU General Public License is a free, copyleft license for +software and other kinds of works. + + The licenses for most software and other practical works are designed +to take away your freedom to share and change the works. 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If the +Program specifies that a certain numbered version of the GNU General +Public License "or any later version" applies to it, you have the +option of following the terms and conditions either of that numbered +version or of any later version published by the Free Software +Foundation. If the Program does not specify a version number of the +GNU General Public License, you may choose any version ever published +by the Free Software Foundation. + + If the Program specifies that a proxy can decide which future +versions of the GNU General Public License can be used, that proxy's +public statement of acceptance of a version permanently authorizes you +to choose that version for the Program. + + Later license versions may give you additional or different +permissions. However, no additional obligations are imposed on any +author or copyright holder as a result of your choosing to follow a +later version. + + 15. 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It is safest +to attach them to the start of each source file to most effectively +state the exclusion of warranty; and each file should have at least +the "copyright" line and a pointer to where the full notice is found. + + + Copyright (C) + + This program is free software: you can redistribute it and/or modify + it under the terms of the GNU General Public License as published by + the Free Software Foundation, either version 3 of the License, or + (at your option) any later version. + + This program is distributed in the hope that it will be useful, + but WITHOUT ANY WARRANTY; without even the implied warranty of + MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the + GNU General Public License for more details. + + You should have received a copy of the GNU General Public License + along with this program. If not, see . + +Also add information on how to contact you by electronic and paper mail. + + If the program does terminal interaction, make it output a short +notice like this when it starts in an interactive mode: + + Copyright (C) + This program comes with ABSOLUTELY NO WARRANTY; for details type `show w'. + This is free software, and you are welcome to redistribute it + under certain conditions; type `show c' for details. + +The hypothetical commands `show w' and `show c' should show the appropriate +parts of the General Public License. Of course, your program's commands +might be different; for a GUI interface, you would use an "about box". + + You should also get your employer (if you work as a programmer) or school, +if any, to sign a "copyright disclaimer" for the program, if necessary. +For more information on this, and how to apply and follow the GNU GPL, see +. + + The GNU General Public License does not permit incorporating your program +into proprietary programs. If your program is a subroutine library, you +may consider it more useful to permit linking proprietary applications with +the library. If this is what you want to do, use the GNU Lesser General +Public License instead of this License. But first, please read +. diff --git a/northstar-gateway-tiger/README.md b/northstar-gateway-tiger/README.md new file mode 100644 index 00000000..03170248 --- /dev/null +++ b/northstar-gateway-tiger/README.md @@ -0,0 +1,5 @@ +# northstar-gateway-tiger + +northstar盈富量化平台老虎证券网关接口实现 + +使用时，需要依赖 northstar 主程序进行加载，详情参考 https://gitee.com/dromara/northstar \ No newline at end of file diff --git a/northstar-gateway-tiger/pom.xml b/northstar-gateway-tiger/pom.xml new file mode 100644 index 00000000..23fc37b7 --- /dev/null +++ b/northstar-gateway-tiger/pom.xml @@ -0,0 +1,76 @@ + + 4.0.0 + org.dromara + northstar-gateway-tiger + 0.2.0 + + + 21 + UTF-8 + ${java.version} + ${java.version} + + + + + org.dromara + northstar-api + + + com.alibaba + fastjson + + + commons-io + commons-io + + + org.apache.commons + commons-lang3 + + + org.projectlombok + lombok + + + org.slf4j + slf4j-api + + + org.springframework.boot + spring-boot-starter-test + test + + + io.github.tigerbrokers + openapi-java-sdk + 2.1.5 + + + + + + org.apache.maven.plugins + maven-compiler-plugin + + 21 + 21 + + + + + + + + + org.dromara + northstar + 7.3.4 + pom + import + + + + + diff --git a/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/OrderTradeQueryProxy.java b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/OrderTradeQueryProxy.java new file mode 100644 index 00000000..ba100167 --- /dev/null +++ b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/OrderTradeQueryProxy.java @@ -0,0 +1,235 @@ +package org.dromara.northstar.gateway.tiger; + +import com.alibaba.fastjson.JSON; +import com.alibaba.fastjson.JSONArray; +import com.alibaba.fastjson.JSONObject; +import com.alibaba.fastjson.serializer.SerializerFeature; +import com.tigerbrokers.stock.openapi.client.https.request.TigerHttpRequest; +import com.tigerbrokers.stock.openapi.client.https.response.TigerHttpResponse; +import com.tigerbrokers.stock.openapi.client.struct.enums.MethodName; +import com.tigerbrokers.stock.openapi.client.struct.enums.SecType; +import com.tigerbrokers.stock.openapi.client.util.builder.AccountParamBuilder; +import lombok.extern.slf4j.Slf4j; +import org.apache.commons.lang3.StringUtils; +import org.dromara.northstar.common.constant.ChannelType; +import org.dromara.northstar.common.constant.DateTimeConstant; +import org.dromara.northstar.common.model.core.Contract; +import org.dromara.northstar.common.model.core.Order; +import org.dromara.northstar.common.model.core.Trade; +import org.dromara.northstar.gateway.IContractManager; +import xyz.redtorch.pb.CoreEnum.DirectionEnum; +import xyz.redtorch.pb.CoreEnum.OffsetFlagEnum; +import xyz.redtorch.pb.CoreEnum.OrderStatusEnum; +import xyz.redtorch.pb.CoreEnum.TimeConditionEnum; + +import java.time.*; +import java.util.*; + +@Slf4j +public class OrderTradeQueryProxy { + + private static final long EXPIRY = 24 * 3600 * 1000; // 一天以内 + private final TigerHttpClient client; + private final IContractManager contractMgr; + private final String accountId; + private final String gatewayId; + + private Map orderIds = new HashMap<>(); + private Set tradeIds = new HashSet<>(); + + public OrderTradeQueryProxy(TigerHttpClient client, IContractManager contractMgr, String gatewayId, String accountId) { + this.client = client; + this.contractMgr = contractMgr; + this.accountId = accountId; + this.gatewayId = gatewayId; + } + + public List getDeltaOrder() { + TigerHttpRequest request = new TigerHttpRequest(MethodName.ORDERS); + String bizContent = AccountParamBuilder.instance() + .account(accountId) + .limit(100) + .buildJson(); + + request.setBizContent(bizContent); + TigerHttpResponse response = client.execute(request); + if (!response.isSuccess()) { + log.warn("查询订单返回异常：{}", response.getMessage()); + throw new IllegalStateException(response.getMessage()); + } + JSONObject data = JSON.parseObject(response.getData()); + JSONArray items = data.getJSONArray("items"); + List resultList = new ArrayList<>(100); + for (int i = 0; i < items.size(); i++) { + JSONObject json = items.getJSONObject(i); + long openTime = getOpenTime(json); + if (expired(openTime)) { + continue; + } + Long id = json.getLong("id"); + Order order = convertOrder(json); + Order oldOrder = orderIds.get(id); + if (Objects.isNull(oldOrder) || order.tradedVolume() != oldOrder.tradedVolume() || order.orderStatus() != oldOrder.orderStatus()) { + orderIds.put(id, order); + resultList.add(order); + } + } + return resultList; + } + + private boolean expired(long time) { + return System.currentTimeMillis() - time > EXPIRY; + } + + private long getOpenTime(JSONObject json) { + return json.getLongValue("openTime"); + } + + private Order convertOrder(JSONObject json) { + Long id = json.getLong("id"); + String orderId = id + ""; + DirectionEnum direction = switch (json.getString("action")) { + case "BUY" -> DirectionEnum.D_Buy; + case "SELL" -> DirectionEnum.D_Sell; + default -> DirectionEnum.D_Unknown; + }; + + OffsetFlagEnum offset = switch (direction) { + case D_Buy -> OffsetFlagEnum.OF_Open; + case D_Sell -> OffsetFlagEnum.OF_Close; + default -> throw new IllegalArgumentException("Unexpected value: " + direction); + }; + + OrderStatusEnum orderStatus = switch (json.getString("status")) { + case "Filled" -> OrderStatusEnum.OS_AllTraded; + case "Cancelled" -> OrderStatusEnum.OS_Canceled; + case "Initial", "PendingSubmit", "Submitted" -> OrderStatusEnum.OS_Touched; + case "Invalid", "Inactive" -> OrderStatusEnum.OS_Rejected; + default -> throw new IllegalArgumentException("Unexpected value: " + json.getString("status")); + }; + + TimeConditionEnum timeCondition = switch (json.getString("timeInForce")) { + case "DAY" -> TimeConditionEnum.TC_GFD; + case "GTC" -> TimeConditionEnum.TC_GTC; + case "GTD" -> TimeConditionEnum.TC_GTD; + default -> throw new IllegalArgumentException("Unexpected value: " + json.getString("")); + }; + + String symbol = json.getString("symbol"); + Contract contract = contractMgr.getContract(ChannelType.TIGER, symbol).contract(); + String orderMsg = json.getString("remark"); + if (orderStatus == OrderStatusEnum.OS_Rejected && !orderIds.containsKey(id)) { + if (StringUtils.isEmpty(orderMsg)) { + log.warn("废单反馈：{}", json.toString(SerializerFeature.PrettyFormat)); + } else { + long openTime = getOpenTime(json); + LocalDateTime ldt = LocalDateTime.ofInstant(Instant.ofEpochMilli(openTime), ZoneId.systemDefault()); + log.warn("废单信息：{} {} {}", ldt, contract.name(), orderMsg); + } + } + Instant ins = Instant.ofEpochMilli(getOpenTime(json)); + String tradingDay = LocalDateTime.ofInstant(ins, ZoneOffset.ofHours(0)).toLocalDate().format(DateTimeConstant.D_FORMAT_INT_FORMATTER); + String orderDate = LocalDateTime.ofInstant(ins, ZoneId.systemDefault()).toLocalDate().format(DateTimeConstant.D_FORMAT_INT_FORMATTER); + int tradedVol = json.getIntValue("filledQuantity"); + int totalVol = json.getIntValue("totalQuantity"); + double price = (int) (json.getDoubleValue("limitPrice") / contract.priceTick()) * contract.priceTick(); + + return Order.builder() + .gatewayId(gatewayId) + .contract(contract) + .orderId(orderId) + .direction(direction) + .offsetFlag(offset) + .orderDate(LocalDate.parse(orderDate)) + .totalVolume(totalVol) + .tradedVolume(tradedVol) + .price(price) + .tradingDay(LocalDate.parse(tradingDay)) + .orderTime(LocalTime.parse(LocalDateTime.ofInstant(ins, ZoneId.systemDefault()).toLocalTime().format(DateTimeConstant.T_FORMAT_FORMATTER))) + .timeCondition(timeCondition) + .orderStatus(orderStatus).build(); + + } + + public List getTrades(String symbol) { + log.trace("查询TIGER成交信息"); + + TigerHttpRequest request = new TigerHttpRequest(MethodName.ORDER_TRANSACTIONS); + String bizContent = AccountParamBuilder.instance() + .account(accountId) + .secType(SecType.STK) + .symbol(symbol) + .limit(100) + .buildJson(); + request.setBizContent(bizContent); + TigerHttpResponse response = client.execute(request); + if (!response.isSuccess()) { + log.warn("查询成交返回异常：{}", response.getMessage()); + throw new IllegalStateException(response.getMessage()); + } + + return resolveData(response); + } + + public List getDeltaTrade(Long id) { + log.trace("查询TIGER成交信息"); + + TigerHttpRequest request = new TigerHttpRequest(MethodName.ORDER_TRANSACTIONS); + String bizContent = AccountParamBuilder.instance() + .account(accountId) + .secType(SecType.STK) + .orderId(id) + .limit(100) + .buildJson(); + request.setBizContent(bizContent); + TigerHttpResponse response = client.execute(request); + if (!response.isSuccess()) { + log.warn("查询成交返回异常：{}", response.getMessage()); + throw new IllegalStateException(response.getMessage()); + } + + return resolveData(response); + } + + private List resolveData(TigerHttpResponse response) { + JSONArray data = JSON.parseObject(response.getData()).getJSONArray("items"); + List