14. Đặt/hủy lệnh hàng loạt (Batch)

Market Data (giá sàn) → Dựng batch → Trading API (place batch) → Kết quả từng lệnh → Trading API (cancel batch)

import uuid
from decimal import Decimal

from ssi_sdk import Auth, Data, Trading, Config
from ssi_sdk.enums import OrderSide, OrderType
from ssi_sdk.exceptions import APIError, DuplicateRequestError, ValidationError
from ssi_sdk.models import BatchCancelOrderItem, BatchPlaceOrderItem
from auth_helper import ensure_auth
from helpers import confirm_real_orders, enum_value, mask_account, require_account

config = Config(
    client_id="<your_client_id>",
    api_key="<your_api_key>",
    api_secret="<your_api_secret>",
    private_key="<your_private_key>",
)
ACCOUNT_NO = "<your_account_no>"
SYMBOL = "SSI"
QUANTITY = 100
NUM_ORDERS = 3

require_account(ACCOUNT_NO)
confirm_real_orders(f"{NUM_ORDERS} lệnh LO mua {SYMBOL} (batch)")

with Auth(config) as auth:
    ensure_auth(auth, otp="<your_otp>")

    # Bước 1: Lấy giá sàn làm giá đặt (lệnh nằm chờ, xa thị trường)
    with Data(auth) as data:
        master = next((m for m in data.market_data.get_master_data() if m.symbol == SYMBOL), None)
    if master is None or master.floor <= 0:
        raise SystemExit(f"Không có giá sàn của {SYMBOL}, dừng để an toàn.")
    floor_price = Decimal(str(master.floor))

    with Trading(auth) as trading:
        # Bước 2: Dựng batch, mỗi lệnh có client_request_id riêng
        batch_tag = uuid.uuid4().hex[:8]
        place_items: list[BatchPlaceOrderItem] = [
            {
                "account_no": ACCOUNT_NO,
                "symbol": SYMBOL,
                "side": OrderSide.BUY,
                "quantity": QUANTITY,
                "price": floor_price,
                "order_type": OrderType.LO,
                "client_request_id": f"bt{batch_tag}{i:02d}",  # <= 20 ký tự
            }
            for i in range(1, NUM_ORDERS + 1)
        ]
        if len(place_items) > config.max_batch_orders:
            raise SystemExit(f"Tối đa {config.max_batch_orders} lệnh / batch (Config.max_batch_orders).")

        # Bước 3: Đặt batch
        print(f"place_batch_orders: {len(place_items)} lệnh, tài khoản {mask_account(ACCOUNT_NO)}")
        try:
            response = trading.trading.place_batch_orders(place_items)
        except ValidationError as e:
            raise SystemExit(f"Batch không hợp lệ (chưa gửi gì): {e}")
        except DuplicateRequestError as e:
            raise SystemExit(f"Batch id đã dùng trong ngày (409), kiểm tra sổ lệnh trước khi gửi lại: {e}")
        except APIError as e:
            raise SystemExit(f"Server từ chối batch: code={e.code} status={e.status_code} msg={e.message}")

        print(f"Batch ID: {response.batch_request_id}")
        placed_ok: list[str] = []
        for r in response.results:
            if r.success:
                placed_ok.append(r.order_id)
                print(f"  OK   {r.client_request_id} -> orderId={r.order_id} status={enum_value(r.status)}")
            else:
                print(f"  FAIL {r.client_request_id} -> code={r.error_code} msg={r.error_message}")

        # Bước 4: Hủy batch các lệnh vừa đặt
        if not placed_ok:
            print("Không có lệnh nào được đặt thành công, bỏ qua bước hủy.")
        else:
            # Mỗi item chỉ được có ĐÚNG MỘT trong order_id / client_request_id
            cancel_items: list[BatchCancelOrderItem] = [
                {"account_no": ACCOUNT_NO, "order_id": oid} for oid in placed_ok
            ]
            print(f"cancel_batch_orders: {len(cancel_items)} lệnh")
            try:
                cancel_resp = trading.trading.cancel_batch_orders(cancel_items)
            except (ValidationError, DuplicateRequestError, APIError) as e:
                raise SystemExit(f"Hủy batch thất bại: {type(e).__name__}: {e}")
            for r in cancel_resp.results:
                state = "OK  " if r.success else "FAIL"
                print(
                    f"  {state} orderId={r.order_id} cancelId={r.client_cancel_id} "
                    f"status={enum_value(r.status)} {r.error_code} {r.error_message}".rstrip()
                )

import asyncio
import uuid
from decimal import Decimal

from ssi_sdk import AsyncAuth, AsyncData, AsyncTrading, Config
from ssi_sdk.enums import OrderSide, OrderType
from ssi_sdk.exceptions import APIError, DuplicateRequestError, ValidationError
from auth_helper import ensure_auth_async
from helpers import confirm_real_orders, enum_value, require_account

config = Config(...)
ACCOUNT_NO = "<your_account_no>"
SYMBOL = "SSI"

async def main():
    require_account(ACCOUNT_NO)
    confirm_real_orders(f"3 lệnh LO mua {SYMBOL} (batch)")

    async with AsyncAuth(config) as auth:
        await ensure_auth_async(auth, otp="<your_otp>")

        async with AsyncData(auth) as data:
            master_data = await data.market_data.get_master_data()
        master = next((m for m in master_data if m.symbol == SYMBOL), None)
        if master is None or master.floor <= 0:
            raise SystemExit(f"Không có giá sàn của {SYMBOL}, dừng để an toàn.")
        floor_price = Decimal(str(master.floor))

        async with AsyncTrading(auth) as trading:
            batch_tag = uuid.uuid4().hex[:8]
            place_items = [
                {
                    "account_no": ACCOUNT_NO, "symbol": SYMBOL, "side": OrderSide.BUY,
                    "quantity": 100, "price": floor_price, "order_type": OrderType.LO,
                    "client_request_id": f"bt{batch_tag}{i:02d}",  # <= 20 ký tự
                }
                for i in range(1, 4)
            ]
            try:
                response = await trading.trading.place_batch_orders(place_items)
            except (ValidationError, DuplicateRequestError, APIError) as e:
                raise SystemExit(f"Batch thất bại: {type(e).__name__}: {e}")

            placed_ok = [r.order_id for r in response.results if r.success]
            for r in response.results:
                print(f"  {'OK' if r.success else 'FAIL'} {r.client_request_id} {enum_value(r.status)}")

            if placed_ok:
                cancel_items = [{"account_no": ACCOUNT_NO, "order_id": oid} for oid in placed_ok]
                cancel_resp = await trading.trading.cancel_batch_orders(cancel_items)
                for r in cancel_resp.results:
                    print(f"  {'OK' if r.success else 'FAIL'} orderId={r.order_id}")

asyncio.run(main())