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RationalityFrontlineRationalityFrontline
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初步达到可用程度
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7 files changed

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-12
lines changed

7 files changed

+354
-12
lines changed

‎lib/build.gradle.kts‎

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@@ -1,27 +1,26 @@
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plugins {
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kotlin("jvm") version "1.4.20"
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kotlin("jvm") version "1.5.10"
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`java-library`
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`maven-publish`
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signing
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id("org.jetbrains.dokka") version "1.4.10"
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id("org.javamodularity.moduleplugin") version "1.7.0"
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id("org.jetbrains.dokka") version "1.4.32"
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id("org.javamodularity.moduleplugin") version "1.8.7"
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}
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group = "org.rationalityfrontline.ktrader"
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version = "0.1.1-SNAPSHOT"
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version = "0.1.6-SNAPSHOT"
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val NAME = "ktrader-broker-api"
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val DESC = "KTrader Broker API"
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val GITHUB_REPO = "RationalityFrontline/ktrader-broker-api"
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repositories {
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mavenLocal()
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mavenCentral()
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jcenter()
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}
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dependencies {
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api("org.pf4j:pf4j:3.4.1")
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testImplementation(platform("org.junit:junit-bom:5.7.0"))
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testImplementation("org.junit.jupiter:junit-jupiter:5.7.0")
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compileOnly("org.pf4j:pf4j:3.7.0-SNAPSHOT")
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api("org.rationalityfrontline:kevent:2.0.0")
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}
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sourceSets.main {

‎lib/src/main/kotlin/module-info.java‎

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@@ -1,6 +1,7 @@
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module ktrader.broker.api {
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requires kotlin.stdlib;
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requires transitive pf4j;
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requires static org.pf4j;
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requires transitive kevent;
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exports org.rationalityfrontline.ktrader.broker.api;
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}

‎lib/src/main/kotlin/org/rationalityfrontline/ktrader/broker/api/Broker.kt‎

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package org.rationalityfrontline.ktrader.broker.api
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import org.pf4j.ExtensionPoint
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import org.rationalityfrontline.kevent.KEvent
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abstract class Broker : ExtensionPoint {
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abstract val name: String
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abstract val version: String
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abstract val configKeys: List<Pair<String, String>>
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open val methodExtras: List<Pair<String, String>> = listOf()
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open val customMethods: List<Pair<String, String>> = listOf()
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open val customEvents: List<Pair<String, String>> = listOf()
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abstract fun createApi(config: Map<String, Any>, kEvent: KEvent): BrokerApi
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private fun formatPairList(list: List<Pair<String, String>>): String {
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return if (list.isEmpty()) "null" else {
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val indent = " "
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list.joinToString(separator = "\n", prefix = "{\n", postfix = "\n$indent}") { "$indent ${it.first}: ${it.second}" }
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}
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}
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override fun toString(): String {
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return """
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Broker@${hashCode()}, name=$name, version=$version
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configKeys:
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${formatPairList(configKeys)}
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methodExtras:
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${formatPairList(methodExtras)}
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customMethods:
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${formatPairList(customMethods)}
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customEvents:
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${formatPairList(customEvents)}
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""".trimIndent()
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}
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}

‎lib/src/main/kotlin/org/rationalityfrontline/ktrader/broker/api/BrokerApi.kt‎

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Original file line numberDiff line numberDiff line change
@@ -1,7 +1,76 @@
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package org.rationalityfrontline.ktrader.broker.api
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3-
import org.pf4j.ExtensionPoint
3+
import org.rationalityfrontline.kevent.KEvent
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import java.time.LocalDate
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import java.time.LocalDateTime
46

