Update tiger_gateway.py
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1122455801
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@ -52,7 +52,12 @@ DIRECTION_VT2TIGER = {
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Direction.LONG: "BUY",
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Direction.SHORT: "SELL",
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}
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DIRECTION_TIGER2VT = {v: k for k, v in DIRECTION_VT2TIGER.items()}
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DIRECTION_TIGER2VT = {
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"BUY": Direction.LONG,
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"SELL": Direction.SHORT,
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"sell": Direction.SHORT,
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}
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PRICETYPE_VT2TIGER = {
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PriceType.LIMIT: "LMT",
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@ -71,16 +76,17 @@ STATUS_TIGER2VT = {
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ORDER_STATUS.EXPIRED: Status.NOTTRADED
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}
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# "1_key": "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",
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class TigerGateway(BaseGateway):
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""""""
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default_setting = {
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"private_key": "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",
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"tiger_id": "1",
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"account": "DU575569",
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"standard_account": "",
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"paper_account": "DU575569",
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default_setting = {
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"private_key": "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",
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"tiger_id": "20150008",
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"account": "DU575568",
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"standard_account": "DU575568",
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"paper_account": "DU575568",
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"language": "Language.zh_CN",
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}
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@ -109,7 +115,7 @@ class TigerGateway(BaseGateway):
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# For query function.
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self.count = 0
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self.interval = 1
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self.query_funcs = [self.query_account, self.query_position, self.query_order]
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self.query_funcs = [self.query_order]
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def connect(self, setting: dict):
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""""""
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@ -198,38 +204,43 @@ class TigerGateway(BaseGateway):
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"""
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protocol, host, port = self.client_config.socket_host_port
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self.push_client = PushClient(host, port, (protocol == 'ssl'))
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self.push_client.quote_changed = self.on_quote_change
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self.push_client.connect(self.client_config.tiger_id, self.client_config.private_key)
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self.push_client.quote_changed = self.on_quote_change
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self.push_client.subscribe_asset()
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self.push_client.asset_changed = self.on_asset_changed
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self.push_client.subscribe_position()
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self.push_client.position_changed = self.on_position_changed
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self.push_client.subscribe_order()
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self.push_client.order_changed = self.on_order_changed
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self.write_log("推送接口连接成功")
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def subscribe(self, req: SubscribeRequest):
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""""""
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# symbol = convert_symbol_vt2tiger(req.symbol, req.exchange)
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""""""
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self.push_client.subscribe_quote([req.symbol])
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# self.push_client.subscribe_asset()
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# self.push_client.subscribe_position()
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# self.push_client.subscribe_order()
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def on_quote_change(self, symbol: str, data: list, trading: bool):
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#print(symbol, data, trading)
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symbol, exchange = convert_symbol_tiger2vt(symbol)
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name = self.symbol_names[symbol]
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tick = self.ticks.get(symbol, None)
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if not tick:
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tick = TickData(
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symbol=symbol,
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exchange=Exchange.SSE,
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exchange=exchange,
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datetime=None,
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gateway_name=self.gateway_name,
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name=name,
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)
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self.ticks[symbol] = tick
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# self.process_quote(data)
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contract = self.contracts.get(tick.vt_symbol, None)
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if contract:
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tick.name = contract.name
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# volume, latest_price, high_price, prev_close, low_price, open_price, latest_time = [i[1] for i in info]
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#tick.datetime = datetime.utcfromtimestamp(data[6][1] / 1000)
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tick.datetime = datetime.now()
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tick.open_price = data[5][1]
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tick.high_price = data[2][1]
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@ -240,6 +251,70 @@ class TigerGateway(BaseGateway):
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self.on_tick(copy(tick))
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def on_asset_changed(self, account: str, data: list):
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""""""
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print("账号", data)
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account = AccountData(
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accountid=account,
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balance=data[7][1],
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frozen=0.0,
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gateway_name=self.gateway_name,
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)
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self.on_account(account)
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def on_position_changed(self, account: str, data: list):
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""""""
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print("持仓", data)
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symbol = data[3][1]
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volume = data[5][1]
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# 判断方向
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if volume > 0:
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direction = Direction.LONG
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else:
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direction = Direction.SHORT
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symbol, exchange = convert_symbol_tiger2vt(symbol)
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pos = PositionData(
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symbol=symbol,
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exchange=exchange,
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direction=direction,
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volume=volume,
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frozen=0.0,
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price=data[0][1],
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pnl=data[4][1],
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gateway_name=self.gateway_name,
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)
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self.on_position(pos)
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def on_order_changed(self, account: str, data: list):
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""""""
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print("委托", data)
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symbol = data[6][1]
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volume = data[7][1]
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if volume > 0:
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direction = Direction.LONG
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else:
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direction = Direction.SHORT
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symbol, exchange = convert_symbol_tiger2vt(symbol)
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order = OrderData(
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symbol=symbol,
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exchange=exchange,
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orderid=data[2][1],
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direction=direction,
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price=data[8][1],
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volume=volume,
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traded=data[4][1],
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status=None,
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time=datetime.now(),
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gateway_name=self.gateway_name,
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)
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self.on_order(order)
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def send_order(self, req: OrderRequest):
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""""""
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symbol = convert_symbol_vt2tiger(req.symbol, req.exchange)
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@ -378,7 +453,7 @@ class TigerGateway(BaseGateway):
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for i in assets:
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account = AccountData(
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accountid=self.tiger_id,
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accountid=self.account,
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balance=float(i.summary.net_liquidation),
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frozen=0.0,
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gateway_name=self.gateway_name,
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@ -447,7 +522,7 @@ class TigerGateway(BaseGateway):
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if i.order_type == "LMT":
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price = i.limit_price
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else:
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price = i.avg_fill_price
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price = 0
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order = OrderData(
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symbol=symbol,
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