vnpy/vn.trader/ctpGateway.py

# encoding: UTF-8

from vnctpmd import MdApi
from vnctptd import TdApi

from gateway import *

import os


########################################################################
class CtpGateway(VtGateway):
    """CTP接口"""

    #----------------------------------------------------------------------
    def __init__(self, eventEngine):
        """Constructor"""
        super(CtpGateway, self).__init__(eventEngine)
        
        self.mdApi = None           # 行情API
        self.tdApi = None           # 交易API
        
        self.mdConnected = False    # 行情API连接状态
        self.tdConnected = False    # 交易API连接状态
        
    
    


########################################################################
class CtpMdApi(MdApi):
    """CTP行情API实现"""

    #----------------------------------------------------------------------
    def __init__(self, gateway, userID, password, brokerID, address):
        """Constructor"""
        super(CtpMdApi, self).__init__()
        
        self.gateway = gateway                  # gateway对象
        self.gatewayName = gateway.gatewayName  # gateway对象名称
        
        self.reqID = EMPTY_INT              # 操作请求编号
        
        self.connectionStatus = False       # 连接状态
        self.loginStatus = False            # 登录状态
        
        self.userID = userID                # 账号
        self.password = password            # 密码
        self.brokerID = brokerID            # 经纪商代码
        self.address = address              # 服务器地址
        
        self.subscribedSymbols = set()      # 已订阅合约代码
        
    #----------------------------------------------------------------------
    def onFrontConnected(self):
        """服务器连接"""
        self.connectionStatus = True
        
        log = VtLogData()
        log.gatewayName = self.gatewayName
        log.logContent = u'行情服务器连接成功'
        self.gateway.onLog(log)
        
        self.login()
    
    #----------------------------------------------------------------------  
    def onFrontDisconnected(self, n):
        """服务器断开"""
        self.connectionStatus = False
        self.loginStatus = False
        self.gateway.mdConnected = False
        
        log = VtLogData()
        log.gatewayName = self.gatewayName
        log.logContent = u'行情服务器连接断开'
        self.gateway.onLog(log)        
        
    #---------------------------------------------------------------------- 
    def onHeartBeatWarning(self, n):
        """心跳报警"""
        # 因为API的心跳报警比较常被触发，且与API工作关系不大，因此选择忽略
        pass
    
    #----------------------------------------------------------------------   
    def onRspError(self, error, n, last):
        """错误回报"""
        err = VtErrorData()
        err.gatewayName = self.gatewayName
        err.errorID = error['ErrorID']
        err.errorMsg = error['ErrorMsg'].decode('gbk')
        self.gateway.onError(err)
        
    #----------------------------------------------------------------------
    def onRspUserLogin(self, data, error, n, last):
        """登陆回报"""
        # 如果登录成功，推送日志信息
        if error['ErrorID'] == 0:
            self.loginStatus = True
            self.gateway.mdConnected = True
            
            log = VtLogData()
            log.logContent = u'行情服务器登录完成'
            self.gateway.onLog(log)
            
            # 重新订阅之前订阅的合约
            for subscribeReq in self.subscribedSymbols:
                self.subscribe(subscribeReq)
                
        # 否则，推送错误信息
        else:
            err = VtErrorData()
            err.gatewayName = self.gatewayName
            err.errorID = error['ErrorID']
            err.errorMsg = error['ErrorMsg'].decode('gbk')
            self.gateway.onError(err)
                
    #---------------------------------------------------------------------- 
    def onRspUserLogout(self, data, error, n, last):
        """登出回报"""
        # 如果登出成功，推送日志信息
        if error['ErrorID'] == 0:
            self.loginStatus = False
            self.gateway.tdConnected = False
            
            log = VtLogData()
            log.gatewayName = self.gatewayName
            log.logContent = u'行情服务器登出完成'
            self.gateway.onLog(log)
                
        # 否则，推送错误信息
        else:
            err = VtErrorData()
            err.gatewayName = self.gatewayName
            err.errorID = error['ErrorID']
            err.errorMsg = error['ErrorMsg'].decode('gbk')
            self.gateway.onError(err)
        
    #----------------------------------------------------------------------  
    def onRspSubMarketData(self, data, error, n, last):
        """订阅合约回报"""
        # 通常不在乎订阅错误，选择忽略
        pass
        
    #----------------------------------------------------------------------  
    def onRspUnSubMarketData(self, data, error, n, last):
        """退订合约回报"""
        # 同上
        pass  
        
