feat: 添加 EdgeX 交易所适配器及相关客户端实现，支持订单、深度和K线数据处理

docs/edgex/edgex-python-sdk-main/edgex_sdk/quote/client.py

@@ -0,0 +1,312 @@
+from typing import Dict, Any, List
+
+from ..internal.async_client import AsyncClient
+
+
+class GetKLineParams:
+    """Parameters for getting K-line data."""
+
+    def __init__(
+        self,
+        contract_id: str,
+        interval: str,
+        size: str = "",
+        offset_data: str = "",
+        filter_start_time_inclusive: int = 0,
+        filter_end_time_exclusive: int = 0
+    ):
+        self.contract_id = contract_id
+        self.interval = interval
+        self.size = size
+        self.offset_data = offset_data
+        self.filter_start_time_inclusive = filter_start_time_inclusive
+        self.filter_end_time_exclusive = filter_end_time_exclusive
+
+
+class GetOrderBookDepthParams:
+    """Parameters for getting order book depth."""
+
+    def __init__(
+        self,
+        contract_id: str,
+        limit: int = 50
+    ):
+        self.contract_id = contract_id
+        self.limit = limit
+
+
+class GetMultiContractKLineParams:
+    """Parameters for getting K-line data for multiple contracts."""
+
+    def __init__(
+        self,
+        contract_id_list: List[str],
+        interval: str,
+        limit: int = 1
+    ):
+        self.contract_id_list = contract_id_list
+        self.interval = interval
+        self.limit = limit
+
+
+class Client:
+    """Client for quote-related API endpoints."""
+
+    def __init__(self, async_client: AsyncClient):
+        """
+        Initialize the quote client.
+
+        Args:
+            async_client: The async client for common functionality
+        """
+        self.async_client = async_client
+
+    async def get_quote_summary(self, contract_id: str) -> Dict[str, Any]:
+        """
+        Get the quote summary for a given contract.
+
+        Args:
+            contract_id: The contract ID
+
+        Returns:
+            Dict[str, Any]: The quote summary
+
+        Raises:
+            ValueError: If the request fails
+        """
+        # Public endpoint - use simple GET request
+        await self.async_client._ensure_session()
+
+        url = f"{self.async_client.base_url}/api/v1/public/quote/getTicketSummary"
+        params = {
+            "contractId": contract_id
+        }
+
+        try:
+            async with self.async_client.session.get(url, params=params) as response:
+                if response.status != 200:
+                    try:
+                        error_detail = await response.json()
+                        raise ValueError(f"request failed with status code: {response.status}, response: {error_detail}")
+                    except:
+                        text = await response.text()
+                        raise ValueError(f"request failed with status code: {response.status}, response: {text}")
+
+                resp_data = await response.json()
+
+                if resp_data.get("code") != "SUCCESS":
+                    error_param = resp_data.get("errorParam")
+                    if error_param:
+                        raise ValueError(f"request failed with error params: {error_param}")
+                    raise ValueError(f"request failed with code: {resp_data.get('code')}")
+
+                return resp_data
+
+        except Exception as e:
+            if isinstance(e, ValueError):
+                raise
+            raise ValueError(f"request failed: {str(e)}")
+
+    async def get_24_hour_quote(self, contract_id: str) -> Dict[str, Any]:
+        """
+        Get the 24-hour quotes for a given contract.
+
+        Args:
+            contract_id: The contract ID
+
+        Returns:
+            Dict[str, Any]: The 24-hour quotes
+
+        Raises:
+            ValueError: If the request fails
+        """
+        # Public endpoint - use simple GET request
+        await self.async_client._ensure_session()
+
+        url = f"{self.async_client.base_url}/api/v1/public/quote/getTicker"
+        params = {
+            "contractId": contract_id
+        }
+
+        try:
+            async with self.async_client.session.get(url, params=params) as response:
+                if response.status != 200:
+                    try:
+                        error_detail = await response.json()
+                        raise ValueError(f"request failed with status code: {response.status}, response: {error_detail}")
+                    except:
+                        text = await response.text()
+                        raise ValueError(f"request failed with status code: {response.status}, response: {text}")
+
+                resp_data = await response.json()
+
+                if resp_data.get("code") != "SUCCESS":
+                    error_param = resp_data.get("errorParam")
+                    if error_param:
+                        raise ValueError(f"request failed with error params: {error_param}")
+                    raise ValueError(f"request failed with code: {resp_data.get('code')}")
+
+                return resp_data
+
+        except Exception as e:
+            if isinstance(e, ValueError):
+                raise
+            raise ValueError(f"request failed: {str(e)}")
+
+    async def get_k_line(self, params: GetKLineParams) -> Dict[str, Any]:
+        """
+        Get the K-line data for a contract.
