Release: vBroker v1.1.0

quant-vn · Nov 5, 2024 · 040d8df · 040d8df
1 parent 201bfcf
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diff --git a/.gitignore b/.gitignore
@@ -31,6 +31,7 @@ MANIFEST
 #  before PyInstaller builds the exe, so as to inject date/other infos into it.
 *.manifest
 *.spec
+*.session
 
 # Installer logs
 pip-log.txt
@@ -153,7 +154,7 @@ dmypy.json
 
 # Cython debug symbols
 cython_debug/
-
+tests/
 # PyCharm
 #  JetBrains specific template is maintained in a separate JetBrains.gitignore that can
 #  be found at https://github.com/github/gitignore/blob/main/Global/JetBrains.gitignore

diff --git a/README.md b/README.md
@@ -28,59 +28,68 @@ broker = Broker(
     )
 )
 
-# Send OTP
+# Get/Set OTP
 print(broker.api.get_otp())
-# Set OTP
-broker.api.otp = "<OTP>"
+broker.api.otp = "123456"
 # Get Token
-print(broker.api.get_token())
-
-# Get Orderbook History
-print(broker.api.get_orderbook(account_no="6666661"))
-print(broker.api.get_orderbook(account_no="6666668"))
-print(broker.api.get_order_history(
-    account_no="6666661", from_date="2021-09-18", to_date="2024-09-18")
+broker.api.get_token()
+# Get Orderbook
+print(broker.api.get_ordebbook(account_no="6666661"))
+print(
+    broker.api.get_ordebbook(account_no="6666668", from_date="2024-09-01", to_date="2024-09-20")
 )
-print(broker.api.get_order_history(
-    account_no="6666668", from_date="2024-09-18", to_date="2024-09-18")
-)
-
 # Get Max Buy/Sell Quantity
 print(broker.api.get_max_buy_quantity(account_no="6666661", instrument="SSI", price=33.6))
-print(broker.api.get_max_buy_quantity(account_no="6666668", instrument="VN30F2409", price=1315))
+print(broker.api.get_max_buy_quantity(account_no="6666668", instrument="VN30F2411", price=1315))
 print(broker.api.get_max_sell_quantity(account_no="6666661", instrument="SSI", price=33.6))
-print(broker.api.get_max_sell_quantity(account_no="6666668", instrument="VN30F2409", price=1315))
-
-# Get Position/Account Balance
-print(broker.api.get_equity_positions(account_no="6666661"))
-print(broker.api.get_equity_account_balance(account_no="6666661"))
-
-print(broker.api.get_derivative_positions(account_no="6666668"))
-print(broker.api.get_derivative_account_balance(account_no="6666668"))
-
+print(broker.api.get_max_sell_quantity(account_no="6666668", instrument="VN30F2411", price=1315))
+# Get Positions
+print(broker.api.get_positions(account_no="6666661", is_equity=True))
+print(broker.api.get_positions(account_no="6666668", is_equity=False))
+# Get Balance
+print(broker.api.get_balance(account_no="6666661", is_equity=True))
+print(broker.api.get_balance(account_no="6666668", is_equity=False))
 # Place Order
-print(broker.api.place_equity_order(
-    account_no="6666661", side="BUY", instrument="SSI", quantity=100, price=31)
+print(
+    broker.api.place_order(
+        account_no="6666661", side="BUY", instrument="SSI", quantity=100, price=25500
+    )
 )
-print(broker.api.place_derivative_order(
-    account_no="6666668", side="BUY", instrument="VN30F2409", quantity=1, price=1000)
+print(
+    broker.api.place_order(
+        account_no="6666668", side="BUY", instrument="VN30F2411", quantity=1, price=1226.3,
+        is_equity=False
+    )
 )
-
 # Modify Order
-print(broker.api.modify_equity_order(
-    account_no="6666661", order_id="123456", side="BUY", instrument="SSI", quantity=100, price=31)
+print(
+    broker.api.modify_order(
+        account_no="6666661",
+        order_id="108200271", side="BUY", instrument="SSI", quantity=100, price=24450,
+        is_equity=True
+    )
 )
-print(broker.api.modify_derivative_order(
-    account_no="6666668", order_id="123456", side="BUY", instrument="VN30F2409", quantity=1, price=1000)
+print(
+    broker.api.modify_order(
+        account_no="6666668",
+        order_id="18118759", side="BUY", instrument="VN30F2411", quantity=1, price=1410,
+        is_equity=False
+    )
 )
-
 # Cancel Order
-print(broker.api.cancel_equity_order(
-    account_no="6666661", order_id="123456", side="BUY", instrument="SSI")
+print(
+    broker.api.cancel_order(
+        account_no="6666661", order_id="108200271", instrument="SSI", side="BUY",
+        is_equity=True
+    )
 )
