from datetime import datetime
from decimal import Decimal
from enum import Enum
from pydantic import BaseModel, Field
class Side(str, Enum):
"""Сторона сделки"""
BUY = "SIDE_BUY"
SELL = "SIDE_SELL"
class OrderType(str, Enum):
"""Тип заявки"""
UNSPECIFIED = "ORDER_TYPE_UNSPECIFIED"
MARKET = "ORDER_TYPE_MARKET"
LIMIT = "ORDER_TYPE_LIMIT"
STOP = "ORDER_TYPE_STOP"
STOP_LIMIT = "ORDER_TYPE_STOP_LIMIT"
MULTI_LEG = "ORDER_TYPE_MULTI_LEG"
class TimeInForce(str, Enum):
"""Срок действия заявки"""
UNSPECIFIED = "TIME_IN_FORCE_UNSPECIFIED"
DAY = "TIME_IN_FORCE_DAY"
GOOD_TILL_CANCEL = "TIME_IN_FORCE_GOOD_TILL_CANCEL"
GOOD_TILL_CROSSING = "TIME_IN_FORCE_GOOD_TILL_CROSSING"
EXT = "TIME_IN_FORCE_EXT"
ON_OPEN = "TIME_IN_FORCE_ON_OPEN"
ON_CLOSE = "TIME_IN_FORCE_ON_CLOSE"
IOC = "TIME_IN_FORCE_IOC"
FOK = "TIME_IN_FORCE_FOK"
class StopCondition(str, Enum):
"""Условие срабатывания стоп заявки"""
UNSPECIFIED = "STOP_CONDITION_UNSPECIFIED"
LAST_UP = "STOP_CONDITION_LAST_UP"
LAST_DOWN = "STOP_CONDITION_LAST_DOWN"
class ValidBefore(str, Enum):
"""Срок действия условной заявки"""
UNSPECIFIED = "VALID_BEFORE_UNSPECIFIED"
END_OF_DAY = "VALID_BEFORE_END_OF_DAY"
GOOD_TILL_CANCEL = "VALID_BEFORE_GOOD_TILL_CANCEL"
GOOD_TILL_DATE = "VALID_BEFORE_GOOD_TILL_DATE"
class OrderStatus(str, Enum):
"""Статус заявки"""
UNSPECIFIED = "ORDER_STATUS_UNSPECIFIED"
NEW = "ORDER_STATUS_NEW"
PARTIALLY_FILLED = "ORDER_STATUS_PARTIALLY_FILLED"
FILLED = "ORDER_STATUS_FILLED"
DONE_FOR_DAY = "ORDER_STATUS_DONE_FOR_DAY"
CANCELED = "ORDER_STATUS_CANCELED"
REPLACED = "ORDER_STATUS_REPLACED"
PENDING_CANCEL = "ORDER_STATUS_PENDING_CANCEL"
REJECTED = "ORDER_STATUS_REJECTED"
SUSPENDED = "ORDER_STATUS_SUSPENDED"
PENDING_NEW = "ORDER_STATUS_PENDING_NEW"
EXPIRED = "ORDER_STATUS_EXPIRED"
FAILED = "ORDER_STATUS_FAILED"
FORWARDING = "ORDER_STATUS_FORWARDING"
WAIT = "ORDER_STATUS_WAIT"
DENIED_BY_BROKER = "ORDER_STATUS_DENIED_BY_BROKER"
REJECTED_BY_EXCHANGE = "ORDER_STATUS_REJECTED_BY_EXCHANGE"
WATCHING = "ORDER_STATUS_WATCHING"
EXECUTED = "ORDER_STATUS_EXECUTED"
DISABLED = "ORDER_STATUS_DISABLED"
LINK_WAIT = "ORDER_STATUS_LINK_WAIT"
SL_GUARD_TIME = "ORDER_STATUS_SL_GUARD_TIME"
SL_EXECUTED = "ORDER_STATUS_SL_EXECUTED"
SL_FORWARDING = "ORDER_STATUS_SL_FORWARDING"
TP_GUARD_TIME = "ORDER_STATUS_TP_GUARD_TIME"
TP_EXECUTED = "ORDER_STATUS_TP_EXECUTED"
TP_CORRECTION = "ORDER_STATUS_TP_CORRECTION"
TP_FORWARDING = "ORDER_STATUS_TP_FORWARDING"
TP_CORR_GUARD_TIME = "ORDER_STATUS_TP_CORR_GUARD_TIME"
class Leg(BaseModel):
"""Лег для мульти лег заявки"""
symbol: str = Field(..., description="Символ инструмента")
quantity: Decimal = Field(..., description="Количество")
side: Side = Field(..., description="Сторона")
class Order(BaseModel):
"""Информация о заявке"""
symbol: str = Field(description="Символ инструмента")
quantity: Decimal = Field(description="Количество в шт.")
side: Side = Field(description="Сторона (long или short)")
type: OrderType = Field(description="Тип заявки")
time_in_force: TimeInForce = Field(TimeInForce.UNSPECIFIED, description="Срок действия заявки")
limit_price: Decimal | None = Field(None, description="Необходимо для лимитной и стоп лимитной заявки")
stop_price: Decimal | None = Field(None, description="Необходимо для стоп рыночной и стоп лимитной заявки")
stop_condition: StopCondition = Field(StopCondition.UNSPECIFIED, description="Необходимо для стоп рыночной и стоп лимитной заявки")
legs: list[Leg] | None = Field(None, description="Необходимо для мульти лег заявки")
client_order_id: str | None = Field(None, max_length=20, description="Уникальный идентификатор заявки")
valid_before: ValidBefore | None = Field(None, description="Срок действия условной заявки")
comment: str | None = Field(None, max_length=128, description="Метка заявки")
class OrderState(BaseModel):
"""Состояние заявки"""
order_id: str = Field(..., description="Идентификатор заявки")
exec_id: str | None = Field(None, description="Идентификатор исполнения")
status: OrderStatus = Field(..., description="Статус заявки")
order: Order = Field(..., description="Заявка")
transact_at: datetime | None = Field(None, description="Дата и время выставления заявки")
accept_at: datetime | None = Field(None, description="Дата и время принятия заявки")
withdraw_at: datetime | None = Field(None, description="Дата и время отмены заявки")
class OrdersResponse(BaseModel):
"""Список торговых заявок"""
orders: list[OrderState] = Field(..., description="Заявки")
