Add: Modify/Cancel Order

README.md

@@ -66,6 +66,21 @@ print(broker.api.place_derivative_order(
     account_no="6666668", side="BUY", instrument="VN30F2409", quantity=1, price=1000)
 )
 
+# Modify Order
+print(broker.api.modify_equity_order(
+    account_no="6666661", order_id="123456", side="BUY", instrument="SSI", quantity=100, price=31)
+)
+print(broker.api.modify_derivative_order(
+    account_no="6666668", order_id="123456", side="BUY", instrument="VN30F2409", quantity=1, price=1000)
+)
+
+# Cancel Order
+print(broker.api.cancel_equity_order(
+    account_no="6666661", order_id="123456", side="BUY", instrument="SSI")
+)
+print(broker.api.cancel_derivative_order(
+    account_no="6666668", order_id="123456", side="BUY", instrument="VN30F2409")
+)
 ```
 
 ### Streaming order

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "vbroker"
-version = "0.1.5"
+version = "0.1.6"
 license = "MIT"
 description = "vBroker: A Python wrapper for Viet Nam Broker API"
 repository = "https://github.com/quant-vn/vbroker"

tests/test_api.py

@@ -42,3 +42,17 @@
 print(broker.api.place_derivative_order(
     account_no="6666668", side="BUY", instrument="VN30F2409", quantity=1, price=1000)
 )
+
+print(broker.api.modify_equity_order(
+    account_no="6666661", order_id="123456", side="BUY", instrument="SSI", quantity=100, price=31)
+)
+print(broker.api.modify_derivative_order(
+    account_no="6666668", order_id="123456", side="BUY", instrument="VN30F2409", quantity=1, price=1000)
+)
+
+print(broker.api.cancel_equity_order(
+    account_no="6666661", order_id="123456", side="BUY", instrument="SSI")
+)
+print(broker.api.cancel_derivative_order(
+    account_no="6666668", order_id="123456", side="BUY", instrument="VN30F2409")
+)

vbroker/interface_broker_api.py

@@ -55,6 +55,19 @@ def place_equity_order(
     ) -> dict:
         return NotImplemented
 
+    @abstractmethod
+    def modify_equity_order(
+        self, account_no: str, order_id: str,
+        side: str, instrument: str, quantity: int, price: float
+    ) -> dict:
+        return NotImplemented
+
+    @abstractmethod
+    def cancel_equity_order(
+        self, account_no: str, order_id: str, nstrument: str, side: str
+    ) -> dict:
+        return NotImplemented
+
     # DERIVATIVES
     @abstractmethod
     def get_derivative_positions(self, account_no: str) -> dict:
@@ -69,3 +82,16 @@ def place_derivative_order(
         self, account_no: str, side: str, instrument: str, quantity: int, price: float
     ) -> dict:
         return NotImplemented
+
+    @abstractmethod
+    def modify_derivative_order(
+        self, account_no: str, order_id: str,
+        side: str, instrument: str, quantity: int, price: float
+    ) -> dict:
+        return NotImplemented
+
+    @abstractmethod
+    def cancel_derivative_order(
+        self, account_no: str, order_id: str, instrument: str, side: str
+    ) -> dict:
+        return NotImplemented

vbroker/ssi/api.py

@@ -239,12 +239,12 @@ def place_equity_order(
         data: dict = {}
         data.update(
             account=account_no,
-            requestID="4",
+            requestID="25",
             instrumentID=instrument,
             market="VN",
             buySell='B' if side == 'BUY' else 'S',
-            orderType="MP",
-            price=0,
+            orderType="LO",
+            price=3300,
             quantity=quantity,
             stopOrder=False,
             stopPrice=0.0,
@@ -267,6 +267,60 @@ def place_equity_order(
         )
         return res
 
+    def modify_equity_order(
+        self, account_no: str, order_id: str,
+        side: str, instrument: str, quantity: int, price: float
+    ) -> dict:
+        data: dict = {}
+        data.update(
+            account=account_no,
+            requestID="MODIFY1",
+            orderID=order_id,
+            marketID="VN",
+            instrumentID=instrument,
+            price=300,
+            quantity=quantity,
