diff --git a/vnpy/api/oes/vnoes.pyd b/vnpy/api/oes/vnoes.pyd index 0521bd71..15e9e834 100644 Binary files a/vnpy/api/oes/vnoes.pyd and b/vnpy/api/oes/vnoes.pyd differ diff --git a/vnpy/api/oes/vnoes.pyi b/vnpy/api/oes/vnoes.pyi index 4a076bb2..6134b2d2 100644 --- a/vnpy/api/oes/vnoes.pyi +++ b/vnpy/api/oes/vnoes.pyi @@ -4,31 +4,6 @@ from typing import * from enum import Enum -class _spk_struct_timespec: - tv_sec: int - tv_nsec: int - ... - -class _spk_struct_timezone: - tz_minuteswest: int - tz_dsttime: int - ... - -class _spk_struct_iovec: - iov_base: Any - iov_len: int - ... - -class STimeval32T: - tv_sec: int - tv_usec: int - ... - -class STimeval64T: - tv_sec: int - tv_usec: int - ... - class OesOrdReqT: clSeqNo: int mktId: int @@ -41,8 +16,10 @@ class OesOrdReqT: ordPrice: int origClOrdId: int userInfo: int - __ordReqOrigSendTime: STimeval32T + __ordReqOrigSendTime: STimeval32T # unknown what to wrap in py ... +_OesOrdReq = OesOrdReqT + class OesOrdCancelReqT: clSeqNo: int @@ -55,8 +32,10 @@ class OesOrdCancelReqT: __ORD_CANCEL_BASE_INFO_filler2: Sequence[int] origClOrdId: int userInfo: int - __ordReqOrigSendTime: STimeval32T + __ordReqOrigSendTime: STimeval32T # unknown what to wrap in py ... +_OesOrdCancelReq = OesOrdCancelReqT + class OesOrdRejectT: clSeqNo: int @@ -70,7 +49,7 @@ class OesOrdRejectT: ordPrice: int origClOrdId: int userInfo: int - __ordReqOrigSendTime: STimeval32T + __ordReqOrigSendTime: STimeval32T # unknown what to wrap in py origClSeqNo: int origClEnvId: int clEnvId: int @@ -80,6 +59,8 @@ class OesOrdRejectT: ordRejReason: int __filler: int ... +_OesOrdReject = OesOrdRejectT + class OesOrdCnfmT: clSeqNo: int @@ -93,7 +74,7 @@ class OesOrdCnfmT: ordPrice: int origClOrdId: int userInfo: int - __ordReqOrigSendTime: STimeval32T + __ordReqOrigSendTime: STimeval32T # unknown what to wrap in py clOrdId: int clientId: int clEnvId: int @@ -125,18 +106,21 @@ class OesOrdCnfmT: branchId: int __rowNum: int __recNum: int - __ordReqOrigRecvTime: STimeval32T - __ordReqCollectedTime: STimeval32T - __ordReqActualDealTime: STimeval32T - __ordReqProcessedTime: STimeval32T - __ordCnfmOrigRecvTime: STimeval32T - __ordCnfmCollectedTime: STimeval32T - __ordCnfmActualDealTime: STimeval32T - __ordCnfmProcessedTime: STimeval32T - __ordDeclareTime: STimeval32T - __ordDeclareDoneTime: STimeval32T - __pushingTime: STimeval32T + __ordReqOrigRecvTime: STimeval32T # unknown what to wrap in py + __ordReqCollectedTime: STimeval32T # unknown what to wrap in py + __ordReqActualDealTime: STimeval32T # unknown what to wrap in py + __ordReqProcessedTime: STimeval32T # unknown what to wrap in py + __ordCnfmOrigRecvTime: STimeval32T # unknown what to wrap in py + __ordCnfmCollectedTime: STimeval32T # unknown what to wrap in py + __ordCnfmActualDealTime: STimeval32T # unknown what to wrap in py + __ordCnfmProcessedTime: STimeval32T # unknown what to wrap in py + __ordDeclareTime: STimeval32T # unknown what to wrap in py + __ordDeclareDoneTime: STimeval32T # unknown what to wrap in py + __pushingTime: STimeval32T # unknown what to wrap in py ... +_OesOrdCnfm = OesOrdCnfmT +OesOrdItemT = OesOrdCnfmT + class OesTrdBaseInfoT: exchTrdNum: int @@ -161,6 +145,8 @@ class OesTrdBaseInfoT: pbuId: int branchId: int ... +_OesTrdBaseInfo = OesTrdBaseInfoT + class OesTrdCnfmT: exchTrdNum: int @@ -197,12 +183,15 @@ class OesTrdCnfmT: cumInterest: int cumFee: int userInfo: int - __trdCnfmOrigRecvTime: STimeval32T - __trdCnfmCollectedTime: STimeval32T - __trdCnfmActualDealTime: STimeval32T - __trdCnfmProcessedTime: STimeval32T - __pushingTime: STimeval32T + __trdCnfmOrigRecvTime: STimeval32T # unknown what to wrap in py + __trdCnfmCollectedTime: STimeval32T # unknown what to wrap in py + __trdCnfmActualDealTime: STimeval32T # unknown what to wrap in py + __trdCnfmProcessedTime: STimeval32T # unknown what to wrap in py + __pushingTime: STimeval32T # unknown what to wrap in py ... +OesTrdItemT = OesTrdCnfmT +_OesTrdCnfm = OesTrdCnfmT + class OesLotWinningBaseInfoT: invAcctId: str @@ -218,6 +207,9 @@ class OesLotWinningBaseInfoT: lotPrice: int lotAmt: int ... +_OesLotWinningBaseInfo = OesLotWinningBaseInfoT +OesLotWinningItemT = OesLotWinningBaseInfoT + class OesFundTrsfBaseInfoT: clSeqNo: int @@ -230,6 +222,8 @@ class OesFundTrsfBaseInfoT: occurAmt: int userInfo: int ... +_OesFundTrsfBaseInfo = OesFundTrsfBaseInfoT + class OesFundTrsfReqT: clSeqNo: int @@ -242,6 +236,8 @@ class OesFundTrsfReqT: occurAmt: int userInfo: int ... +_OesFundTrsfReq = OesFundTrsfReqT + class OesFundTrsfRejectT: clSeqNo: int @@ -261,6 +257,8 @@ class OesFundTrsfRejectT: rejReason: int errorInfo: str ... +_OesFundTrsfReject = OesFundTrsfRejectT + class OesFundTrsfReportT: clSeqNo: int @@ -286,6 +284,9 @@ class OesFundTrsfReportT: allotSerialNo: str errorInfo: str ... +_OesFundTrsfReport = OesFundTrsfReportT +OesFundTransferSerialItemT = OesFundTrsfReportT + class OesIssueBaseInfoT: securityId: str @@ -307,11 +308,16 @@ class OesIssueBaseInfoT: ceilPrice: int floorPrice: int ... +_OesIssueBaseInfo = OesIssueBaseInfoT +OesIssueItemT = OesIssueBaseInfoT + class OesPriceLimitT: ceilPrice: int floorPrice: int ... +_OesPriceLimit = OesPriceLimitT + class OesStockBaseInfoT: securityId: str @@ -342,6 +348,9 @@ class OesStockBaseInfoT: securityName: str fundId: str ... +OesStockItemT = OesStockBaseInfoT +_OesStockBaseInfo = OesStockBaseInfoT + class OesEtfBaseInfoT: fundId: str @@ -369,6 +378,9 @@ class OesEtfBaseInfoT: netCreationLimit: int netRedemLimit: int ... +_OesEtfBaseInfo = OesEtfBaseInfoT +OesEtfItemT = OesEtfBaseInfoT + class OesEtfComponentBaseInfoT: fundId: str @@ -383,6 +395,8 @@ class OesEtfComponentBaseInfoT: creationSubCash: int redemptionCashSub: int ... +_OesEtfComponentBaseInfo = OesEtfComponentBaseInfoT + class OesOptionBaseInfoT: securityId: str @@ -420,6 +434,9 @@ class OesOptionBaseInfoT: underlyingClosePrice: int securityName: str ... +_OesOptionBaseInfo = OesOptionBaseInfoT +OesOptionItemT = OesOptionBaseInfoT + class OesCashAssetBaseInfoT: cashAcctId: str @@ -446,6 +463,8 @@ class OesCashAssetBaseInfoT: marginAmt: int marginFrzAmt: int ... +_OesCashAssetBaseInfo = OesCashAssetBaseInfoT + class OesCustBaseInfoT: custId: str @@ -459,6 +478,9 @@ class OesCustBaseInfoT: branchId: int __CUST_BASE_filler2: int ... +_OesCustBaseInfo = OesCustBaseInfoT +OesCustItemT = OesCustBaseInfoT + class OesInvAcctBaseInfoT: invAcctId: str @@ -474,6 +496,8 @@ class OesInvAcctBaseInfoT: pbuId: int subscriptionQuota: int ... +_OesInvAcctBaseInfo = OesInvAcctBaseInfoT + class OesStkHoldingBaseInfoT: invAcctId: str @@ -501,6 +525,8 @@ class OesStkHoldingBaseInfoT: coveredFrzHld: int coveredHld: int ... +_OesStkHoldingBaseInfo = OesStkHoldingBaseInfoT + class OesOptHoldingBaseInfoT: invAcctId: str @@ -515,6 +541,8 @@ class OesOptHoldingBaseInfoT: hldRB: int hldRC: int ... +_OesOptHoldingBaseInfo = OesOptHoldingBaseInfoT + class OesMarketStateInfoT: exchId: int @@ -523,6 +551,9 @@ class OesMarketStateInfoT: mktState: int __filler: Sequence[int] ... +_OesMarketStateInfo = OesMarketStateInfoT +OesMarketStateItemT = OesMarketStateInfoT + class OesTradingPermissionEntryT: permissionNo: int @@ -533,6 +564,8 @@ class OesTradingPermissionEntryT: applicableMarkets: Sequence[int] permissionMemo: str ... +_OesTradingPermissionEntry = OesTradingPermissionEntryT + class OesInputSourceInfoT: sourceIp: str @@ -541,6 +574,8 @@ class OesInputSourceInfoT: __filler: Sequence[int] sourceDriverId: str ... +_OesInputSourceInfo = OesInputSourceInfoT + class SMsgHeadT: msgFlag: int @@ -549,6 +584,8 @@ class SMsgHeadT: detailStatus: int msgSize: int ... +_SMsgHead = SMsgHeadT + class OesQryCursorT: seqNo: int @@ -556,11 +593,15 @@ class OesQryCursorT: __filler: Sequence[int] userInfo: int ... +_OesQryCursor = OesQryCursorT + class OesQryReqHeadT: maxPageSize: int lastPosition: int ... +_OesQryReqHead = OesQryReqHeadT + class OesQryRspHeadT: itemCount: int @@ -569,6 +610,8 @@ class OesQryRspHeadT: __filler: Sequence[int] userInfo: int ... +_OesQryRspHead = OesQryRspHeadT + class OesQryOrdFilterT: custId: str @@ -585,16 +628,22 @@ class OesQryOrdFilterT: endTime: int userInfo: int ... +_OesQryOrdFilter = OesQryOrdFilterT + class OesQryOrdReqT: reqHead: OesQryReqHeadT qryFilter: OesQryOrdFilterT ... +_OesQryOrdReq = OesQryOrdReqT + class OesQryOrdRspT: rspHead: OesQryRspHeadT qryItems: Sequence[OesOrdCnfmT] ... +_OesQryOrdRsp = OesQryOrdRspT + class OesQryTrdFilterT: custId: str @@ -610,22 +659,30 @@ class OesQryTrdFilterT: endTime: int userInfo: int ... +_OesQryTrdFilter = OesQryTrdFilterT + class OesQryTrdReqT: reqHead: OesQryReqHeadT qryFilter: OesQryTrdFilterT ... +_OesQryTrdReq = OesQryTrdReqT + class OesQryTrdRspT: rspHead: OesQryRspHeadT qryItems: Sequence[OesTrdCnfmT] ... +_OesQryTrdRsp = OesQryTrdRspT + class OesQryCashAssetFilterT: custId: str cashAcctId: str userInfo: int ... +_OesQryCashAssetFilter = OesQryCashAssetFilterT + class OesCashAssetItemT: cashAcctId: str @@ -655,16 +712,22 @@ class OesCashAssetItemT: currentAvailableBal: int currentDrawableBal: int ... +_OesCashAssetItem = OesCashAssetItemT + class OesQryCashAssetReqT: reqHead: OesQryReqHeadT qryFilter: OesQryCashAssetFilterT ... +_OesQryCashAssetReq = OesQryCashAssetReqT + class OesQryCashAssetRspT: rspHead: OesQryRspHeadT qryItems: Sequence[OesCashAssetItemT] ... +_OesQryCashAssetRsp = OesQryCashAssetRspT + class OesCounterCashItemT: cashAcctId: str @@ -681,14 +744,20 @@ class OesCounterCashItemT: counterCashUpdateTime: int __reserve: Sequence[int] ... +_OesCounterCashItem = OesCounterCashItemT + class OesQryCounterCashReqT: cashAcctId: str ... +_OesQryCounterCashReq = OesQryCounterCashReqT + class OesQryCounterCashRspT: counterCashItem: OesCounterCashItemT ... +_OesQryCounterCashRsp = OesQryCounterCashRspT + class OesQryStkHoldingFilterT: custId: str @@ -699,6 +768,9 @@ class OesQryStkHoldingFilterT: __filler: Sequence[int] userInfo: int ... +_OesQryStkHoldingFilter = OesQryStkHoldingFilterT +OesQryOptHoldingFilterT = OesQryStkHoldingFilterT + class OesStkHoldingItemT: invAcctId: str @@ -732,16 +804,22 @@ class OesStkHoldingItemT: sumHld: int costPrice: int ... +_OesStkHoldingItem = OesStkHoldingItemT + class OesQryStkHoldingReqT: reqHead: OesQryReqHeadT qryFilter: OesQryStkHoldingFilterT ... +_OesQryStkHoldingReq = OesQryStkHoldingReqT + class OesQryStkHoldingRspT: qryHead: OesQryRspHeadT qryItems: Sequence[OesStkHoldingItemT] ... +_OesQryStkHoldingRsp = OesQryStkHoldingRspT + class OesOptHoldingItemT: invAcctId: str @@ -756,31 +834,43 @@ class OesOptHoldingItemT: hldRB: int hldRC: int ... +_OesOptHoldingItem = OesOptHoldingItemT + class OesQryOptHoldingReqT: reqHead: OesQryReqHeadT qryFilter: OesQryStkHoldingFilterT ... +_OesQryOptHoldingReq = OesQryOptHoldingReqT + class OesQryOptHoldingRspT: rspHead: OesQryRspHeadT qryItems: Sequence[OesOptHoldingItemT] ... +_OesQryHoldRsp = OesQryOptHoldingRspT + class OesQryCustFilterT: custId: str userInfo: int ... +_OesQryCustFilter = OesQryCustFilterT + class OesQryCustReqT: reqHead: OesQryReqHeadT qryFilter: OesQryCustFilterT ... +_OesQryCustReq = OesQryCustReqT + class OesQryCustRspT: rspHead: OesQryRspHeadT qryItems: Sequence[OesCustBaseInfoT] ... +_OesQryCustRsp = OesQryCustRspT + class OesQryInvAcctFilterT: custId: str @@ -789,6 +879,8 @@ class OesQryInvAcctFilterT: __filler: Sequence[int] userInfo: int ... +_OesQryInvAcctFilter = OesQryInvAcctFilterT + class OesInvAcctItemT: invAcctId: str @@ -805,16 +897,22 @@ class OesInvAcctItemT: subscriptionQuota: int custId: str ... +_OesInvAcctItem = OesInvAcctItemT + class OesQryInvAcctReqT: reqHead: OesQryReqHeadT qryFilter: OesQryInvAcctFilterT ... +_OesQryInvAcctReq = OesQryInvAcctReqT + class OesQryInvAcctRspT: rspHead: OesQryRspHeadT qryItems: Sequence[OesInvAcctItemT] ... +_OesQryInvAcctRsp = OesQryInvAcctRspT + class OesInvAcctOverviewT: invAcctId: str @@ -840,6 +938,8 @@ class OesInvAcctOverviewT: trdCnt: int __reserve: int ... +_OesInvAcctOverview = OesInvAcctOverviewT + class OesCashAcctOverviewT: cashAcctId: str @@ -853,6 +953,8 @@ class OesCashAcctOverviewT: __filler: Sequence[int] __reserve: int ... +_OesCashAcctOverview = OesCashAcctOverviewT + class OesCustOverviewT: custId: str @@ -875,6 +977,8 @@ class OesCustOverviewT: szOptionInvAcct: OesInvAcctOverviewT __reserve: int ... +_OesCustOverview = OesCustOverviewT + class OesClientOverviewT: clientId: int @@ -907,6 +1011,8 @@ class OesClientOverviewT: __filler4: int custItems: Sequence[OesCustOverviewT] ... +_OesClientOverview = OesClientOverviewT + class OesQryCommissionRateFilterT: custId: str @@ -916,6 +1022,8 @@ class OesQryCommissionRateFilterT: __filler: Sequence[int] userInfo: int ... +_OesQryCommissionRateFilter = OesQryCommissionRateFilterT + class OesCommissionRateItemT: custId: str @@ -932,16 +1040,22 @@ class OesCommissionRateItemT: minFee: int maxFee: int ... +_OesCommissionRateItem = OesCommissionRateItemT + class OesQryCommissionRateReqT: reqHead: OesQryReqHeadT qryFilter: OesQryCommissionRateFilterT ... +_OesQryCommissionRateReq = OesQryCommissionRateReqT + class OesQryCommissionRateRspT: rspHead: OesQryRspHeadT qryItems: Sequence[OesCommissionRateItemT] ... +_OesQryCommissionRateRsp = OesQryCommissionRateRspT + class OesQryFundTransferSerialFilterT: custId: str @@ -951,16 +1065,22 @@ class OesQryFundTransferSerialFilterT: __filler: Sequence[int] userInfo: int ... +_OesQryFundTransferSerialFilter = OesQryFundTransferSerialFilterT + class OesQryFundTransferSerialReqT: reqHead: OesQryReqHeadT qryFilter: OesQryFundTransferSerialFilterT ... +_OesQryFundTransferSerialReq = OesQryFundTransferSerialReqT + class OesQryFundTransferSerialRspT: rspHead: OesQryRspHeadT qryItems: Sequence[OesFundTrsfReportT] ... +_OesQryFundTransferSerialRsp = OesQryFundTransferSerialRspT + class OesQryLotWinningFilterT: custId: str @@ -972,16 +1092,22 @@ class OesQryLotWinningFilterT: endDate: int userInfo: int ... +_OesQryLotWinningFilter = OesQryLotWinningFilterT + class OesQryLotWinningReqT: reqHead: OesQryReqHeadT qryFilter: OesQryLotWinningFilterT ... +_OesQryLotWinningReq = OesQryLotWinningReqT + class OesQryLotWinningRspT: rspHead: OesQryRspHeadT qryItems: Sequence[OesLotWinningBaseInfoT] ... +_OesQryLotWinningRsp = OesQryLotWinningRspT + class OesQryIssueFilterT: securityId: str @@ -989,16 +1115,22 @@ class OesQryIssueFilterT: __filler: Sequence[int] userInfo: int ... +_OesQryIssueFilter = OesQryIssueFilterT + class OesQryIssueReqT: reqHead: OesQryReqHeadT qryFilter: OesQryIssueFilterT ... +_OesQryIssueReq = OesQryIssueReqT + class OesQryIssueRspT: rspHead: OesQryRspHeadT qryItems: Sequence[OesIssueBaseInfoT] ... +_OesQryIssueRsp = OesQryIssueRspT + class OesQryStockFilterT: securityId: str @@ -1008,16 +1140,22 @@ class OesQryStockFilterT: __filler: Sequence[int] userInfo: int ... +_OesQryStockFilter = OesQryStockFilterT + class OesQryStockReqT: reqHead: OesQryReqHeadT qryFilter: OesQryStockFilterT ... +_OesQryStockReq = OesQryStockReqT + class OesQryStockRspT: rspHead: OesQryRspHeadT qryItems: Sequence[OesStockBaseInfoT] ... +_OesQryStockRsp = OesQryStockRspT + class OesQryEtfFilterT: fundId: str @@ -1025,21 +1163,29 @@ class OesQryEtfFilterT: __filler: Sequence[int] userInfo: int ... +_OesQryEtfFilter = OesQryEtfFilterT + class OesQryEtfReqT: reqHead: OesQryReqHeadT qryFilter: OesQryEtfFilterT ... +_OesQryEtfReq = OesQryEtfReqT + class OesQryEtfRspT: rspHead: OesQryRspHeadT qryItems: Sequence[OesEtfBaseInfoT] ... +_OesQryEtfRsp = OesQryEtfRspT + class OesQryEtfComponentFilterT: fundId: str userInfo: int ... +_OesQryEtfComponentFilter = OesQryEtfComponentFilterT + class OesEtfComponentItemT: securityId: str @@ -1054,16 +1200,22 @@ class OesEtfComponentItemT: redemptionCashSub: int fundId: str ... +_OesEtfComponentItem = OesEtfComponentItemT + class OesQryEtfComponentReqT: reqHead: OesQryReqHeadT qryFilter: OesQryEtfComponentFilterT ... +_OesQryEtfComponentReq = OesQryEtfComponentReqT + class OesQryEtfComponentRspT: rspHead: OesQryRspHeadT qryItems: Sequence[OesEtfComponentItemT] ... +_OesQryEtfComponentRsp = OesQryEtfComponentRspT + class OesQryOptionFilterT: securityId: str @@ -1071,21 +1223,29 @@ class OesQryOptionFilterT: __filler: Sequence[int] userInfo: int ... +_OesQryOptionFilter = OesQryOptionFilterT + class OesQryOptionReqT: reqHead: OesQryReqHeadT qryFilter: OesQryOptionFilterT ... +_OesQryOptionReq = OesQryOptionReqT + class OesQryOptionRspT: rspHead: OesQryRspHeadT qryItems: Sequence[OesOptionBaseInfoT] ... +_OesQryOptionRsp = OesQryOptionRspT + class OesQryTradingDayRspT: tradingDay: int __filler: int ... +_OesQryTradingDayRsp = OesQryTradingDayRspT + class OesQryMarketStateFilterT: exchId: int @@ -1093,16 +1253,22 @@ class OesQryMarketStateFilterT: __filler: Sequence[int] userInfo: int ... +_OesQryMarketStateFilter = OesQryMarketStateFilterT + class OesQryMarketStateReqT: reqHead: OesQryReqHeadT qryFilter: OesQryMarketStateFilterT ... +_OesQryMarketStateReq = OesQryMarketStateReqT + class OesQryMarketStateRspT: rspHead: OesQryRspHeadT qryItems: Sequence[OesMarketStateInfoT] ... +_OesQryMarketStateRsp = OesQryMarketStateRspT + class OesQryReqMsgT: qryOrd: OesQryOrdReqT @@ -1123,6 +1289,8 @@ class OesQryReqMsgT: qryMktState: OesQryMarketStateReqT qryCounterCash: OesQryCounterCashReqT ... +_OesQryReqMsg = OesQryReqMsgT + class OesQryRspMsgT: ordRsp: OesQryOrdRspT @@ -1145,6 +1313,8 @@ class OesQryRspMsgT: clientOverview: OesClientOverviewT counterCashRsp: OesQryCounterCashRspT ... +_OesQryRspMsg = OesQryRspMsgT + class OesLogonReqT: encryptMethod: int @@ -1162,6 +1332,8 @@ class OesLogonReqT: lastOutMsgSeq: int clientDriverId: str ... +_OesLogonReq = OesLogonReqT + class OesLogonRspT: encryptMethod: int @@ -1180,6 +1352,8 @@ class OesLogonRspT: lastInMsgSeq: int lastOutMsgSeq: int ... +_OesLogonRsp = OesLogonRspT + class OesReportSynchronizationReqT: lastRptSeqNum: int @@ -1187,6 +1361,8 @@ class OesReportSynchronizationReqT: __filler: Sequence[int] subscribeRptTypes: int ... +_OesReportSynchronizationReq = OesReportSynchronizationReqT + class OesReportSynchronizationRspT: lastRptSeqNum: int @@ -1194,12 +1370,16 @@ class OesReportSynchronizationRspT: __filler: Sequence[int] subscribeRptTypes: int ... +_OesReportSynchronizationRsp = OesReportSynchronizationRspT + class OesTestRequestReqT: testReqId: str sendTime: str __filler: str ... +_OesTestRequestReq = OesTestRequestReqT + class OesTestRequestRspT: testReqId: str @@ -1207,10 +1387,12 @@ class OesTestRequestRspT: __filler1: str respTime: str __filler2: str - __recvTime: STimeval32T - __collectedTime: STimeval32T - __pushingTime: STimeval32T + __recvTime: STimeval32T # unknown what to wrap in py + __collectedTime: STimeval32T # unknown what to wrap in py + __pushingTime: STimeval32T # unknown what to wrap in py ... +_OesTestRequestRsp = OesTestRequestRspT + class OesChangePasswordReqT: encryptMethod: int @@ -1220,6 +1402,8 @@ class OesChangePasswordReqT: oldPassword: str newPassword: str ... +_OesChangePasswordReq = OesChangePasswordReqT + class OesChangePasswordRspT: encryptMethod: int @@ -1233,16 +1417,22 @@ class OesChangePasswordRspT: transTime: int rejReason: int ... +_OesChangePasswordRsp = OesChangePasswordRspT + class OesBatchOrdersHeadT: itemCount: int __filler: int ... +_OesBatchOrdersHead = OesBatchOrdersHeadT + class OesBatchOrdersReqT: batchHead: OesBatchOrdersHeadT items: Sequence[OesOrdReqT] ... +_OesBatchOrdersReq = OesBatchOrdersReqT + class OesRptMsgHeadT: rptSeqNum: int @@ -1251,6 +1441,8 @@ class OesRptMsgHeadT: bodyLength: int ordRejReason: int ... +_OesRptMsgHead = OesRptMsgHeadT + class OesRptMsgBodyT: ordInsertRsp: OesOrdCnfmT @@ -1263,11 +1455,15 @@ class OesRptMsgBodyT: stkHoldingRpt: OesStkHoldingItemT optHoldingRpt: OesOptHoldingItemT ... +_OesRptMsgBody = OesRptMsgBodyT + class OesRptMsgT: rptHead: OesRptMsgHeadT rptBody: OesRptMsgBodyT ... +_OesRptMsg = OesRptMsgT + class OesReqMsgBodyT: ordReq: OesOrdReqT @@ -1279,6 +1475,8 @@ class OesReqMsgBodyT: rptSyncReq: OesReportSynchronizationReqT logonReq: OesLogonReqT ... +_OesReqMsgBody = OesReqMsgBodyT + class OesRspMsgBodyT: rptMsg: OesRptMsgT @@ -1288,6 +1486,8 @@ class OesRspMsgBodyT: reportSynchronizationRsp: OesReportSynchronizationRspT logonRsp: OesLogonRspT ... +_OesRspMsgBody = OesRspMsgBodyT + class SErrMsgT: __index: int @@ -1297,6 +1497,8 @@ class SErrMsgT: __msgSize: int MSG: str ... +_SErrMsg = SErrMsgT + class SDataBufferT: dataSize: int @@ -1304,6 +1506,8 @@ class SDataBufferT: buffer: char *const # unknown what to wrap in py __ref: Any ... +_SDataBuffer = SDataBufferT + class _SDataBufferVar: dataSize: int @@ -1312,14 +1516,19 @@ class _SDataBufferVar: __ref: Any ... + class SSocketUriInfoT: uri: str ... +_SSocketUriInfo = SSocketUriInfoT + class SSocketIpPortInfoT: port: int ip: str ... +_SSocketIpPortInfo = SSocketIpPortInfoT + class SSocketChannelInfoT: remotePort: int @@ -1329,6 +1538,8 @@ class SSocketChannelInfoT: _isSendBroken: int remoteAddr: str ... +_SSocketChannelInfo = SSocketChannelInfoT + class SSocketOptionConfigT: soRcvbuf: int @@ -1348,6 +1559,8 @@ class SSocketOptionConfigT: localSendingIp: str mcastInterfaceIp: str ... +_SSocketOptionConfig = SSocketOptionConfigT + class SGeneralClientChannelT: heartBtInt: int @@ -1383,9 +1596,13 @@ class SGeneralClientChannelT: __groupFlag: int __protocolHints: int __filler: Sequence[int] - __reserveData: union (anonymous union at oes_libs-0.15.7.4-release\include\sutil/net/spk_general_client_define.h:181:5) # unknown what to wrap in py - __extData: union (anonymous union at oes_libs-0.15.7.4-release\include\sutil/net/spk_general_client_define.h:197:5) # unknown what to wrap in py + __reserveData: union (anonymous union at vnoes/include\sutil/net/spk_general_client_define.h:181:5) # unknown what to wrap in py + __extData: union (anonymous union at vnoes/include\sutil/net/spk_general_client_define.h:197:5) # unknown what to wrap in py ... +OesApiSessionInfoT = SGeneralClientChannelT +_SGeneralClientChannel = SGeneralClientChannelT +MdsApiSessionInfoT = SGeneralClientChannelT + class SGeneralClientChannelGroupT: channelCount: int @@ -1396,6 +1613,10 @@ class SGeneralClientChannelGroupT: __filler: Sequence[int] __fdSet: fd_set # unknown what to wrap in py ... +MdsApiChannelGroupT = SGeneralClientChannelGroupT +OesApiChannelGroupT = SGeneralClientChannelGroupT +_SGeneralClientChannelGroup = SGeneralClientChannelGroupT + class SGeneralClientAddrInfoT: uri: str @@ -1405,6 +1626,10 @@ class SGeneralClientAddrInfoT: hostNum: int __filler: Sequence[int] ... +_SGeneralClientAddrInfo = SGeneralClientAddrInfoT +OesApiAddrInfoT = SGeneralClientAddrInfoT +MdsApiAddrInfoT = SGeneralClientAddrInfoT + class SGeneralClientRemoteCfgT: addrCnt: int @@ -1419,12 +1644,18 @@ class SGeneralClientRemoteCfgT: addrList: Sequence[SGeneralClientAddrInfoT] socketOpt: SSocketOptionConfigT ... +_SGeneralClientRemoteCfg = SGeneralClientRemoteCfgT +MdsApiRemoteCfgT = SGeneralClientRemoteCfgT +OesApiRemoteCfgT = SGeneralClientRemoteCfgT + class OesApiSubscribeInfoT: clEnvId: int __filler: Sequence[int] rptTypes: int ... +_OesApiSubscribeInfo = OesApiSubscribeInfoT + class OesApiClientCfgT: ordChannelCfg: SGeneralClientRemoteCfgT @@ -1432,12 +1663,16 @@ class OesApiClientCfgT: qryChannelCfg: SGeneralClientRemoteCfgT