    #----------------------------------------------------------------------  
    def onRtnDepthMarketData(self, data):
        """行情推送"""
        tick = VtTickData()
        
        tick.symbol = data['InstrumentID']
        tick.vtSymbol = '.'.join([self.gatewayName, tick.symbol])
        
        tick.lastPrice = data['LastPrice']
        tick.volume = data['Volume']
        tick.openInterest = data['OpenInterest']
        tick.tickTime = '.'.join([data['UpdateTime'], str(data['UpdateMillisec']/100]))
        
        # CTP只有一档行情
        tick.bidPrice1 = data['BidPrice1']
        tick.bidVolume1 = data['BidVolume1']
        tick.askPrice1 = data['AskPrice1']
        tick.askVolume1 = data['AskVolume1']
        
        self.gateway.onTick(tick)
        
    #---------------------------------------------------------------------- 
    def onRspSubForQuoteRsp(self, data, error, n, last):
        """订阅期权询价"""
        pass
        
    #----------------------------------------------------------------------
    def onRspUnSubForQuoteRsp(self, data, error, n, last):
        """退订期权询价"""
        pass 
        
    #---------------------------------------------------------------------- 
    def onRtnForQuoteRsp(self, data):
        """期权询价推送"""
        pass        
        
    #----------------------------------------------------------------------
    def connect(self):
        """初始化连接"""
        # 如果尚未建立服务器连接，则进行连接
        if not self.connectionStatus:
            # 创建C++环境中的API对象，这里传入的参数是需要用来保存.con文件的文件夹路径
            path = os.getcwd() + '\\temp\\' + self.gatewayName + '\\'
            if not os.path.exists(path):
                os.makedirs(path)
            self.createFtdcMdApi(path)
            
            # 注册服务器地址
            self.registerFront(self.address)
            
            # 初始化连接，成功会调用onFrontConnected
            self.init()
            
        # 若已经连接但尚未登录，则进行登录
        else:
            if not self.loginStatus:
                self.login()
        
    #----------------------------------------------------------------------
    def subscribe(self, subscribeReq):
        """订阅合约"""
        self.subscribeMarketData(subscribeReq.symbol)
        self.subscribedSymbols.add(subscribeReq)   
        
    #----------------------------------------------------------------------
    def login(self):
        """登录"""
        # 如果填入了用户名密码等，则登录
        if self.userID and self.password and self.brokerID:
            req = {}
            req['UserID'] = self.userID
            req['Password'] = self.password
            req['BrokerID'] = self.brokerID
            self.reqID += 1
            self.reqUserLogin(req, self.reqID)        


########################################################################
class CtpTdApi(TdApi):
    """CTP交易API实现"""

    #----------------------------------------------------------------------
    def __init__(self, gateway, userID, password, brokerID, address):
        """API对象的初始化函数"""
        super(CtpTdApi, self).__init__()
        
        self.gateway = gateway                  # gateway对象
        self.gatewayName = gateway.gatewayName  # gateway对象名称
        
        self.reqID = EMPTY_INT              # 操作请求编号
        self.orderRef = EMPTY_INT           # 订单编号
        
        self.connectionStatus = False       # 连接状态
        self.loginStatus = False            # 登录状态
        
        self.userID = userID                # 账号
        self.password = password            # 密码
        self.brokerID = brokerID            # 经纪商代码
        self.address = address              # 服务器地址
        
    #----------------------------------------------------------------------
    def onFrontConnected(self):
        """服务器连接"""
        self.connectionStatus = True
        
        log = VtLogData()
        log.gatewayName = self.gatewayName
        log.logContent = u'交易服务器连接成功'
        self.gateway.onLog(log)
        
        self.login()
    
    #----------------------------------------------------------------------
    def onFrontDisconnected(self, n):
        """服务器断开"""
        self.connectionStatus = False
        self.loginStatus = False
        self.gateway.tdConnected = False
        
        log = VtLogData()
        log.gatewayName = self.gatewayName
        log.logContent = u'交易服务器连接断开'
        self.gateway.onLog(log)      
    
    #----------------------------------------------------------------------
    def onHeartBeatWarning(self, n):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspAuthenticate(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspUserLogin(self, data, error, n, last):
        """登陆回报"""
        # 如果登录成功，推送日志信息
        if error['ErrorID'] == 0:
            self.loginStatus = True
            self.gateway.mdConnected = True
            
            log = VtLogData()
            log.gatewayName = self.gatewayName
            log.logContent = u'交易服务器登录完成'
            self.gateway.onLog(log)
            
            # 确认结算信息
            req = {}
            req['BrokerID'] = self.brokerID
            req['InvestorID'] = self.userID
            self.reqID += 1
            self.reqSettlementInfoConfirm(req, self.reqID)              
                
