7.7. 下单 场景 父子单

7.7.1. 准备

import time
from threading import RLock

from snbpy.common.constant.snb_constant import SecurityType, OrderSide, Currency, OrderType, TimeInForce
from snbpy.common.domain.snb_config import SnbConfig
from snbpy.snb_api_client import SnbHttpClient


class SnbAgent():
    def __init__(self):
        self.config = SnbConfig()
        # 替换掉这里
        self.config.account = "DU1234567"
        # 替换掉这里
        self.config.key = "1234567"
        self.config.sign_type = 'None'
        self.config.snb_server = 'sandbox.snbsecurities.com'
        self.config.snb_port = '443'
        self.config.timeout = 1000
        self.config.schema = 'https'
        self.client = SnbHttpClient(self.config)
        self.last_ts = 0
        self.sq = 0
        self.lock = RLock()
        self.client.login()

    def gen_order_id(self):
        with self.lock:
            t = int(time.time())
            if self.last_ts == t:
                if self.sq == 999:
                    raise Exception("too many request in one second")
                else:
                    self.sq += 1
            else:
                self.last_ts = t
                self.sq = 0
            return "{}{:03}".format(self.last_ts, self.sq)

if __name__ == '__main__':
    agent = SnbAgent()
    order_id = agent.gen_order_id()
    order_result = agent.client.place_order(order_id, SecurityType.STK, "AAPL", "", OrderSide.BUY, Currency.USD, 1, 180, OrderType.LIMIT, TimeInForce.DAY, True)
    print(order_result.result_str)
    if order_result.succeed():
        print("place order succeed")
        cancel_result = agent.client.cancel_order(agent.gen_order_id(), order_id)
        print(cancel_result.result_str)
    else:
        print("place order failed")

7.7.2. 为主订单附加子订单

parent_order_id = agent.gen_order_id()
order_result = agent.client.place_order(parent_order_id, SecurityType.STK, "AAPL", "", OrderSide.BUY, Currency.USD, 1, 180, OrderType.LIMIT, TimeInForce.DAY, True)
child_order_id_1 = agent.gen_order_id()
order_result = agent.client.place_order(child_order_id_1, SecurityType.STK, "AAPL", "", OrderSide.SELL, Currency.USD, 1, 181, OrderType.LIMIT, TimeInForce.DAY, True, parent=parent)
child_order_id_2 = agent.gen_order_id()
order_result = agent.client.place_order(child_order_id_2, SecurityType.STK, "AAPL", "", OrderSide.SELL, Currency.USD, 1, 181, OrderType.LIMIT, TimeInForce.DAY, True, parent=parent)

7.7.3. 模拟雪盈 APP 中同时附加止盈止损的操作

parent_order_id = agent.gen_order_id()
order_result = agent.client.place_order(order_id, SecurityType.STK, "AAPL", "", OrderSide.BUY, Currency.USD, 1, price, OrderType.LIMIT, TimeInForce.DAY, True)
child_order_id_1 = agent.gen_order_id()
order_result = agent.client.place_order(child_order_id_1, SecurityType.STK, "AAPL", "", OrderSide.SELL, Currency.HKD, 1, 179, OrderType.STOP_LIMIT, TimeInForce.DAY, True, stop_price=180,parent=parent_order_id)
child_order_id_2 = agent.gen_order_id()
order_result = agent.client.place_order(child_order_id_2, SecurityType.STK, "AAPL", "", OrderSide.SELL, Currency.USD, 1, 200, OrderType.LIMIT, TimeInForce.DAY, True, parent=parent_order_id)