actualize data types; replace Market; rename Order (#37)

* actualize data types; replace Market; rename Order

README.md

@@ -158,23 +158,8 @@ async def create_stop_order(transaction_id: int):
         ),
     )
     return await client.orders.create_stop_order(payload)
-
-
-if __name__ == "__main__":
-    import asyncio
-
-    res = asyncio.run(create_order())
-    print(res)
-
-    print(asyncio.run(create_stop_order(1111111111111111111)))
-
-    print(asyncio.run(get_orders()))
-
-    print(asyncio.run(del_order(res.data.transactionId)))
-
-    print(asyncio.run(get_orders()))
 ```
-
+Больше примеров в examples/
 
 ## Authors
 

examples/order.py

@@ -23,11 +23,11 @@
 async def create_order():
     payload = CreateOrderRequestModel(
         clientId=client_id,
-        securityBoard=BoardType.Futures,
-        securityCode="SiH3",
-        buySell=OrderType.Sell,
+        securityBoard=BoardType.TQBR,
+        securityCode="ALRS",
+        buySell=OrderType.Buy,
         quantity=1,
-        price=74920,
+        price=72.23,
         property=PropertyType.PutInQueue,
         condition=None,
         validateBefore=None,
@@ -55,20 +55,20 @@ async def del_order(transaction_id: int):
 async def create_stop_order(transaction_id: int):
     payload = CreateStopOrderRequestModel(
         clientId=client_id,
-        securityBoard=BoardType.Futures,
-        securityCode="SiH3",
-        buySell=OrderType.Buy,
+        securityBoard=BoardType.TQBR,
+        securityCode="ALRS",
+        buySell=OrderType.Sell,
         linkOrder=transaction_id,
         stopLoss=StopLossModel(
-            activationPrice=74940,
+            activationPrice=71.80,
             marketPrice=True,
             quantity=StopQuantity(
                 value=1,
                 units=StopQuantityUnits.Lots,
             )
         ),
         takeProfit=TakeProfitModel(
-            activationPrice=74850,
+            activationPrice=72.30,
             marketPrice=True,
             quantity=StopQuantity(
                 value=1,
@@ -77,18 +77,3 @@ async def create_stop_order(transaction_id: int):
         ),
     )
     return await client.orders.create_stop_order(payload)
-
-
-if __name__ == "__main__":
-    import asyncio
-
-    res = asyncio.run(create_order())
-    print(res)
-
-    print(asyncio.run(create_stop_order(1111111111111111111)))
-
-    print(asyncio.run(get_orders()))
-
-    print(asyncio.run(del_order(res.data.transactionId)))
-
-    print(asyncio.run(get_orders()))

examples/security.py

@@ -6,18 +6,11 @@
 client = Client(token)
 
 
-async def get_all_data():
-    return await client.securities.get_data()
-
-
 async def get_data_by_code(code: str):
     return await client.securities.get_data(code)
 
 
 if __name__ == "__main__":
     import asyncio
 
-    print(asyncio.run(get_all_data()))
-
-    code_ = "SiZ2"
-    print(asyncio.run(get_data_by_code(code_)))
+    print(asyncio.run(get_data_by_code("SBER")))

finam_trade_api/models.py

@@ -1,3 +1,4 @@
+from enum import Enum
 from typing import Optional
 
 from pydantic import BaseModel
@@ -11,3 +12,13 @@ class BaseErrorModel(BaseModel):
 
 class ErrorBodyModel(BaseModel):
     error: BaseErrorModel
+
+
+class Market(str, Enum):
+    Stock = "Stock"
+    Forts = "Forts"
+    Spbex = "Spbex"
+    Mma = "Mma"
+    Ets = "Ets"
+    Bonds = "Bonds"
+    Options = "Options"

finam_trade_api/order/__init__.py

@@ -13,7 +13,7 @@
     DelStopOrderData,
     DelStopOrderRequestModel,
     DelStopOrderResponseModel,
-    OrderResponse,
+    Order,
     OrdersRequestModel,
     OrdersResponseData,
     OrdersResponseModel,

finam_trade_api/order/model.py

@@ -3,6 +3,8 @@
 
 from pydantic import BaseModel
 
+from finam_trade_api.models import Market
+
 
 class OrderType(str, Enum):
     Sell = "Sell"
@@ -21,9 +23,9 @@ class ConditionType(str, Enum):
 
 
 class PropertyType(str, Enum):
-    PutInQueue = "PutInQueue"
-    CancelBalance = "CancelBalance"
-    ImmOrCancel = "ImmOrCancel"
+    PutInQueue = "PutInQueue"  # неисполненная часть заявки помещается в очередь заявок биржи;
+    CancelBalance = "CancelBalance"  # неисполненная часть заявки снимается с торгов;
+    ImmOrCancel = "ImmOrCancel"  # сделки совершаются в том случае, если заявка может быть удовлетворена полностью
 
 
 class ValidBeforeType(str, Enum):
@@ -67,58 +69,67 @@ class ValidBefore(BaseModel):
 
 
 class OrderStatus(str, Enum):
+    NONE = "None"
     Active = "Active"
     Cancelled = "Cancelled"
     Matched = "Matched"
 
 
-class OrderMarket(str, Enum):
-    Stock = "Stock"
-    Forts = "Forts"
-    Spbex = "Spbex"
-    Mma = "Mma"
-    Ets = "Ets"
