feat: updated HK market and JP asset interfaces

Author: yuanou1123

webull-python-sdk-core/webullsdkcore/__init__.py

@@ -1,4 +1,4 @@
-__version__ = "0.1.16"
+__version__ = "0.1.17"
 
 import logging
 

webull-python-sdk-demos/setup.py

@@ -15,8 +15,8 @@
     LONG_DESCRIPTION = fp.read()
 
 requires = [
-    "webull-python-sdk-mdata==0.1.16",
-    "webull-python-sdk-trade==0.1.16"
+    "webull-python-sdk-mdata==0.1.17",
+    "webull-python-sdk-trade==0.1.17"
 ]
 
 setup_args = {

webull-python-sdk-demos/tests/mdata/grpc/grpc_test.py

@@ -80,6 +80,27 @@
         print('get_history_bar request end', '*' * 20)
         # Process results...
 
+        print('\nget_history_bar request', '*' * 20)
+        trading_sessions = ['PRE', 'RTH']
+        res = market_data.get_history_bar('AAPL', 'US_STOCK', 'M5', real_time_required="N", trading_sessions=trading_sessions)
+        print(res.request_id)
+        print(res.status_code)
+        print(res.msg)
+        print(res.json())
+        print('get_history_bar request end', '*' * 20)
+        time.sleep(2)
+        # Process results...
+
+        print('\nget_history_bar request', '*' * 20)
+        symbols = ['AAPL', 'F']
+        res = market_data.get_batch_history_bar(symbols, 'US_STOCK', 'M1', count=1, real_time_required="N", trading_sessions=trading_sessions)
+        print(res.request_id)
+        print(res.status_code)
+        print(res.msg)
+        print(res.json())
+        print('get_history_bar request end', '*' * 20)
+        # Process results...
+
         time.sleep(2)
         print('get_quote request', '*' * 20)
         res = market_data.get_quote('AAPL', 'US_STOCK')

webull-python-sdk-demos/tests/trade/test_api.py

@@ -100,6 +100,21 @@ def test_api(self):
         )
         if res.status_code == 200:
             print('cn batch history bar:', res.json())
+        trading_sessions = ['PRE', 'RTH', 'ATH', 'OVN']
+        res = api.market_data.get_history_bar('AAPL', 'US_STOCK', 'M1', 200, 'N', trading_sessions)
+        if res.status_code == 200:
+            print('us stock history bar:', res.json())
+
+        res = api.market_data.get_batch_history_bar(
+            symbols=['AAPL', 'TSLA'],
+            category=Category.US_STOCK.name,
+            timespan='M1',
+            count=1,
+            real_time_required='N',
+            trading_sessions=trading_sessions
+        )
+        if res.status_code == 200:
+            print('us batch history bar:', res.json())
         res = api.market_data.get_eod_bar(instrument_ids='913303964', count=10)
         if res.status_code == 200:
             print('eod bar quote:', res.json())

webull-python-sdk-demos/tests/trade/test_api_v2.py

@@ -204,4 +204,19 @@ def test_api(self):
             count=1
         )
         if res.status_code == 200:
-            print('cn batch history bar:', res.json())
+            print('cn batch history bar:', res.json())
+        trading_sessions = ['PRE', 'RTH', 'ATH', 'OVN']
+        res = api.market_data.get_history_bar('AAPL', 'US_STOCK', 'M1', 200, 'N', trading_sessions)
+        if res.status_code == 200:
+            print('us stock history bar:', res.json())
+
+        res = api.market_data.get_batch_history_bar(
+            symbols=['AAPL', 'TSLA'],
+            category=Category.US_STOCK.name,
+            timespan='M1',
+            count=1,
+            real_time_required='N',
+            trading_sessions=trading_sessions
+        )
+        if res.status_code == 200:
+            print('us batch history bar:', res.json())

webull-python-sdk-mdata/setup.py

@@ -15,8 +15,8 @@
     LONG_DESCRIPTION = fp.read()
 
 requires = [
-    "webull-python-sdk-core==0.1.16",
-    "webull-python-sdk-quotes-core==0.1.16"
+    "webull-python-sdk-core==0.1.17",
+    "webull-python-sdk-quotes-core==0.1.17"
 ]
 
 setup_args = {

webull-python-sdk-mdata/webullsdkmdata/__init__.py

@@ -1,3 +1,3 @@
 # coding=utf-8
 
-__version__ = '0.1.16'
+__version__ = '0.1.17'

webull-python-sdk-mdata/webullsdkmdata/quotes/grpc/market_data.py

@@ -71,7 +71,7 @@ def remove_subscription_rel(self, token, symbols, category, sub_types, unsubscri
         result = self.client.get_response(request.get_path(), request.serialize())
         return Response(result, quote_pb2.SubscribeResponse())
 
