2018-01-21 07:36:48 +00:00
|
|
|
# encoding: UTF-8
|
|
|
|
|
|
|
|
# 修改编码
|
|
|
|
import sys
|
|
|
|
reload(sys)
|
|
|
|
sys.setdefaultencoding('utf8')
|
|
|
|
|
|
|
|
# 创建主引擎代理对象
|
|
|
|
from vnpy.event import EventEngine2
|
|
|
|
from vnpy.trader.vtEvent import EVENT_LOG
|
|
|
|
from vnpy.trader.app.rpcService.rsClient import MainEngineProxy
|
|
|
|
|
|
|
|
reqAddress = 'tcp://localhost:2014'
|
|
|
|
subAddress = 'tcp://localhost:0602'
|
|
|
|
|
|
|
|
ee = EventEngine2()
|
|
|
|
me = MainEngineProxy(ee)
|
|
|
|
me.init(reqAddress, subAddress)
|
|
|
|
|
|
|
|
#----------------------------------------------------------------------
|
|
|
|
def printLog(event):
|
|
|
|
"""打印日志"""
|
|
|
|
log = event.dict_['data']
|
|
|
|
print log.logTime, log.logContent
|
|
|
|
|
|
|
|
ee.register(EVENT_LOG, printLog)
|
|
|
|
|
|
|
|
|
|
|
|
# 创建Flask对象
|
|
|
|
from flask import Flask
|
|
|
|
from flask.ext.restful import Api, Resource, reqparse
|
|
|
|
|
|
|
|
app = Flask(__name__)
|
|
|
|
api = Api(app)
|
|
|
|
|
|
|
|
# 创建资源
|
|
|
|
########################################################################
|
2018-01-21 08:07:48 +00:00
|
|
|
class Gateway(Resource):
|
2018-01-21 07:36:48 +00:00
|
|
|
"""接口"""
|
|
|
|
|
|
|
|
#----------------------------------------------------------------------
|
|
|
|
def __init__(self):
|
|
|
|
"""初始化"""
|
|
|
|
self.parser = reqparse.RequestParser()
|
|
|
|
self.parser.add_argument('name')
|
|
|
|
super(Gateways, self).__init__()
|
|
|
|
|
|
|
|
#----------------------------------------------------------------------
|
|
|
|
def get(self):
|
|
|
|
"""查询"""
|
|
|
|
l = me.getAllGatewayDetails()
|
|
|
|
return l
|
|
|
|
|
|
|
|
#----------------------------------------------------------------------
|
|
|
|
def post(self):
|
|
|
|
"""连接"""
|
|
|
|
args = self.parser.parse_args()
|
|
|
|
name = args['name']
|
|
|
|
me.connect(name)
|
|
|
|
|
|
|
|
|
|
|
|
########################################################################
|
2018-01-21 08:07:48 +00:00
|
|
|
class Order(Resource):
|
2018-01-21 07:36:48 +00:00
|
|
|
"""委托"""
|
|
|
|
|
|
|
|
#----------------------------------------------------------------------
|
|
|
|
def __init__(self):
|
|
|
|
"""初始化"""
|
|
|
|
self.parser = reqparse.RequestParser()
|
|
|
|
self.parser.add_argument('name')
|
|
|
|
super(Gateways, self).__init__()
|
|
|
|
|
|
|
|
#----------------------------------------------------------------------
|
|
|
|
def get(self):
|
|
|
|
"""查询"""
|
|
|
|
data = me.getAllOrders()
|
|
|
|
l = {o.__dict__ for o in data}
|
|
|
|
return l
|
|
|
|
|
|
|
|
#----------------------------------------------------------------------
|
|
|
|
def post(self):
|
|
|
|
"""发单"""
|
|
|
|
pass
|
|
|
|
|
|
|
|
#----------------------------------------------------------------------
|
|
|
|
def delete(self):
|
|
|
|
"""撤单"""
|
|
|
|
pass
|
|
|
|
|
|
|
|
|
|
|
|
########################################################################
|
2018-01-21 08:07:48 +00:00
|
|
|
class Trade(Resource):
|
2018-01-21 07:36:48 +00:00