-    Bonds = "Bonds"
-    Options = "Options"
-
-
-class OrderResponse(BaseModel):
+class Order(BaseModel):
     orderNo: int
     transactionId: int
     securityCode: Optional[str] = None
     clientId: Optional[str] = None
-    status: Optional[OrderStatus] = None
+    status: OrderStatus
     buySell: OrderType
     createdAt: Optional[str] = None
     acceptedAt: Optional[str] = None
-    price: float = 0
+    price: float = 0  # В последующих версиях API поле для рыночных заявок будет равно null, а не 0.
     quantity: int
     balance: int
     message: Optional[str] = None
     currency: Optional[str] = None
     condition: Optional[Condition] = None
     validBefore: Optional[ValidBefore] = None
     securityBoard: Optional[str] = None
-    market: Optional[OrderMarket] = None
+    market: Market
 
 
 class OrdersResponseData(BaseModel):
     clientId: str
-    orders: List[OrderResponse]
+    orders: List[Order]
 
 
 class OrdersResponseModel(BaseModel):
     data: OrdersResponseData
 
 
 class StopOrder(BaseModel):
-    stopOrderId: int
+    stopId: int
     securityCode: str
+    securityBoard: BoardType
+    market: Market
+    clientId: str
+    buySell: OrderType
+    expirationDate: Optional[str] = None
+    linkOrder: int
+    validBefore: Optional[ValidBefore] = None
+    status: OrderStatus
+    message: Optional[str] = None
+    orderNo: int
+    tradeNo: int
+    acceptedAt: Optional[str] = None
+    canceledAt: Optional[str] = None
+    currency: Optional[str] = None
+    takeProfitExtremum: float
+    takeProfitLevel: float
+    stopLoss: Optional["StopLossModel"] = None
+    takeProfit: Optional["TakeProfitModel"] = None
 
 
 class StopOrdersResponseData(BaseModel):
     clientId: str
-    stopOrders: List[StopOrder]
+    stops: List[StopOrder]
 
 
 class StopOrdersResponseModel(BaseModel):
@@ -142,7 +153,7 @@ class CreateOrderRequestModel(BaseModel):
     buySell: OrderType
     quantity: int
     useCredit: bool = False
-    price: Optional[float]  # цена заявки
+    price: float = 0  # В последующих версиях API поле для рыночных заявок будет равно null, а не 0.
     property: PropertyType
     condition: Optional[Condition] = None
     validBefore: Optional[ValidBefore] = None
@@ -155,9 +166,11 @@ class StopQuantity(BaseModel):
 
 class StopLossModel(BaseModel):
     activationPrice: float
-    price: Optional[float] = None
+    price: float = 0
     marketPrice: bool
     quantity: StopQuantity
+    time: int = 0  # Защитное время, сек.
+    useCredit: bool = False
 
 
 class StopPrice(BaseModel):
@@ -171,7 +184,7 @@ class TakeProfitModel(BaseModel):
     spreadPrice: Optional[StopPrice] = None
     marketPrice: bool
     quantity: StopQuantity
-    time: Optional[int] = None  # Защитное время, сек.
+    time: int = 0  # Защитное время, сек.
     useCredit: bool = False
 
 

finam_trade_api/portfolio/model.py

@@ -2,6 +2,8 @@
 
 from pydantic import BaseModel
 
+from finam_trade_api.models import Market
+
 
 class PortfolioRequestOptionalModel(BaseModel):
     includeCurrencies: str = "true"
@@ -23,7 +25,7 @@ class PortfolioContent(BaseModel):
 
 class Position(BaseModel):
     securityCode: str
-    market: str
+    market: Market
     balance: int
     currentPrice: float
     equity: float

finam_trade_api/securities/model.py

@@ -1,24 +1,26 @@
-from typing import List
+from typing import List, Optional
 
 from pydantic import BaseModel
 
+from finam_trade_api.models import Market
+
 
 class Security(BaseModel):
     code: str
     board: str
-    market: str
-    decimals: float
-    lotSize: float
-    minStep: float
-    currency: str
-    shortName: str
-    properties: float
-    timeZoneName: str
+    market: Market
+    decimals: int
+    lotSize: int
+    minStep: int
+    currency: Optional[str] = None
+    shortName: Optional[str] = None
+    properties: int
+    timeZoneName: Optional[str] = None
     bpCost: float
     accruedInterest: float
     priceSign: str
-    ticker: str
-    lotDivider: float
+    ticker: Optional[str] = None
+    lotDivider: int
 
 
 class SecurityData(BaseModel):

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "finam-trade-api"
-version = "2.2.0"
+version = "2.3.0"
 description = "Асинхронный REST-клиент для API Finam"
 authors = ["DBoyara <[email protected]>"]
 license = "GNU GPL v.3.0"

setup.py

@@ -5,7 +5,7 @@
     maintainer="DBoyara",
     maintainer_email="[email protected]",
     packages=find_packages(),
-    version="2.2.0",
+    version="2.3.0",
     install_requires=["aiohttp >= 3.8.3, < 4.0.0", "pydantic >= 1.10.2, < 2.0.0"],
     python_requires=">3.8.0, <4",
     license="GNU GPL v.3.0",