        # 否则，推送错误信息
        else:
            err = VtErrorData()
            err.gatewayName = self.gateway
            err.errorID = error['ErrorID']
            err.errorMsg = error['ErrorMsg'].decode('gbk')
            self.gateway.onError(err)
    
    #----------------------------------------------------------------------
    def onRspUserLogout(self, data, error, n, last):
        """登出回报"""
        # 如果登出成功，推送日志信息
        if error['ErrorID'] == 0:
            self.loginStatus = False
            self.gateway.tdConnected = False
            
            log = VtLogData()
            log.gatewayName = self.gatewayName
            log.logContent = u'交易服务器登出完成'
            self.gateway.onLog(log)
                
        # 否则，推送错误信息
        else:
            err = VtErrorData()
            err.gatewayName = self.gatewayName
            err.errorID = error['ErrorID']
            err.errorMsg = error['ErrorMsg'].decode('gbk')
            self.gateway.onError(err)
    
    #----------------------------------------------------------------------
    def onRspUserPasswordUpdate(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspTradingAccountPasswordUpdate(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspOrderInsert(self, data, error, n, last):
        """发单错误（柜台）"""
        err = VtErrorData()
        err.gatewayName = self.gatewayName
        err.errorID = error['ErrorID']
        err.errorMsg = error['ErrorMsg'].decode('gbk')
        self.gateway.onError(err)
    
    #----------------------------------------------------------------------
    def onRspParkedOrderInsert(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspParkedOrderAction(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspOrderAction(self, data, error, n, last):
        """撤单错误（柜台）"""
        err = VtErrorData()
        err.gatewayName = self.gatewayName
        err.errorID = error['ErrorID']
        err.errorMsg = error['ErrorMsg'].decode('gbk')
        self.gateway.onError(err)
    
    #----------------------------------------------------------------------
    def onRspQueryMaxOrderVolume(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspSettlementInfoConfirm(self, data, error, n, last):
        """确认结算信息回报"""
        log = VtLogData()
        log.gatewayName = self.gatewayName
        log.logContent = u'结算信息确认完成'
        self.gateway.onLog(log)
        
        # 查询合约代码
        self.reqID += 1
        self.reqQryInstrument({}, self.reqID)
        
    #----------------------------------------------------------------------
    def onRspRemoveParkedOrder(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspRemoveParkedOrderAction(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspExecOrderInsert(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspExecOrderAction(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspForQuoteInsert(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQuoteInsert(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQuoteAction(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryOrder(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryTrade(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryInvestorPosition(self, data, error, n, last):
        """持仓查询回报"""
        if error['ErrorID'] == 0:
            event = Event(type_=EVENT_POSITION)
            event.dict_['data'] = data
            self.__eventEngine.put(event)
        else:
            event = Event(type_=EVENT_LOG)
            log = u'持仓查询回报，错误代码：' + unicode(error['ErrorID']) + u',' + u'错误信息：' + error['ErrorMsg'].decode('gbk')
            event.dict_['log'] = log
            self.__eventEngine.put(event)
    
    #----------------------------------------------------------------------
    def onRspQryTradingAccount(self, data, error, n, last):
        """资金账户查询回报"""
        if error['ErrorID'] == 0:
            event = Event(type_=EVENT_ACCOUNT)
            event.dict_['data'] = data
            self.__eventEngine.put(event)
        else:
            event = Event(type_=EVENT_LOG)
            log = u'账户查询回报，错误代码：' + unicode(error['ErrorID']) + u',' + u'错误信息：' + error['ErrorMsg'].decode('gbk')
            event.dict_['log'] = log
            self.__eventEngine.put(event)
    
    #----------------------------------------------------------------------
    def onRspQryInvestor(self, data, error, n, last):
        """投资者查询回报"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryTradingCode(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryInstrumentMarginRate(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryInstrumentCommissionRate(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryExchange(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryProduct(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryInstrument(self, data, error, n, last):
        """
        合约查询回报
        由于该回报的推送速度极快，因此不适合全部存入队列中处理，
        选择先储存在一个本地字典中，全部收集完毕后再推送到队列中
        （由于耗时过长目前使用其他进程读取）
        """
        if error['ErrorID'] == 0:
            event = Event(type_=EVENT_INSTRUMENT)
            event.dict_['data'] = data
            event.dict_['last'] = last
            self.__eventEngine.put(event)
        else:
            event = Event(type_=EVENT_LOG)
            log = u'合约投资者回报，错误代码：' + unicode(error['ErrorID']) + u',' + u'错误信息：' + error['ErrorMsg'].decode('gbk')
            event.dict_['log'] = log
            self.__eventEngine.put(event)   
    
