Merge pull request #1 from quant-vn/base

Base

.github/workflows/python-publish.yml

@@ -0,0 +1,32 @@
+name: Publish vBroker using Poetry
+
+on:
+  release:
+    types: [created]
+
+jobs:
+  deploy:
+    runs-on: ubuntu-latest
+    steps:
+    - uses: actions/checkout@v2
+    - name: Set up Python
+      uses: actions/setup-python@v2
+      with:
+        python-version: '3.x'
+    - name: Install Poetry
+      uses: snok/install-poetry@v1
+      with:
+        version: 1.5.1
+        virtualenvs-create: true
+        virtualenvs-in-project: true
+    - name: Install dependencies
+      run: poetry install
+    - name: Build package
+      run: poetry build
+    - name: Publish to PyPI
+      env:
+        PYPI_USERNAME: __token__
+        PYPI_PASSWORD: ${{ secrets.PYPI_API_TOKEN }}
+      run: |
+        poetry config pypi-token.pypi $PYPI_PASSWORD
+        poetry publish

README.md

@@ -1,2 +1,14 @@
-# vbroker
-vBroker
+# vBroker
+vBroker: A Python wrapper for Viet Nam Broker API
+
+![PyPI - Version](https://img.shields.io/pypi/v/vbroker)
+![Python Version](https://img.shields.io/pypi/pyversions/vbroker)
+![PyPI - Downloads](https://img.shields.io/pypi/dm/vbroker)
+![License: MIT](https://img.shields.io/badge/License-MIT-green.svg)
+
+## Installation
+```bash
+pip install vbroker
+```
+
+## Usage

pyproject.toml

@@ -0,0 +1,35 @@
+[tool.poetry]
+name = "vbroker"
+version = "0.1.0"
+license = "MIT"
+description = "vBroker: A Python wrapper for Viet Nam Broker API"
+repository = "https://github.com/quant-vn/vbroker"
+homepage = "https://quant.vn"
+authors = ["thync <thync@outlook.com>"]
+readme = ["README.md", "LICENSE"]
+classifiers = [
+    "Typing :: Typed",
+    "Intended Audience :: Developers",
+    "Programming Language :: Python :: 3.9",
+    "Programming Language :: Python :: 3.10",
+    "Programming Language :: Python :: 3.11",
+    "Programming Language :: Python :: 3.12",
+    "Operating System :: OS Independent",
+    "Operating System :: POSIX",
+    "Operating System :: MacOS",
+    "Operating System :: POSIX :: Linux",
+    "Operating System :: Microsoft :: Windows",
+    "Topic :: Software Development :: Libraries :: Python Modules"
+]
+
+[tool.poetry.dependencies]
+python = "^3.9"
+requests = "^2.32.3"
+websockets = "^13.0.1"
+pydantic = "^2.9.1"
+pyjwt = "^2.9.0"
+
+
+[build-system]
+requires = ["poetry-core"]
+build-backend = "poetry.core.masonry.api"

tests/test_api.py

@@ -0,0 +1,12 @@
+from vbroker import Broker, Config, EnumBroker
+
+broker = Broker(
+    broker=EnumBroker.SSI.value,
+    config=Config(
+        ssi_broker_id="",
+        ssi_broker_secret="",
+        ssi_broker_private_key=""
+    )
+)
+
+print(broker.api.get_token())

vbroker/__init__.py

@@ -0,0 +1,4 @@
+""" Broker module. """
+from .enum_broker import EnumBroker  # noqa: F401
+from .broker import Broker  # noqa: F401
+from .config import Config  # noqa: F401

vbroker/broker.py

@@ -0,0 +1,23 @@
+""" Broker module for broker API and HUB. """
+from .config import Config
+
+from .enum_broker import EnumBroker
+from .interface_broker_api import IBrokerAPI
+from .interface_broker_hub import IBrokerHUB
+
+from .ssi import SSIBrokerAPI, SSIBrokerHUB
+
+
+class Broker:
+    def __init__(self, broker: EnumBroker, config: Config) -> None:
+        if broker == EnumBroker.SSI.value:
+            self.__api: IBrokerAPI = SSIBrokerAPI(config)
+            self.__hub: IBrokerHUB = SSIBrokerHUB(self.__api)
+
+    @property
+    def api(self) -> IBrokerAPI:
+        return self.__api
+
+    @property
+    def hub(self) -> IBrokerHUB:
+        return self.__hub