+
+        Args:
+            params: K-line query parameters
+
+        Returns:
+            Dict[str, Any]: The K-line data
+
+        Raises:
+            ValueError: If the request fails
+        """
+        url = f"{self.async_client.base_url}/api/v1/public/quote/getKline"
+        query_params = {
+            "contractId": params.contract_id,
+            "interval": params.interval
+        }
+
+        # Add pagination parameters
+        if params.size:
+            query_params["size"] = params.size
+        if params.offset_data:
+            query_params["offsetData"] = params.offset_data
+
+        # Add time filters
+        if params.filter_start_time_inclusive > 0:
+            query_params["filterStartTimeInclusive"] = str(params.filter_start_time_inclusive)
+        if params.filter_end_time_exclusive > 0:
+            query_params["filterEndTimeExclusive"] = str(params.filter_end_time_exclusive)
+
+        # Public endpoint - use simple GET request
+        await self.async_client._ensure_session()
+
+        url = f"{self.async_client.base_url}/api/v1/public/quote/getKline"
+
+        try:
+            async with self.async_client.session.get(url, params=query_params) as response:
+                if response.status != 200:
+                    try:
+                        error_detail = await response.json()
+                        raise ValueError(f"request failed with status code: {response.status}, response: {error_detail}")
+                    except:
+                        text = await response.text()
+                        raise ValueError(f"request failed with status code: {response.status}, response: {text}")
+
+                resp_data = await response.json()
+
+                if resp_data.get("code") != "SUCCESS":
+                    error_param = resp_data.get("errorParam")
+                    if error_param:
+                        raise ValueError(f"request failed with error params: {error_param}")
+                    raise ValueError(f"request failed with code: {resp_data.get('code')}")
+
+                return resp_data
+
+        except Exception as e:
+            if isinstance(e, ValueError):
+                raise
+            raise ValueError(f"request failed: {str(e)}")
+
+    async def get_order_book_depth(self, params: GetOrderBookDepthParams) -> Dict[str, Any]:
+        """
+        Get the order book depth for a contract.
+
+        Args:
+            params: Order book depth query parameters
+
+        Returns:
+            Dict[str, Any]: The order book depth
+
+        Raises:
+            ValueError: If the request fails
+        """
+        url = f"{self.async_client.base_url}/api/v1/public/quote/getDepth"
+        query_params = {
+            "contractId": params.contract_id,
+            "level": str(params.limit)  # The API expects 'level', not 'limit'
+        }
+
+        # Public endpoint - use simple GET request
+        await self.async_client._ensure_session()
+
+        url = f"{self.async_client.base_url}/api/v1/public/quote/getDepth"
+
+        try:
+            async with self.async_client.session.get(url, params=query_params) as response:
+                if response.status != 200:
+                    try:
+                        error_detail = await response.json()
+                        raise ValueError(f"request failed with status code: {response.status}, response: {error_detail}")
+                    except:
+                        text = await response.text()
+                        raise ValueError(f"request failed with status code: {response.status}, response: {text}")
+
+                resp_data = await response.json()
+
+                if resp_data.get("code") != "SUCCESS":
+                    error_param = resp_data.get("errorParam")
+                    if error_param:
+                        raise ValueError(f"request failed with error params: {error_param}")
+                    raise ValueError(f"request failed with code: {resp_data.get('code')}")
+
+                return resp_data
+
+        except Exception as e:
+            if isinstance(e, ValueError):
+                raise
+            raise ValueError(f"request failed: {str(e)}")
+
+    async def get_multi_contract_k_line(self, params: GetMultiContractKLineParams) -> Dict[str, Any]:
+        """
+        Get the K-line data for multiple contracts.
+
+        Args:
+            params: Multi-contract K-line query parameters
+
+        Returns:
+            Dict[str, Any]: The K-line data for multiple contracts
+
+        Raises:
+            ValueError: If the request fails
+        """
+        # Public endpoint - use simple GET request
+        await self.async_client._ensure_session()
+
+        url = f"{self.async_client.base_url}/api/v1/public/quote/getMultiContractKline"
+        query_params = {
+            "contractIdList": ",".join(params.contract_id_list),
+            "interval": params.interval,
+            "limit": str(params.limit)
+        }
+
+        try:
+            async with self.async_client.session.get(url, params=query_params) as response:
+                if response.status != 200:
+                    try:
+                        error_detail = await response.json()
+                        raise ValueError(f"request failed with status code: {response.status}, response: {error_detail}")
+                    except:
+                        text = await response.text()
+                        raise ValueError(f"request failed with status code: {response.status}, response: {text}")
+
+                resp_data = await response.json()
+
+                if resp_data.get("code") != "SUCCESS":
+                    error_param = resp_data.get("errorParam")
+                    if error_param:
+                        raise ValueError(f"request failed with error params: {error_param}")
+                    raise ValueError(f"request failed with code: {resp_data.get('code')}")
+
+                return resp_data
+
+        except Exception as e:
+            if isinstance(e, ValueError):
+                raise
+            raise ValueError(f"request failed: {str(e)}")