    #----------------------------------------------------------------------
    def onRspQryDepthMarketData(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQrySettlementInfo(self, data, error, n, last):
        """查询结算信息回报"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryTransferBank(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryInvestorPositionDetail(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryNotice(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQrySettlementInfoConfirm(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryInvestorPositionCombineDetail(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryCFMMCTradingAccountKey(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryEWarrantOffset(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryInvestorProductGroupMargin(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryExchangeMarginRate(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryExchangeMarginRateAdjust(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryExchangeRate(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQrySecAgentACIDMap(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryOptionInstrTradeCost(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryOptionInstrCommRate(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryExecOrder(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryForQuote(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryQuote(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryTransferSerial(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryAccountregister(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspError(self, error, n, last):
        """错误回报"""
        err = VtErrorData()
        err.gatewayName = self.gatewayName
        err.errorID = error['ErrorID']
        err.errorMsg = error['ErrorMsg'].decode('gbk')
        self.gateway.onError(err)
    
    #----------------------------------------------------------------------
    def onRtnOrder(self, data):
        """报单回报"""
        # 更新最大报单编号
        newref = data['OrderRef']
        self.orderRef = max(self.orderRef, int(newref))
        
        # 创建报单数据对象
        order = VtOrderData()
        order.gatewayName = self.gatewayName
        
        # 保存代码和报单号
        order.symbol = data['InstrumentID']
        order.vtSymbol = '.'.join([self.gatewayName, order.symbol])
        
        order.orderID = data['OrderRef']
        order.vtOrderID = '.'.join([self.gatewayName, order.orderID])
        
        # 方向
        if data['Direction'] == '0':
            order.direction = DIRECTION_LONG
        elif data['Direction'] == '1':
            order.direction = DIRECTION_SHORT
        else:
            order.direction = DIRECTION_UNKNOWN
            
        # 多空
        if data['']
    
    #----------------------------------------------------------------------
    def onRtnTrade(self, data):
        """成交回报"""
        # 常规成交事件
        event1 = Event(type_=EVENT_TRADE)
        event1.dict_['data'] = data
        self.__eventEngine.put(event1)
        
        # 特定合约成交事件
        event2 = Event(type_=(EVENT_TRADE_CONTRACT+data['InstrumentID']))
        event2.dict_['data'] = data
        self.__eventEngine.put(event2)
    
    #----------------------------------------------------------------------
    def onErrRtnOrderInsert(self, data, error):
        """发单错误回报（交易所）"""
        err = VtErrorData()
        err.gatewayName = self.gatewayName
        err.errorID = error['ErrorID']
        err.errorMsg = error['ErrorMsg'].decode('gbk')
        self.gateway.onError(err)
    
    #----------------------------------------------------------------------
    def onErrRtnOrderAction(self, data, error):
        """撤单错误回报（交易所）"""
        err = VtErrorData()
        err.gatewayName = self.gatewayName
        err.errorID = error['ErrorID']
        err.errorMsg = error['ErrorMsg'].decode('gbk')
        self.gateway.onError(err)
    
    #----------------------------------------------------------------------
    def onRtnInstrumentStatus(self, data):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRtnTradingNotice(self, data):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRtnErrorConditionalOrder(self, data):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRtnExecOrder(self, data):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onErrRtnExecOrderInsert(self, data, error):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onErrRtnExecOrderAction(self, data, error):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onErrRtnForQuoteInsert(self, data, error):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRtnQuote(self, data):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onErrRtnQuoteInsert(self, data, error):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onErrRtnQuoteAction(self, data, error):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRtnForQuoteRsp(self, data):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryContractBank(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryParkedOrder(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryParkedOrderAction(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryTradingNotice(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryBrokerTradingParams(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQryBrokerTradingAlgos(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRtnFromBankToFutureByBank(self, data):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRtnFromFutureToBankByBank(self, data):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRtnRepealFromBankToFutureByBank(self, data):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRtnRepealFromFutureToBankByBank(self, data):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRtnFromBankToFutureByFuture(self, data):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRtnFromFutureToBankByFuture(self, data):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRtnRepealFromBankToFutureByFutureManual(self, data):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRtnRepealFromFutureToBankByFutureManual(self, data):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRtnQueryBankBalanceByFuture(self, data):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onErrRtnBankToFutureByFuture(self, data, error):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onErrRtnFutureToBankByFuture(self, data, error):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onErrRtnRepealBankToFutureByFutureManual(self, data, error):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onErrRtnRepealFutureToBankByFutureManual(self, data, error):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onErrRtnQueryBankBalanceByFuture(self, data, error):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRtnRepealFromBankToFutureByFuture(self, data):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRtnRepealFromFutureToBankByFuture(self, data):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspFromBankToFutureByFuture(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspFromFutureToBankByFuture(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRspQueryBankAccountMoneyByFuture(self, data, error, n, last):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRtnOpenAccountByBank(self, data):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRtnCancelAccountByBank(self, data):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def onRtnChangeAccountByBank(self, data):
        """"""
        pass
    