resultList = new ArrayList<>(); + for (int i = 0; i < data.size(); i++) { + JSONObject json = data.getJSONObject(i); + String symbol = json.getString("symbol"); + Contract contract = contractMgr.getContract(ChannelType.TIGER, symbol).contract(); + Long tradeId = json.getLong("id"); + Long tradeTime = json.getLongValue("transactionTime"); + if (tradeIds.contains(tradeId) || expired(tradeTime)) { + continue; + } + tradeIds.add(tradeId); + String orderId = json.getString("orderId"); + DirectionEnum direction = switch (json.getString("action")) { + case "BUY" -> DirectionEnum.D_Buy; + case "SELL" -> DirectionEnum.D_Sell; + default -> DirectionEnum.D_Unknown; + }; + OffsetFlagEnum offset = switch (direction) { + case D_Buy -> OffsetFlagEnum.OF_Open; + case D_Sell -> OffsetFlagEnum.OF_Close; + default -> throw new IllegalArgumentException("Unexpected value: " + direction); + }; + Trade trade = Trade.builder() + .gatewayId(gatewayId) + .orderId(orderId) + .direction(direction) + .offsetFlag(offset) + .contract(contract) + .price(json.getDoubleValue("filledPrice")) + .volume(json.getIntValue("filledQuantity")) + .tradeDate(LocalDate.parse(json.getString("transactedAt").split(" ")[0])) + .tradeTime(LocalTime.parse(json.getString("transactedAt").split(" ")[1])) + .tradeTimestamp(tradeTime) + .contract(contractMgr.getContract(ChannelType.TIGER, symbol).contract()) + .build(); + resultList.add(trade); + } + return resultList; + } +} diff --git a/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerConfig.java b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerConfig.java new file mode 100644 index 00000000..ea7a821a --- /dev/null +++ b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerConfig.java @@ -0,0 +1,30 @@ +package org.dromara.northstar.gateway.tiger; + +import lombok.extern.slf4j.Slf4j; +import org.dromara.northstar.common.event.FastEventEngine; +import org.dromara.northstar.gateway.IMarketCenter; +import org.springframework.beans.factory.annotation.Qualifier; +import org.springframework.context.annotation.Bean; +import org.springframework.context.annotation.Configuration; + +@Slf4j +@Configuration +public class TigerConfig { + + static { + log.info("====================================================="); + log.info(" 加载gateway-tiger "); + log.info("====================================================="); + } + + @Bean + TigerDataServiceManager tigerDataServiceManager() { + return new TigerDataServiceManager(); + } + + @Bean + TigerGatewayFactory tigerGatewayFactory(FastEventEngine feEngine, IMarketCenter marketCenter, + @Qualifier("tigerDataServiceManager") TigerDataServiceManager dataMgr) { + return new TigerGatewayFactory(feEngine, marketCenter, dataMgr); + } +} diff --git a/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerContract.java b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerContract.java new file mode 100644 index 00000000..aea39677 --- /dev/null +++ b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerContract.java @@ -0,0 +1,116 @@ +package org.dromara.northstar.gateway.tiger; + +import com.tigerbrokers.stock.openapi.client.https.domain.contract.item.ContractItem; +import com.tigerbrokers.stock.openapi.client.https.domain.contract.item.TickSizeItem; +import org.dromara.northstar.common.IDataSource; +import org.dromara.northstar.common.constant.ChannelType; +import org.dromara.northstar.common.model.Identifier; +import org.dromara.northstar.common.model.core.Contract; +import org.dromara.northstar.common.model.core.ContractDefinition; +import org.dromara.northstar.gateway.Instrument; +import xyz.redtorch.pb.CoreEnum.CurrencyEnum; +import xyz.redtorch.pb.CoreEnum.ExchangeEnum; +import xyz.redtorch.pb.CoreEnum.ProductClassEnum; + +import java.util.List; +import java.util.Optional; + +public class TigerContract implements Instrument { + + private ContractItem item; + + private ContractDefinition contractDef; + + private IDataSource dataSrc; + + public TigerContract(ContractItem item, IDataSource dataSrc) { + this.item = item; + this.dataSrc = dataSrc; + } + + @Override + public String name() { + return item.getSymbol() + "-" + item.getName(); + } + + @Override + public Identifier identifier() { + return Identifier.of(String.format("%s-%s@%s@%s@%s", item.getSymbol(), item.getName(), exchange(), productClass(), channelType())); + } + + @Override + public ProductClassEnum productClass() { + return switch (item.getSecType()) { + case "STK" -> ProductClassEnum.EQUITY; + case "OPT" -> ProductClassEnum.OPTION; + case "FUT" -> ProductClassEnum.FUTURES; + case "WAR" -> ProductClassEnum.WARRANTS; + case "IOPT" -> ProductClassEnum.SPOTOPTION; + default -> throw new IllegalArgumentException("Unexpected value: " + item.getSecType()); + }; + } + + @Override + public ExchangeEnum exchange() { + //交易所(exchange)，STK类型的合约一般不会用到交易所字段，订单会自动路由，期货合约都用到交易所字段。 + if (item.getExchange() == null) { + return ExchangeEnum.SMART; + } else { + return switch (item.getExchange()) { + case "SMART", "VALUE" -> ExchangeEnum.SMART; + case "SEHKSZSE" -> ExchangeEnum.SZSE; + case "SEHKNTL" -> ExchangeEnum.SSE; + case "SEHK" -> ExchangeEnum.SEHK; + default -> throw new IllegalArgumentException("Unexpected value: " + item.getExchange()); + }; + } + } + + @Override + public ChannelType channelType() { + return ChannelType.TIGER; + } + + @Override + public Contract contract() { + // 检查是否有有效的 tickSizes 数据 + Double minTick = item.getMinTick(); // 默认最小报价单位 + List tickSizes = item.getTickSizes(); + + if ("STK".equals(item.getSecType())) { + // 假设我们使用第一个 tickSize 的 tickSize 作为最小报价单位 + minTick = tickSizes.getFirst().getTickSize(); + } else if (minTick == null && tickSizes != null) { + minTick = tickSizes.getFirst().getTickSize(); + } + return Contract.builder() + .gatewayId(ChannelType.TIGER.toString()) + .symbol(item.getSymbol()) + .unifiedSymbol(String.format("%s@%s@%s", item.getSymbol(), exchange(), productClass())) + .name(item.getName()) + .fullName(item.getName()) + .currency(CurrencyEnum.valueOf(item.getCurrency())) + .exchange(exchange()) + .productClass(productClass()) + .contractId(identifier().value()) + .multiplier(Optional.ofNullable(item.getMultiplier()).orElse(1D)) + .priceTick(minTick) + .longMarginRatio(Optional.ofNullable(item.getLongInitialMargin()).orElse(0D)) + .shortMarginRatio(Optional.ofNullable(item.getShortInitialMargin()).orElse(0D)) + //.lastTradeDate(LocalDate.parse(Optional.ofNullable(item.getContractMonth()).orElse(""))) + //.strikePrice(Optional.ofNullable(item.getStrike()).orElse(0D)) + .thirdPartyId(String.format("%s@TIGER", item.getSymbol())) + .build(); + } + + @Override + public IDataSource dataSource() { + return dataSrc; + } + + @Override + public void setContractDefinition(ContractDefinition contractDef) { + this.contractDef = contractDef; + } + +} diff --git a/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerContractProvider.java b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerContractProvider.java new file mode 100644 index 00000000..de941137 --- /dev/null +++ b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerContractProvider.java @@ -0,0 +1,97 @@ +package org.dromara.northstar.gateway.tiger; + +import com.tigerbrokers.stock.openapi.client.config.ClientConfig; +import com.tigerbrokers.stock.openapi.client.https.domain.contract.model.ContractsModel; +import com.tigerbrokers.stock.openapi.client.https.domain.quote.item.SymbolNameItem; +import com.tigerbrokers.stock.openapi.client.https.request.contract.ContractsRequest; +import com.tigerbrokers.stock.openapi.client.https.request.quote.QuoteSymbolNameRequest; +import com.tigerbrokers.stock.openapi.client.https.response.contract.ContractsResponse; +import com.tigerbrokers.stock.openapi.client.https.response.quote.QuoteSymbolNameResponse; +import com.tigerbrokers.stock.openapi.client.struct.enums.Language; +import com.tigerbrokers.stock.openapi.client.struct.enums.Market; +import lombok.extern.slf4j.Slf4j; +import org.dromara.northstar.common.model.core.ContractDefinition; +import org.dromara.northstar.common.model.core.TimeSlot; +import org.dromara.northstar.common.model.core.TradeTimeDefinition; +import org.dromara.northstar.common.utils.DateTimeUtils; +import org.dromara.northstar.gateway.IMarketCenter; +import org.springframework.stereotype.Component; + +import java.util.List; +import java.util.Map; +import java.util.regex.Pattern; +import java.util.stream.Collectors; + +@Slf4j +public class TigerContractProvider { + + private TigerGatewaySettings settings; + + private TigerDataServiceManager dataMgr; + + private IMarketCenter mktCenter; + + private TimeSlot allDay = TimeSlot.builder().start(DateTimeUtils.fromCacheTime(0, 0)).end(DateTimeUtils.fromCacheTime(0, 0)).build(); + + public TigerContractProvider(TigerGatewaySettings settings, IMarketCenter mktCenter, TigerDataServiceManager dataMgr) { + this.settings = settings; + this.mktCenter = mktCenter; + this.dataMgr = dataMgr; + } + + /** + * 加载可用合约 + */ + public void loadContractOptions() { + ClientConfig clientConfig = ClientConfig.DEFAULT_CONFIG; + clientConfig.tigerId = settings.getTigerId(); + clientConfig.defaultAccount = settings.getAccountId(); + clientConfig.privateKey = settings.getPrivateKey(); + clientConfig.license = settings.getLicense(); + clientConfig.secretKey = settings.getSecretKey(); + clientConfig.language = Language.zh_CN; + TigerHttpClient client = TigerHttpClient.getInstance().clientConfig(clientConfig); + doLoadContracts(Market.CN, client); + doLoadContracts(Market.HK, client); + doLoadContracts(Market.US, client); + } + + private void doLoadContracts(Market market, TigerHttpClient client) { + QuoteSymbolNameResponse response = client.execute(QuoteSymbolNameRequest.newRequest(market)); + if (!response.isSuccess()) { + log.warn("TIGER 加载 [{}] 市场合约失败", market); + return; + } + Map symbolNameMap = response.getSymbolNameItems().stream().collect(Collectors.toMap(SymbolNameItem::getSymbol, SymbolNameItem::getName)); + List symbols = response.getSymbolNameItems().stream().map(SymbolNameItem::getSymbol).collect(Collectors.toList()); + ContractsRequest contractsRequest = ContractsRequest.newRequest(new ContractsModel(symbols)); + ContractsResponse contractsResponse = client.execute(contractsRequest); + + // 创建合约定义列表 + List contractDefs = contractsResponse.getItems().stream().map(item -> { + item.setName(symbolNameMap.get(item.getSymbol())); + TigerContract contract = new TigerContract(item, dataMgr); + return ContractDefinition.builder() + .name(contract.name()) + .exchange(contract.exchange()) + .productClass(contract.productClass()) + .symbolPattern(Pattern.compile(contract.name() + "@[A-Z]+@[A-Z]+@[A-Z]+$")) + .commissionRate(3 / 10000D) + .dataSource(contract.dataSource()) + .tradeTimeDef(TradeTimeDefinition.builder().timeSlots(List.of(allDay)).build()) + .build(); + }).collect(Collectors.toList()); + + // 增加合约定义 + mktCenter.addDefinitions(contractDefs); + + // 注册合约 + contractsResponse.getItems().forEach(item -> { + TigerContract contract = new TigerContract(item, dataMgr); + mktCenter.addInstrument(contract); + }); + + log.info("加载TIGER网关 [{}] 的合约{}个", market, contractsResponse.getItems().size()); + } + +} diff --git a/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerDataServiceManager.java b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerDataServiceManager.java new file mode 100644 index 00000000..73bee326 --- /dev/null +++ b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerDataServiceManager.java @@ -0,0 +1,43 @@ +package org.dromara.northstar.gateway.tiger; + +import org.dromara.northstar.common.IDataSource; +import org.dromara.northstar.common.constant.ChannelType; +import org.dromara.northstar.common.model.core.Bar; +import org.dromara.northstar.common.model.core.Contract; + +import java.time.LocalDate; +import java.util.List; + +public class TigerDataServiceManager implements IDataSource { + + + @Override + public List getMinutelyData(Contract contract, LocalDate startDate, LocalDate endDate) { + return List.of(); + } + + @Override + public List getQuarterlyData(Contract contract, LocalDate startDate, LocalDate endDate) { + return List.of(); + } + + @Override + public List getHourlyData(Contract contract, LocalDate startDate, LocalDate endDate) { + return List.of(); + } + + @Override + public List getDailyData(Contract contract, LocalDate startDate, LocalDate endDate) { + return List.of(); + } + + @Override + public List getHolidays(ChannelType channelType, LocalDate startDate, LocalDate endDate) { + return List.of(); + } + + @Override + public List getAllContracts() { + return List.of(); + } +} diff --git a/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerGatewayFactory.java b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerGatewayFactory.java new file mode 100644 index 00000000..a11aa004 --- /dev/null +++ b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerGatewayFactory.java @@ -0,0 +1,43 @@ +package org.dromara.northstar.gateway.tiger; + +import com.alibaba.fastjson.JSON; +import org.dromara.northstar.common.event.FastEventEngine; +import org.dromara.northstar.common.model.GatewayDescription; +import org.dromara.northstar.gateway.Gateway; +import org.dromara.northstar.gateway.GatewayFactory; +import org.dromara.northstar.gateway.IContractManager; +import org.dromara.northstar.gateway.IMarketCenter; + +public class TigerGatewayFactory implements GatewayFactory { + + private FastEventEngine feEngine; + + private IMarketCenter mktCenter; + + private TigerDataServiceManager dataMgr; + + private boolean contractLoaded; + + public TigerGatewayFactory(FastEventEngine feEngine, IMarketCenter mktCenter, TigerDataServiceManager dataMgr) { + this.feEngine = feEngine; + this.mktCenter = mktCenter; + this.dataMgr = dataMgr; + } + + @Override + public Gateway newInstance(GatewayDescription gatewayDescription) { + TigerGatewaySettings settings = JSON.parseObject(JSON.toJSONString(gatewayDescription.getSettings()), TigerGatewaySettings.class); + gatewayDescription.setSettings(settings); + if (!contractLoaded) { + new TigerContractProvider(settings, mktCenter,dataMgr).loadContractOptions(); + contractLoaded = true; + } + + return switch (gatewayDescription.getGatewayUsage()) { + case MARKET_DATA -> new TigerMarketGatewayAdapter(gatewayDescription, feEngine, mktCenter); + case TRADE -> new TigerTradeGatewayAdapter(feEngine, gatewayDescription, mktCenter); + default -> throw new IllegalArgumentException("未知网关用途：" + gatewayDescription.getGatewayUsage()); + }; + } + +} diff --git a/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerGatewaySettings.java b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerGatewaySettings.java new file mode 100644 index 00000000..4689c4ee --- /dev/null +++ b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerGatewaySettings.java @@ -0,0 +1,30 @@ +package org.dromara.northstar.gateway.tiger; + +import com.tigerbrokers.stock.openapi.client.struct.enums.License; +import lombok.Getter; +import lombok.Setter; +import org.dromara.northstar.common.GatewaySettings; +import org.dromara.northstar.common.constant.FieldType; +import org.dromara.northstar.common.model.DynamicParams; +import org.dromara.northstar.common.model.Setting; + +@Getter +@Setter +public class TigerGatewaySettings extends DynamicParams implements GatewaySettings { + + @Setting(label = "用户ID", order = 10, type = FieldType.TEXT) + private String tigerId; + + @Setting(label = "账户ID", order = 20, type = FieldType.TEXT) + private String accountId; + + @Setting(label = "RSA私钥", order = 30, type = FieldType.TEXT) + private String privateKey; + + @Setting(label = "证书类型", order = 40, type = FieldType.SELECT, optionsVal = {"TBNZ", "TBSG"}) + private License license; + + @Setting(label = "secretKey", order = 50, type = FieldType.TEXT, required = false) + private String secretKey; + +} diff --git a/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerHttpClient.java b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerHttpClient.java new file mode 100644 index 00000000..870ec153 --- /dev/null +++ b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerHttpClient.java @@ -0,0 +1,349 @@ +package org.dromara.northstar.gateway.tiger; + +import com.alibaba.fastjson.JSON; +import com.alibaba.fastjson.JSONObject; +import com.alibaba.fastjson.serializer.SerializerFeature; +import com.tigerbrokers.stock.openapi.client.TigerApiException; +import com.tigerbrokers.stock.openapi.client.config.ClientConfig; +import com.tigerbrokers.stock.openapi.client.constant.TigerApiConstants; +import com.tigerbrokers.stock.openapi.client.https.client.TigerClient; +import com.tigerbrokers.stock.openapi.client.https.client.TokenManager; +import com.tigerbrokers.stock.openapi.client.https.domain.ApiModel; +import com.tigerbrokers.stock.openapi.client.https.domain.BatchApiModel; +import com.tigerbrokers.stock.openapi.client.https.domain.trade.model.TradeOrderModel; +import com.tigerbrokers.stock.openapi.client.https.request.TigerCommonRequest; +import com.tigerbrokers.stock.openapi.client.https.request.TigerHttpRequest; +import com.tigerbrokers.stock.openapi.client.https.request.TigerRequest; +import com.tigerbrokers.stock.openapi.client.https.request.user.UserLicenseRequest; +import com.tigerbrokers.stock.openapi.client.https.response.TigerHttpResponse; +import com.tigerbrokers.stock.openapi.client.https.response.TigerResponse; +import com.tigerbrokers.stock.openapi.client.https.response.user.UserLicenseResponse; +import com.tigerbrokers.stock.openapi.client.https.validator.ValidatorManager; +import com.tigerbrokers.stock.openapi.client.struct.enums.*; +import com.tigerbrokers.stock.openapi.client.util.*; +import com.tigerbrokers.stock.openapi.client.util.builder.AccountParamBuilder; + +import java.security.Security; +import java.util.HashMap; +import java.util.Map; +import java.util.concurrent.Executors; +import java.util.concurrent.ScheduledThreadPoolExecutor; +import java.util.concurrent.ThreadFactory; +import java.util.concurrent.TimeUnit; + +import static com.tigerbrokers.stock.openapi.client.constant.TigerApiConstants.*; + +public class TigerHttpClient implements TigerClient { + + private String serverUrl; + private String quoteServerUrl; + private String paperServerUrl; + private String tigerId; + private String privateKey; + private String tigerPublicKey; + private String accessToken; + private String tradeToken; + private String accountType; + private String deviceId; + private int failRetryCounts = TigerApiConstants.DEFAULT_FAIL_RETRY_COUNT; + + private static final String ONLINE_PUBLIC_KEY = + "MIGfMA0GCSqGSIb3DQEBAQUAA4GNADCBiQKBgQDNF3G8SoEcCZh2rshUbayDgLLrj6rKgzNMxDL2HSnKcB0+GPOsndqSv+a4IBu9+I3fyBp5hkyMMG2+AXugd9pMpy6VxJxlNjhX1MYbNTZJUT4nudki4uh+LMOkIBHOceGNXjgB+cXqmlUnjlqha/HgboeHSnSgpM3dKSJQlIOsDwIDAQAB"; + + private static final String SANDBOX_PUBLIC_KEY = + "MIGfMA0GCSqGSIb3DQEBAQUAA4GNADCBiQKBgQCbm21i11hgAENGd3/f280PSe4g9YGkS3TEXBYMidihTvHHf+tJ0PYD0o3PruI0hl3qhEjHTAxb75T5YD3SGK4IBhHn/Rk6mhqlGgI+bBrBVYaXixmHfRo75RpUUuWACyeqQkZckgR0McxuW9xRMIa2cXZOoL1E4SL4lXKGhKoWbwIDAQAB"; + + private String signType = TigerApiConstants.SIGN_TYPE_RSA; + private String charset = TigerApiConstants.UTF_8; + + private static final long REFRESH_URL_INTERVAL_SECONDS = 300; + private ScheduledThreadPoolExecutor domainExecutorService; + + static { + Security.setProperty("jdk.certpath.disabledAlgorithms", ""); + } + + private TigerHttpClient() { + } + + private static class SingletonInner { + private static TigerHttpClient singleton = new TigerHttpClient(); + } + + /** + * get TigerHttpClient instance + * @return TigerHttpClient + */ + public static TigerHttpClient getInstance() { + return TigerHttpClient.SingletonInner.singleton; + } + + public TigerHttpClient clientConfig(ClientConfig clientConfig) { + ConfigFileUtil.loadConfigFile(clientConfig); + init(clientConfig.tigerId, clientConfig.privateKey); + if (clientConfig.failRetryCounts <= TigerApiConstants.MAX_FAIL_RETRY_COUNT) { + this.failRetryCounts = Math.max(clientConfig.failRetryCounts, 0); + } + TokenManager.getInstance().init(clientConfig); + initDomainRefreshTask(); + if (clientConfig.isAutoGrabPermission) { + TigerHttpRequest request = new TigerHttpRequest(MethodName.GRAB_QUOTE_PERMISSION); + request.setBizContent(AccountParamBuilder.instance().buildJsonWithoutDefaultAccount()); + TigerHttpResponse response = execute(request); + ApiLogger.info("tigerId:{}, grab_quote_permission:{}, data:{}", + tigerId, response.getMessage(), response.getData()); + } + return this; + } + + private void init(String tigerId, String privateKey) { + if (tigerId == null) { + throw new RuntimeException("tigerId is empty."); + } + if (privateKey == null) { + throw new RuntimeException("privateKey is empty."); + } + this.tigerId = tigerId; + this.privateKey = privateKey; + if (ClientConfig.DEFAULT_CONFIG.getEnv() == Env.PROD) { + this.tigerPublicKey = ONLINE_PUBLIC_KEY; + } else { + this.tigerPublicKey = SANDBOX_PUBLIC_KEY; + } + this.deviceId = NetworkUtil.getDeviceId(); + + initLicense(); + refreshUrl(); + if (this.serverUrl == null) { + throw new RuntimeException("serverUrl is empty."); + } + } + + public TigerHttpClient accessToken(String accessToken) { + this.accessToken = accessToken; + return this; + } + + private void initLicense() { + if (null == ClientConfig.DEFAULT_CONFIG.license) { + try { + Map urlMap = NetworkUtil.getHttpServerAddress(null, this.serverUrl); + this.serverUrl = urlMap.get(BizType.COMMON); + UserLicenseRequest request = UserLicenseRequest.newRequest(); + UserLicenseResponse response = execute(request); + if (response.isSuccess() && response.getLicenseItem() != null) { + ApiLogger.debug("license:{}", JSON.toJSONString(response.getLicenseItem(), SerializerFeature.WriteEnumUsingToString)); + ClientConfig.DEFAULT_CONFIG.license = License.valueOf(response.getLicenseItem().getLicense()); + } + } catch (Exception e) { + ApiLogger.debug("get license fail. tigerId:{}", tigerId); + } + } + } + + private void initDomainRefreshTask() { + synchronized (TigerHttpClient.SingletonInner.singleton) { + if (domainExecutorService == null || domainExecutorService.isTerminated()) { + domainExecutorService = new ScheduledThreadPoolExecutor(1, new ThreadFactory() { + @Override + public Thread newThread(Runnable r) { + Thread t = Executors.defaultThreadFactory().newThread(r); + t.setDaemon(true); + return t; + } + }); + domainExecutorService.scheduleWithFixedDelay( + new Runnable() { + @Override + public void run() { + refreshUrl(); + } + }, REFRESH_URL_INTERVAL_SECONDS, + REFRESH_URL_INTERVAL_SECONDS, TimeUnit.SECONDS); + } + } + } + + private void refreshUrl() { + try { + Map urlMap = NetworkUtil.getHttpServerAddress(ClientConfig.DEFAULT_CONFIG.license, this.serverUrl); + String newServerUrl = urlMap.get(BizType.TRADE); + if (newServerUrl == null) { + newServerUrl = urlMap.get(BizType.COMMON); + } + String newQuoteServerUrl = urlMap.get(BizType.QUOTE) == null ? newServerUrl : urlMap.get(BizType.QUOTE); + String newPaperServerUrl = urlMap.get(BizType.PAPER) == null ? newServerUrl : urlMap.get(BizType.PAPER); + + this.serverUrl = newServerUrl; + this.quoteServerUrl = newQuoteServerUrl; + this.paperServerUrl = newPaperServerUrl; + } catch (Throwable t) { + ApiLogger.error("refresh serverUrl error", t); + } + } + + public String getAccessToken() { + return accessToken; + } + + public void setAccessToken(String accessToken) { + this.accessToken = accessToken; + } + + public void setTradeToken(String tradeToken) { + this.tradeToken = tradeToken; + } + + public String getTradeToken() { + return tradeToken; + } + + public void setAccountType(AccountType accountType) { + if (accountType != null) { + this.accountType = accountType.name(); + } + } + + public String getAccountType() { + return accountType; + } + + @Override + public T execute(TigerRequest request) { + T response; + String param = null; + String data = null; + try { + validate(request); + // after successful verification（string enumeration values may be reset）, generate JSON data + param = JSONObject.toJSONString(buildParams(request), SerializerFeature.WriteEnumUsingToString); + ApiLogger.debug("request param:{}", param); + + data = HttpUtils.post(getServerUrl(request), param, + MethodName.PLACE_ORDER == request.getApiMethodName() ? 