subscribeInfo: OesApiSubscribeInfoT ... +_OesApiClientCfg = OesApiClientCfgT + class OesApiClientEnvT: ordChannel: SGeneralClientChannelT rptChannel: SGeneralClientChannelT qryChannel: SGeneralClientChannelT ... +_OesApiClientEnv = OesApiClientEnvT + class MdsTradingSessionStatusMsgT: exchId: int @@ -1453,12 +1688,14 @@ class MdsTradingSessionStatusMsgT: __filler3: Sequence[int] __dataVersion: int __origTickSeq: int - __origNetTime: STimeval32T - __recvTime: STimeval32T - __collectedTime: STimeval32T - __processedTime: STimeval32T - __pushingTime: STimeval32T + __origNetTime: STimeval32T # unknown what to wrap in py + __recvTime: STimeval32T # unknown what to wrap in py + __collectedTime: STimeval32T # unknown what to wrap in py + __processedTime: STimeval32T # unknown what to wrap in py + __pushingTime: STimeval32T # unknown what to wrap in py ... +_MdsTradingSessionStatusMsg = MdsTradingSessionStatusMsgT + class MdsSecurityStatusMsgT: exchId: int @@ -1479,18 +1716,22 @@ class MdsSecurityStatusMsgT: NoSwitch: int __filler4: int switches: Sequence[None] - __origNetTime: STimeval32T - __recvTime: STimeval32T - __collectedTime: STimeval32T - __processedTime: STimeval32T - __pushingTime: STimeval32T + __origNetTime: STimeval32T # unknown what to wrap in py + __recvTime: STimeval32T # unknown what to wrap in py + __collectedTime: STimeval32T # unknown what to wrap in py + __processedTime: STimeval32T # unknown what to wrap in py + __pushingTime: STimeval32T # unknown what to wrap in py ... +_MdsSecurityStatusMsg = MdsSecurityStatusMsgT + class MdsPriceLevelEntryT: Price: int NumberOfOrders: int OrderQty: int ... +_MdsPriceLevelEntry = MdsPriceLevelEntryT + class MdsMktDataSnapshotHeadT: exchId: int @@ -1505,12 +1746,14 @@ class MdsMktDataSnapshotHeadT: __channelNo: int __dataVersion: int __origTickSeq: int - __origNetTime: STimeval32T - __recvTime: STimeval32T - __collectedTime: STimeval32T - __processedTime: STimeval32T - __pushingTime: STimeval32T + __origNetTime: STimeval32T # unknown what to wrap in py + __recvTime: STimeval32T # unknown what to wrap in py + __collectedTime: STimeval32T # unknown what to wrap in py + __processedTime: STimeval32T # unknown what to wrap in py + __pushingTime: STimeval32T # unknown what to wrap in py ... +_MdsMktDataSnapshotHead = MdsMktDataSnapshotHeadT + class MdsIndexSnapshotBodyT: SecurityID: str @@ -1528,6 +1771,8 @@ class MdsIndexSnapshotBodyT: StockNum: int __filler1: int ... +_MdsIndexSnapshotBody = MdsIndexSnapshotBodyT + class MdsStockSnapshotBodyT: SecurityID: str @@ -1548,12 +1793,16 @@ class MdsStockSnapshotBodyT: BidLevels: Sequence[MdsPriceLevelEntryT] OfferLevels: Sequence[MdsPriceLevelEntryT] ... +_MdsStockSnapshotBody = MdsStockSnapshotBodyT + class MdsL1SnapshotBodyT: stock: MdsStockSnapshotBodyT option: MdsStockSnapshotBodyT index: MdsIndexSnapshotBodyT ... +_MdsL1SnapshotBody = MdsL1SnapshotBodyT + class MdsL2StockSnapshotBodyT: SecurityID: str @@ -1580,6 +1829,8 @@ class MdsL2StockSnapshotBodyT: BidLevels: Sequence[MdsPriceLevelEntryT] OfferLevels: Sequence[MdsPriceLevelEntryT] ... +_MdsL2StockSnapshotBody = MdsL2StockSnapshotBodyT + class MdsL2StockSnapshotIncrementalT: NumTrades: int @@ -1606,6 +1857,8 @@ class MdsL2StockSnapshotIncrementalT: PriceLevelOperator: Sequence[int] PriceLevels: Sequence[MdsPriceLevelEntryT] ... +_MdsL2StockSnapshotIncremental = MdsL2StockSnapshotIncrementalT + class MdsL2BestOrdersSnapshotBodyT: SecurityID: str @@ -1618,6 +1871,8 @@ class MdsL2BestOrdersSnapshotBodyT: BidOrderQty: Sequence[int] OfferOrderQty: Sequence[int] ... +_MdsL2BestOrdersSnapshotBody = MdsL2BestOrdersSnapshotBodyT + class MdsL2BestOrdersSnapshotIncrementalT: TotalVolumeTraded: int @@ -1634,6 +1889,8 @@ class MdsL2BestOrdersSnapshotIncrementalT: OperatorEntryID: Sequence[int] OrderQty: Sequence[int] ... +_MdsL2BestOrdersSnapshotIncremental = MdsL2BestOrdersSnapshotIncrementalT + class MdsL2VirtualAuctionPriceT: SecurityID: str @@ -1643,6 +1900,8 @@ class MdsL2VirtualAuctionPriceT: VirtualAuctionQty: int LeavesQty: int ... +_MdsL2VirtualAuctionPrice = MdsL2VirtualAuctionPriceT + class MdsL2MarketOverviewT: OrigDate: int @@ -1650,6 +1909,8 @@ class MdsL2MarketOverviewT: __exchSendingTime: int __mdsRecvTime: int ... +_MdsL2MarketOverview = MdsL2MarketOverviewT + class MdsL2SnapshotBodyT: l2Stock: MdsL2StockSnapshotBodyT @@ -1660,6 +1921,8 @@ class MdsL2SnapshotBodyT: l2VirtualAuctionPrice: MdsL2VirtualAuctionPriceT l2MarketOverview: MdsL2MarketOverviewT ... +_MdsL2SnapshotBody = MdsL2SnapshotBodyT + class MdsMktDataSnapshotT: head: MdsMktDataSnapshotHeadT @@ -1673,6 +1936,8 @@ class MdsMktDataSnapshotT: l2VirtualAuctionPrice: MdsL2VirtualAuctionPriceT l2MarketOverview: MdsL2MarketOverviewT ... +_MdsMktDataSnapshot = MdsMktDataSnapshotT + class MdsL2TradeT: exchId: int @@ -1695,12 +1960,14 @@ class MdsL2TradeT: TradeMoney: int BidApplSeqNum: int OfferApplSeqNum: int - __origNetTime: STimeval32T - __recvTime: STimeval32T - __collectedTime: STimeval32T - __processedTime: STimeval32T - __pushingTime: STimeval32T + __origNetTime: STimeval32T # unknown what to wrap in py + __recvTime: STimeval32T # unknown what to wrap in py + __collectedTime: STimeval32T # unknown what to wrap in py + __processedTime: STimeval32T # unknown what to wrap in py + __pushingTime: STimeval32T # unknown what to wrap in py ... +_MdsL2Trade = MdsL2TradeT + class MdsL2OrderT: exchId: int @@ -1720,12 +1987,14 @@ class MdsL2OrderT: __origTickSeq: int Price: int OrderQty: int - __origNetTime: STimeval32T - __recvTime: STimeval32T - __collectedTime: STimeval32T - __processedTime: STimeval32T - __pushingTime: STimeval32T + __origNetTime: STimeval32T # unknown what to wrap in py + __recvTime: STimeval32T # unknown what to wrap in py + __collectedTime: STimeval32T # unknown what to wrap in py + __processedTime: STimeval32T # unknown what to wrap in py + __pushingTime: STimeval32T # unknown what to wrap in py ... +_MdsL2Order = MdsL2OrderT + class MdsL2TickLostT: exchId: int @@ -1737,6 +2006,8 @@ class MdsL2TickLostT: endApplSeqNum: int __origTickSeq: int ... +_MdsL2TickLost = MdsL2TickLostT + class MdsQryMktDataSnapshotReqT: exchId: int @@ -1744,12 +2015,17 @@ class MdsQryMktDataSnapshotReqT: __filler: Sequence[int] instrId: int ... +_MdsQryMktDataSnapshotReq = MdsQryMktDataSnapshotReqT +MdsQrySecurityStatusReqT = MdsQryMktDataSnapshotReqT + class MdsQryTrdSessionStatusReqT: exchId: int securityType: int __filler: Sequence[int] ... +_MdsQryTrdSessionStatusReq = MdsQryTrdSessionStatusReqT + class MdsLogonReqT: encryptMethod: int @@ -1758,6 +2034,8 @@ class MdsLogonReqT: password: str applVerId: str ... +_MdsLogonReq = MdsLogonReqT + class MdsLogonRspT: encryptMethod: int @@ -1770,6 +2048,8 @@ class MdsLogonRspT: leaderHostNum: int __filler: Sequence[int] ... +_MdsLogonRsp = MdsLogonRspT + class MdsMktDataRequestEntryT: exchId: int @@ -1777,6 +2057,8 @@ class MdsMktDataRequestEntryT: __filler: Sequence[int] instrId: int ... +_MdsMktDataRequestEntry = MdsMktDataRequestEntryT + class MdsMktDataRequestReqT: subMode: int @@ -1795,11 +2077,16 @@ class MdsMktDataRequestReqT: beginTime: int subSecurityCnt: int ... +_MdsMktDataRequestReq = MdsMktDataRequestReqT + class MdsMktDataRequestReqBufT: mktDataRequestReq: MdsMktDataRequestReqT entries: Sequence[MdsMktDataRequestEntryT] ... +MdsApiSubscribeInfoT = MdsMktDataRequestReqBufT +_MdsMktDataRequestReqBuf = MdsMktDataRequestReqBufT + class MdsMktDataRequestRspT: subMode: int @@ -1817,12 +2104,16 @@ class MdsMktDataRequestRspT: szseIndexSubscribed: int szseOptionSubscribed: int ... +_MdsMktDataRequestRsp = MdsMktDataRequestRspT + class MdsTestRequestReqT: testReqId: str sendTime: str __filler: str ... +_MdsTestRequestReq = MdsTestRequestReqT + class