    #----------------------------------------------------------------------
    def login(self, address, userid, password, brokerid):
        """连接服务器"""
        self.__userid = userid
        self.__password = password
        self.__brokerid = brokerid
        
        # 数据重传模式设为从本日开始
        self.subscribePrivateTopic(0)       
        self.subscribePublicTopic(0)            
        
        # 注册服务器地址
        self.registerFront(address)
        
        # 初始化连接，成功会调用onFrontConnected
        self.init()    
        
    #----------------------------------------------------------------------
    def getInstrument(self):
        """查询合约"""
        self.__reqid = self.__reqid + 1
        self.reqQryInstrument({}, self.__reqid)
        
    #----------------------------------------------------------------------
    def getAccount(self):
        """查询账户"""
        self.__reqid = self.__reqid + 1
        self.reqQryTradingAccount({}, self.__reqid)
        
    #----------------------------------------------------------------------
    def getInvestor(self):
        """查询投资者"""
        self.__reqid = self.__reqid + 1
        self.reqQryInvestor({}, self.__reqid)
        
    #----------------------------------------------------------------------
    def getPosition(self):
        """查询持仓"""
        self.__reqid = self.__reqid + 1
        req = {}
        req['BrokerID'] = self.__brokerid
        req['InvestorID'] = self.__userid
        self.reqQryInvestorPosition(req, self.__reqid)
        
    #----------------------------------------------------------------------
    def sendOrder(self, instrumentid, exchangeid, price, pricetype, volume, direction, offset):
        """发单"""
        self.__reqid = self.__reqid + 1
        req = {}
        
        req['InstrumentID'] = instrumentid
        req['OrderPriceType'] = pricetype
        req['LimitPrice'] = price
        req['VolumeTotalOriginal'] = volume
        req['Direction'] = direction
        req['CombOffsetFlag'] = offset
        
        self.__orderref = self.__orderref + 1
        req['OrderRef'] = str(self.__orderref)
        
        req['InvestorID'] = self.__userid
        req['UserID'] = self.__userid
        req['BrokerID'] = self.__brokerid
        req['CombHedgeFlag'] = defineDict['THOST_FTDC_HF_Speculation']       # 投机单
        req['ContingentCondition'] = defineDict['THOST_FTDC_CC_Immediately'] # 立即发单
        req['ForceCloseReason'] = defineDict['THOST_FTDC_FCC_NotForceClose'] # 非强平
        req['IsAutoSuspend'] = 0                                             # 非自动挂起
        req['TimeCondition'] = defineDict['THOST_FTDC_TC_GFD']               # 今日有效
        req['VolumeCondition'] = defineDict['THOST_FTDC_VC_AV']              # 任意成交量
        req['MinVolume'] = 1                                                 # 最小成交量为1
        
        self.reqOrderInsert(req, self.__reqid)
        
        # 返回订单号，便于某些算法进行动态管理
        return self.__orderref
    
    #----------------------------------------------------------------------
    def cancelOrder(self, instrumentid, exchangeid, orderref, frontid, sessionid):
        """撤单"""
        self.__reqid = self.__reqid + 1
        req = {}
        
        req['InstrumentID'] = instrumentid
        req['ExchangeID'] = exchangeid
        req['OrderRef'] = orderref
        req['FrontID'] = frontid
        req['SessionID'] = sessionid   
        
        req['ActionFlag'] = defineDict['THOST_FTDC_AF_Delete']
        req['BrokerID'] = self.__brokerid
        req['InvestorID'] = self.__userid
        
        self.reqOrderAction(req, self.__reqid)
    
    #----------------------------------------------------------------------
    def getSettlement(self):
        """查询结算信息"""
        self.__reqid = self.__reqid + 1
        req = {}
        
        req['BrokerID'] = self.__brokerid
        req['InvestorID'] = self.__userid
        
        self.reqQrySettlementInfo(req, self.__reqid)
        
    #----------------------------------------------------------------------
    def confirmSettlement(self):
        """确认结算信息"""
        self.__reqid = self.__reqid + 1
        req = {}
        
        req['BrokerID'] = self.__brokerid
        req['InvestorID'] = self.__userid
        
        self.reqSettlementInfoConfirm(req, self.__reqid)