-    def get_history_bar(self, symbol, category, timespan, count='200'):
+    def get_history_bar(self, symbol, category, timespan, count='200', real_time_required=None, trading_sessions=None):
         """
         Returns to Instrument in the window aggregated data.
         According to the last N K-lines of the stock code, it supports various granularity K-lines such as m1 and m5.
@@ -82,12 +82,14 @@ def get_history_bar(self, symbol, category, timespan, count='200'):
         :param category: Security type, enumeration.
         :param timespan: K-line time granularity
         :param count: The number of lines: the default is 200, and the maximum limit is 1200
+        :param real_time_required: Returns the latest trade quote data. By default, the most recent market data is returned.
+        :param trading_sessions: Specify trading session, multiple selections are allowed
         """
-        request = GetHistoricalBarsRequest(symbol, category, timespan, count)
+        request = GetHistoricalBarsRequest(symbol, category, timespan, count, real_time_required, trading_sessions)
         result = self.client.get_response(request.get_path(), request.serialize())
         return Response(result, quote_pb2.BarsResponse())
 
-    def get_batch_history_bar(self, symbols, category, timespan, count=200):
+    def get_batch_history_bar(self, symbols, category, timespan, count=200, real_time_required=None, trading_sessions=None):
         """
         Batch query K-line data for multiple symbols, returning aggregated data within the window.
         According to the last N K-lines of the stock code, it supports various granularity K-lines such as m1 and m5.
@@ -98,8 +100,10 @@ def get_batch_history_bar(self, symbols, category, timespan, count=200):
         :param category: Security type, enumeration
         :param timespan: K-line interval
         :param count: Number of K-lines to return, default is 200, maximum is 1200
+        :param real_time_required: Returns the latest trade quote data. By default, the most recent market data is returned.
+        :param trading_sessions: Specify trading session, multiple selections are allowed
         """
-        request = GetBatchHistoricalBarsRequest(symbols, category, timespan, count)
+        request = GetBatchHistoricalBarsRequest(symbols, category, timespan, count, real_time_required, trading_sessions)
         result = self.client.get_response(request.get_path(), request.serialize())
         return Response(result, quote_pb2.BatchBarsResponse())
 

webull-python-sdk-mdata/webullsdkmdata/quotes/grpc/pb/quote_pb2.py

@@ -25,7 +25,7 @@
 
 
 