0 : failRetryCounts); + + ApiLogger.debug("response result:{}", data); + if (StringUtils.isEmpty(data)) { + throw new TigerApiException(TigerApiCode.EMPTY_DATA_ERROR); + } + response = JSON.parseObject(data, request.getResponseClass()); + if (StringUtils.isEmpty(this.tigerPublicKey) || response.getSign() == null) { + return response; + } + boolean signSuccess = + TigerSignature.rsaCheckContent(request.getTimestamp(), response.getSign(), this.tigerPublicKey, this.charset); + + if (!signSuccess) { + throw new TigerApiException(TigerApiCode.SIGN_CHECK_FAILED); + } + return response; + } catch (RuntimeException e) { + ApiLogger.error("request fail. tigerId:{}, method:{}, param:{}, response:{}", + tigerId, request == null ? null : request.getApiMethodName(), param, data, e); + return errorResponse(tigerId, request, e); + } catch (TigerApiException e) { + ApiLogger.error("request fail. tigerId:{}, method:{}, param:{}, response:{}", + tigerId, request == null ? null : request.getApiMethodName(), param, data, e); + return errorResponse(tigerId, request, e); + } catch (Exception e) { + ApiLogger.error("request fail. tigerId:{}, method:{}, param:{}, response:{}", + tigerId, request == null ? null : request.getApiMethodName(), param, data, e); + return errorResponse(tigerId, request, e); + } + } + + private T errorResponse(String tigerId, TigerRequest request, TigerApiException e) { + try { + T response = request.getResponseClass().newInstance(); + response.setCode(e.getErrCode()); + response.setMessage(e.getErrMsg()); + return response; + } catch (Exception e1) { + ApiLogger.error(tigerId, request.getApiMethodName(), request.getApiVersion(), e1); + return null; + } + } + + private T errorResponse(String tigerId, TigerRequest request, Exception e) { + try { + T response = request.getResponseClass().newInstance(); + response.setCode(TigerApiCode.CLIENT_API_ERROR.getCode()); + response.setMessage(TigerApiCode.CLIENT_API_ERROR.getMessage() + "(" + e.getMessage() + ")"); + return response; + } catch (Exception e1) { + ApiLogger.error(tigerId, request.getApiMethodName(), request.getApiVersion(), e1); + return null; + } + } + + private Map buildParams(TigerRequest request) { + Map params = new HashMap<>(); + params.put(METHOD, request.getApiMethodName().getValue()); + params.put(VERSION, request.getApiVersion()); + params.put(SDK_VERSION, SdkVersionUtils.getSdkVersion()); + if (request instanceof TigerHttpRequest) { + params.put(BIZ_CONTENT, ((TigerHttpRequest) request).getBizContent()); + } else if (request.getApiModel() == null && request instanceof TigerCommonRequest) { + params.put(BIZ_CONTENT, ((TigerCommonRequest) request).getBizContent()); + } else { + ApiModel apiModel = request.getApiModel(); + if (apiModel instanceof BatchApiModel) { + params.put(BIZ_CONTENT, JSONObject.toJSONString(((BatchApiModel) apiModel).getItems(), SerializerFeature.WriteEnumUsingToString)); + } else if (apiModel instanceof TradeOrderModel) { + params.put(BIZ_CONTENT, JSONObject.toJSONString(apiModel)); + } else { + params.put(BIZ_CONTENT, JSONObject.toJSONString(apiModel, SerializerFeature.WriteEnumUsingToString)); + } + } + params.put(TIMESTAMP, request.getTimestamp()); + params.put(CHARSET, this.charset); + params.put(TIGER_ID, this.tigerId); + params.put(SIGN_TYPE, this.signType); + if (this.accessToken != null) { + params.put(ACCESS_TOKEN, this.accessToken); + } + if (this.tradeToken != null) { + params.put(TRADE_TOKEN, this.tradeToken); + } + if (this.accountType != null) { + params.put(ACCOUNT_TYPE, this.accountType); + } + if (this.deviceId != null) { + params.put(DEVICE_ID, this.deviceId); + } + if (this.tigerId != null) { + String content = TigerSignature.getSignContent(params); + params.put(SIGN, TigerSignature.rsaSign(content, privateKey, charset)); + } + + return params; + } + + /** + * validate parameters + * @param request + * @throws TigerApiException + */ + private void validate(TigerRequest request) throws TigerApiException { + if (request instanceof TigerHttpRequest) { + return; + } + // TigerCommonRequest + ValidatorManager.getInstance().validate(request.getApiModel()); + } + + private String getServerUrl(TigerRequest request) { + String url = null; + MethodType methodType = request.getApiMethodName().getType(); + if (MethodType.QUOTE == methodType) { + url = this.quoteServerUrl; + } else if (MethodType.TRADE == methodType && paperServerUrl != null) { + String account = AccountUtil.parseAccount(request); + if (AccountUtil.isVirtualAccount(account)) { + url = this.paperServerUrl; + } + } + return url == null ? this.serverUrl : url; + } + +} diff --git a/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerLoader.java b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerLoader.java new file mode 100644 index 00000000..4aec613b --- /dev/null +++ b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerLoader.java @@ -0,0 +1,34 @@ +package org.dromara.northstar.gateway.tiger; + +import lombok.extern.slf4j.Slf4j; +import org.dromara.northstar.common.constant.ChannelType; +import org.dromara.northstar.gateway.GatewayMetaProvider; +import org.dromara.northstar.gateway.IMarketCenter; +import org.springframework.beans.factory.annotation.Autowired; +import org.springframework.boot.CommandLineRunner; +import org.springframework.core.annotation.Order; +import org.springframework.stereotype.Component; + +@Slf4j +@Order(0) // 加载顺序需要显式声明，否则会最后才被加载，从而导致加载网关与模组时报异常 +@Component +public class TigerLoader implements CommandLineRunner { + + @Autowired + private IMarketCenter mktCenter; + + @Autowired + private TigerDataServiceManager dsMgr; + + @Autowired + private GatewayMetaProvider gatewayMetaProvider; + + @Autowired + private TigerGatewayFactory tigerFactory; + + public void run(String... args) throws Exception { + gatewayMetaProvider.add(ChannelType.TIGER, new TigerGatewaySettings(), tigerFactory); + + } + +} diff --git a/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerMarketGatewayAdapter.java b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerMarketGatewayAdapter.java new file mode 100644 index 00000000..e598ff54 --- /dev/null +++ b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerMarketGatewayAdapter.java @@ -0,0 +1,358 @@ +package org.dromara.northstar.gateway.tiger; + +import com.tigerbrokers.stock.openapi.client.config.ClientConfig; +import com.tigerbrokers.stock.openapi.client.socket.ApiComposeCallback; +import com.tigerbrokers.stock.openapi.client.socket.WebSocketClient; +import com.tigerbrokers.stock.openapi.client.socket.data.TradeTick; +import com.tigerbrokers.stock.openapi.client.socket.data.pb.*; +import com.tigerbrokers.stock.openapi.client.struct.SubscribedSymbol; +import com.tigerbrokers.stock.openapi.client.struct.enums.Language; +import com.tigerbrokers.stock.openapi.client.util.ApiLogger; +import lombok.extern.slf4j.Slf4j; +import org.dromara.northstar.common.constant.ChannelType; +import org.dromara.northstar.common.constant.ConnectionState; +import org.dromara.northstar.common.constant.DateTimeConstant; +import org.dromara.northstar.common.event.FastEventEngine; +import org.dromara.northstar.common.event.NorthstarEventType; +import org.dromara.northstar.common.model.GatewayDescription; +import org.dromara.northstar.common.model.core.Contract; +import org.dromara.northstar.gateway.IContractManager; +import org.dromara.northstar.gateway.MarketGateway; +import xyz.redtorch.pb.CoreEnum.CommonStatusEnum; +import xyz.redtorch.pb.CoreEnum.ProductClassEnum; +import xyz.redtorch.pb.CoreField.NoticeField; +import xyz.redtorch.pb.CoreField.TickField; + +import java.time.Instant; +import java.time.LocalDateTime; +import java.time.ZoneId; +import java.time.ZoneOffset; +import java.util.List; +import java.util.Set; +import java.util.concurrent.ConcurrentHashMap; +import java.util.concurrent.ConcurrentMap; + +/** + * 老虎证券行情网关适配器 + * @author KevinHuangwl + * + */ +@Slf4j +public class TigerMarketGatewayAdapter implements MarketGateway { + + private GatewayDescription gd; + + private FastEventEngine feEngine; + + private WebSocketClient client; + + private TigerSpi spi; + + private ConnectionState connState = ConnectionState.DISCONNECTED; + + public TigerMarketGatewayAdapter(GatewayDescription gd, FastEventEngine feEngine, IContractManager contractMgr) { + this.gd = gd; + this.feEngine = feEngine; + this.spi = new TigerSpi(feEngine, contractMgr); + + TigerGatewaySettings settings = (TigerGatewaySettings) gd.getSettings(); + ClientConfig clientConfig = ClientConfig.DEFAULT_CONFIG; + clientConfig.tigerId = settings.getTigerId(); + clientConfig.defaultAccount = settings.getAccountId(); + clientConfig.privateKey = settings.getPrivateKey(); + clientConfig.license = settings.getLicense(); + clientConfig.secretKey = settings.getSecretKey(); + clientConfig.language = Language.zh_CN; + this.client = WebSocketClient.getInstance().clientConfig(clientConfig).apiComposeCallback(spi); + ApiLogger.setEnabled(true, "logs/"); + } + + @Override + public void connect() { + client.connect(); + connState = ConnectionState.CONNECTED; + feEngine.emitEvent(NorthstarEventType.GATEWAY_READY, gd.getGatewayId()); + } + + @Override + public void disconnect() { + client.disconnect(); + connState = ConnectionState.DISCONNECTED; + } + + @Override + public ConnectionState getConnectionState() { + return connState; + } + + @Override + public boolean getAuthErrorFlag() { + return false; + } + + @Override + public boolean subscribe(Contract contract) { + if (contract.productClass() == ProductClassEnum.EQUITY) { + client.cancelSubscribeKline(Set.of(contract.symbol())); + log.info("TIGER网关订阅合约 {} {}", contract.name(), contract.unifiedSymbol()); + } + // TODO 期货期权暂没实现 + return true; + } + + @Override + public boolean unsubscribe(Contract contract) { + if (contract.productClass() == ProductClassEnum.EQUITY) { + client.cancelSubscribeQuote(Set.of(contract.symbol())); + } + // TODO 期货期权暂没实现 + return true; + } + + @Override + public boolean isActive() { + return spi.isActive(); + } + + @Override + public ChannelType channelType() { + return ChannelType.TIGER; + } + + @Override + public GatewayDescription gatewayDescription() { + gd.setConnectionState(getConnectionState()); + return gd; + } + + @Override + public String gatewayId() { + return gd.getGatewayId(); + } + + class TigerSpi implements ApiComposeCallback { + + static final String MKT_STAT = "marketStatus"; + static final String ASK_P = "askPrice"; + static final String ASK_V = "askSize"; + static final String BID_P = "bidPrice"; + static final String BID_V = "bidSize"; + + private ConcurrentMap tickBuilderMap = new ConcurrentHashMap<>(); + + private FastEventEngine feEngine; + private IContractManager contractMgr; + + private long lastActive; + + public TigerSpi(FastEventEngine feEngine, IContractManager contractMgr) { + this.feEngine = feEngine; + this.contractMgr = contractMgr; + } + + @Override + public void orderStatusChange(OrderStatusData orderStatusData) { + // TODO Auto-generated method stub + + } + + @Override + public void orderTransactionChange(OrderTransactionData orderTransactionData) { + + } + + @Override + public void positionChange(PositionData positionData) { + // TODO Auto-generated method stub + + } + + @Override + public void assetChange(AssetData assetData) { + // TODO Auto-generated method stub + + } + + @Override + public void quoteChange(QuoteBasicData quoteBasicData) { + lastActive = System.currentTimeMillis(); + if (log.isTraceEnabled()) { + log.trace("数据回报：{}", quoteBasicData); + } + if (quoteBasicData.getHourTradingTag() != null && !quoteBasicData.getHourTradingTag().isEmpty()) { + return; // 忽略盘前盘后数据 + } + try { + String symbol = quoteBasicData.getSymbol(); + long timestamp = quoteBasicData.getTimestamp(); + LocalDateTime ldt = LocalDateTime.ofInstant(Instant.ofEpochMilli(timestamp), ZoneId.systemDefault()); + ZoneId