-print(broker.api.cancel_derivative_order(
-    account_no="6666668", order_id="123456", side="BUY", instrument="VN30F2409")
+print(
+    broker.api.cancel_order(
+        account_no="6666668", order_id="18118759", instrument="VN30F2411", side="BUY",
+        is_equity=False
+    )
 )
+
 ```
 
 ### Streaming order

diff --git a/poetry.lock b/poetry.lock
diff --git a/pyproject.toml b/pyproject.toml
@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "vbroker"
-version = "0.1.6"
+version = "1.1.0"
 license = "MIT"
 description = "vBroker: A Python wrapper for Viet Nam Broker API"
 repository = "https://github.com/quant-vn/vbroker"
@@ -30,6 +30,7 @@ pydantic = "^2.9.1"
 pyjwt = "^2.9.0"
 pycryptodome = "^3.20.0"
 xmljson = "^0.2.1"
+nanoid = "^2.0.0"
 
 [build-system]
 requires = ["poetry-core"]

diff --git a/tests/test_api.py b/tests/test_api.py
@@ -6,53 +6,68 @@
         ssi_broker_account="666666",
         ssi_broker_id="",
         ssi_broker_secret="",
-        ssi_broker_private_key=""  # noqa
+        ssi_broker_private_key=""
     )
 )
 
 # # Get/Set OTP
 # print(broker.api.get_otp())
-# broker.api.otp = "616623"
+broker.api.otp = "123456"
 # Get Token
-print(broker.api.get_token())
-# print(broker.api.get_order_history(
-#     account_no="6666661", from_date="2021-09-18", to_date="2024-09-18")
-# )
-# print(broker.api.get_order_history(
-#     account_no="6666668", from_date="2024-09-18", to_date="2024-09-18")
-# )
-
-# print(broker.api.get_orderbook(account_no="6666661"))
-# print(broker.api.get_orderbook(account_no="6666668"))
-
-# print(broker.api.get_max_buy_quantity(account_no="6666661", instrument="SSI", price=33.6))
-# print(broker.api.get_max_buy_quantity(account_no="6666668", instrument="VN30F2409", price=1315))
-# print(broker.api.get_max_sell_quantity(account_no="6666661", instrument="SSI", price=33.6))
-# print(broker.api.get_max_sell_quantity(account_no="6666668", instrument="VN30F2409", price=1315))
-
-# print(broker.api.get_equity_positions(account_no="6666661"))
-# print(broker.api.get_equity_account_balance(account_no="6666661"))
-
-# print(broker.api.get_derivative_positions(account_no="6666668"))
-# print(broker.api.get_derivative_account_balance(account_no="6666668"))
-
-print(broker.api.place_equity_order(
-    account_no="6666661", side="BUY", instrument="SSI", quantity=100, price=31)
+broker.api.get_token()
+# Get Orderbook
+print(broker.api.get_ordebbook(account_no="6666661"))
+print(
+    broker.api.get_ordebbook(account_no="6666668", from_date="2024-09-01", to_date="2024-09-20")
 )
-print(broker.api.place_derivative_order(
-    account_no="6666668", side="BUY", instrument="VN30F2409", quantity=1, price=1000)
+# Get Max Buy/Sell Quantity
+print(broker.api.get_max_buy_quantity(account_no="6666661", instrument="SSI", price=33.6))
+print(broker.api.get_max_buy_quantity(account_no="6666668", instrument="VN30F2411", price=1315))
+print(broker.api.get_max_sell_quantity(account_no="6666661", instrument="SSI", price=33.6))
+print(broker.api.get_max_sell_quantity(account_no="6666668", instrument="VN30F2411", price=1315))
+# Get Positions
+print(broker.api.get_positions(account_no="6666661", is_equity=True))
+print(broker.api.get_positions(account_no="6666668", is_equity=False))
+# Get Balance
+print(broker.api.get_balance(account_no="6666661", is_equity=True))
+print(broker.api.get_balance(account_no="6666668", is_equity=False))
+# Place Order
+print(
+    broker.api.place_order(
+        account_no="6666661", side="BUY", instrument="SSI", quantity=100, price=25500
+    )
 )
-
-print(broker.api.modify_equity_order(
-    account_no="6666661", order_id="123456", side="BUY", instrument="SSI", quantity=100, price=31)
+print(
+    broker.api.place_order(
+        account_no="6666668", side="BUY", instrument="VN30F2411", quantity=1, price=1226.3,
+        is_equity=False
+    )
 )
-print(broker.api.modify_derivative_order(
-    account_no="6666668", order_id="123456", side="BUY", instrument="VN30F2409", quantity=1, price=1000)
+# Modify Order
+print(
+    broker.api.modify_order(
+        account_no="6666661",
+        order_id="108200271", side="BUY", instrument="SSI", quantity=100, price=24450,
+        is_equity=True