-DESCRIPTOR = _descriptor_pool.Default().AddSerializedFile(b'\n\x0bquote.proto\x12\x07openapi\"6\n\x11InstrumentRequest\x12\x0f\n\x07symbols\x18\x01 \x01(\t\x12\x10\n\x08\x63\x61tegory\x18\x02 \x01(\t\"9\n\x12InstrumentResponse\x12#\n\x06result\x18\x01 \x03(\x0b\x32\x13.openapi.Instrument\"j\n\nInstrument\x12\x0c\n\x04name\x18\x01 \x01(\t\x12\x0e\n\x06symbol\x18\x02 \x01(\t\x12\x15\n\rinstrument_id\x18\x03 \x01(\t\x12\x15\n\rexchange_code\x18\x04 \x01(\t\x12\x10\n\x08\x63urrency\x18\x05 \x01(\t\"P\n\x0b\x42\x61rsRequest\x12\x0e\n\x06symbol\x18\x01 \x01(\t\x12\x10\n\x08\x63\x61tegory\x18\x02 \x01(\t\x12\x10\n\x08timespan\x18\x03 \x01(\t\x12\r\n\x05\x63ount\x18\x04 \x01(\t\"S\n\x0c\x42\x61rsResponse\x12\x0e\n\x06symbol\x18\x01 \x01(\t\x12\x15\n\rinstrument_id\x18\x02 \x01(\t\x12\x1c\n\x06result\x18\x03 \x03(\x0b\x32\x0c.openapi.Bar\"[\n\x03\x42\x61r\x12\x0c\n\x04time\x18\x01 \x01(\t\x12\x0c\n\x04open\x18\x02 \x01(\t\x12\r\n\x05\x63lose\x18\x03 \x01(\t\x12\x0c\n\x04high\x18\x04 \x01(\t\x12\x0b\n\x03low\x18\x05 \x01(\t\x12\x0e\n\x06volume\x18\x06 \x01(\t\"V\n\x10\x42\x61tchBarsRequest\x12\x0f\n\x07symbols\x18\x01 \x03(\t\x12\x10\n\x08\x63\x61tegory\x18\x02 \x01(\t\x12\x10\n\x08timespan\x18\x03 \x01(\t\x12\r\n\x05\x63ount\x18\x04 \x01(\x05\":\n\x11\x42\x61tchBarsResponse\x12%\n\x06result\x18\x01 \x03(\x0b\x32\x15.openapi.BarsResponse\"4\n\x0fSnapshotRequest\x12\x0f\n\x07symbols\x18\x01 \x01(\t\x12\x10\n\x08\x63\x61tegory\x18\x02 \x01(\t\"5\n\x10SnapshotResponse\x12!\n\x06result\x18\x01 \x03(\x0b\x32\x11.openapi.Snapshot\"\xc6\x01\n\x08Snapshot\x12\x0e\n\x06symbol\x18\x01 \x01(\t\x12\x15\n\rinstrument_id\x18\x02 \x01(\t\x12\x12\n\ntrade_time\x18\x03 \x01(\t\x12\r\n\x05price\x18\x04 \x01(\t\x12\x0c\n\x04open\x18\x05 \x01(\t\x12\x0c\n\x04high\x18\x06 \x01(\t\x12\x0b\n\x03low\x18\x07 \x01(\t\x12\x11\n\tpre_close\x18\x08 \x01(\t\x12\x0e\n\x06volume\x18\t \x01(\t\x12\x0e\n\x06\x63hange\x18\n \x01(\t\x12\x14\n\x0c\x63hange_ratio\x18\x0b \x01(\t\"\x1e\n\rTokenResponse\x12\r\n\x05token\x18\x01 \x01(\t\"p\n\x10SubscribeRequest\x12\r\n\x05token\x18\x01 \x01(\t\x12\x0f\n\x07symbols\x18\x02 \x03(\t\x12\x10\n\x08\x63\x61tegory\x18\x03 \x01(\t\x12\x11\n\tsub_types\x18\x04 \x03(\t\x12\x17\n\x0funsubscribe_all\x18\x05 \x01(\t\"\x13\n\x11SubscribeResponse\"0\n\x0cQuoteRequest\x12\x0e\n\x06symbol\x18\x01 \x01(\t\x12\x10\n\x08\x63\x61tegory\x18\x02 \x01(\t\"t\n\rQuoteResponse\x12\x0e\n\x06symbol\x18\x01 \x01(\t\x12\x15\n\rinstrument_id\x18\x02 \x01(\t\x12\x1d\n\x04\x61sks\x18\x03 \x03(\x0b\x32\x0f.openapi.AskBid\x12\x1d\n\x04\x62ids\x18\x04 \x03(\x0b\x32\x0f.openapi.AskBid\"e\n\x06\x41skBid\x12\r\n\x05price\x18\x01 \x01(\t\x12\x0c\n\x04size\x18\x02 \x01(\t\x12\x1d\n\x05order\x18\x03 \x03(\x0b\x32\x0e.openapi.Order\x12\x1f\n\x06\x62roker\x18\x04 \x03(\x0b\x32\x0f.openapi.Broker\"#\n\x05Order\x12\x0c\n\x04mpid\x18\x01 \x01(\t\x12\x0c\n\x04size\x18\x02 \x01(\t\"#\n\x06\x42roker\x12\x0b\n\x03\x62id\x18\x01 \x01(\t\x12\x0c\n\x04name\x18\x02 \x01(\t\">\n\x0bTickRequest\x12\x0e\n\x06symbol\x18\x01 \x01(\t\x12\x10\n\x08\x63\x61tegory\x18\x02 \x01(\t\x12\r\n\x05\x63ount\x18\x03 \x01(\t\"T\n\x0cTickResponse\x12\x0e\n\x06symbol\x18\x01 \x01(\t\x12\x15\n\rinstrument_id\x18\x02 \x01(\t\x12\x1d\n\x06result\x18\x03 \x03(\x0b\x32\r.openapi.Tick\"A\n\x04Tick\x12\x0c\n\x04time\x18\x01 \x01(\t\x12\r\n\x05price\x18\x02 \x01(\t\x12\x0e\n\x06volume\x18\x03 \x01(\t\x12\x0c\n\x04side\x18\x04 \x01(\tb\x06proto3')
+DESCRIPTOR = _descriptor_pool.Default().AddSerializedFile(b'\n\x0bquote.proto\x12\x07openapi\"6\n\x11InstrumentRequest\x12\x0f\n\x07symbols\x18\x01 \x01(\t\x12\x10\n\x08\x63\x61tegory\x18\x02 \x01(\t\"9\n\x12InstrumentResponse\x12#\n\x06result\x18\x01 \x03(\x0b\x32\x13.openapi.Instrument\"j\n\nInstrument\x12\x0c\n\x04name\x18\x01 \x01(\t\x12\x0e\n\x06symbol\x18\x02 \x01(\t\x12\x15\n\rinstrument_id\x18\x03 \x01(\t\x12\x15\n\rexchange_code\x18\x04 \x01(\t\x12\x10\n\x08\x63urrency\x18\x05 \x01(\t\"\x86\x01\n\x0b\x42\x61rsRequest\x12\x0e\n\x06symbol\x18\x01 \x01(\t\x12\x10\n\x08\x63\x61tegory\x18\x02 \x01(\t\x12\x10\n\x08timespan\x18\x03 \x01(\t\x12\r\n\x05\x63ount\x18\x04 \x01(\t\x12\x1a\n\x12real_time_required\x18\x05 \x01(\t\x12\x18\n\x10trading_sessions\x18\x06 \x01(\t\"S\n\x0c\x42\x61rsResponse\x12\x0e\n\x06symbol\x18\x01 \x01(\t\x12\x15\n\rinstrument_id\x18\x02 \x01(\t\x12\x1c\n\x06result\x18\x03 \x03(\x0b\x32\x0c.openapi.Bar\"[\n\x03\x42\x61r\x12\x0c\n\x04time\x18\x01 \x01(\t\x12\x0c\n\x04open\x18\x02 \x01(\t\x12\r\n\x05\x63lose\x18\x03 \x01(\t\x12\x0c\n\x04high\x18\x04 \x01(\t\x12\x0b\n\x03low\x18\x05 \x01(\t\x12\x0e\n\x06volume\x18\x06 \x01(\t\"\x8c\x01\n\x10\x42\x61tchBarsRequest\x12\x0f\n\x07symbols\x18\x01 \x03(\t\x12\x10\n\x08\x63\x61tegory\x18\x02 \x01(\t\x12\x10\n\x08timespan\x18\x03 \x01(\t\x12\r\n\x05\x63ount\x18\x04 \x01(\x05\x12\x1a\n\x12real_time_required\x18\x05 \x01(\t\x12\x18\n\x10trading_sessions\x18\x06 \x03(\t\":\n\x11\x42\x61tchBarsResponse\x12%\n\x06result\x18\x01 \x03(\x0b\x32\x15.openapi.BarsResponse\"4\n\x0fSnapshotRequest\x12\x0f\n\x07symbols\x18\x01 \x01(\t\x12\x10\n\x08\x63\x61tegory\x18\x02 \x01(\t\"5\n\x10SnapshotResponse\x12!\n\x06result\x18\x01 \x03(\x0b\x32\x11.openapi.Snapshot\"\xc6\x01\n\x08Snapshot\x12\x0e\n\x06symbol\x18\x01 \x01(\t\x12\x15\n\rinstrument_id\x18\x02 \x01(\t\x12\x12\n\ntrade_time\x18\x03 \x01(\t\x12\r\n\x05price\x18\x04 \x01(\t\x12\x0c\n\x04open\x18\x05 \x01(\t\x12\x0c\n\x04high\x18\x06 \x01(\t\x12\x0b\n\x03low\x18\x07 \x01(\t\x12\x11\n\tpre_close\x18\x08 \x01(\t\x12\x0e\n\x06volume\x18\t \x01(\t\x12\x0e\n\x06\x63hange\x18\n \x01(\t\x12\x14\n\x0c\x63hange_ratio\x18\x0b \x01(\t\"\x1e\n\rTokenResponse\x12\r\n\x05token\x18\x01 \x01(\t\"p\n\x10SubscribeRequest\x12\r\n\x05token\x18\x01 \x01(\t\x12\x0f\n\x07symbols\x18\x02 \x03(\t\x12\x10\n\x08\x63\x61tegory\x18\x03 \x01(\t\x12\x11\n\tsub_types\x18\x04 \x03(\t\x12\x17\n\x0funsubscribe_all\x18\x05 \x01(\t\"\x13\n\x11SubscribeResponse\"0\n\x0cQuoteRequest\x12\x0e\n\x06symbol\x18\x01 \x01(\t\x12\x10\n\x08\x63\x61tegory\x18\x02 \x01(\t\"t\n\rQuoteResponse\x12\x0e\n\x06symbol\x18\x01 \x01(\t\x12\x15\n\rinstrument_id\x18\x02 \x01(\t\x12\x1d\n\x04\x61sks\x18\x03 \x03(\x0b\x32\x0f.openapi.AskBid\x12\x1d\n\x04\x62ids\x18\x04 \x03(\x0b\x32\x0f.openapi.AskBid\"e\n\x06\x41skBid\x12\r\n\x05price\x18\x01 \x01(\t\x12\x0c\n\x04size\x18\x02 \x01(\t\x12\x1d\n\x05order\x18\x03 \x03(\x0b\x32\x0e.openapi.Order\x12\x1f\n\x06\x62roker\x18\x04 \x03(\x0b\x32\x0f.openapi.Broker\"#\n\x05Order\x12\x0c\n\x04mpid\x18\x01 \x01(\t\x12\x0c\n\x04size\x18\x02 \x01(\t\"#\n\x06\x42roker\x12\x0b\n\x03\x62id\x18\x01 \x01(\t\x12\x0c\n\x04name\x18\x02 \x01(\t\">\n\x0bTickRequest\x12\x0e\n\x06symbol\x18\x01 \x01(\t\x12\x10\n\x08\x63\x61tegory\x18\x02 \x01(\t\x12\r\n\x05\x63ount\x18\x03 \x01(\t\"T\n\x0cTickResponse\x12\x0e\n\x06symbol\x18\x01 \x01(\t\x12\x15\n\rinstrument_id\x18\x02 \x01(\t\x12\x1d\n\x06result\x18\x03 \x03(\x0b\x32\r.openapi.Tick\"A\n\x04Tick\x12\x0c\n\x04time\x18\x01 \x01(\t\x12\r\n\x05price\x18\x02 \x01(\t\x12\x0e\n\x06volume\x18\x03 \x01(\t\x12\x0c\n\x04side\x18\x04 \x01(\tb\x06proto3')
 