MdsTestRequestRspT: testReqId: str @@ -1830,10 +2121,12 @@ class MdsTestRequestRspT: __filler1: str respTime: str __filler2: str - __recvTime: STimeval32T - __collectedTime: STimeval32T - __pushingTime: STimeval32T + __recvTime: STimeval32T # unknown what to wrap in py + __collectedTime: STimeval32T # unknown what to wrap in py + __pushingTime: STimeval32T # unknown what to wrap in py ... +_MdsTestRequestRsp = MdsTestRequestRspT + class MdsMktReqMsgBodyT: wholeMktDataReqBuf: MdsMktDataRequestReqBufT @@ -1844,6 +2137,8 @@ class MdsMktReqMsgBodyT: qrySecurityStatusReq: MdsQryMktDataSnapshotReqT qryTrdSessionStatusReq: MdsQryTrdSessionStatusReqT ... +_MdsMktReqMsgBody = MdsMktReqMsgBodyT + class MdsMktRspMsgBodyT: mktDataRequestRsp: MdsMktDataRequestRspT @@ -1856,12 +2151,16 @@ class MdsMktRspMsgBodyT: trdSessionStatus: MdsTradingSessionStatusMsgT securityStatus: MdsSecurityStatusMsgT ... +_MdsMktRspMsgBody = MdsMktRspMsgBodyT + class MdsUdpPktHeadT: msgCnt: int pktSiz: int pktSeq: int ... +_MdsUdpPktHead = MdsUdpPktHeadT + class MdsApiClientCfgT: tcpChannelCfg: SGeneralClientRemoteCfgT @@ -1872,6 +2171,8 @@ class MdsApiClientCfgT: udpOrderChannelCfg: SGeneralClientRemoteCfgT subscribeInfo: MdsMktDataRequestReqBufT ... +_MdsApiClientCfg = MdsApiClientCfgT + class MdsApiClientEnvT: tcpChannel: SGeneralClientChannelT @@ -1882,72 +2183,11 @@ class MdsApiClientEnvT: udpOrderChannel: SGeneralClientChannelT udpChannelGroup: SGeneralClientChannelGroupT ... +_MdsApiClientEnv = MdsApiClientEnvT -class helper: - - @staticmethod - def mdstojson( - pRspHead: SMsgHeadT, - pRspBody: Any, - pRemoteInfo: str, - ) -> int: - ... - - - @staticmethod - def oestojson( - pRspHead: SMsgHeadT, - pRspBody: Any, - pRemoteInfo: str, - ) -> int: - ... - - ... class cast: - def to_spk_struct_timespec(self, - v: Any, - ) -> _spk_struct_timespec: - ... - - - def to_spk_struct_timezone(self, - v: Any, - ) -> _spk_struct_timezone: - ... - - - def to_spk_struct_iovec(self, - v: Any, - ) -> _spk_struct_iovec: - ... - - - def toSTimeval32T(self, - v: Any, - ) -> STimeval32T: - ... - - - def to_spk_struct_timeval32(self, - v: Any, - ) -> STimeval32T: - ... - - - def toSTimeval64T(self, - v: Any, - ) -> STimeval64T: - ... - - - def to_spk_struct_timeval64(self, - v: Any, - ) -> STimeval64T: - ... - - def toOesOrdReqT(self, v: Any, ) -> OesOrdReqT: @@ -2026,13 +2266,13 @@ class cast: ... - def to_OesTrdCnfm(self, + def toOesTrdItemT(self, v: Any, ) -> OesTrdCnfmT: ... - def toOesTrdItemT(self, + def to_OesTrdCnfm(self, v: Any, ) -> OesTrdCnfmT: ... @@ -2116,13 +2356,13 @@ class cast: ... - def toOesIssueItemT(self, + def to_OesIssueBaseInfo(self, v: Any, ) -> OesIssueBaseInfoT: ... - def to_OesIssueBaseInfo(self, + def toOesIssueItemT(self, v: Any, ) -> OesIssueBaseInfoT: ... @@ -2146,13 +2386,13 @@ class cast: ... - def to_OesStockBaseInfo(self, + def toOesStockItemT(self, v: Any, ) -> OesStockBaseInfoT: ... - def toOesStockItemT(self, + def to_OesStockBaseInfo(self, v: Any, ) -> OesStockBaseInfoT: ... @@ -2164,13 +2404,13 @@ class cast: ... - def toOesEtfItemT(self, + def to_OesEtfBaseInfo(self, v: Any, ) -> OesEtfBaseInfoT: ... - def to_OesEtfBaseInfo(self, + def toOesEtfItemT(self, v: Any, ) -> OesEtfBaseInfoT: ... @@ -2194,13 +2434,13 @@ class cast: ... - def toOesOptionItemT(self, + def to_OesOptionBaseInfo(self, v: Any, ) -> OesOptionBaseInfoT: ... - def to_OesOptionBaseInfo(self, + def toOesOptionItemT(self, v: Any, ) -> OesOptionBaseInfoT: ... @@ -2524,13 +2764,13 @@ class cast: ... - def toOesQryOptHoldingFilterT(self, + def to_OesQryStkHoldingFilter(self, v: Any, ) -> OesQryStkHoldingFilterT: ... - def to_OesQryStkHoldingFilter(self, + def toOesQryOptHoldingFilterT(self, v: Any, ) -> OesQryStkHoldingFilterT: ... @@ -3394,24 +3634,30 @@ class cast: ... - def toMdsApiSessionInfoT(self, - v: Any, - ) -> SGeneralClientChannelT: - ... - - def to_SGeneralClientChannel(self, v: Any, ) -> SGeneralClientChannelT: ... + def toMdsApiSessionInfoT(self, + v: Any, + ) -> SGeneralClientChannelT: + ... + + def toSGeneralClientChannelGroupT(self, v: Any, ) -> SGeneralClientChannelGroupT: ... + def toMdsApiChannelGroupT(self, + v: Any, + ) -> SGeneralClientChannelGroupT: + ... + + def toOesApiChannelGroupT(self, v: Any, ) -> SGeneralClientChannelGroupT: @@ -3424,13 +3670,13 @@ class cast: ... - def toMdsApiChannelGroupT(self, + def toSGeneralClientAddrInfoT(self, v: Any, - ) -> SGeneralClientChannelGroupT: + ) -> SGeneralClientAddrInfoT: ... - def toSGeneralClientAddrInfoT(self, + def to_SGeneralClientAddrInfo(self, v: Any, ) -> SGeneralClientAddrInfoT: ... @@ -3448,13 +3694,13 @@ class cast: ... - def to_SGeneralClientAddrInfo(self, + def toSGeneralClientRemoteCfgT(self, v: Any, - ) -> SGeneralClientAddrInfoT: + ) -> SGeneralClientRemoteCfgT: ... - def toSGeneralClientRemoteCfgT(self, + def to_SGeneralClientRemoteCfg(self, v: Any, ) -> SGeneralClientRemoteCfgT: ... @@ -3472,12 +3718,6 @@ class cast: ... - def to_SGeneralClientRemoteCfg(self, - v: Any, - ) -> SGeneralClientRemoteCfgT: - ... - - def toOesApiSubscribeInfoT(self, v: Any, ) -> OesApiSubscribeInfoT: @@ -3736,13 +3976,13 @@ class cast: ... - def toMdsQrySecurityStatusReqT(self, + def to_MdsQryMktDataSnapshotReq(self, v: Any, ) -> MdsQryMktDataSnapshotReqT: ... - def to_MdsQryMktDataSnapshotReq(self, + def toMdsQrySecurityStatusReqT(self, v: Any, ) -> MdsQryMktDataSnapshotReqT: ... @@ -3921,14 +4161,9 @@ class cast: ) -> MdsApiClientEnvT: ... - - def tohelper(self, - v: Any, - ) -> helper: - ... - ... + def SPlatform_GetErrno( )->int: ... @@ -4444,14 +4679,6 @@ def OesApi_ForeachInChannelGroup( )->int: ... -def OesApi_WaitOnChannelGroup( - pChannelGroup: SGeneralClientChannelGroupT, - timeoutMs: int, - pOnMsgCallback: Callable[[SGeneralClientChannelT,SMsgHeadT,Any,Any], int], - ppFailed: SGeneralClientChannelT, - )->int: - ... - def OesApi_SetThreadUsername( pUsername: str, )->Any: @@ -4605,29 +4832,6 @@ def MdsApi_SubscribeMarketData( )->int: ... -def MdsApi_SubscribeByString( - pTcpChannel: SGeneralClientChannelT, - pSecurityListStr: str, - pDelim: str, - exchangeId: eMdsExchangeIdT, - securityType: eMdsSecurityTypeT, - subMode: eMdsSubscribeModeT, - dataTypes: int, - )->int: - ... - -def MdsApi_SubscribeByStringAndPrefixes( - pTcpChannel: SGeneralClientChannelT, - pSecurityListStr: str, - pDelim: str, - pSseCodePrefixes: str, - pSzseCodePrefixes: str, - securityType: eMdsSecurityTypeT, - subMode: eMdsSubscribeModeT, - dataTypes: int, - )->int: - ... - def MdsApi_SendHeartbeat( pSessionInfo: SGeneralClientChannelT, )->int: @@ -4856,30 +5060,6 @@ def MdsApi_ForeachInChannelGroup( )->int: ... -def MdsApi_WaitOnTcpChannelGroup( - pChannelGroup: SGeneralClientChannelGroupT, - timeoutMs: int, - pOnMsgCallback: Callable[[SGeneralClientChannelT,SMsgHeadT,Any,Any], int], - ppFailed: SGeneralClientChannelT, - )->int: - ... - -def MdsApi_WaitOnTcpChannelGroupCompressible( - pChannelGroup: SGeneralClientChannelGroupT, - timeoutMs: int, - pOnMsgCallback: Callable[[SGeneralClientChannelT,SMsgHeadT,Any,Any], int], - ppFailed: SGeneralClientChannelT, - )->int: - ... - -def MdsApi_WaitOnUdpChannelGroup( - pChannelGroup: SGeneralClientChannelGroupT, - timeoutMs: int, - pOnMsgCallback: Callable[[SGeneralClientChannelT,SMsgHeadT,Any,Any], int], - ppFailed: SGeneralClientChannelT, - )->int: - ... - def MdsApi_SetThreadUsername( pUsername: str, )->Any: @@ -5057,6 +5237,32 @@ MDSAPI_CFG_DEFAULT_KEY_UDP_ADDR_TICK_TRADE: str = """udpServer.TickTrade""" MDSAPI_CFG_DEFAULT_KEY_UDP_ADDR_TICK_ORDER: str = """udpServer.TickOrder""" MDSAPI_DEFAULT_STRING_DELIM: str = """,;| """ + + +class constants: + OES_APPL_VER_ID: str = """0.15.7.4""" + OES_MIN_APPL_VER_ID: str = """0.15.5""" + OESAPI_CFG_DEFAULT_SECTION: str = """oes_client""" + OESAPI_CFG_DEFAULT_SECTION_LOGGER: str = """log""" + OESAPI_CFG_DEFAULT_KEY_ORD_ADDR: str = """ordServer""" + OESAPI_CFG_DEFAULT_KEY_RPT_ADDR: str = """rptServer""" + OESAPI_CFG_DEFAULT_KEY_QRY_ADDR: str = """qryServer""" + OESAPI_DEFAULT_STRING_DELIM: str = """,;| +""" + MDS_APPL_VER_ID: str = """0.15.7.4""" + MDS_MIN_APPL_VER_ID: str = """0.15.5""" + MDSAPI_CFG_DEFAULT_SECTION: str = """mds_client""" + MDSAPI_CFG_DEFAULT_SECTION_LOGGER: str = """log""" + MDSAPI_CFG_DEFAULT_KEY_TCP_ADDR: str = """tcpServer""" + MDSAPI_CFG_DEFAULT_KEY_QRY_ADDR: str = """qryServer""" + MDSAPI_CFG_DEFAULT_KEY_UDP_ADDR_L1: str = """udpServer.L1""" + MDSAPI_CFG_DEFAULT_KEY_UDP_ADDR_L2: str = """udpServer.L2""" + MDSAPI_CFG_DEFAULT_KEY_UDP_ADDR_TICK_TRADE: str = """udpServer.TickTrade""" + MDSAPI_CFG_DEFAULT_KEY_UDP_ADDR_TICK_ORDER: str = """udpServer.TickOrder""" + MDSAPI_DEFAULT_STRING_DELIM: str = """,;| +""" + ... + class eOesExchangeIdT(Enum): OES_EXCH_UNDEFINE: eOesExchangeIdT OES_EXCH_SSE: eOesExchangeIdT = 1 diff --git a/vnpy/gateway/oes/oes_gateway.py b/vnpy/gateway/oes/oes_gateway.py index 7a3f97a7..fe7219bb 100644 --- a/vnpy/gateway/oes/oes_gateway.py +++ b/vnpy/gateway/oes/oes_gateway.py @@ -4,7 +4,7 @@ import hashlib import os from gettext import gettext as _ -from threading import Thread, Lock +from threading import Lock, Thread from vnpy.trader.gateway import BaseGateway from vnpy.trader.object import (CancelRequest, OrderRequest, @@ -17,7 +17,14 @@ from .utils import config_template class OesGateway(BaseGateway): """ - VN Trader Gateway for BitMEX connection. + VN Trader Gateway for OES + + Because the design of OES API, multiple gateway instance with a same account is currently + not supported. + running multiple gateway instance with the same account will make send_order and + cancel_order fail frequently, because: + * seq_index is not unique between instances + * value range of client_id is too small to create a unique hash for different client. """ default_setting = { @@ -28,6 +35,7 @@ class OesGateway(BaseGateway): "md_qry_server": "", "username": "", "password": "", + "hdd_serial": "", } def __init__(self, event_engine): @@ -69,7 +77,14 @@ class OesGateway(BaseGateway): log_path=log_path) f.write(content) + self.md_api.tcp_server = setting['md_tcp_server'] + self.md_api.qry_server = setting['md_qry_server'] Thread(target=self._connect_md_sync, args=(config_path, username, password)).start() + + self.td_api.ord_server = setting['td_ord_server'] + self.td_api.rpt_server = setting['td_rpt_server'] + self.td_api.qry_server = setting['td_qry_server'] + self.td_api.hdd_serial = setting['hdd_serial'] Thread(target=self._connect_td_sync, args=(config_path, username, password)).start() def _connect_td_sync(self, config_path, username, password): @@ -92,6 +107,7 @@ class OesGateway(BaseGateway): self.md_api.username = username self.md_api.password = password if self.md_api.connect(): + self.write_log(_("成功连接到行情服务器")) self.md_api.start() else: self.write_log(_("无法连接到行情服务器，请检查你的配置")) diff --git a/vnpy/gateway/oes/oes_md.py b/vnpy/gateway/oes/oes_md.py index 476799df..19f3a38f 100644 --- a/vnpy/gateway/oes/oes_md.py +++ b/vnpy/gateway/oes/oes_md.py @@ -1,18 +1,20 @@ import time +from copy import copy from datetime import datetime from gettext import gettext as _ from threading import Thread # noinspection PyUnresolvedReferences from typing import Any, Callable, Dict -from vnpy.api.oes.vnoes import MdsApiClientEnvT, MdsApi_DestoryAll, MdsApi_InitAllByConvention, \ - MdsApi_IsValidQryChannel, MdsApi_IsValidTcpChannel, MdsApi_LogoutAll, MdsApi_SetThreadPassword, \ +from vnpy.api.oes.vnoes import MdsApiClientEnvT, MdsApi_DestoryAll, MdsApi_InitLogger, \ + MdsApi_InitTcpChannel2, MdsApi_LogoutAll, MdsApi_SetThreadPassword, \ MdsApi_SetThreadUsername, MdsApi_SubscribeMarketData, MdsApi_WaitOnMsg, MdsL2StockSnapshotBodyT, \ - MdsMktDataRequestEntryT, MdsMktDataRequestReqT, MdsMktRspMsgBodyT, MdsStockSnapshotBodyT, \ - SGeneralClientChannelT, SMsgHeadT, SPlatform_IsNegEpipe, cast, \ + MdsMktDataRequestEntryT, MdsMktDataRequestReqBufT, MdsMktDataRequestReqT, MdsMktRspMsgBodyT, \ + MdsStockSnapshotBodyT, SGeneralClientChannelT, SMsgHeadT, cast, \ eMdsExchangeIdT, eMdsMktSubscribeFlagT, eMdsMsgTypeT, eMdsSecurityTypeT, eMdsSubscribeDataTypeT, \ - eMdsSubscribeModeT, eMdsSubscribedTickExpireTypeT, eSMsgProtocolTypeT + eMdsSubscribeModeT, eMdsSubscribedTickExpireTypeT, eMdsSubscribedTickTypeT, eSMsgProtocolTypeT +from vnpy.gateway.oes.utils import create_remote_config, is_disconnected from vnpy.trader.constant import Exchange from vnpy.trader.gateway import BaseGateway from vnpy.trader.object import SubscribeRequest, TickData @@ -36,7 +38,7 @@ class OesMdMessageLoop: self._md = md self._th = Thread(target=self._message_loop) - self.message_handlers: Dict[int, Callable[[dict], None]] = { + self.message_handlers: Dict[eMdsMsgTypeT, Callable[[MdsMktRspMsgBodyT], int]] = { # tick & orderbook eMdsMsgTypeT.MDS_MSGTYPE_MARKET_DATA_SNAPSHOT_FULL_REFRESH: self.on_market_full_refresh, eMdsMsgTypeT.MDS_MSGTYPE_L2_MARKET_DATA_SNAPSHOT: self.on_l2_market_data_snapshot, @@ -65,8 +67,9 @@ class OesMdMessageLoop: def start(self): """""" - self._alive = True - self._th.start() + if not self._alive: # not thread-safe + self._alive = True + self._th.start() def stop(self): """""" @@ -79,7 +82,7 @@ class OesMdMessageLoop: def reconnect(self): """""" self.gateway.write_log(_("正在尝试重新连接到行情服务器。")) - return self._md.connect() + return self._md.connect_tcp_channel() def _get_last_tick(self, symbol): """""" @@ -116,8 +119,6 @@ class OesMdMessageLoop: """""" tcp_channel = self.env.tcpChannel timeout_ms = 1000 - # is_timeout = SPlatform_IsNegEtimeout - is_disconnected = SPlatform_IsNegEpipe while self._alive: ret = MdsApi_WaitOnMsg(tcp_channel, timeout_ms, @@ -145,7 +146,7 @@ class OesMdMessageLoop: tick.__dict__['bid_price_' + str(i + 1)] = data.BidLevels[i].Price / 10000 for i in range(min(data.OfferPriceLevel, 5)): tick.__dict__['ask_price_' + str(i + 1)] = data.OfferLevels[i].Price / 10000 - self.gateway.on_tick(tick) + self.gateway.on_tick(copy(tick)) def on_market_full_refresh(self, d: MdsMktRspMsgBodyT): """""" @@ -161,7 +162,7 @@ class OesMdMessageLoop: tick.__dict__['bid_price_' + str(i + 1)] = data.BidLevels[i].Price / 10000 for i in range(5): tick.__dict__['ask_price_' + str(i + 1)] = data.OfferLevels[i].Price / 10000 - self.gateway.on_tick(tick) + self.gateway.on_tick(copy(tick)) def on_l2_trade(self, d: MdsMktRspMsgBodyT): """""" @@ -171,7 +172,7 @@ class OesMdMessageLoop: tick.datetime = datetime.utcnow() tick.volume = data.TradeQty tick.last_price = data.TradePrice / 10000 - self.gateway.on_tick(tick) + self.gateway.on_tick(copy(tick)) def on_market_data_request(self, d: MdsMktRspMsgBodyT): """""" @@ -212,6 +213,9 @@ class OesMdApi: """""" self.gateway = gateway self.config_path: str = '' + self.tcp_server: str = '' + self.qry_server: str = '' + self.username: str = '' self.password: str = '' @@ -223,17 +227,8 @@ class OesMdApi: """Connect to trading server. :note set config_path before calling this function """ - MdsApi_SetThreadUsername(self.username) - MdsApi_SetThreadPassword(self.password) - - config_path = self.config_path - if not MdsApi_InitAllByConvention(self._env, config_path): - return False - if not MdsApi_IsValidTcpChannel(self._env.tcpChannel): - return False - if not MdsApi_IsValidQryChannel(self._env.qryChannel): - return False - return True + MdsApi_InitLogger(self.config_path, "log") + return self.connect_tcp_channel() def start(self): """""" @@ -249,7 +244,32 @@ class OesMdApi: """""" self._message_loop.join() - # why isn't arg a ContractData? + def