londonTimeZone = ZoneId.of(ZoneOffset.UTC.getId()); + tickBuilderMap.computeIfAbsent(symbol, key -> TickField.newBuilder() + .setGatewayId(gd.getGatewayId()) + .addAllAskPrice(List.of(0D)) + .addAllAskVolume(List.of(0)) + .addAllBidPrice(List.of(0D)) + .addAllBidVolume(List.of(0)) + .setUnifiedSymbol(contractMgr.getContract(ChannelType.TIGER, symbol).contract().unifiedSymbol())); + + // Example: replace with actual fields + // Assuming `quoteBasicData` has methods like `getAskPrice`, `getBidPrice`, etc. + tickBuilderMap.get(symbol).setAskPrice(0, quoteBasicData.getAvgPrice()); // Example field + tickBuilderMap.get(symbol).setBidPrice(0, quoteBasicData.getAvgPrice()); // Example field + tickBuilderMap.get(symbol).setAskVolume(0, (int) quoteBasicData.getVolume()); // Example field + tickBuilderMap.get(symbol).setBidVolume(0, (int) quoteBasicData.getVolume()); // Example field + + if (quoteBasicData.getMarketStatus() != null && quoteBasicData.getMarketStatus().equals("交易中")) { + // 交易数据更新 + feEngine.emitEvent(NorthstarEventType.TICK, tickBuilderMap.get(symbol) + .setActionDay(ldt.toLocalDate().format(DateTimeConstant.D_FORMAT_INT_FORMATTER)) + .setActionTime(ldt.toLocalTime().format(DateTimeConstant.T_FORMAT_WITH_MS_INT_FORMATTER)) + .setTradingDay(LocalDateTime.ofInstant(Instant.ofEpochMilli(timestamp), londonTimeZone).toLocalDate().format(DateTimeConstant.D_FORMAT_INT_FORMATTER)) + .setActionTimestamp(timestamp) + .setPreClosePrice(quoteBasicData.getPreClose()) + .setLastPrice(quoteBasicData.getLatestPrice()) + .setHighPrice(quoteBasicData.getHigh()) + .setLowPrice(quoteBasicData.getLow()) + .setOpenPrice(quoteBasicData.getOpen()) + .setVolume(quoteBasicData.getVolume()) + .build()); + } else if (quoteBasicData.getMarketStatus() == null || quoteBasicData.getMarketStatus().isEmpty()) { + // 盘口数据更新 + feEngine.emitEvent(NorthstarEventType.TICK, tickBuilderMap.get(symbol) + .setActionDay(ldt.toLocalDate().format(DateTimeConstant.D_FORMAT_INT_FORMATTER)) + .setActionTime(ldt.toLocalTime().format(DateTimeConstant.T_FORMAT_WITH_MS_INT_FORMATTER)) + .setTradingDay(LocalDateTime.ofInstant(Instant.ofEpochMilli(timestamp), londonTimeZone).toLocalDate().format(DateTimeConstant.D_FORMAT_INT_FORMATTER)) + .setActionTimestamp(timestamp) + .build()); + } + } catch (Exception e) { + log.warn("异常数据：{}", quoteBasicData); + log.error("", e); + } + } + + @Override + public void quoteAskBidChange(QuoteBBOData quoteBBOData) { + + } + + + @Override + public void tradeTickChange(TradeTick tradeTick) { + // TODO Auto-generated method stub + + } + + @Override + public void fullTickChange(TickData tickData) { + + } + + @Override + public void optionChange(QuoteBasicData quoteBasicData) { + lastActive = System.currentTimeMillis(); + } + + @Override + public void optionAskBidChange(QuoteBBOData quoteBBOData) { + + } + + @Override + public void futureChange(QuoteBasicData quoteBasicData) { + lastActive = System.currentTimeMillis(); + } + + @Override + public void futureAskBidChange(QuoteBBOData quoteBBOData) { + + } + + @Override + public void depthQuoteChange(QuoteDepthData quoteDepthData) { + } + + @Override + public void klineChange(KlineData klineData) { + + } + + @Override + public void stockTopPush(StockTopData stockTopData) { + + } + + @Override + public void optionTopPush(OptionTopData optionTopData) { + + } + + @Override + public void subscribeEnd(int id, String subject, String jsonObject) { + log.info("成功订阅 [{} {} {}]", id, subject, jsonObject); + } + + @Override + public void cancelSubscribeEnd(int id, String subject, String jsonObject) { + log.info("取消订阅 [{} {} {}]", id, subject, jsonObject); + } + + @Override + public void getSubscribedSymbolEnd(SubscribedSymbol subscribedSymbol) { + } + + @Override + public void error(String errorMsg) { + NoticeField notice = NoticeField.newBuilder() + .setStatus(CommonStatusEnum.COMS_WARN) + .setContent(errorMsg) + .setTimestamp(System.currentTimeMillis()) + .build(); + feEngine.emitEvent(NorthstarEventType.NOTICE, notice); + } + + @Override + public void error(int id, int errorCode, String errorMsg) { + log.error("TIGER网关出错 [{} {} {}]", id, errorCode, errorMsg); + } + + @Override + public void connectionClosed() { + log.info("TIGER网关断开"); + } + + @Override + public void connectionKickout(int errorCode, String errorMsg) { + NoticeField notice = NoticeField.newBuilder() + .setStatus(CommonStatusEnum.COMS_WARN) + .setContent(errorMsg) + .setTimestamp(System.currentTimeMillis()) + .build(); + feEngine.emitEvent(NorthstarEventType.NOTICE, notice); + } + + @Override + public void connectionAck() { + log.info("TIGER网关应答"); + } + + @Override + public void connectionAck(int serverSendInterval, int serverReceiveInterval) { + } + + @Override + public void hearBeat(String heartBeatContent) { + } + + @Override + public void serverHeartBeatTimeOut(String channelIdAsLongText) { + log.info("TIGER网关服务响应超时：{}", channelIdAsLongText); + } + + public boolean isActive() { + return System.currentTimeMillis() - lastActive < 3000; + } + + } + +} diff --git a/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerTradeGatewayAdapter.java b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerTradeGatewayAdapter.java new file mode 100644 index 00000000..b76589f4 --- /dev/null +++ b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerTradeGatewayAdapter.java @@ -0,0 +1,293 @@ +package org.dromara.northstar.gateway.tiger; + +import com.alibaba.fastjson.JSON; +import com.alibaba.fastjson.JSONArray; +import com.alibaba.fastjson.JSONObject; +import com.tigerbrokers.stock.openapi.client.config.ClientConfig; +import com.tigerbrokers.stock.openapi.client.https.domain.trade.item.PrimeAssetItem; +import com.tigerbrokers.stock.openapi.client.https.domain.trade.model.TradeOrderModel; +import com.tigerbrokers.stock.openapi.client.https.request.TigerHttpRequest; +import com.tigerbrokers.stock.openapi.client.https.request.trade.PrimeAssetRequest; +import com.tigerbrokers.stock.openapi.client.https.request.trade.TradeOrderRequest; +import com.tigerbrokers.stock.openapi.client.https.response.TigerHttpResponse; +import com.tigerbrokers.stock.openapi.client.https.response.trade.PrimeAssetResponse; +import com.tigerbrokers.stock.openapi.client.https.response.trade.TradeOrderResponse; +import com.tigerbrokers.stock.openapi.client.struct.enums.Currency; +import com.tigerbrokers.stock.openapi.client.struct.enums.*; +import com.tigerbrokers.stock.openapi.client.struct.param.OrderParameter; +import com.tigerbrokers.stock.openapi.client.util.builder.AccountParamBuilder; +import com.tigerbrokers.stock.openapi.client.util.builder.TradeParamBuilder; +import lombok.extern.slf4j.Slf4j; +import org.apache.commons.lang3.StringUtils; +import org.dromara.northstar.common.constant.ChannelType; +import org.dromara.northstar.common.constant.ConnectionState; +import org.dromara.northstar.common.event.FastEventEngine; +import org.dromara.northstar.common.event.NorthstarEventType; +import org.dromara.northstar.common.model.GatewayDescription; +import org.dromara.northstar.common.model.core.*; +import org.dromara.northstar.gateway.IContractManager; +import org.dromara.northstar.gateway.TradeGateway; +import xyz.redtorch.pb.CoreEnum.CurrencyEnum; +import xyz.redtorch.pb.CoreEnum.PositionDirectionEnum; +import xyz.redtorch.pb.CoreField.AccountField; + +import java.util.*; +import java.util.Map.Entry; +import java.util.concurrent.ConcurrentHashMap; +import java.util.concurrent.ConcurrentMap; +import java.util.concurrent.Executor; +import java.util.concurrent.Executors; + +/** + * 老虎证券交易网关适配器 + * @author KevinHuangwl + * + */ +@Slf4j +public class TigerTradeGatewayAdapter implements TradeGateway { + + private final FastEventEngine feEngine; + private final GatewayDescription gd; + private final TigerGatewaySettings settings; + private final IContractManager contractMgr; + + private final ConcurrentMap orderIdMap = new ConcurrentHashMap<>(); + + private TigerHttpClient client; + private OrderTradeQueryProxy proxy; + private Timer timer; + + private ConnectionState connState = ConnectionState.DISCONNECTED; + + private Executor exec = Executors.newSingleThreadExecutor(); + + private Map lastPositions = new HashMap<>(); + + public TigerTradeGatewayAdapter(FastEventEngine feEngine, GatewayDescription gd, IContractManager contractMgr) { + this.feEngine = feEngine; + this.gd = gd; + this.settings = (TigerGatewaySettings) gd.getSettings(); + this.contractMgr = contractMgr; + } + + @Override + public synchronized void connect() { + ClientConfig clientConfig = ClientConfig.DEFAULT_CONFIG; + clientConfig.tigerId = settings.getTigerId(); + clientConfig.defaultAccount = settings.getAccountId(); + clientConfig.privateKey = settings.getPrivateKey(); + clientConfig.license = settings.getLicense(); + clientConfig.secretKey = settings.getSecretKey(); + clientConfig.language = Language.zh_CN; + client = TigerHttpClient.getInstance().clientConfig(clientConfig); + proxy = new OrderTradeQueryProxy(client, contractMgr, gatewayId(), settings.getAccountId()); + List orders = proxy.getDeltaOrder(); + List symbols = orders.stream().map(Order::contract).map(Contract::symbol).distinct().toList(); + + connState = ConnectionState.CONNECTED; + feEngine.emitEvent(NorthstarEventType.LOGGED_IN, gatewayId()); + + orders.forEach(order -> feEngine.emitEvent(NorthstarEventType.ORDER, order)); + symbols.forEach(symbol -> { + List trades = proxy.getTrades(symbol); + trades.forEach(trade -> feEngine.emitEvent(NorthstarEventType.TRADE, trade)); + }); + + timer = new Timer("TIGER_" + gatewayId(), true); + timer.scheduleAtFixedRate(new TimerTask() { + + @Override + public void run() { + try { + queryAccount(); + queryPosition(); + TigerTradeGatewayAdapter.this.doQueryOrderAndTrade(); + } catch (Exception e) { + log.error("", e); + } + } + }, 3000, 1500); + } + + private void doQueryOrderAndTrade() { + proxy.getDeltaOrder().forEach(order -> { + Long id = Long.valueOf(order.orderId()); + String originOrderId = orderIdMap.get(id); + feEngine.emitEvent(NorthstarEventType.ORDER, order.toBuilder().originOrderId(Optional.ofNullable(originOrderId).orElse("")).build()); + if (order.tradedVolume() > 0) { + proxy.getDeltaTrade(Long.valueOf(order.orderId())) + .forEach(trade -> feEngine.emitEvent(NorthstarEventType.TRADE, trade.toBuilder().originOrderId(Optional.ofNullable(originOrderId).orElse("")).build())); + } + }); + } + + @Override + public synchronized void disconnect() { + timer.cancel(); + timer = null; + client = null; + proxy = null; + feEngine.emitEvent(NorthstarEventType.LOGGED_OUT, gatewayId()); + connState = ConnectionState.DISCONNECTED; + } + + private void queryAccount() { + log.trace("查询TIGER账户信息"); + PrimeAssetRequest assetRequest = PrimeAssetRequest.buildPrimeAssetRequest(settings.getAccountId()); + PrimeAssetResponse primeAssetResponse = client.execute(assetRequest); + if (!primeAssetResponse.isSuccess()) { + log.warn("查询账户返回异常：{}", primeAssetResponse.getMessage()); + return; + } + //查询证券相关资产信息 + PrimeAssetItem.Segment segment = primeAssetResponse.getSegment(Category.S); // 暂不实现期货资产查询 + //查询账号中美元相关资产信息 + if (segment != null) { + PrimeAssetItem.CurrencyAssets assetByCurrency = segment.getAssetByCurrency(Currency.USD); + feEngine.emitEvent(NorthstarEventType.ACCOUNT, AccountField.newBuilder() + .setAccountId(settings.getAccountId()) + .setGatewayId(gatewayId()) + .setAvailable(assetByCurrency.getCashBalance()) + .setMargin(segment.getGrossPositionValue()) + .setBalance(segment.getNetLiquidation()) + .setPositionProfit(segment.getUnrealizedPL()) + .setCloseProfit(segment.getRealizedPL()) + .setCurrency(CurrencyEnum.USD) + .build()); + } + } + + private void queryPosition() { + log.trace("查询TIGER持仓信息"); + TigerHttpRequest request = new TigerHttpRequest(MethodName.POSITIONS); + String bizContent = AccountParamBuilder.instance() + .account(settings.getAccountId()) + .secType(SecType.STK) + .buildJson(); + + request.setBizContent(bizContent); + TigerHttpResponse response = client.execute(request); + if (!response.isSuccess()) { + log.warn("查询持仓返回异常：{}", response.getMessage()); + return; + } + // 解析具体字段 + JSONArray positions = JSON.parseObject(response.getData()).getJSONArray("items"); + Map positionMap = new HashMap<>(); + for (int i = 0; i < positions.size(); i++) { + JSONObject json = positions.getJSONObject(i); + Contract contract = contractMgr.getContract(ChannelType.TIGER, json.getString("symbol")).contract(); + String positionId = String.format("%s@%s@%s", contract.unifiedSymbol(), PositionDirectionEnum.PD_Long, gatewayId()); + double openPrice = (int) (json.getDoubleValue("averageCost") / contract.priceTick()) * contract.priceTick(); + Position pos = Position.builder() + .gatewayId(gd.getGatewayId()) + .positionId(settings.getAccountId()) + .contract(contract) + .positionProfit(json.getDoubleValue("unrealizedPnl")) + .positionDirection(PositionDirectionEnum.PD_Long) + .position(json.getIntValue("position")) + //.frozen(frozen) + //.tdFrozen(tdFrozen) + //.ydFrozen(ydFrozen) + .openPrice(openPrice) + .openPriceDiff(json.getDoubleValue("latestPrice") - openPrice) + .build(); + + positionMap.put(positionId, pos); + feEngine.emitEvent(NorthstarEventType.POSITION, pos); + lastPositions.remove(positionId); + } + + lastPositions.values().forEach(pf -> { + feEngine.emitEvent(NorthstarEventType.POSITION, pf.toBuilder().position(0).build()); + }); + lastPositions = positionMap; + } + + @Override + public ConnectionState getConnectionState() { + return connState; + } + + @Override + public boolean getAuthErrorFlag() { + return false; + } + + @Override + public String submitOrder(SubmitOrderReq submitOrderReq) { + if (connState != ConnectionState.CONNECTED) { + throw new IllegalStateException("网关未连线"); + } + + SecType secType = switch (submitOrderReq.contract().productClass()) { + case EQUITY -> SecType.STK; + case FUTURES -> SecType.FUT; + default -> + throw new IllegalArgumentException("Unexpected value: " + submitOrderReq.contract().productClass()); + }; + + OrderType orderType = switch (submitOrderReq.orderPriceType()) { + case OPT_LimitPrice -> OrderType.LMT; + case OPT_AnyPrice -> OrderType.MKT; + default -> throw new IllegalArgumentException("老虎证券仅支持限价与市价两种订单类型"); + }; + + ActionType actionType = switch (submitOrderReq.direction()) { + case D_Buy -> ActionType.BUY; + case D_Sell -> ActionType.SELL; + default -> throw new IllegalArgumentException("Unexpected value: " + submitOrderReq.direction()); + }; + + TradeOrderModel model = new TradeOrderModel(); + model.setAccount(settings.getAccountId()); + model.setSymbol(submitOrderReq.contract().symbol()); + model.setSecType(secType); + model.setOrderType(orderType); + model.setAction(actionType); + model.setLimitPrice(orderType == OrderType.MKT ? null : submitOrderReq.price()); + model.setTotalQuantity((long) submitOrderReq.volume()); + model.setSecretKey(settings.getSecretKey()); + log.info("网关[{}] 下单：{}", gatewayId(), model); + TradeOrderResponse response = client.execute(TradeOrderRequest.newRequest(model)); + log.info("网关[{}] 下单反馈：{}", gatewayId(), JSON.toJSONString(response)); + Long id = response.getItem().getId(); + orderIdMap.put(id, submitOrderReq.originOrderId()); + exec.execute(this::doQueryOrderAndTrade); + return id + ""; + } + + @Override + public boolean cancelOrder(String originOrderId) { + if (connState != ConnectionState.CONNECTED) { + throw new IllegalStateException("网关未连线"); + } + for (Entry e : orderIdMap.entrySet()) { + if (StringUtils.isNotEmpty(originOrderId) && StringUtils.equals(originOrderId, e.getValue())) { + Long id = e.getKey(); + OrderParameter params = TradeParamBuilder.instance().account(settings.getAccountId()).id(id).secretKey(settings.getSecretKey()).build(); + String bizContent = JSON.toJSONString(params); + TigerHttpRequest request = new TigerHttpRequest(MethodName.CANCEL_ORDER); + request.setBizContent(bizContent); + log.info("网关[{}] 撤单：{}", gatewayId(), bizContent); + TigerHttpResponse response = client.execute(request); + log.info("网关[{}] 撤单反馈：{}", gatewayId(), JSON.toJSONString(response)); + return response.isSuccess(); + } + } + + return false; + } + + @Override + public GatewayDescription gatewayDescription() { + gd.setConnectionState(getConnectionState()); + return gd; + } + + @Override + public String gatewayId() { + return gd.getGatewayId(); + } + +} diff --git a/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/time/CnStockTradeTime.java b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/time/CnStockTradeTime.java new file mode 100644 index 00000000..2ab73ec1 --- /dev/null +++ b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/time/CnStockTradeTime.java @@ -0,0 +1,25 @@ +package org.dromara.northstar.gateway.tiger.time; + +import org.dromara.northstar.common.model.core.TradeTimeDefinition; + +import java.time.LocalTime; +import java.util.List; + + +/** + * A股连续交易时段 + * @author KevinHuangwl + * + */ +/* +public class CnStockTradeTime implements TradeTimeDefinition { + + @Override + public List tradeTimeSegments() { + return List.of( + new PeriodSegment(LocalTime.of(9, 31), LocalTime.of(11, 30)), + new PeriodSegment(LocalTime.of(13, 1), LocalTime.of(15, 0))); + } + +} +*/ diff --git a/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/time/HkStockTradeTime.java b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/time/HkStockTradeTime.java new file mode 100644 index 00000000..bbe166f1 --- /dev/null +++ b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/time/HkStockTradeTime.java @@ -0,0 +1,25 @@ +package org.dromara.northstar.gateway.tiger.time; + +import org.dromara.northstar.common.model.core.TradeTimeDefinition; + +import java.time.LocalTime; +import java.util.List; + + +/** + * 港股连续交易时段 + * @author KevinHuangwl + * + */ +/* +public class HkStockTradeTime implements TradeTimeDefinition { + + @Override + public List tradeTimeSegments() { + return List.of( + new PeriodSegment(LocalTime.of(10, 1), LocalTime.of(12, 0)), + new PeriodSegment(LocalTime.of(13, 1), LocalTime.of(16, 0))); + } + +} +*/ diff --git a/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/time/UsStockTradeTime.java b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/time/UsStockTradeTime.java new file mode 100644 index 00000000..6e8ffde8 --- /dev/null +++ b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/time/UsStockTradeTime.java @@ -0,0 +1,32 @@ +package org.dromara.northstar.gateway.tiger.time; + +import java.time.DayOfWeek; +import java.time.LocalDate; +import java.time.LocalTime; +import java.time.Month; +import java.util.List; + +import org.dromara.northstar.common.model.core.TradeTimeDefinition; + +/** + * 美股连续交易时段 + * @author KevinHuangwl + * + */ +/* +public class UsStockTradeTime implements TradeTimeDefinition { + + + @Override + public List tradeTimeSegments() { + LocalDate now = LocalDate.now(); + LocalDate summerTimeStartDate = DateUtils.numOfWeekDay(now.getYear(), Month.MARCH, 2, DayOfWeek.SUNDAY); + LocalDate summerTimeEndDate = DateUtils.numOfWeekDay(now.getYear(), Month.NOVEMBER, 1, DayOfWeek.SUNDAY); + if(now.isAfter(summerTimeStartDate) && now.isBefore(summerTimeEndDate)) { + return List.of(new PeriodSegment(LocalTime.of(21, 1), LocalTime.of(4, 0))); + } + return List.of(new PeriodSegment(LocalTime.of(22, 1), LocalTime.of(5, 0))); + } + +} +*/ diff --git a/northstar-gateway-tiger/src/test/java/org/dromara/northstar/gateway/tiger/OrderTradeQueryProxyTest.java b/northstar-gateway-tiger/src/test/java/org/dromara/northstar/gateway/tiger/OrderTradeQueryProxyTest.java new file mode 100644 index 00000000..77e464a6 --- /dev/null +++ b/northstar-gateway-tiger/src/test/java/org/dromara/northstar/gateway/tiger/OrderTradeQueryProxyTest.java @@ -0,0 +1,78 @@ +/* +package org.dromara.northstar.gateway.tiger; + +import static org.assertj.core.api.Assertions.assertThat; +import static org.mockito.ArgumentMatchers.any; +import static org.mockito.ArgumentMatchers.anyString; +import static org.mockito.Mockito.mock; +import static org.mockito.Mockito.when; + +import org.dromara.northstar.common.model.core.Contract; +import org.dromara.northstar.gateway.IContractManager; +import org.junit.jupiter.api.BeforeEach; +import org.junit.jupiter.api.Test; + +import com.alibaba.fastjson.JSON; +import com.alibaba.fastjson.JSONArray; +import com.alibaba.fastjson.JSONObject; +import com.tigerbrokers.stock.openapi.client.https.request.TigerHttpRequest; +import com.tigerbrokers.stock.openapi.client.https.response.TigerHttpResponse; + +import test.common.TestFieldFactory; + +class OrderTradeQueryProxyTest { + + private OrderTradeQueryProxy proxy; + + private TestFieldFactory factory = new TestFieldFactory("testGateway"); + + private TigerHttpClient client = mock(TigerHttpClient.class); + + @BeforeEach + void prepare() { + IContractManager contractMgr = mock(IContractManager.class); + Contract contract = mock(Contract.class); + when(contract.toContractField()).thenReturn(factory.makeContract("rb2205")); + when(contractMgr.getContract(any(), anyString())).thenReturn(contract); + proxy = new OrderTradeQueryProxy(client, contractMgr, "testGateway", "testAccount"); + } + + @Test + void testGetDeltaOrder() { + String demoStr = "{\"nextPageToken\":\"b3JkZXJzfG51bGx8bnVsbHwyOTQ5NTY2MTY5NjEyMjg4MA==\",\"items\":[{\"symbol\":\"01810\",\"market\":\"HK\",\"secType\":\"STK\",\"currency\":\"HKD\",\"identifier\":\"01810\",\"id\":29530665135767552,\"orderId\":10,\"account\":\"20221212084743666\",\"action\":\"BUY\",\"orderType\":\"LMT\",\"limitPrice\":11.84,\"totalQuantity\":200,\"filledQuantity\":200,\"avgFillPrice\":11.84,\"timeInForce\":\"DAY\",\"outsideRth\":true,\"commission\":22.37,\"realizedPnl\":0.0,\"remark\":\"\",\"liquidation\":false,\"openTime\":1674200295000,\"updateTime\":1674200310000,\"latestTime\":1674200310000,\"name\":\"XIAOMI-W\",\"attrDesc\":\"\",\"userMark\":\"\",\"algoStrategy\":\"LMT\",\"status\":\"Filled\",\"discount\":0.0,\"canModify\":false,\"canCancel\":false},{\"symbol\":\"01810\",\"market\":\"HK\",\"secType\":\"STK\",\"currency\":\"HKD\",\"identifier\":\"01810\",\"id\":29530383993667584,\"orderId\":9,\"account\":\"20221212084743666\",\"action\":\"BUY\",\"orderType\":\"LMT\",\"limitPrice\":11.78,\"totalQuantity\":200,\"filledQuantity\":200,\"avgFillPrice\":11.78,\"timeInForce\":\"DAY\",\"outsideRth\":true,\"commission\":22.36,\"realizedPnl\":0.0,\"remark\":\"\",\"liquidation\":false,\"openTime\":1674198150000,\"updateTime\":1674198158000,\"latestTime\":1674198158000,\"name\":\"XIAOMI-W\",\"attrDesc\":\"\",\"userMark\":\"\",\"algoStrategy\":\"LMT\",\"status\":\"Filled\",\"discount\":0.0,\"canModify\":false,\"canCancel\":false},{\"symbol\":\"01810\",\"market\":\"HK\",\"secType\":\"STK\",\"currency\":\"HKD\",\"identifier\":\"01810\",\"id\":29530343978696704,\"orderId\":8,\"account\":\"20221212084743666\",\"action\":\"SELL\",\"orderType\":\"LMT\",\"limitPrice\":11.76,\"totalQuantity\":200,\"filledQuantity\":200,\"avgFillPrice\":11.76,\"timeInForce\":\"DAY\",\"outsideRth\":true,\"commission\":22.36,\"realizedPnl\":-56.73,\"remark\":\"\",\"liquidation\":false,\"openTime\":1674197844000,\"updateTime\":1674197845000,\"latestTime\":1674197845000,\"name\":\"XIAOMI-W\",\"attrDesc\":\"\",\"userMark\":\"\",\"algoStrategy\":\"LMT\",\"status\":\"Filled\",\"discount\":0.0,\"canModify\":false,\"canCancel\":false},{\"symbol\":\"01810\",\"market\":\"HK\",\"secType\":\"STK\",\"currency\":\"HKD\",\"identifier\":\"01810\",\"id\":29529968524787712,\"orderId\":7,\"account\":\"20221212084743666\",\"action\":\"BUY\",\"orderType\":\"LMT\",\"limitPrice\":11.82,\"totalQuantity\":200,\"filledQuantity\":200,\"avgFillPrice\":11.82,\"timeInForce\":\"DAY\",\"outsideRth\":true,\"commission\":22.37,\"realizedPnl\":0.0,\"remark\":\"\",\"liquidation\":false,\"openTime\":1674194980000,\"updateTime\":1674194981000,\"latestTime\":1674194982000,\"name\":\"XIAOMI-W\",\"attrDesc\":\"\",\"userMark\":\"\",\"algoStrategy\":\"LMT\",\"status\":\"Filled\",\"discount\":0.0,\"canModify\":false,\"canCancel\":false},{\"symbol\":\"01810\",\"market\":\"HK\",\"secType\":\"STK\",\"currency\":\"HKD\",\"identifier\":\"01810\",\"id\":29517286654477312,\"orderId\":6,\"account\":\"20221212084743666\",\"action\":\"BUY\",\"orderType\":\"LMT\",\"limitPrice\":11.66,\"totalQuantity\":500,\"filledQuantity\":0,\"avgFillPrice\":0.0,\"timeInForce\":\"DAY\",\"outsideRth\":true,\"commission\":0.0,\"realizedPnl\":0.0,\"remark\":\"The