 _builder.BuildMessageAndEnumDescriptors(DESCRIPTOR, globals())
 _builder.BuildTopDescriptorsAndMessages(DESCRIPTOR, 'quote_pb2', globals())
@@ -38,42 +38,42 @@
   _INSTRUMENTRESPONSE._serialized_end=137
   _INSTRUMENT._serialized_start=139
   _INSTRUMENT._serialized_end=245
-  _BARSREQUEST._serialized_start=247
-  _BARSREQUEST._serialized_end=327
-  _BARSRESPONSE._serialized_start=329
-  _BARSRESPONSE._serialized_end=412
-  _BAR._serialized_start=414
-  _BAR._serialized_end=505
-  _BATCHBARSREQUEST._serialized_start=507
-  _BATCHBARSREQUEST._serialized_end=593
-  _BATCHBARSRESPONSE._serialized_start=595
-  _BATCHBARSRESPONSE._serialized_end=653
-  _SNAPSHOTREQUEST._serialized_start=655
-  _SNAPSHOTREQUEST._serialized_end=707
-  _SNAPSHOTRESPONSE._serialized_start=709
-  _SNAPSHOTRESPONSE._serialized_end=762
-  _SNAPSHOT._serialized_start=765
-  _SNAPSHOT._serialized_end=963
-  _TOKENRESPONSE._serialized_start=965
-  _TOKENRESPONSE._serialized_end=995
-  _SUBSCRIBEREQUEST._serialized_start=997
-  _SUBSCRIBEREQUEST._serialized_end=1109
-  _SUBSCRIBERESPONSE._serialized_start=1111
-  _SUBSCRIBERESPONSE._serialized_end=1130
-  _QUOTEREQUEST._serialized_start=1132
-  _QUOTEREQUEST._serialized_end=1180
-  _QUOTERESPONSE._serialized_start=1182
-  _QUOTERESPONSE._serialized_end=1298
-  _ASKBID._serialized_start=1300
-  _ASKBID._serialized_end=1401
-  _ORDER._serialized_start=1403
-  _ORDER._serialized_end=1438
-  _BROKER._serialized_start=1440
-  _BROKER._serialized_end=1475
-  _TICKREQUEST._serialized_start=1477
-  _TICKREQUEST._serialized_end=1539
-  _TICKRESPONSE._serialized_start=1541
-  _TICKRESPONSE._serialized_end=1625
-  _TICK._serialized_start=1627
-  _TICK._serialized_end=1692
+  _BARSREQUEST._serialized_start=248
+  _BARSREQUEST._serialized_end=382
+  _BARSRESPONSE._serialized_start=384
+  _BARSRESPONSE._serialized_end=467
+  _BAR._serialized_start=469
+  _BAR._serialized_end=560
+  _BATCHBARSREQUEST._serialized_start=563
+  _BATCHBARSREQUEST._serialized_end=703
+  _BATCHBARSRESPONSE._serialized_start=705
+  _BATCHBARSRESPONSE._serialized_end=763
+  _SNAPSHOTREQUEST._serialized_start=765
+  _SNAPSHOTREQUEST._serialized_end=817
+  _SNAPSHOTRESPONSE._serialized_start=819
+  _SNAPSHOTRESPONSE._serialized_end=872
+  _SNAPSHOT._serialized_start=875
+  _SNAPSHOT._serialized_end=1073
+  _TOKENRESPONSE._serialized_start=1075
+  _TOKENRESPONSE._serialized_end=1105
+  _SUBSCRIBEREQUEST._serialized_start=1107
+  _SUBSCRIBEREQUEST._serialized_end=1219
+  _SUBSCRIBERESPONSE._serialized_start=1221
+  _SUBSCRIBERESPONSE._serialized_end=1240
+  _QUOTEREQUEST._serialized_start=1242
+  _QUOTEREQUEST._serialized_end=1290
+  _QUOTERESPONSE._serialized_start=1292
+  _QUOTERESPONSE._serialized_end=1408
+  _ASKBID._serialized_start=1410
+  _ASKBID._serialized_end=1511
+  _ORDER._serialized_start=1513
+  _ORDER._serialized_end=1548
+  _BROKER._serialized_start=1550
+  _BROKER._serialized_end=1585
+  _TICKREQUEST._serialized_start=1587
+  _TICKREQUEST._serialized_end=1649
+  _TICKRESPONSE._serialized_start=1651
+  _TICKRESPONSE._serialized_end=1735
+  _TICK._serialized_start=1737
+  _TICK._serialized_end=1802
 # @@protoc_insertion_point(module_scope)

webull-python-sdk-mdata/webullsdkmdata/quotes/grpc/proto/quote.proto

@@ -24,6 +24,8 @@ message BarsRequest {
     string category = 2;
     string timespan = 3;
     string count = 4;
+    string real_time_required = 5;
+    string trading_sessions = 6;
 }
 
 message BarsResponse {
@@ -46,6 +48,8 @@ message BatchBarsRequest{
   string category = 2;
   string timespan = 3;
   int32 count = 4;
+  string real_time_required = 5;
+  repeated string trading_sessions = 6;
 }
 
 message BatchBarsResponse {