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GitHubandClaude Opus 4.7
50491f9aae
- Package directory: src/xmtdx/ -> src/easy_tdx/ - Import path: from easy_tdx import ... - pip install easy-tdx - Add LICENSE (MIT) with upstream attribution (pytdx, xmtdx) - Add NOTICE with detailed attribution - Update all examples, tests, scripts, docs - Bump version to 1.0.0 BREAKING CHANGE: import path changed from `xmtdx` to `easy_tdx` Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
104 lines
2.6 KiB
Python
104 lines
2.6 KiB
Python
"""获取扩展行情实时五档报价。"""
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import struct
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from ...commands.base import BaseCommand
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from ..models import ExInstrumentQuote
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class GetExInstrumentQuoteCmd(BaseCommand[ExInstrumentQuote | None]):
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"""获取单个商品的五档实时行情。"""
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def __init__(self, market: int, code: str) -> None:
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self.market = market
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self.code = code.encode("utf-8")
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def build_request(self) -> bytes:
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header = bytes.fromhex("01 01 08 02 02 01 0c 00 0c 00 fa 23")
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return header + struct.pack("<B9s", self.market, self.code)
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def parse_response(self, body: bytes) -> ExInstrumentQuote | None:
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if len(body) < 150:
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return None
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pos = 0
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(market, raw_code) = struct.unpack("<B9s", body[pos : pos + 10])
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pos += 10
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pos += 4 # skip 4 unknown bytes
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record_start = pos - 14
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(
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pre_close,
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open_price,
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high,
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low,
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price,
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kaicang,
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_unk1,
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zongliang,
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xianliang,
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_unk2,
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neipan,
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waipan,
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_unk3,
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chicang,
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b1,
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b2,
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b3,
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b4,
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b5,
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bv1,
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bv2,
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bv3,
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bv4,
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bv5,
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a1,
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a2,
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a3,
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a4,
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a5,
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av1,
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av2,
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av3,
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av4,
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av5,
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) = struct.unpack(
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"<fffffIIIIIIIIIfffffIIIIIfffffIIIII",
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body[pos : pos + 136],
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)
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code = raw_code.decode("utf-8", errors="replace").rstrip("\x00")
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return ExInstrumentQuote(
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market=market,
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code=code,
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pre_close=pre_close,
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open=open_price,
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high=high,
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low=low,
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price=price,
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kaicang=kaicang,
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zongliang=zongliang,
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xianliang=xianliang,
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neipan=neipan,
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waipan=waipan,
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chicang=chicang,
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bid1=b1,
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bid2=b2,
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bid3=b3,
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bid4=b4,
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bid5=b5,
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bid_vol1=bv1,
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bid_vol2=bv2,
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bid_vol3=bv3,
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bid_vol4=bv4,
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bid_vol5=bv5,
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ask1=a1,
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ask2=a2,
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ask3=a3,
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ask4=a4,
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ask5=a5,
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ask_vol1=av1,
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ask_vol2=av2,
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ask_vol3=av3,
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ask_vol4=av4,
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ask_vol5=av5,
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_raw=body[record_start : pos + 136],
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)
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