5-
interface BrokerApi : ExtensionPoint {
6-
fun getVersion(): String
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abstract class BrokerApi(val config: Map<String, Any>, val kEvent: KEvent) {
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abstract val name: String
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abstract val version: String
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abstract val account: String
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open val sourceId: String get() = "${name}_${account}_${hashCode()}"
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abstract val mdConnected: Boolean
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abstract val tdConnected: Boolean
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val createTime: LocalDateTime = LocalDateTime.now()
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abstract suspend fun connect(connectMd: Boolean = true, connectTd: Boolean = true, extras: Map<String, Any>? = null)
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abstract suspend fun close()
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open fun getTradingDay(): LocalDate = LocalDate.now()
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abstract suspend fun subscribeMarketData(codes: Collection<String>, extras: Map<String, Any>? = null)
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abstract suspend fun unsubscribeMarketData(codes: Collection<String>, extras: Map<String, Any>? = null)
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26+
abstract suspend fun subscribeAllMarketData(extras: Map<String, Any>? = null)
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abstract suspend fun unsubscribeAllMarketData(extras: Map<String, Any>? = null)
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30+
abstract suspend fun querySubscriptions(useCache: Boolean = true, extras: Map<String, Any>? = null): List<String>
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32+
abstract suspend fun queryLastTick(code: String, useCache: Boolean = true, extras: Map<String, Any>? = null): Tick
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34+
abstract suspend fun queryInstrument(code: String, useCache: Boolean = true, extras: Map<String, Any>? = null): Instrument
35+
36+
abstract suspend fun queryAllInstruments(useCache: Boolean = true, extras: Map<String, Any>? = null): List<Instrument>
37+
38+
abstract suspend fun queryAssets(useCache: Boolean = true, extras: Map<String, Any>? = null): Assets
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40+
abstract suspend fun queryPositions(code: String? = null, useCache: Boolean = true, extras: Map<String, Any>? = null): List<Position>
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42+
abstract suspend fun queryOrder(orderId: String, useCache: Boolean = true, extras: Map<String, Any>? = null): Order
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44+
abstract suspend fun queryOrders(code: String? = null, onlyUnfinished: Boolean = true, useCache: Boolean = true, extras: Map<String, Any>? = null): List<Order>
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abstract suspend fun queryTrade(tradeId: String, useCache: Boolean = true, extras: Map<String, Any>? = null): Order
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abstract suspend fun queryTrades(code: String? = null, useCache: Boolean = true, extras: Map<String, Any>? = null): List<Trade>
49+
50+
abstract fun insertOrder(
51+
code: String, price: Double, volume: Int, direction: Direction, offset: OrderOffset,
52+
orderType: OrderType = OrderType.LIMIT, extras: Map<String, Any>? = null
53+
): Order
54+
55+
abstract fun cancelOrder(orderId: String, extras: Map<String, Any>? = null)
56+
57+
open fun prepareFeeCalculation(extras: Map<String, Any>? = null) {}
58+
59+
open fun calculatePositions(positions: List<Position>, extras: Map<String, Any>? = null): List<Position> = positions
60+
61+
open fun calculateFrozenCash(order: Order, extras: Map<String, Any>? = null): Double = 0.0
62+
63+
open fun calculateCommission(order: Order, extras: Map<String, Any>? = null): Double = 0.0
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65+
open suspend fun customSuspendRequest(method: String, params: Map<String, Any>? = null): Any {
66+
throw IllegalArgumentException("Unsupported suspend custom method：$method")
67+
}
68+
69+
open fun customRequest(method: String, params: Map<String, Any>? = null): Any {
70+
throw IllegalArgumentException("Unsupported custom method：$method")
71+
}
72+
73+
override fun toString(): String {
74+
return "$name@$version@$account@${hashCode()}"
75+
}
776
}

‎lib/src/main/kotlin/org/rationalityfrontline/ktrader/broker/api/BrokerEvent.kt‎

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package org.rationalityfrontline.ktrader.broker.api
2+
3+
enum class BrokerEventType {
4+
MD_ERROR,
5+
MD_CUSTOM_EVENT,
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MD_NET_CONNECTED,
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MD_NET_DISCONNECTED,
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MD_USER_LOGGED_IN,
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MD_USER_LOGGED_OUT,
10+
MD_TICK,
11+
TD_ERROR,
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TD_CUSTOM_EVENT,
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TD_NET_CONNECTED,
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TD_NET_DISCONNECTED,
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TD_USER_LOGGED_IN,
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TD_USER_LOGGED_OUT,
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TD_ORDER_STATUS,
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TD_ORDER_FILLED,
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}
20+
21+
data class BrokerEvent(
22+
val type: BrokerEventType,
23+
val sourceId: String,
24+
val data: Any,
25+
)
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27+
data class CustomEvent(
28+
val type: String,
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val data: Any,
30+
)

‎lib/src/main/kotlin/org/rationalityfrontline/ktrader/broker/api/constants.kt‎

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package org.rationalityfrontline.ktrader.broker.api
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3+
enum class InstrumentType {
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UNKNOWN,
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FUTURES,
6+
OPTIONS,
7+
STOCK,
8+
}
9+
10+
enum class OptionsType {
11+
CALL,
12+
PUT,
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}
14+
15+
enum class Direction {
16+
LONG,
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SHORT,
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}
19+
20+
enum class TickDirection {
21+
UP,
22+
STAY,
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DOWN,
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}
25+
26+
enum class OrderOffset {
27+
OPEN,
28+
CLOSE,
29+
CLOSE_TODAY,
30+
CLOSE_YESTERDAY,
31+
}
32+
33+
enum class OrderType {
34+
CUSTOM,
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LIMIT,
36+
MARKET,
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FAK,
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FOK,
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STOP,
40+
}
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42+
enum class OrderStatus {
43+
SUBMITTING,
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ACCEPTED,
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PARTIALLY_FILLED,
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FILLED,
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CANCELING,
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CANCELED,
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ERROR,
50+
}
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52+
enum class MarketStatus {
53+
UNKNOWN,
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AUCTION_ORDERING,
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AUCTION_MATCHED,
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CONTINUOUS_MATCHING,
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STOP_TRADING,
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CLOSED,
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}

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