diff --git a/vnpy/trader/gateway/ctpseGateway/CTPSE_connect.json b/vnpy/trader/gateway/ctpseGateway/CTPSE_connect.json index 50bfd895..d6364cc2 100644 --- a/vnpy/trader/gateway/ctpseGateway/CTPSE_connect.json +++ b/vnpy/trader/gateway/ctpseGateway/CTPSE_connect.json @@ -6,5 +6,5 @@ "userID": "10000061", "authCode":"YHQHYHQHYHQHYHQH", "appID": "client_huafu_2.0.0", - "userProductInfo":"client_huafu_2.0.0" + "userProductInfo":"" } \ No newline at end of file diff --git a/vnpy/trader/gateway/ctpseGateway/ctpDataType.py b/vnpy/trader/gateway/ctpseGateway/ctpDataType.py index 13033f68..3fc41487 100644 --- a/vnpy/trader/gateway/ctpseGateway/ctpDataType.py +++ b/vnpy/trader/gateway/ctpseGateway/ctpDataType.py @@ -245,6 +245,10 @@ defineDict["THOST_FTDC_ICT_BusinessRegistration"] = 'H' defineDict["THOST_FTDC_ICT_HKMCIDCard"] = 'I' #人行开户许可证 defineDict["THOST_FTDC_ICT_AccountsPermits"] = 'J' +#外国人永久居留证 +defineDict["THOST_FTDC_ICT_FrgPrmtRdCard"] = 'K' +#资管产品备案函 +defineDict["THOST_FTDC_ICT_CptMngPrdLetter"] = 'L' #其他证件 defineDict["THOST_FTDC_ICT_OtherCard"] = 'x' @@ -489,6 +493,28 @@ defineDict["THOST_FTDC_BFC_DeleteOrder"] = 'J' defineDict["THOST_FTDC_BFC_ParkedOrderInsert"] = 'K' #预埋报单操作 defineDict["THOST_FTDC_BFC_ParkedOrderAction"] = 'L' +#资金不够仍允许行权 +defineDict["THOST_FTDC_BFC_ExecOrderNoCheck"] = 'M' +#指定 +defineDict["THOST_FTDC_BFC_Designate"] = 'N' +#证券处置 +defineDict["THOST_FTDC_BFC_StockDisposal"] = 'O' +#席位资金预警 +defineDict["THOST_FTDC_BFC_BrokerDepositWarn"] = 'Q' +#备兑不足预警 +defineDict["THOST_FTDC_BFC_CoverWarn"] = 'S' +#行权试算 +defineDict["THOST_FTDC_BFC_PreExecOrder"] = 'T' +#行权交收风险 +defineDict["THOST_FTDC_BFC_ExecOrderRisk"] = 'P' +#持仓限额预警 +defineDict["THOST_FTDC_BFC_PosiLimitWarn"] = 'U' +#持仓限额查询 +defineDict["THOST_FTDC_BFC_QryPosiLimit"] = 'V' +#银期签到签退 +defineDict["THOST_FTDC_BFC_FBSign"] = 'W' +#银期签约解约 +defineDict["THOST_FTDC_BFC_FBAccount"] = 'X' typedefDict["TThostFtdcBrokerFunctionCodeType"] = "char" @@ -686,6 +712,13 @@ defineDict["THOST_FTDC_HF_Hedge"] = '3' #备兑 defineDict["THOST_FTDC_HF_Covered"] = '4' +#做市商 +defineDict["THOST_FTDC_HF_MarketMaker"] = '5' +#第一腿投机第二腿套保 大商所专用 +defineDict["THOST_FTDC_HF_SpecHedge"] = '6' +#第一腿套保第二腿投机 大商所专用 +defineDict["THOST_FTDC_HF_HedgeSpec"] = '7' + typedefDict["TThostFtdcHedgeFlagType"] = "char" #////////////////////////////////////////////////////////////////////// @@ -709,6 +742,8 @@ defineDict["THOST_FTDC_CIDT_Speculation"] = '1' defineDict["THOST_FTDC_CIDT_Arbitrage"] = '2' #套保 defineDict["THOST_FTDC_CIDT_Hedge"] = '3' +#做市商 +defineDict["THOST_FTDC_CIDT_MarketMaker"] = '5' typedefDict["TThostFtdcClientIDTypeType"] = "char" @@ -809,6 +844,10 @@ defineDict["THOST_FTDC_ORDT_Combination"] = '3' defineDict["THOST_FTDC_ORDT_ConditionalOrder"] = '4' #互换单 defineDict["THOST_FTDC_ORDT_Swap"] = '5' +#大宗交易成交衍生 +defineDict["THOST_FTDC_ORDT_DeriveFromBlockTrade"] = '6' +#期转现成交衍生 +defineDict["THOST_FTDC_ORDT_DeriveFromEFPTrade"] = '7' typedefDict["TThostFtdcOrderTypeType"] = "char" @@ -927,6 +966,8 @@ defineDict["THOST_FTDC_TRDT_OTC"] = '2' defineDict["THOST_FTDC_TRDT_EFPDerived"] = '3' #组合衍生成交 defineDict["THOST_FTDC_TRDT_CombinationDerived"] = '4' +#大宗交易成交 +defineDict["THOST_FTDC_TRDT_BlockTrade"] = '5' typedefDict["TThostFtdcTradeTypeType"] = "char" @@ -939,6 +980,8 @@ defineDict["THOST_FTDC_PSRC_LastPrice"] = '0' defineDict["THOST_FTDC_PSRC_Buy"] = '1' #卖委托价 defineDict["THOST_FTDC_PSRC_Sell"] = '2' +#场外成交价 +defineDict["THOST_FTDC_PSRC_OTC"] = '3' typedefDict["TThostFtdcPriceSourceType"] = "char" @@ -1412,6 +1455,26 @@ defineDict["THOST_FTDC_TPID_IsPosiFreeze"] = 'F' defineDict["THOST_FTDC_TPID_IsPosiLimit"] = 'M' #郑商所询价时间间隔 defineDict["THOST_FTDC_TPID_ForQuoteTimeInterval"] = 'Q' +#是否期货限仓 +defineDict["THOST_FTDC_TPID_IsFuturePosiLimit"] = 'B' +#是否期货下单频率限制 +defineDict["THOST_FTDC_TPID_IsFutureOrderFreq"] = 'C' +#行权冻结是否计算盈利 +defineDict["THOST_FTDC_TPID_IsExecOrderProfit"] = 'H' +#银期开户是否验证开户银行卡号是否是预留银行账户 +defineDict["THOST_FTDC_TPID_IsCheckBankAcc"] = 'I' +#弱密码最后修改日期 +defineDict["THOST_FTDC_TPID_PasswordDeadLine"] = 'J' +#强密码校验 +defineDict["THOST_FTDC_TPID_IsStrongPassword"] = 'K' +#自有资金质押比 +defineDict["THOST_FTDC_TPID_BalanceMorgage"] = 'a' +#最小密码长度 +defineDict["THOST_FTDC_TPID_MinPwdLen"] = 'O' +#IP当日最大登陆失败次数 +defineDict["THOST_FTDC_TPID_LoginFailMaxNumForIP"] = 'U' +#密码有效期 +defineDict["THOST_FTDC_TPID_PasswordPeriod"] = 'V' typedefDict["TThostFtdcTradeParamIDType"] = "char" @@ -3694,6 +3757,12 @@ defineDict["THOST_FTDC_FBTUET_QueryFutureAccount"] = '9' defineDict["THOST_FTDC_FBTUET_SignOut"] = 'A' #密钥同步 defineDict["THOST_FTDC_FBTUET_SyncKey"] = 'B' +#预约开户 +defineDict["THOST_FTDC_FBTUET_ReserveOpenAccount"] = 'C' +#撤销预约开户 +defineDict["THOST_FTDC_FBTUET_CancelReserveOpenAccount"] = 'D' +#预约开户确认 +defineDict["THOST_FTDC_FBTUET_ReserveOpenAccountConfirm"] = 'E' #其他 defineDict["THOST_FTDC_FBTUET_Other"] = 'Z' @@ -5389,6 +5458,8 @@ defineDict["THOST_FTDC_MFUR_None"] = '0' defineDict["THOST_FTDC_MFUR_Margin"] = '1' #用于手续费、盈亏、保证金 defineDict["THOST_FTDC_MFUR_All"] = '2' +#人民币方案3 +defineDict["THOST_FTDC_MFUR_CNY3"] = '3' typedefDict["TThostFtdcMortgageFundUseRangeType"] = "char" @@ -6159,6 +6230,34 @@ defineDict["THOST_FTDC_COMBT_CLD"] = '6' typedefDict["TThostFtdcCombinationTypeType"] = "char" +#////////////////////////////////////////////////////////////////////// +#TFtdcDceCombinationTypeType是一个组合类型类型 +#////////////////////////////////////////////////////////////////////// +#期货对锁组合 +defineDict["THOST_FTDC_DCECOMBT_SPL"] = '0' +#期权对锁组合 +defineDict["THOST_FTDC_DCECOMBT_OPL"] = '1' +#期货跨期组合 +defineDict["THOST_FTDC_DCECOMBT_SP"] = '2' +#期货跨品种组合 +defineDict["THOST_FTDC_DCECOMBT_SPC"] = '3' +#买入期权垂直价差组合 +defineDict["THOST_FTDC_DCECOMBT_BLS"] = '4' +#卖出期权垂直价差组合 +defineDict["THOST_FTDC_DCECOMBT_BES"] = '5' +#期权日历价差组合 +defineDict["THOST_FTDC_DCECOMBT_CAS"] = '6' +#期权跨式组合 +defineDict["THOST_FTDC_DCECOMBT_STD"] = '7' +#期权宽跨式组合 +defineDict["THOST_FTDC_DCECOMBT_STG"] = '8' +#买入期货期权组合 +defineDict["THOST_FTDC_DCECOMBT_BFO"] = '9' +#卖出期货期权组合 +defineDict["THOST_FTDC_DCECOMBT_SFO"] = 'a' + +typedefDict["TThostFtdcDceCombinationTypeType"] = "char" + #////////////////////////////////////////////////////////////////////// #TFtdcOptionRoyaltyPriceTypeType是一个期权权利金价格类型类型 #////////////////////////////////////////////////////////////////////// @@ -6166,6 +6265,8 @@ typedefDict["TThostFtdcCombinationTypeType"] = "char" defineDict["THOST_FTDC_ORPT_PreSettlementPrice"] = '1' #开仓价 defineDict["THOST_FTDC_ORPT_OpenPrice"] = '4' +#最新价与昨结算价较大值 +defineDict["THOST_FTDC_ORPT_MaxPreSettlementPrice"] = '5' typedefDict["TThostFtdcOptionRoyaltyPriceTypeType"] = "char" @@ -6324,14 +6425,116 @@ defineDict["THOST_FTDC_CMDR_UnComb"] = '1' typedefDict["TThostFtdcCombDirectionType"] = "char" #////////////////////////////////////////////////////////////////////// -#TFtdcLockTypeType是一个锁定方向类型 +#TFtdcStrikeOffsetTypeType是一个行权偏移类型类型 #////////////////////////////////////////////////////////////////////// -#锁定 -defineDict["THOST_FTDC_LCKT_Lock"] = '1' -#解锁 -defineDict["THOST_FTDC_LCKT_Unlock"] = '2' +#实值额 +defineDict["THOST_FTDC_STOV_RealValue"] = '1' +#盈利额 +defineDict["THOST_FTDC_STOV_ProfitValue"] = '2' +#实值比例 +defineDict["THOST_FTDC_STOV_RealRatio"] = '3' +#盈利比例 +defineDict["THOST_FTDC_STOV_ProfitRatio"] = '4' -typedefDict["TThostFtdcLockTypeType"] = "char" +typedefDict["TThostFtdcStrikeOffsetTypeType"] = "char" + +#////////////////////////////////////////////////////////////////////// +#TFtdcReserveOpenAccStasType是一个预约开户状态类型 +#////////////////////////////////////////////////////////////////////// +#等待处理中 +defineDict["THOST_FTDC_ROAST_Processing"] = '0' +#已撤销 +defineDict["THOST_FTDC_ROAST_Cancelled"] = '1' +#已开户 +defineDict["THOST_FTDC_ROAST_Opened"] = '2' +#无效请求 +defineDict["THOST_FTDC_ROAST_Invalid"] = '3' + +typedefDict["TThostFtdcReserveOpenAccStasType"] = "char" + +#////////////////////////////////////////////////////////////////////// +#TFtdcLoginRemarkType是一个登录备注类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TThostFtdcLoginRemarkType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TFtdcInvestUnitIDType是一个投资单元代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TThostFtdcInvestUnitIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TFtdcBulletinIDType是一个公告编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TThostFtdcBulletinIDType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TFtdcNewsTypeType是一个公告类型类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TThostFtdcNewsTypeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TFtdcNewsUrgencyType是一个紧急程度类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TThostFtdcNewsUrgencyType"] = "char" + +#////////////////////////////////////////////////////////////////////// +#TFtdcAbstractType是一个消息摘要类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TThostFtdcAbstractType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TFtdcComeFromType是一个消息来源类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TThostFtdcComeFromType