|
|
|
"""成交"""
|
|
|
|
|
|
|
|
#----------------------------------------------------------------------
|
|
|
|
def get(self):
|
|
|
|
"""查询"""
|
|
|
|
data = me.getAllTrades()
|
|
|
|
l = {o.__dict__ for o in data}
|
|
|
|
return l
|
|
|
|
|
|
|
|
|
|
|
|
########################################################################
|
2018-01-21 08:07:48 +00:00
|
|
|
class Account(Resource):
|
2018-01-21 07:36:48 +00:00
|
|
|
"""账户"""
|
|
|
|
|
|
|
|
#----------------------------------------------------------------------
|
|
|
|
def get(self):
|
|
|
|
"""查询"""
|
2018-01-21 08:07:48 +00:00
|
|
|
data = me.getAllAccounts()
|
|
|
|
l = {o.__dict__ for o in data}
|
|
|
|
return l
|
2018-01-21 07:36:48 +00:00
|
|
|
|
|
|
|
|
|
|
|
########################################################################
|
2018-01-21 08:07:48 +00:00
|
|
|
class Position(Resource):
|
2018-01-21 07:36:48 +00:00
|
|
|
"""持仓"""
|
|
|
|
|
|
|
|
#----------------------------------------------------------------------
|
|
|
|
def get(self):
|
|
|
|
"""查询"""
|
2018-01-21 08:07:48 +00:00
|
|
|
data = me.getAllPositions()
|
|
|
|
l = {o.__dict__ for o in data}
|
|
|
|
return l
|
2018-01-21 07:36:48 +00:00
|
|
|
|
|
|
|
|
|
|
|
########################################################################
|
2018-01-21 08:07:48 +00:00
|
|
|
class Contract(Resource):
|
2018-01-21 07:36:48 +00:00
|
|
|
"""合约"""
|
|
|
|
|
|
|
|
#----------------------------------------------------------------------
|
|
|
|
def get(self):
|
|
|
|
"""查询"""
|
2018-01-21 08:07:48 +00:00
|
|
|
data = me.getAllContracts()
|
|
|
|
l = {o.__dict__ for o in data}
|
|
|
|
return l
|
|
|
|
|
|
|
|
|
|
|
|
########################################################################
|
|
|
|
class Log(Resource):
|
|
|
|
"""日志"""
|
|
|
|
|
|
|
|
#----------------------------------------------------------------------
|
|
|
|
def get(self):
|
|
|
|
"""查询"""
|
|
|
|
data = me.getLog()
|
|
|
|
l = {o.__dict__ for o in data}
|
|
|
|
return l
|
|
|
|
|
2018-01-21 07:36:48 +00:00
|
|
|
|
2018-01-21 08:07:48 +00:00
|
|
|
########################################################################
|
|
|
|
class Error(Resource):
|
|
|
|
"""错误"""
|
2018-01-21 07:36:48 +00:00
|
|
|
|
2018-01-21 08:07:48 +00:00
|
|
|
#----------------------------------------------------------------------
|
|
|
|
def get(self):
|
|
|
|
"""查询"""
|
|
|
|
data = me.getError()
|
|
|
|
l = {o.__dict__ for o in data}
|
|
|
|
return l
|
2018-01-21 07:36:48 +00:00
|
|
|
|
|
|
|
|
|
|
|
# 注册资源
|
2018-01-21 08:07:48 +00:00
|
|
|
api.add_resource(Gateway, '/gateway')
|
|
|
|
api.add_resource(Order, '/order')
|
|
|
|
api.add_resource(Trade, '/trades')
|
|
|
|
api.add_resource(Account, '/account')
|
|
|
|
api.add_resource(Position, '/position')
|
|
|
|
api.add_resource(Contract, '/contract')
|
|
|
|
api.add_resource(Log, '/log')
|
|
|
|
api.add_resource(Error, '/error')
|
2018-01-21 07:36:48 +00:00
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
if __name__ == '__main__':
|
|
|
|
app.run(debug=True)
|