vbroker/config.py

@@ -0,0 +1,19 @@
+""" Configuration module for the broker. """
+from typing import Optional
+
+from .utils import BaseModel
+
+
+class Config(BaseModel):
+    """
+    Configuration class for the broker.
+
+    Attributes:
+        ssi_broker_id (Optional[str]): The SSI broker ID.
+        ssi_broker_secret (Optional[str]): The SSI broker secret.
+        ssi_broker_private_key (Optional[str]): The SSI broker private key.
+    """
+    # SSI datafeed information
+    ssi_broker_id: Optional[str] = None
+    ssi_broker_secret: Optional[str] = None
+    ssi_broker_private_key: Optional[str] = None

vbroker/enum_broker.py

@@ -0,0 +1,14 @@
+"""
+This module contains the EnumDatafeed class which is used for handling datafeed enumerations.
+"""
+from .utils import EnumHandler
+
+
+class EnumBroker(EnumHandler):
+    """
+    This module contains the EnumDatafeed class which is used for handling datafeed enumerations.
+    Attributes:
+        SSI (str): Represents the SSI datafeed.
+    """
+    SSI = 'ssi'
+    SSI_PAPER = 'ssi_paper'

vbroker/interface_broker_api.py

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+""" Interface for Broker API """
+from abc import ABC, abstractmethod
+from .config import Config
+
+
+class IBrokerAPI(ABC):
+    def __init__(self, config: Config):
+        self.config: Config = config
+
+    @abstractmethod
+    def get_token(self) -> str:
+        return NotImplemented

vbroker/interface_broker_hub.py

@@ -0,0 +1,33 @@
+""" This module defines the interface for a broker HUB. """
+from abc import ABC, abstractmethod
+
+
+class IBrokerHUB(ABC):
+    def __init__(self, api):
+        self.api = api
+        self.__token: str = None
+
+    @property
+    def token(self) -> str:
+        """
+        Returns the token used for authentication.
+        Returns:
+            str: The authentication token.
+        """
+        return self.__token
+
+    @token.setter
+    def token(self, value: str):
+        self.__token = value
+
+    @abstractmethod
+    async def listen(self, args, on_message):
+        """
+        Listens for incoming messages from the broker.
+        Args:
+            args: The arguments for the listen method.
+            on_message: The callback function to be executed when a message is received.
+        Returns:
+            NotImplemented
+        """
+        return NotImplemented

vbroker/ssi/__init__.py

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+from .api import SSIBrokerAPI  # noqa: F401
+from .hub import SSIBrokerHUB  # noqa: F401

vbroker/ssi/api.py

@@ -0,0 +1,9 @@
+from ..interface_broker_api import IBrokerAPI
+
+
+class SSIBrokerAPI(IBrokerAPI):
+    def __init__(self, config):
+        self.config = config
+
+    def get_token(self):
+        return "token"

vbroker/ssi/constant.py

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+""" Constant for SSI datafeed """
+API_URL = "https://fc-tradeapi.ssi.com.vn"
+API_PAPER_URL = "https://fc-paperapi.ssi.com.vn"
+ENDPOINT_OTP = "api/v2/Trading/GetOTP"
+ENDPOINT_AUTH = "api/v2/Trading/AccessToken"
+
+ENDPOINT_EQUITY_NEW_ORDER = "api/v2/Trading/NewOrder"
+ENDPOINT_EQUITY_MODIFY_ORDER = "api/v2/Trading/ModifyOrder"
+ENDPOINT_EQUITY_CANCEL_ORDER = "api/v2/Trading/CancelOrder"
+ENDPOINT_EQUITY_POSITION = "api/v2/Trading/stockPosition"
+ENDPOINT_EQUITY_ACCOUNT_BALANCE = "api/v2/Trading/cashAcctBal"
+
+ENDPOINT_DERIVATIVE_NEW_ORDER = "api/v2/Trading/derNewOrder"
+ENDPOINT_DERIVATIVE_MODIFY_ORDER = "api/v2/Trading/derModifyOrder"
+ENDPOINT_DERIVATIVE_CANCEL_ORDER = "api/v2/Trading/derCancelOrder"
+ENDPOINT_DERIVATIVE_POSITION = "api/v2/Trading/derivPosition"
+ENDPOINT_DERIVATIVE_ACCOUNT_BALANCE = "api/v2/Trading/derivAcctBal"
+
+ENDPOINT_ORDER_HISTORY = "api/v2/Trading/orderHistory"
+ENDPOINT_ORDERBOOK = "api/v2/Trading/orderBook"
+ENDPOINT_MAX_BUY_QUANTITY = "api/v2/Trading/maxBuyQty"
+ENDPOINT_MAX_SELl_QUANTITY = "api/v2/Trading/maxSellQty"
+
+HUB_URL = "wss://fc-tradehub.ssi.com.vn//v2.0/signalr"
+HUB_PAPER_URL = "wss://fc-paperhub.ssi.com.vn//v2.0/signalr"
+HUB = "BroadcastHubV2"

