TigerOpen - 老虎量化开放平台 (Tiger Quant Open API)

简介

老虎开放平台可以为个人开发者和机构客户提供接口服务，投资者可以充分的利用老虎的交易服务、行情服务、账户服务等实现自己的投资应用程序。

• 官方在线文档

安装

pip install tigeropen

或者

git clone https://github.com/tigerfintech/openapi-python-sdk.git
python setup.py install

使用须知

• 接入前需要在开放平台登记开发者信息
• 详情查看接入说明

注: 本SDK当前支持 Python3.4 及以上版本

快速上手

• 行情和交易接口

  
  import traceback

from tigeropen.common.consts import Language, Market, TimelinePeriod, QuoteRight from tigeropen.common.response import TigerResponse from tigeropen.quote.quote_client import QuoteClient from tigeropen.quote.request import OpenApiRequest from tigeropen.tiger_open_client import TigerOpenClient from tigeropen.tiger_open_config import TigerOpenClientConfig from tigeropen.common.util.signature_utils import read_private_key from tigeropen.common.consts.service_types import ACCOUNTS from tigeropen.trade.request.model import AccountsParams from tigeropen.trade.trade_client import TradeClient

def get_client_config(): """ :return: """ is_sandbox = False client_config = TigerOpenClientConfig(sandbox_debug=is_sandbox) client_config.private_key = read_private_key('your private key file path') client_config.tiger_id = 'your tiger id' client_config.account = 'your account' client_config.language = Language.en_US return client_config

def get_account_info(): client_config = get_client_config() openapi_client = TigerOpenClient(client_config) account = AccountsParams() account.account = 'DU575569' request = OpenApiRequest(method=ACCOUNTS, biz_model=account)

response_content = None
try:
    response_content = openapi_client.execute(request)
except Exception as e:
    print(traceback.format_exc())
if not response_content:
    print("failed to execute")
else:
    response = TigerResponse()
    response.parse_response_content(response_content)
    if response.is_success():
        print("get response data:" + response.data)
    else:
        print(response.code + "," + response.msg + "," + response.data)

def get_trade_apis(): client_config = get_client_config() trade_client = TradeClient(client_config) trade_client.get_managed_accounts()

def get_quote_apis(): client_config = get_client_config() quote_client = QuoteClient(client_config) quote_client.get_market_status(Market.US) quote_client.get_briefs(symbols=['AAPL', '00700', '600519'], include_ask_bid=True, right=QuoteRight.BR) quote_client.get_timeline(['AAPL'], period=TimelinePeriod.DAY, include_hour_trading=True) quote_client.get_bars(['AAPL'])

def get_option_quote(): client_config = get_client_config() quote_client = QuoteClient(client_config) symbol = 'AAPL' expirations = quote_client.get_option_expirations(symbols=[symbol]) if len(expirations) > 1: expiry = int(expirations[expirations['symbol'] == symbol].at[0, 'timestamp']) quote_client.get_option_chain(symbol, expiry)

quote_client.get_option_briefs(['AAPL  190104C00121000'])
quote_client.get_option_bars(['AAPL  190104P00134000'])
quote_client.get_option_trade_ticks(['AAPL  190104P00134000'])

def get_future_quote(): client_config = get_client_config() quote_client = QuoteClient(client_config) exchanges = quote_client.get_future_exchanges() print(exchanges) quote_client.get_future_bars(['CN1901'], begin_time=-1, end_time=1545105097358) quote_client.get_future_trade_ticks(['CN1901']) quote_client.get_future_contracts('CME') quote_client.get_future_trading_times('CN1901', trading_date=1545049282852) quote_client.get_future_brief(['ES1906', 'CN1901'])

- 行情和交易信息推送

from tigeropen.common.consts import Language from tigeropen.common.util.signature_utils import read_private_key from tigeropen.push.push_client import PushClient from tigeropen.tiger_open_config import TigerOpenClientConfig

def on_query_subscribed_quote(symbols, focus_keys, limit, used): print(symbols, focus_keys, limit, used)

def on_quote_changed(symbol, items, hour_trading): print(symbol, items, hour_trading)

is_sandbox = False client_config = TigerOpenClientConfig(sandbox_debug=is_sandbox) client_config.private_key = read_private_key('your private key file path')

https://www.itiger.com/openapi/info 开发者信息获取

client_config.tiger_id = 'your tiger id' client_config.account = 'your account' client_config.language = Language.en_US protocol, host, port = client_config.socket_host_port push_client = PushClient(host, port, use_ssl=(protocol == 'ssl')) push_client.quote_changed = on_quote_changed push_client.subscribed_symbols = on_query_subscribed_quote push_client.connect(client_config.tiger_id, client_config.private_key) push_client.query_subscribed_quote() push_client.subscribe_quote(['AAPL', 'GOOG']) push_client.subscribe_asset()

time.sleep(600) push_client.disconnect()

---

### 示例代码

- 示例代码位于目录: (tigeropen包安装目录)/tigeropen/examples

***

### 开放平台及量化平台交流

* 老虎量化QQ群(869893807) 
* 团队或公司客户请在入群后联系群主

***

### 使用说明

* 有任何问题可以到 issues  处提出，我们会及时进行解答。
* 使用新版本时请先仔细阅读接口文档，大部分问题都可以在接口文档中找到你想要的答案。
* 欢迎大家提出建议、也可以提出各种需求，我们一定会尽量满足大家的需求。

---