order size must be a multiple of 200. If you want to sell odd-lots, you must use the \\\"Odd-Lot-Sell\\\" Function which is available in the \\\"More\\\" section of the \\\"Trade\\\" interface\",\"liquidation\":false,\"openTime\":1674098225000,\"updateTime\":1674098225000,\"latestTime\":1674098225000,\"name\":\"XIAOMI-W\",\"attrDesc\":\"\",\"userMark\":\"\",\"algoStrategy\":\"LMT\",\"status\":\"Invalid\",\"discount\":0.0,\"canModify\":false,\"canCancel\":false},{\"symbol\":\"01810\",\"market\":\"HK\",\"secType\":\"STK\",\"currency\":\"HKD\",\"identifier\":\"01810\",\"id\":29517264261087232,\"orderId\":5,\"account\":\"20221212084743666\",\"action\":\"SELL\",\"orderType\":\"LMT\",\"limitPrice\":11.64,\"totalQuantity\":1000,\"filledQuantity\":1000,\"avgFillPrice\":11.66,\"timeInForce\":\"DAY\",\"outsideRth\":true,\"commission\":37.79,\"realizedPnl\":-30.2828571,\"remark\":\"\",\"liquidation\":false,\"openTime\":1674098054000,\"updateTime\":1674098054000,\"latestTime\":1674098055000,\"name\":\"XIAOMI-W\",\"attrDesc\":\"\",\"userMark\":\"\",\"algoStrategy\":\"LMT\",\"status\":\"Filled\",\"discount\":0.0,\"canModify\":false,\"canCancel\":false},{\"symbol\":\"01810\",\"market\":\"HK\",\"secType\":\"STK\",\"currency\":\"HKD\",\"identifier\":\"01810\",\"id\":29508040482489344,\"orderId\":4,\"account\":\"20221212084743666\",\"action\":\"BUY\",\"orderType\":\"LMT\",\"limitPrice\":11.0,\"totalQuantity\":1000,\"filledQuantity\":0,\"avgFillPrice\":0.0,\"timeInForce\":\"DAY\",\"outsideRth\":true,\"commission\":0.0,\"realizedPnl\":0.0,\"remark\":\"Order is expired\",\"liquidation\":false,\"openTime\":1674027682000,\"updateTime\":1674030600000,\"latestTime\":1674030600000,\"name\":\"XIAOMI-W\",\"attrDesc\":\"\",\"userMark\":\"\",\"algoStrategy\":\"LMT\",\"status\":\"Inactive\",\"discount\":0.0,\"canModify\":false,\"canCancel\":false},{\"symbol\":\"01810\",\"market\":\"HK\",\"secType\":\"STK\",\"currency\":\"HKD\",\"identifier\":\"01810\",\"id\":29508007821837312,\"orderId\":3,\"account\":\"20221212084743666\",\"action\":\"BUY\",\"orderType\":\"LMT\",\"limitPrice\":11.0,\"totalQuantity\":1000,\"filledQuantity\":0,\"avgFillPrice\":0.0,\"timeInForce\":\"DAY\",\"outsideRth\":true,\"commission\":0.0,\"realizedPnl\":0.0,\"liquidation\":false,\"openTime\":1674027433000,\"updateTime\":1674027635000,\"latestTime\":1674027636000,\"name\":\"XIAOMI-W\",\"attrDesc\":\"\",\"userMark\":\"\",\"algoStrategy\":\"LMT\",\"status\":\"Cancelled\",\"discount\":0.0,\"canModify\":false,\"canCancel\":false},{\"symbol\":\"01810\",\"market\":\"HK\",\"secType\":\"STK\",\"currency\":\"HKD\",\"identifier\":\"01810\",\"id\":29507834575455232,\"orderId\":2,\"account\":\"20221212084743666\",\"action\":\"BUY\",\"orderType\":\"LMT\",\"limitPrice\":11.0,\"totalQuantity\":400,\"filledQuantity\":0,\"avgFillPrice\":0.0,\"timeInForce\":\"DAY\",\"outsideRth\":true,\"commission\":0.0,\"realizedPnl\":0.0,\"liquidation\":false,\"openTime\":1674026111000,\"updateTime\":1674026600000,\"latestTime\":1674026600000,\"name\":\"XIAOMI-W\",\"attrDesc\":\"\",\"userMark\":\"\",\"algoStrategy\":\"LMT\",\"status\":\"Cancelled\",\"discount\":0.0,\"canModify\":false,\"canCancel\":false},{\"symbol\":\"01810\",\"market\":\"HK\",\"secType\":\"STK\",\"currency\":\"HKD\",\"identifier\":\"01810\",\"id\":29507813534729216,\"orderId\":1,\"account\":\"20221212084743666\",\"action\":\"SELL\",\"orderType\":\"LMT\",\"limitPrice\":11.86,\"totalQuantity\":400,\"filledQuantity\":400,\"avgFillPrice\":11.88,\"timeInForce\":\"DAY\",\"outsideRth\":true,\"commission\":26.26,\"realizedPnl\":64.7428571,\"remark\":\"\",\"liquidation\":false,\"openTime\":1674025951000,\"updateTime\":1674025951000,\"latestTime\":1674025951000,\"name\":\"XIAOMI-W\",\"attrDesc\":\"\",\"userMark\":\"\",\"algoStrategy\":\"LMT\",\"status\":\"Filled\",\"discount\":0.0,\"canModify\":false,\"canCancel\":false},{\"symbol\":\"01810\",\"market\":\"HK\",\"secType\":\"STK\",\"currency\":\"HKD\",\"identifier\":\"01810\",\"id\":29495661696122880,\"account\":\"20221212084743666\",\"action\":\"BUY\",\"orderType\":\"LMT\",\"limitPrice\":11.64,\"totalQuantity\":1400,\"filledQuantity\":1400,\"avgFillPrice\":11.62,\"timeInForce\":\"DAY\",\"outsideRth\":false,\"commission\":45.49,\"realizedPnl\":0.0,\"remark\":\"\",\"liquidation\":false,\"openTime\":1673933240000,\"updateTime\":1673933240000,\"latestTime\":1673933240000,\"name\":\"XIAOMI-W\",\"attrDesc\":\"\",\"userMark\":\"\",\"algoStrategy\":\"LMT\",\"status\":\"Filled\",\"source\":\"android\",\"discount\":0.0,\"canModify\":false,\"canCancel\":false}]}"; + JSONObject json = JSON.parseObject(demoStr); + JSONArray arr = json.getJSONArray("items"); + for(int i=0; i Date: Mon, 22 Jul 2024 08:59:31 +0800 Subject: [PATCH 3/4] =?UTF-8?q?=E5=AE=9E=E7=8E=B0=E5=8E=86=E5=8F=B2?= =?UTF-8?q?=E6=95=B0=E6=8D=AE=E7=9A=84=E8=8E=B7=E5=8F=96?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- .../northstar/gateway/tiger/TigerConfig.java | 5 + .../gateway/tiger/TigerContractProvider.java | 1 - .../tiger/TigerDataServiceManager.java | 75 ++++- .../gateway/tiger/TigerGatewayFactory.java | 3 +- .../gateway/tiger/util/PageTokenUtil.java | 270 ++++++++++++++++++ 5 files changed, 350 insertions(+), 4 deletions(-) create mode 100644 northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/util/PageTokenUtil.java diff --git a/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerConfig.java b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerConfig.java index ea7a821a..bb649a72 100644 --- a/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerConfig.java +++ b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerConfig.java @@ -27,4 +27,9 @@ public class TigerConfig { @Qualifier("tigerDataServiceManager") TigerDataServiceManager dataMgr) { return new TigerGatewayFactory(feEngine, marketCenter, dataMgr); } + + @Bean + TigerGatewaySettings tigerGatewaySettings() { + return new TigerGatewaySettings(); + } } diff --git a/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerContractProvider.java b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerContractProvider.java index de941137..ea9c098d 100644 --- a/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerContractProvider.java +++ b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerContractProvider.java @@ -15,7 +15,6 @@ import org.dromara.northstar.common.model.core.TimeSlot; import org.dromara.northstar.common.model.core.TradeTimeDefinition; import org.dromara.northstar.common.utils.DateTimeUtils; import org.dromara.northstar.gateway.IMarketCenter; -import org.springframework.stereotype.Component; import java.util.List; import java.util.Map; diff --git a/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerDataServiceManager.java b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerDataServiceManager.java index 73bee326..54d2e922 100644 --- a/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerDataServiceManager.java +++ b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerDataServiceManager.java @@ -1,19 +1,92 @@ package org.dromara.northstar.gateway.tiger; +import com.tigerbrokers.stock.openapi.client.config.ClientConfig; +import com.tigerbrokers.stock.openapi.client.https.domain.quote.item.KlinePoint; +import com.tigerbrokers.stock.openapi.client.struct.enums.KType; +import com.tigerbrokers.stock.openapi.client.struct.enums.Language; +import lombok.extern.slf4j.Slf4j; import org.dromara.northstar.common.IDataSource; +import org.dromara.northstar.common.ObjectManager; import org.dromara.northstar.common.constant.ChannelType; +import org.dromara.northstar.common.model.Identifier; import org.dromara.northstar.common.model.core.Bar; import org.dromara.northstar.common.model.core.Contract; +import org.dromara.northstar.gateway.Gateway; +import org.dromara.northstar.gateway.tiger.util.PageTokenUtil; +import org.springframework.beans.factory.annotation.Autowired; +import java.time.Instant; import java.time.LocalDate; +import java.time.LocalTime; +import java.time.ZoneId; +import java.time.format.DateTimeFormatter; +import java.util.LinkedList; import java.util.List; +@Slf4j public class TigerDataServiceManager implements IDataSource { + @Autowired + private TigerGatewaySettings settings; + @Autowired + private ObjectManager gatewayManager; + private TigerHttpClient getTigerHttpClient() { + Gateway gateway = gatewayManager.get(Identifier.of(ChannelType.TIGER.toString())); + settings = (TigerGatewaySettings) gateway.gatewayDescription().getSettings(); + + ClientConfig clientConfig = ClientConfig.DEFAULT_CONFIG; + clientConfig.tigerId = settings.getTigerId(); + clientConfig.defaultAccount = settings.getAccountId(); + clientConfig.privateKey = settings.getPrivateKey(); + clientConfig.license = settings.getLicense(); + clientConfig.secretKey = settings.getSecretKey(); + clientConfig.language = Language.zh_CN; + return TigerHttpClient.getInstance().clientConfig(clientConfig); + } @Override public List getMinutelyData(Contract contract, LocalDate startDate, LocalDate endDate) { - return List.of(); + TigerHttpClient client = getTigerHttpClient(); + LinkedList barFieldList = new LinkedList<>(); + try { + DateTimeFormatter formatter = DateTimeFormatter.ofPattern("yyyy-MM-dd HH:mm:ss"); + // 将 LocalDate 转换为 LocalDateTime 并格式化为字符串 + String beginTime = startDate.atStartOfDay().format(formatter); + String endTime = endDate.atStartOfDay().format(formatter); + List klinePoints = PageTokenUtil.getKlineByPage( + client, + contract.symbol(), + KType.min1, + beginTime, + endTime); + + for (KlinePoint klinePoint : klinePoints) { + Instant e = Instant.ofEpochMilli(klinePoint.getTime()); + LocalTime actionTime = e.atZone(ZoneId.systemDefault()).toLocalTime(); + LocalDate tradingDay = e.atZone(ZoneId.systemDefault()).toLocalDate(); + + barFieldList.addFirst(Bar.builder() + .contract(contract) + .gatewayId(contract.gatewayId()) + .tradingDay(tradingDay) + .actionDay(tradingDay) + .actionTime(actionTime) + .actionTimestamp(klinePoint.getTime()) + .openPrice(klinePoint.getOpen()) + .highPrice(klinePoint.getHigh()) + .lowPrice(klinePoint.getLow()) + .closePrice(klinePoint.getClose()) + .volume(klinePoint.getVolume()) + .volumeDelta(klinePoint.getVolume()) + .turnover(klinePoint.getAmount()) + .turnoverDelta(klinePoint.getAmount()) + .channelType(ChannelType.TIGER) + .build()); + } + } catch (Exception e) { + log.error("", e); + } + return barFieldList; } @Override diff --git a/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerGatewayFactory.java b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerGatewayFactory.java index a11aa004..3c321174 100644 --- a/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerGatewayFactory.java +++ b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/TigerGatewayFactory.java @@ -5,7 +5,6 @@ import org.dromara.northstar.common.event.FastEventEngine; import org.dromara.northstar.common.model.GatewayDescription; import org.dromara.northstar.gateway.Gateway; import org.dromara.northstar.gateway.GatewayFactory; -import org.dromara.northstar.gateway.IContractManager; import org.dromara.northstar.gateway.IMarketCenter; public class TigerGatewayFactory implements GatewayFactory { @@ -29,7 +28,7 @@ public class TigerGatewayFactory implements GatewayFactory { TigerGatewaySettings settings = JSON.parseObject(JSON.toJSONString(gatewayDescription.getSettings()), TigerGatewaySettings.class); gatewayDescription.setSettings(settings); if (!contractLoaded) { - new TigerContractProvider(settings, mktCenter,dataMgr).loadContractOptions(); + new TigerContractProvider(settings, mktCenter, dataMgr).loadContractOptions(); contractLoaded = true; } diff --git a/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/util/PageTokenUtil.java b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/util/PageTokenUtil.java new file mode 100644 index 00000000..625e7ce0 --- /dev/null +++ b/northstar-gateway-tiger/src/main/java/org/dromara/northstar/gateway/tiger/util/PageTokenUtil.java @@ -0,0 +1,270 @@ +package org.dromara.northstar.gateway.tiger.util; + +import com.tigerbrokers.stock.openapi.client.TigerApiException; +import com.tigerbrokers.stock.openapi.client.config.ClientConfig; +import com.tigerbrokers.stock.openapi.client.https.domain.future.item.FutureKlineBatchItem; +import com.tigerbrokers.stock.openapi.client.https.domain.future.item.FutureKlineItem; +import com.tigerbrokers.stock.openapi.client.https.domain.future.model.FutureKlineModel; +import com.tigerbrokers.stock.openapi.client.https.domain.quote.item.KlineItem; +import com.tigerbrokers.stock.openapi.client.https.domain.quote.item.KlinePoint; +import com.tigerbrokers.stock.openapi.client.https.domain.quote.model.QuoteKlineModel; +import com.tigerbrokers.stock.openapi.client.https.request.future.FutureKlineRequest; +import com.tigerbrokers.stock.openapi.client.https.request.quote.QuoteKlineRequest; +import com.tigerbrokers.stock.openapi.client.https.response.future.FutureKlineResponse; +import com.tigerbrokers.stock.openapi.client.https.response.quote.QuoteKlineResponse; +import com.tigerbrokers.stock.openapi.client.struct.enums.