+            buySell='B' if side == 'BUY' else 'S',
+            orderType="LO",
+            code="",
+            deviceId=":".join([str(i) for i in range(11, 17)]),
+            userAgent=""
+        )
+        data_signed = sign(json.dumps(data), self.config.ssi_broker_private_key)
+        self.__headers.update({
+            "Authorization": self.get_token(),
+            "X-Signature": data_signed,
+        })
+        res = request_handler.post(
+            url=self.url_equity_modify_order, headers=self.__headers, data=data, limit=self.wait
+        )
+        return res
+
+    def cancel_equity_order(
+        self, account_no: str, order_id: str, instrument: str, side: str
+    ) -> dict:
+        data: dict = {}
+        data.update(
+            account=account_no,
+            requestID="CANCEL1",
+            orderID=order_id,
+            marketID="VN",
+            instrumentID=instrument,
+            buySell='B' if side == 'BUY' else 'S',
+            code="",
+            deviceId=":".join([str(i) for i in range(11, 17)]),
+            userAgent=""
+        )
+        data_signed = sign(json.dumps(data), self.config.ssi_broker_private_key)
+        self.__headers.update({
+            "Authorization": self.get_token(),
+            "X-Signature": data_signed,
+        })
+        res = request_handler.post(
+            url=self.url_equity_cancel_order, headers=self.__headers, data=data, limit=self.wait
+        )
+        return res
+
     # DERIVATIVES
     def get_derivative_positions(self, account_no: str) -> dict:
         """
@@ -317,7 +371,7 @@ def place_derivative_order(
         data: dict = {}
         data.update(
             account=account_no,
-            requestID="5",
+            requestID="26",
             instrumentID=instrument,
             market="VNFE",
             buySell='B' if side == 'BUY' else 'S',
@@ -344,3 +398,57 @@ def place_derivative_order(
             url=self.url_derivative_new_order, headers=self.__headers, data=data, limit=self.wait
         )
         return res
+
+    def modify_derivative_order(
+        self, account_no: str, order_id: str,
+        side: str, instrument: str, quantity: int, price: float
+    ) -> dict:
+        data: dict = {}
+        data.update(
+            account=account_no,
+            requestID="MODIFY2",
+            orderID=order_id,
+            marketID="VNFE",
+            instrumentID=instrument,
+            price=0,
+            quantity=quantity,
+            buySell='B' if side == 'BUY' else 'S',
+            orderType="MTL",
+            code="",
+            deviceId=":".join([str(i) for i in range(11, 17)]),
+            userAgent=""
+        )
+        data_signed = sign(json.dumps(data), self.config.ssi_broker_private_key)
+        self.__headers.update({
+            "Authorization": self.get_token(),
+            "X-Signature": data_signed,
+        })
+        res = request_handler.post(
+            url=self.url_derivative_modify_order, headers=self.__headers, data=data, limit=self.wait
+        )
+        return res
+
+    def cancel_derivative_order(
+        self, account_no: str, order_id: str, instrument: str, side: str
+    ) -> dict:
+        data: dict = {}
+        data.update(
+            account=account_no,
+            requestID="CANCEL2",
+            orderID=order_id,
+            marketID="VNFE",
+            instrumentID=instrument,
+            buySell='B' if side == 'BUY' else 'S',
+            code="",
+            deviceId=":".join([str(i) for i in range(11, 17)]),
+            userAgent=""
+        )
+        data_signed = sign(json.dumps(data), self.config.ssi_broker_private_key)
+        self.__headers.update({
+            "Authorization": self.get_token(),
+            "X-Signature": data_signed,
+        })
+        res = request_handler.post(
+            url=self.url_derivative_cancel_order, headers=self.__headers, data=data, limit=self.wait
+        )
+        return res