vbroker/ssi/hub.py

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+from ..interface_broker_hub import IBrokerHUB
+
+
+class SSIBrokerHUB(IBrokerHUB):
+    def __init__(self, api):
+        super().__init__(api)
+
+    async def listen(self, args, on_message):
+        return NotImplemented

vbroker/utils/__init__.py

@@ -0,0 +1,5 @@
+from .enum_handler import EnumHandler  # noqa: F401
+from .model_handler import BaseModel, AliasChoices, Field  # noqa: F401
+from .request_handler import request_handler  # noqa: F401
+from .socket_handler import SocketListener  # noqa: F401
+from .jwt_handler import jwt_handler  # noqa: F401

vbroker/utils/enum_handler.py

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+from enum import Enum
+
+
+class EnumHandler(Enum):
+    def __str__(self) -> str:
+        return str.__str__(self)
+
+    @classmethod
+    def keys(cls):
+        return cls._member_names_
+
+    @classmethod
+    def values(cls):
+        return list(cls._value2member_map_.keys())
+
+    @classmethod
+    def items(cls):
+        return list(cls)

vbroker/utils/jwt_handler.py

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+import jwt
+import time
+
+
+class JWTHandler:
+    def is_expired(self, bearer_token: str) -> bool:
+        if bearer_token is None:
+            return True
+        decoded = jwt.decode(bearer_token.replace("Bearer ", ""), options={"verify_signature": False})
+        return int(time.time()) > (decoded.get("exp") - 1)
+
+
+jwt_handler = JWTHandler()

vbroker/utils/model_handler.py

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+from pydantic import BaseModel as BM, ConfigDict, Field, AliasChoices  # noqa: F401
+
+
+class BaseModel(BM):
+    model_config: ConfigDict = ConfigDict(
+        use_enum_values=True,
+        validate_return=True
+    )

vbroker/utils/request_handler.py

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+import time
+import requests
+
+
+class RequestHandler:
+    def __init__(self) -> None:
+        self.__timeout: int = 10
+
+    def get(self, url: str, headers: dict, params: dict, limit: int = 0) -> dict:
+        try:
+            res = requests.get(url, headers=headers, params=params, timeout=self.__timeout)
+            if limit:
+                time.sleep(limit)
+            res.raise_for_status()
+            return res.json()
+        except requests.RequestException as e:
+            raise e
+
+    def post(self, url: str, headers: dict, data: dict = {}, limit: int = 0) -> dict:
+        try:
+            if data:
+                res = requests.post(url, headers=headers, json=data, timeout=self.__timeout)
+            else:
+                res = requests.post(url, headers=headers, timeout=self.__timeout)
+            if limit:
+                time.sleep(limit)
+            res.raise_for_status()
+            return res.json()
+        except requests.RequestException as e:
+            raise e
+
+
+request_handler = RequestHandler()

vbroker/utils/socket_handler.py

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+""" This module is responsible for handling the socket connection to the server. """
+import websockets
+
+
+class SocketListener:
+    """
+    A class that handles socket connections.
+    Methods:
+    --------
+    connect_socket_server(url: str, headers: dict) -> websockets.WebSocketClientProtocol:
+        Connects to a socket server using the specified URL and headers.
+    """
+    def connect_socket_server(self, url: str, headers: dict) -> websockets.WebSocketClientProtocol:
+        """
+        Connects to a socket server using the specified URL and headers.
+        Parameters:
+        -----------
+        url : str
+            The URL of the socket server to connect to.
+        headers : dict
+            Additional headers to include in the connection request.
+        Returns:
+        --------
+        websockets.WebSocketClientProtocol
+            The WebSocket client protocol object representing the connection.
+        """
+        return websockets.connect(url, extra_headers=headers)