*; +import com.tigerbrokers.stock.openapi.client.util.DateUtils; +import org.dromara.northstar.gateway.tiger.TigerHttpClient; + +import java.util.ArrayList; +import java.util.Date; +import java.util.List; +import java.util.concurrent.TimeUnit; + +public class PageTokenUtil { + public static int DEFAULT_PAGE_SIZE = 1000; + public static int DEFAULT_BATCH_TIME = 10; + public static int MAX_TOTAL_SIZE = 10000; + public static long DEFAULT_TIME_INTERVAL = 2000L; + public static final KlinePoint RETURN_KLINE = new KlinePoint(); + public static final FutureKlineItem RETURN_FUTURE_KLINE = new FutureKlineItem(); + public static TigerHttpClient client; + + private PageTokenUtil() { + } + + /** + * get kline data by page, return the merge result(use default pageSize:1000, 10 queries in total) + * @param symbol symbol + * @param period kline tpye + * @param beginTime begin time. format:"2022-04-25 00:00:00" + * @param endTime end time. formae:"2022-04-28 00:00:00" + * @throws TigerApiException + */ + public static List getKlineByPage(TigerHttpClient tigerHttpClient, String symbol, KType period, + String beginTime, String endTime) throws TigerApiException { + client = tigerHttpClient; + return getKlineByPage(symbol, period, beginTime, endTime, + ClientConfig.DEFAULT_CONFIG.getDefaultTimeZone(), + RightOption.br, DEFAULT_PAGE_SIZE, DEFAULT_PAGE_SIZE * DEFAULT_BATCH_TIME, DEFAULT_TIME_INTERVAL); + } + + /** + * get kline data by page, return the merge result(use default pageSize:1000, 10 queries in total) + * @param symbol symbol + * @param period kline tpye + * @param beginTime begin time. format:"2022-04-25 00:00:00" + * @param endTime end time. formae:"2022-04-28 00:00:00" + * @param totalSize total size. the max value is 10000 + * @throws TigerApiException + */ + public static List getKlineByPage(String symbol, KType period, + String beginTime, String endTime, int totalSize) throws TigerApiException { + return getKlineByPage(symbol, period, beginTime, endTime, + ClientConfig.DEFAULT_CONFIG.getDefaultTimeZone(), + RightOption.br, DEFAULT_PAGE_SIZE, totalSize, DEFAULT_TIME_INTERVAL); + } + + /** + * get kline data by page, return the merge result + * @param symbol symbol + * @param period kline tpye + * @param beginTime begin time. format:"2022-04-25 00:00:00" + * @param endTime end time. formae:"2022-04-28 00:00:00" + * @param zoneId zone, the default is NewYork + * @param right adjust type. the default is br(adjusted) + * @param pageSize page size. the default is 1000 + * @param totalSize total size. the default is 10000 + * @param timeInterval request interval milliseconds, the default is 2000 + * @throws TigerApiException + */ + public static List getKlineByPage(String symbol, KType period, + String beginTime, String endTime, TimeZoneId zoneId, + RightOption right, int pageSize, int totalSize, long timeInterval) throws TigerApiException { + return getKlineByPage(RETURN_KLINE, symbol, period == null ? null : period.name(), + beginTime, endTime, zoneId, right, pageSize, totalSize, timeInterval); + } + + /** + * get futrue kline data by page, return the merge result(use default pageSize:1000, 10 queries in total) + * @param symbol contract code + * @param period kline tpye + * @param beginTime begin time. format:"2022-04-25 00:00:00" + * @param endTime end time. formae:"2022-04-28 00:00:00" + * @throws TigerApiException + */ + public static List getKlineByPage(String symbol, FutureKType period, + String beginTime, String endTime) throws TigerApiException { + return getKlineByPage(symbol, period, beginTime, endTime, + ClientConfig.DEFAULT_CONFIG.getDefaultTimeZone(), + DEFAULT_PAGE_SIZE, DEFAULT_PAGE_SIZE * DEFAULT_BATCH_TIME, DEFAULT_TIME_INTERVAL); + } + + /** + * get futrue kline data by page, return the merge result(use default pageSize:1000, 10 queries in total) + * @param symbol contract code + * @param period kline tpye + * @param beginTime begin time. format:"2022-04-25 00:00:00" + * @param endTime end time. formae:"2022-04-28 00:00:00" + * @param totalSize total size. the max value is 10000 + * @throws TigerApiException + */ + public static List getKlineByPage(String symbol, FutureKType period, + String beginTime, String endTime, int totalSize) throws TigerApiException { + return getKlineByPage(symbol, period, beginTime, endTime, + ClientConfig.DEFAULT_CONFIG.getDefaultTimeZone(), + DEFAULT_PAGE_SIZE, totalSize, DEFAULT_TIME_INTERVAL); + } + + /** + * get futrue kline data by page, return the merge result + * @param symbol contract code + * @param period kline tpye + * @param beginTime begin time. format:"2022-04-25 00:00:00" + * @param endTime end time. formae:"2022-04-28 00:00:00" + * @param zoneId zone, the default is NewYork + * @param pageSize page size. the default is 1000 + * @param totalSize total size. the default is 10000 + * @param timeInterval request interval milliseconds, the default is 2000 + * @throws TigerApiException + */ + public static List getKlineByPage(String symbol, FutureKType period, + String beginTime, String endTime, TimeZoneId zoneId, int pageSize, int totalSize, long timeInterval) throws TigerApiException { + return getKlineByPage(RETURN_FUTURE_KLINE, symbol, period == null ? null : period.name(), + beginTime, endTime, zoneId, null, pageSize, totalSize, timeInterval); + } + + /** + * get kline data by page, return the merge result + * @param t return type,only for FutureKlineItem(MethodName.FUTURE_KLINE) and KlineItem(MethodName.KLINE) + * @param symbol symbol or future contract code + * @param period kline tpye + * @param beginTime begin time. format:"2022-04-25 00:00:00" + * @param endTime end time. formae:"2022-04-28 00:00:00" + * @param zoneId zone, the default is NewYork + * @param right adjust type（only for stock）. the default is br(adjusted) + * @param pageSize page size. the default is 1000 + * @param totalSize total size. the default is 10000 + * @param timeInterval request interval milliseconds, the default is 2000 + * @throws TigerApiException + */ + public static List getKlineByPage(T t, String symbol, String period, + String beginTime, String endTime, TimeZoneId zoneId, + RightOption right, int pageSize, int totalSize, long timeInterval) throws TigerApiException { + + if (t == null || !(t instanceof KlinePoint || t instanceof FutureKlineItem)) { + throw new TigerApiException(TigerApiCode.HTTP_BIZ_PARAM_VALUE_ERROR, "return type"); + } + boolean isKline = (t instanceof KlinePoint); + if (symbol == null) { + throw new TigerApiException(TigerApiCode.HTTP_BIZ_PARAM_EMPTY_ERROR, "symbol"); + } + if (totalSize <= 0) { + totalSize = DEFAULT_PAGE_SIZE * DEFAULT_BATCH_TIME; + } + if (totalSize > MAX_TOTAL_SIZE) { + throw new TigerApiException(TigerApiCode.HTTP_BIZ_PARAM_ERROR, "'totalSize' exceeds maximum: " + MAX_TOTAL_SIZE); + } + if (pageSize <= 0) { + pageSize = DEFAULT_PAGE_SIZE; + } + if (totalSize < pageSize) { + pageSize = totalSize; + } + if (zoneId == null) { + zoneId = ClientConfig.DEFAULT_CONFIG.getDefaultTimeZone(); + } + if (timeInterval < 1000) { + timeInterval = DEFAULT_TIME_INTERVAL; + } + + List results = new ArrayList<>(totalSize); + List symbols = new ArrayList<>(); + symbols.add(symbol); + if (isKline) { + KType kType = KType.day; + if (period != null && KType.valueOf(period) != null) { + kType = KType.valueOf(period); + } + QuoteKlineRequest request = QuoteKlineRequest.newRequest(symbols, kType, + beginTime, endTime, zoneId); + request.withLimit(pageSize); + request.withRight(right == null ? RightOption.br : right); + + do { + if (client == null) { + client = TigerHttpClient.getInstance(); + } + QuoteKlineResponse response = client.execute(request); + if (!response.isSuccess()) { + throw new TigerApiException(response.getMessage()); + } + if (response.getKlineItems().size() == 0) { + break; + } + KlineItem klineItem = response.getKlineItems().get(0); + results.addAll((List) klineItem.getItems()); + + if (klineItem.getNextPageToken() == null) { + break; + } + // 60 times per minute + try { + TimeUnit.MILLISECONDS.sleep(timeInterval); + } catch (InterruptedException ignoreIE) { + } + // set pagination token then query the next page + request.withPageToken(klineItem.getNextPageToken()); + if (results.size() + pageSize > totalSize) { + ((QuoteKlineModel) request.getApiModel()).setLimit(totalSize - results.size()); + } + } while (results.size() < totalSize); + } else { + Date beginDate = DateUtils.getZoneDate(beginTime, zoneId); + if (beginDate == null) { + throw new TigerApiException(TigerApiCode.HTTP_BIZ_PARAM_VALUE_ERROR, "beginTime"); + } + Date endDate = DateUtils.getZoneDate(endTime, zoneId); + if (endDate == null) { + throw new TigerApiException(TigerApiCode.HTTP_BIZ_PARAM_VALUE_ERROR, "endTime"); + } + FutureKType kType = FutureKType.day; + if (period != null && FutureKType.valueOf(period) != null) { + kType = FutureKType.valueOf(period); + } + + FutureKlineRequest request = FutureKlineRequest.newRequest(symbols, kType, + beginDate.getTime(), endDate.getTime(), pageSize); + do { + if (client == null) { + client = TigerHttpClient.getInstance(); + } + FutureKlineResponse response = TigerHttpClient.getInstance().execute(request); + if (!response.isSuccess()) { + throw new TigerApiException(response.getMessage()); + } + if (response.getFutureKlineItems().size() == 0) { + break; + } + FutureKlineBatchItem klineItem = response.getFutureKlineItems().get(0); + results.addAll((List) klineItem.getItems()); + + if (klineItem.getNextPageToken() == null) { + break; + } + // 60 times per minute + try { + TimeUnit.MILLISECONDS.sleep(timeInterval); + } catch (InterruptedException ignoreIE) { + } + // set pagination token then query the next page + request.withPageToken(klineItem.getNextPageToken()); + if (results.size() + pageSize > totalSize) { + ((FutureKlineModel) request.getApiModel()).setLimit(totalSize - results.size()); + } + } while (results.size() < totalSize); + } + return results; + } + +} -- Gitee From 0a9789d0afd32e2e9e63006968657b12a71c9c13 Mon Sep 17 00:00:00 2001 From: Kaysen1011 <18811088267@163.com> Date: Mon, 22 Jul 2024 09:03:59 +0800 Subject: [PATCH 4/4] =?UTF-8?q?Revert=20"openapi-java-sdk=E4=BE=9D?= =?UTF-8?q?=E8=B5=96=E5=8D=87=E7=BA=A7=E9=80=82=E9=85=8D=202.1.5"?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit This reverts commit 16c7de88c585f3df9a7eedd73760a70173d6ce4d. --- northstar-main/pom.xml | 5 ----- 1 file changed, 5 deletions(-) diff --git a/northstar-main/pom.xml b/northstar-main/pom.xml index 5adfec2c..abd326b6 100644 --- a/northstar-main/pom.xml +++ b/northstar-main/pom.xml @@ -94,11 +94,6 @@ commons-codec commons-codec - - io.github.tigerbrokers - openapi-java-sdk - 2.1.5 - org.springframework.boot spring-boot-configuration-processor -- Gitee