connect_tcp_channel(self): + """""" + MdsApi_SetThreadUsername(self.username) + MdsApi_SetThreadPassword(self.password) + + info = MdsMktDataRequestReqBufT() + info.mktDataRequestReq.subMode = eMdsSubscribeModeT.MDS_SUB_MODE_SET + info.mktDataRequestReq.tickType = eMdsSubscribedTickTypeT.MDS_TICK_TYPE_LATEST_SIMPLIFIED + info.mktDataRequestReq.isRequireInitialMktData = True + info.mktDataRequestReq.tickExpireType = eMdsSubscribedTickExpireTypeT.MDS_TICK_EXPIRE_TYPE_TIMELY + info.mktDataRequestReq.dataTypes = (eMdsSubscribeDataTypeT.MDS_SUB_DATA_TYPE_L1_SNAPSHOT + | eMdsSubscribeDataTypeT.MDS_SUB_DATA_TYPE_L2_SNAPSHOT + | eMdsSubscribeDataTypeT.MDS_SUB_DATA_TYPE_L2_BEST_ORDERS + | eMdsSubscribeDataTypeT.MDS_SUB_DATA_TYPE_L2_TRADE + | eMdsSubscribeDataTypeT.MDS_SUB_DATA_TYPE_L2_ORDER + ) + info.mktDataRequestReq.beginTime = 0 + info.mktDataRequestReq.subSecurityCnt = 0 + if not MdsApi_InitTcpChannel2(self._env.tcpChannel, + create_remote_config(server=self.tcp_server, + username=self.username, + password=self.password), + info): + return False + return True + def subscribe(self, req: SubscribeRequest): """""" mds_req = MdsMktDataRequestReqT() diff --git a/vnpy/gateway/oes/oes_td.py b/vnpy/gateway/oes/oes_td.py index ea6ae7e7..01b50dc6 100644 --- a/vnpy/gateway/oes/oes_td.py +++ b/vnpy/gateway/oes/oes_td.py @@ -1,3 +1,5 @@ +import time +from copy import copy from dataclasses import dataclass from datetime import datetime, timedelta, timezone from gettext import gettext as _ @@ -5,18 +7,20 @@ from threading import Lock, Thread # noinspection PyUnresolvedReferences from typing import Any, Callable, Dict -from vnpy.api.oes.vnoes import OesApiClientEnvT, OesApi_DestoryAll, OesApi_InitAllByConvention, \ - OesApi_IsValidOrdChannel, OesApi_IsValidQryChannel, OesApi_IsValidRptChannel, OesApi_LogoutAll, \ - OesApi_QueryCashAsset, OesApi_QueryOptHolding, OesApi_QueryOption, OesApi_QueryOrder, \ - OesApi_QueryStkHolding, OesApi_QueryStock, OesApi_SendOrderCancelReq, OesApi_SendOrderReq, \ +from vnpy.api.oes.vnoes import OesApiClientEnvT, OesApiSubscribeInfoT, OesApi_DestoryAll, \ + OesApi_InitLogger, OesApi_InitOrdChannel2, OesApi_InitQryChannel2, OesApi_InitRptChannel2, \ + OesApi_LogoutAll, OesApi_QueryCashAsset, \ + OesApi_QueryOptHolding, OesApi_QueryOption, OesApi_QueryOrder, OesApi_QueryStkHolding, \ + OesApi_QueryStock, OesApi_SendOrderCancelReq, OesApi_SendOrderReq, OesApi_SetCustomizedDriverId, \ OesApi_SetThreadPassword, OesApi_SetThreadUsername, OesApi_WaitReportMsg, OesOrdCancelReqT, \ OesOrdCnfmT, OesOrdRejectT, OesOrdReqT, OesQryCashAssetFilterT, OesQryCursorT, \ OesQryOptionFilterT, OesQryOrdFilterT, OesQryStkHoldingFilterT, OesQryStockFilterT, \ OesRspMsgBodyT, OesStockBaseInfoT, OesTrdCnfmT, SGeneralClientChannelT, SMSG_PROTO_BINARY, \ - SMsgHeadT, SPlatform_IsNegEpipe, cast, eOesBuySellTypeT, eOesMarketIdT, \ - eOesMsgTypeT, eOesOrdStatusT, eOesOrdTypeShT, eOesOrdTypeSzT + SMsgHeadT, cast, eOesBuySellTypeT, eOesMarketIdT, eOesMsgTypeT, \ + eOesOrdStatusT, eOesOrdTypeShT, eOesOrdTypeSzT, eOesSubscribeReportTypeT from vnpy.gateway.oes.error_code import error_to_str +from vnpy.gateway.oes.utils import create_remote_config, is_disconnected from vnpy.trader.constant import Direction, Exchange, Offset, PriceType, Product, Status from vnpy.trader.gateway import BaseGateway from vnpy.trader.object import AccountData, CancelRequest, ContractData, OrderData, OrderRequest, \ @@ -62,7 +66,6 @@ BUY_SELL_TYPE_VT2OES = { (Exchange.SHFE, Offset.CLOSE, Direction.LONG): eOesBuySellTypeT.OES_BS_TYPE_BUY_CLOSE, (Exchange.SHFE, Offset.CLOSE, Direction.SHORT): eOesBuySellTypeT.OES_BS_TYPE_SELL_CLOSE, (Exchange.SHFE, Offset.CLOSE, Direction.NET): eOesBuySellTypeT.OES_BS_TYPE_BUY_CLOSE, - # todo: eOesBuySellTypeT.OES_BS_TYPE_OPTION_EXERCISE == 行权 } STATUS_OES2VT = { @@ -125,7 +128,7 @@ class OesTdMessageLoop: self._alive = False self._th = Thread(target=self._message_loop) - self.message_handlers: Dict[int, Callable[[dict], None]] = { + self.message_handlers: Dict[eOesMsgTypeT, Callable[[OesRspMsgBodyT], int]] = { eOesMsgTypeT.OESMSG_RPT_BUSINESS_REJECT: self.on_order_rejected, eOesMsgTypeT.OESMSG_RPT_ORDER_INSERT: self.on_order_inserted, eOesMsgTypeT.OESMSG_RPT_ORDER_REPORT: self.on_order_report, @@ -140,8 +143,9 @@ class OesTdMessageLoop: def start(self): """""" - self._alive = True - self._th.start() + if not self._alive: # not thread-safe + self._alive = True + self._th.start() def stop(self): """""" @@ -154,7 +158,7 @@ class OesTdMessageLoop: def reconnect(self): """""" self.gateway.write_log(_("正在尝试重新连接到交易服务器。")) - self._td.connect() + self._td.connect_rpt_channel() def _on_message(self, session_info: SGeneralClientChannelT, head: SMsgHeadT, @@ -175,7 +179,6 @@ class OesTdMessageLoop: """""" rpt_channel = self._env.rptChannel timeout_ms = 1000 - is_disconnected = SPlatform_IsNegEpipe while self._alive: ret = OesApi_WaitReportMsg(rpt_channel, @@ -196,15 +199,18 @@ class OesTdMessageLoop: error_string = error_to_str(error_code) data: OesOrdRejectT = d.rptMsg.rptBody.ordRejectRsp if not data.origClSeqNo: - i = self._td.get_order(data.clSeqNo) - vt_order = i.vt_order + try: + i = self._td.get_order(data.clSeqNo) + except KeyError: + return # rejected order created by others, don't need to care. + vt_order = i.vt_order if vt_order == Status.ALLTRADED: return vt_order.status = Status.REJECTED - self.gateway.on_order(vt_order) + self.gateway.on_order(copy(vt_order)) self.gateway.write_log( f"Order: {vt_order.vt_symbol}-{vt_order.vt_orderid} Code: {error_code} Rejected: {error_string}") else: @@ -215,8 +221,10 @@ class OesTdMessageLoop: data = d.rptMsg.rptBody.ordInsertRsp if not data.origClSeqNo: + # normal order i = self._td.get_order(data.clSeqNo) else: + # data.ordStatus == eOesOrdStatusT.OES_ORD_STATUS_CANCEL_DONE: i = self._td.get_order(data.origClSeqNo) vt_order = i.vt_order vt_order.status = STATUS_OES2VT[data.ordStatus] @@ -224,15 +232,17 @@ class OesTdMessageLoop: vt_order.traded = data.cumQty vt_order.time = parse_oes_datetime(data.ordDate, data.ordTime) - self.gateway.on_order(vt_order) + self.gateway.on_order(copy(vt_order)) def on_order_report(self, d: OesRspMsgBodyT): """""" data: OesOrdCnfmT = d.rptMsg.rptBody.ordCnfm if not data.origClSeqNo: + # normal order i = self._td.get_order(data.clSeqNo) else: + # data.ordStatus == eOesOrdStatusT.OES_ORD_STATUS_CANCEL_DONE: i = self._td.get_order(data.origClSeqNo) vt_order = i.vt_order @@ -241,7 +251,7 @@ class OesTdMessageLoop: vt_order.traded = data.cumQty vt_order.time = parse_oes_datetime(data.ordDate, data.ordCnfmTime) - self.gateway.on_order(vt_order) + self.gateway.on_order(copy(vt_order)) def on_trade_report(self, d: OesRspMsgBodyT): """""" @@ -255,19 +265,19 @@ class OesTdMessageLoop: gateway_name=self.gateway.gateway_name, symbol=data.securityId, exchange=EXCHANGE_OES2VT[data.mktId], - orderid=data.userInfo, - tradeid=data.exchTrdNum, + orderid=str(data.clSeqNo), + tradeid=str(data.exchTrdNum), direction=vt_order.direction, offset=vt_order.offset, price=data.trdPrice / 10000, volume=data.trdQty, - time=parse_oes_datetime(data.trdDate, data.trdTime) + time=parse_oes_datetime(data.trdDate, data.trdTime).isoformat() ) vt_order.status = STATUS_OES2VT[data.ordStatus] vt_order.traded = data.cumQty vt_order.time = parse_oes_datetime(data.trdDate, data.trdTime) self.gateway.on_trade(trade) - self.gateway.on_order(vt_order) + self.gateway.on_order(copy(vt_order)) def on_option_holding(self, d: OesRspMsgBodyT): """""" @@ -282,7 +292,7 @@ class OesTdMessageLoop: exchange=EXCHANGE_OES2VT[data.mktId], direction=Direction.NET, volume=data.sumHld, - frozen=data.lockHld, # todo: to verify + frozen=data.lockHld, price=data.costPrice / 10000, # pnl=data.costPrice - data.originalCostAmt, pnl=0, @@ -312,9 +322,14 @@ class OesTdApi: def __init__(self, gateway: BaseGateway): """""" - self.config_path: str = None + self.config_path: str = '' + self.ord_server: str = '' + self.qry_server: str = '' + self.rpt_server: str = '' self.username: str = '' self.password: str = '' + self.hdd_serial: str = '' + self.gateway = gateway self._env = OesApiClientEnvT() @@ -325,6 +340,7 @@ class OesTdApi: self._last_seq_lock = Lock() self._last_seq_index = 1000000 # 0 has special manning for oes + self._ord_reconnect_lock = Lock() self._orders: Dict[int, InternalOrder] = {} @@ -332,20 +348,18 @@ class OesTdApi: """Connect to trading server. :note set config_path before calling this function """ - OesApi_SetThreadUsername(self.username) - OesApi_SetThreadPassword(self.password) + OesApi_InitLogger(self.config_path, 'log') - config_path = self.config_path - if not OesApi_InitAllByConvention(self._env, config_path, -1, self._last_seq_index): - return False - self._last_seq_index = max(self._last_seq_index, self._env.ordChannel.lastOutMsgSeq + 1) + OesApi_SetCustomizedDriverId(self.hdd_serial) - if not OesApi_IsValidOrdChannel(self._env.ordChannel): - return False - if not OesApi_IsValidQryChannel(self._env.qryChannel): - return False - if not OesApi_IsValidRptChannel(self._env.rptChannel): - return False + if not self._connect_ord_channel(): + self.gateway.write_log(_("无法初始化交易下单通道(td_ord_server)")) + + if not self._connect_qry_channel(): + self.gateway.write_log(_("无法初始化交易查询通道(td_qry_server)")) + + if not self.connect_rpt_channel(): + self.gateway.write_log(_("无法初始化交易查询通道(td_qry_server)")) return True def start(self): @@ -369,6 +383,60 @@ class OesTdApi: self._last_seq_index += 1 return index + def _connect_qry_channel(self): + OesApi_SetThreadUsername(self.username) + OesApi_SetThreadPassword(self.password) + + return OesApi_InitQryChannel2(self._env.qryChannel, + create_remote_config(self.qry_server, + self.username, + self.password)) + + def _connect_ord_channel(self): + OesApi_SetThreadUsername(self.username) + OesApi_SetThreadPassword(self.password) + + if not OesApi_InitOrdChannel2(self._env.ordChannel, + create_remote_config(self.ord_server, + self.username, + self.password), + 0): + return False + self._last_seq_index = max(self._last_seq_index, self._env.ordChannel.lastOutMsgSeq + 1) + return True + + def connect_rpt_channel(self): + OesApi_SetThreadUsername(self.username) + OesApi_SetThreadPassword(self.password) + + subscribe_info = OesApiSubscribeInfoT() + subscribe_info.clEnvId = 0 + subscribe_info.rptTypes = (eOesSubscribeReportTypeT.OES_SUB_RPT_TYPE_BUSINESS_REJECT + | eOesSubscribeReportTypeT.OES_SUB_RPT_TYPE_ORDER_INSERT + | eOesSubscribeReportTypeT.OES_SUB_RPT_TYPE_ORDER_REPORT + | eOesSubscribeReportTypeT.OES_SUB_RPT_TYPE_TRADE_REPORT + | eOesSubscribeReportTypeT.OES_SUB_RPT_TYPE_FUND_TRSF_REPORT + | eOesSubscribeReportTypeT.OES_SUB_RPT_TYPE_CASH_ASSET_VARIATION + | eOesSubscribeReportTypeT.OES_SUB_RPT_TYPE_HOLDING_VARIATION + ) + return OesApi_InitRptChannel2(self._env.rptChannel, + create_remote_config(self.rpt_server, + self.username, + self.password), + subscribe_info, + 0) + + def _reconnect_ord_channel(self): + with self._ord_reconnect_lock: # prevent spawning multiple reconnect thread + self.gateway.write_log(_("正在重新连接到交易下单通道")) + while not self._connect_ord_channel(): + time.sleep(1) + + self.gateway.write_log(_("成功重新连接到交易下单通道")) + + def _schedule_reconnect_ord_channel(self): + Thread(target=self._reconnect_ord_channel, ).start() + def query_account(self): """""" OesApi_QueryCashAsset(self._env.qryChannel, @@ -479,7 +547,7 @@ class OesTdApi: frozen=data.lockHld, price=data.costPrice / 10000, # pnl=data.costPrice - data.originalCostAmt, - pnl=0, # todo: oes只提供日初持仓价格信息，不提供最初持仓价格信息，所以pnl只有当日的 + pnl=0, yd_volume=data.originalHld, ) self.gateway.on_position(position) @@ -489,7 +557,6 @@ class OesTdApi: """""" f = OesQryStkHoldingFilterT() f.mktId = eOesMarketIdT.OES_MKT_ID_UNDEFINE - f.userInfo = 0 ret = OesApi_QueryOptHolding(self._env.qryChannel, f, self.on_query_holding @@ -573,9 +640,14 @@ class OesTdApi: ) if ret >= 0: - self.gateway.on_order(order) + order.status = Status.SUBMITTING else: - self.gateway.write_log("Failed to send_order!") + order.status = Status.REJECTED + self.gateway.write_log(_("下单失败")) # todo: can I stringify error? + if is_disconnected(ret): + self.gateway.write_log(_("下单时连接发现连接已断开，正在尝试重连")) + self._schedule_reconnect_ord_channel() + self.gateway.on_order(order) return order.vt_orderid @@ -591,8 +663,14 @@ class OesTdApi: oes_req.origClSeqNo = order_id oes_req.invAcctId = "" oes_req.securityId = vt_req.symbol - OesApi_SendOrderCancelReq(self._env.ordChannel, - oes_req) + + ret = OesApi_SendOrderCancelReq(self._env.ordChannel, + oes_req) + if ret < 0: + self.gateway.write_log(_("撤单失败")) # todo: can I stringify error? + if is_disconnected(ret): # is here any other ret code indicating connection lost? + self.gateway.write_log(_("撤单时连接发现连接已断开，正在尝试重连")) + self._schedule_reconnect_ord_channel() def query_order(self, internal_order: InternalOrder) -> bool: """""" @@ -616,9 +694,9 @@ class OesTdApi: i = self.get_order(data.clSeqNo) vt_order = i.vt_order vt_order.status = STATUS_OES2VT[data.ordStatus] - vt_order.volume = data.ordQty - data.canceledQty + vt_order.volume = data.ordQty vt_order.traded = data.cumQty - self.gateway.on_order(vt_order) + self.gateway.on_order(copy(vt_order)) return 1 def query_orders(self) -> bool: @@ -642,9 +720,9 @@ class OesTdApi: i = self.get_order(data.clSeqNo) vt_order = i.vt_order vt_order.status = STATUS_OES2VT[data.ordStatus] - vt_order.volume = data.ordQty - data.canceledQty + vt_order.volume = data.ordQty vt_order.traded = data.cumQty - self.gateway.on_order(vt_order) + self.gateway.on_order(copy(vt_order)) except KeyError: # order_id = self.order_manager.new_remote_id() order_id = data.clSeqNo @@ -658,7 +736,7 @@ class OesTdApi: gateway_name=self.gateway.gateway_name, symbol=data.securityId, exchange=EXCHANGE_OES2VT[data.mktId], - orderid=order_id if order_id else data.origClSeqNo, # generated id + orderid=str(order_id if order_id else data.origClSeqNo), # generated id direction=Direction.NET, offset=offset, price=data.ordPrice / 10000, @@ -670,7 +748,7 @@ class OesTdApi: time=datetime.utcnow().isoformat(), ) self.save_order(order_id, vt_order) - self.gateway.on_order(vt_order) + self.gateway.on_order(copy(vt_order)) return 1 def save_order(self, order_id: int, order: OrderData): diff --git a/vnpy/gateway/oes/utils.py b/vnpy/gateway/oes/utils.py index 3d8b3d83..5bb76255 100644 --- a/vnpy/gateway/oes/utils.py +++ b/vnpy/gateway/oes/utils.py @@ -1,6 +1,43 @@ import os +from vnpy.api.oes.vnoes import SGeneralClientRemoteCfgT + mydir = os.path.dirname(__file__) config_template_path = os.path.join(mydir, "config_template.ini") with open(config_template_path, "rt", encoding='utf-8') as f: config_template = f.read() + + +def create_remote_config(server: str, username: str, password: str): + """ + create a SGeneralClientRemoteCfgT. + """ + cfg = SGeneralClientRemoteCfgT() + cfg.username = username + cfg.password = password + cfg.addrCnt = 1 + cfg.addrList[0].uri = server + cfg.clEnvId = 0 + cfg.clusterType = 0 + + cfg.socketOpt.soRcvbuf = 8192 + cfg.socketOpt.soSndbuf = 8192 + cfg.socketOpt.connTimeoutMs = 5000 + cfg.socketOpt.tcpNodelay = 1 + cfg.socketOpt.quickAck = 1 + cfg.socketOpt.keepalive = 1 + cfg.socketOpt.keepIdle = 60 + cfg.socketOpt.keepIntvl = 5 + cfg.socketOpt.keepCnt = 9 + return cfg + + +def is_disconnected(ret: int): + """ + check whether connection is lost by return value of OesApi/MdsApi + 106 : ECONNABORTED + 107 : ECONNREFUSED + 108 : ECONNRESET + maybe there is more than there error codes indicating a disconnected state + """ + return ret == -106 or ret == -107 or ret == -108