+    )
 )
-
-print(broker.api.cancel_equity_order(
-    account_no="6666661", order_id="123456", side="BUY", instrument="SSI")
+print(
+    broker.api.modify_order(
+        account_no="6666668",
+        order_id="18118759", side="BUY", instrument="VN30F2411", quantity=1, price=1410,
+        is_equity=False
+    )
 )
-print(broker.api.cancel_derivative_order(
-    account_no="6666668", order_id="123456", side="BUY", instrument="VN30F2409")
+# Cancel Order
+print(
+    broker.api.cancel_order(
+        account_no="6666661", order_id="108200271", instrument="SSI", side="BUY",
+        is_equity=True
+    )
+)
+print(
+    broker.api.cancel_order(
+        account_no="6666668", order_id="18118759", instrument="VN30F2411", side="BUY",
+        is_equity=False
+    )
 )
diff --git a/tests/test_hub.py b/tests/test_hub.py
@@ -7,12 +7,10 @@
         ssi_broker_account="666666",
         ssi_broker_id="",
         ssi_broker_secret="",
-        ssi_broker_private_key=""  # noqa
+        ssi_broker_private_key=""
     )
 )
 
-broker.api.otp = "123456"
-print(broker.api.get_token())
 
 def on_message(msg):
     print(f"MESSAGE: {msg}")

diff --git a/vbroker/interface_broker_api.py b/vbroker/interface_broker_api.py
@@ -24,14 +24,6 @@ def get_otp(self) -> str:
     def get_token(self) -> str:
         return NotImplemented
 
-    @abstractmethod
-    def get_order_history(self) -> dict:
-        return NotImplemented
-
-    @abstractmethod
-    def get_orderbook(self) -> dict:
-        return NotImplemented
-
     @abstractmethod
     def get_max_buy_quantity(self, account_no: str, instrument: str, price: float) -> dict:
         return NotImplemented
@@ -40,58 +32,34 @@ def get_max_buy_quantity(self, account_no: str, instrument: str, price: float) -
     def get_max_sell_quantity(self, account_no: str, instrument: str, price: float) -> dict:
         return NotImplemented
 
-    # EQUITY
-    @abstractmethod
-    def get_equity_positions(self, account_no: str) -> dict:
-        return NotImplemented
-
-    @abstractmethod
-    def get_equity_account_balance(self, account_no: str) -> dict:
-        return NotImplemented
-
-    @abstractmethod
-    def place_equity_order(
-        self, account_no: str, side: str, instrument: str, quantity: int, price: float
-    ) -> dict:
-        return NotImplemented
-
     @abstractmethod
-    def modify_equity_order(
-        self, account_no: str, order_id: str,
-        side: str, instrument: str, quantity: int, price: float
-    ) -> dict:
-        return NotImplemented
-
-    @abstractmethod
-    def cancel_equity_order(
-        self, account_no: str, order_id: str, nstrument: str, side: str
-    ) -> dict:
+    def get_ordebbook(self, account_no: str, from_date: str, to_date: str) -> dict:
         return NotImplemented
 
-    # DERIVATIVES
     @abstractmethod
-    def get_derivative_positions(self, account_no: str) -> dict:
+    def get_positions(self, account_no: str, is_equity: bool = True) -> dict:
         return NotImplemented
 
     @abstractmethod
-    def get_derivative_account_balance(self, account_no: str) -> dict:
+    def get_balance(self, account_no: str, is_equity: bool = True) -> dict:
         return NotImplemented
 
     @abstractmethod
-    def place_derivative_order(
-        self, account_no: str, side: str, instrument: str, quantity: int, price: float
+    def place_order(
+        self, account_no: str, side: str, instrument: str,
+        quantity: int, price: float | str, is_equity: bool = True
     ) -> dict:
         return NotImplemented
 
     @abstractmethod
-    def modify_derivative_order(
+    def modify_order(
         self, account_no: str, order_id: str,
-        side: str, instrument: str, quantity: int, price: float
+        side: str, instrument: str, quantity: int, price: float | str, is_equity: bool = True
     ) -> dict:
         return NotImplemented
 
     @abstractmethod
-    def cancel_derivative_order(
-        self, account_no: str, order_id: str, instrument: str, side: str
+    def cancel_order(
+        self, account_no: str, order_id: str, instrument: str, side: str, is_equity: bool = True
     ) -> dict:
         return NotImplemented