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TFtdcURLLinkType是一个WEB地址类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TThostFtdcURLLinkType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TFtdcLongIndividualNameType是一个长个人姓名类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TThostFtdcLongIndividualNameType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TFtdcLongFBEBankAccountNameType是一个长换汇银行账户名类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TThostFtdcLongFBEBankAccountNameType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TFtdcDateTimeType是一个日期时间类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TThostFtdcDateTimeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TFtdcWeakPasswordSourceType是一个弱密码来源类型 +#////////////////////////////////////////////////////////////////////// +#弱密码库 +defineDict["THOST_FTDC_WPSR_Lib"] = '1' +#手工录入 +defineDict["THOST_FTDC_WPSR_Manual"] = '2' + +typedefDict["TThostFtdcWeakPasswordSourceType"] = "char" + +#////////////////////////////////////////////////////////////////////// +#TFtdcRandomStringType是一个随机串类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TThostFtdcRandomStringType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TFtdcOptSelfCloseFlagType是一个期权行权的头寸是否自对冲类型 +#////////////////////////////////////////////////////////////////////// +#自对冲期权仓位 +defineDict["THOST_FTDC_OSCF_CloseSelfOptionPosition"] = '1' +#保留期权仓位 +defineDict["THOST_FTDC_OSCF_ReserveOptionPosition"] = '2' +#自对冲卖方履约后的期货仓位 +defineDict["THOST_FTDC_OSCF_SellCloseSelfFuturePosition"] = '3' +#保留卖方履约后的期货仓位 +defineDict["THOST_FTDC_OSCF_ReserveFuturePosition"] = '4' + +typedefDict["TThostFtdcOptSelfCloseFlagType"] = "char" #////////////////////////////////////////////////////////////////////// #TFtdcBizTypeType是一个业务类型类型 @@ -6344,113 +6547,151 @@ defineDict["THOST_FTDC_BZTP_Stock"] = '2' typedefDict["TThostFtdcBizTypeType"] = "char" #////////////////////////////////////////////////////////////////////// -#TFtdcDesignateTypeType是一个指定类型类型 +#TFtdcAppTypeType是一个用户App类型类型 #////////////////////////////////////////////////////////////////////// -#指定登记 -defineDict["THOST_FTDC_DSTP_Register"] = '1' -#指定撤销 -defineDict["THOST_FTDC_DSTP_Cancel"] = '2' +#直连的投资者 +defineDict["THOST_FTDC_APP_TYPE_Investor"] = '1' +#为每个投资者都创建连接的中继 +defineDict["THOST_FTDC_APP_TYPE_InvestorRelay"] = '2' +#所有投资者共享一个操作员连接的中继 +defineDict["THOST_FTDC_APP_TYPE_OperatorRelay"] = '3' +#未知 +defineDict["THOST_FTDC_APP_TYPE_UnKnown"] = '4' -typedefDict["TThostFtdcDesignateTypeType"] = "char" +typedefDict["TThostFtdcAppTypeType"] = "char" #////////////////////////////////////////////////////////////////////// -#TFtdcFreezeReasonTypeType是一个冻结原因类型 +#TFtdcAppIDType是一个App代码类型 #////////////////////////////////////////////////////////////////////// -#初始化 -defineDict["THOST_FTDC_FRTP_Init"] = '1' -#锁定 -defineDict["THOST_FTDC_FRTP_Lock"] = '2' -#执行 -defineDict["THOST_FTDC_FRTP_Exec"] = '3' -#仓位校验 -defineDict["THOST_FTDC_FRTP_Check"] = '4' -#E+1日执行冻结 -defineDict["THOST_FTDC_FRTP_ExecFreeze"] = '5' - -typedefDict["TThostFtdcFreezeReasonTypeType"] = "char" +typedefDict["TThostFtdcAppIDType"] = "string" #////////////////////////////////////////////////////////////////////// -#TFtdcFreezeTypeType是一个冻结类型类型 +#TFtdcSystemInfoLenType是一个系统信息长度类型 #////////////////////////////////////////////////////////////////////// -#冻结 -defineDict["THOST_FTDC_FZTP_Freeze"] = '1' -#解冻 -defineDict["THOST_FTDC_FZTP_Unfreeze"] = '2' -#强制执行 -defineDict["THOST_FTDC_FZTP_Force"] = '3' - -typedefDict["TThostFtdcFreezeTypeType"] = "char" +typedefDict["TThostFtdcSystemInfoLenType"] = "int" #////////////////////////////////////////////////////////////////////// -#TFtdcTradeSystemTypeType是一个交易系统类型类型 +#TFtdcAdditionalInfoLenType是一个补充信息长度类型 #////////////////////////////////////////////////////////////////////// -#未知系统 -defineDict["THOST_FTDC_TSTP_Unknow"] = '0' -#期货系统 -defineDict["THOST_FTDC_TSTP_Future"] = '1' -#个股系统 -defineDict["THOST_FTDC_TSTP_IShare"] = '2' - -typedefDict["TThostFtdcTradeSystemTypeType"] = "char" +typedefDict["TThostFtdcAdditionalInfoLenType"] = "int" #////////////////////////////////////////////////////////////////////// -#TFtdcStockDisposalTypeType是一个证券处置方向类型 +#TFtdcClientSystemInfoType是一个交易终端系统信息类型 #////////////////////////////////////////////////////////////////////// -#划入经纪公司账户 -defineDict["THOST_FTDC_STPT_ToBroker"] = '1' -#划入投资者账户 -defineDict["THOST_FTDC_STPT_ToInvestor"] = '2' - -typedefDict["TThostFtdcStockDisposalTypeType"] = "char" +typedefDict["TThostFtdcClientSystemInfoType"] = "string" #////////////////////////////////////////////////////////////////////// -#TFtdcStockDisposalSysIDType是一个证券处置编号类型 +#TFtdcAdditionalInfoType是一个系统外部信息类型 #////////////////////////////////////////////////////////////////////// -typedefDict["TThostFtdcStockDisposalSysIDType"] = "string" +typedefDict["TThostFtdcAdditionalInfoType"] = "string" #////////////////////////////////////////////////////////////////////// -#TFtdcStockDisposalStatusType是一个证券处置状态类型 +#TFtdcBase64ClientSystemInfoType是一个base64交易终端系统信息类型 #////////////////////////////////////////////////////////////////////// -#已经提交 -defineDict["THOST_FTDC_SDPS_Submitted"] = 'a' -#已经接受 -defineDict["THOST_FTDC_SDPS_Accepted"] = 'b' -#已经被拒绝 -defineDict["THOST_FTDC_SDPS_Rejected"] = 'c' -#已经被撤销 -defineDict["THOST_FTDC_SDPS_Cancelled"] = 'd' - -typedefDict["TThostFtdcStockDisposalStatusType"] = "char" +typedefDict["TThostFtdcBase64ClientSystemInfoType"] = "string" #////////////////////////////////////////////////////////////////////// -#TFtdcInstructionRightTypeType是一个指令权限类型类型 +#TFtdcBase64AdditionalInfoType是一个base64系统外部信息类型 #////////////////////////////////////////////////////////////////////// -#限价单 -defineDict["THOST_FTDC_ISTR_Limit"] = '1' -#限价全额成交否则取消 -defineDict["THOST_FTDC_ISTR_Limit_FOK"] = '2' -#市价订单剩余转限价 -defineDict["THOST_FTDC_ISTR_Market_RemainLimit"] = '3' -#市价订单剩余撤销 -defineDict["THOST_FTDC_ISTR_Market_FAK"] = '4' -#市价全额成交否则取消 -defineDict["THOST_FTDC_ISTR_Market_FOK"] = '5' -#证券锁定 -defineDict["THOST_FTDC_ISTR_Lock"] = '6' -#证券解锁 -defineDict["THOST_FTDC_ISTR_Unlock"] = '7' - -typedefDict["TThostFtdcInstructionRightTypeType"] = "char" +typedefDict["TThostFtdcBase64AdditionalInfoType"] = "string" #////////////////////////////////////////////////////////////////////// -#TFtdcLevelTypeType是一个投资者分级类型类型 +#TFtdcCurrentAuthMethodType是一个当前可用的认证模式，0代表无需认证模式 A从低位开始最后一位代表图片验证码，倒数第二位代表动态口令，倒数第三位代表短信验证码类型 #////////////////////////////////////////////////////////////////////// -#一级投资者 -defineDict["THOST_FTDC_IVLV_FirstLevel"] = '1' -#二级投资者 -defineDict["THOST_FTDC_IVLV_SecondLevel"] = '2' -#三级投资者 -defineDict["THOST_FTDC_IVLV_ThirdLevel"] = '3' +typedefDict["TThostFtdcCurrentAuthMethodType"] = "int" -typedefDict["TThostFtdcLevelTypeType"] = "char" +#////////////////////////////////////////////////////////////////////// +#TFtdcCaptchaInfoLenType是一个图片验证信息长度类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TThostFtdcCaptchaInfoLenType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TFtdcCaptchaInfoType是一个图片验证信息类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TThostFtdcCaptchaInfoType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TFtdcUserTextSeqType是一个用户短信验证码的编号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TThostFtdcUserTextSeqType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TFtdcHandshakeDataType是一个握手数据内容类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TThostFtdcHandshakeDataType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TFtdcHandshakeDataLenType是一个握手数据内容长度类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TThostFtdcHandshakeDataLenType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TFtdcCryptoKeyVersionType是一个api与front通信密钥版本号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TThostFtdcCryptoKeyVersionType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TFtdcRsaKeyVersionType是一个公钥版本号类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TThostFtdcRsaKeyVersionType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TFtdcSoftwareProviderIDType是一个交易软件商ID类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TThostFtdcSoftwareProviderIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TFtdcCollectTimeType是一个信息采集时间类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TThostFtdcCollectTimeType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TFtdcQueryFreqType是一个查询频率类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TThostFtdcQueryFreqType"] = "int" + +#////////////////////////////////////////////////////////////////////// +#TFtdcResponseValueType是一个应答类型类型 +#////////////////////////////////////////////////////////////////////// +#检查成功 +defineDict["THOST_FTDC_RV_Right"] = '0' +#检查失败 +defineDict["THOST_FTDC_RV_Refuse"] = '1' + +typedefDict["TThostFtdcResponseValueType"] = "char" + +#////////////////////////////////////////////////////////////////////// +#TFtdcOTCTradeTypeType是一个OTC成交类型类型 +#////////////////////////////////////////////////////////////////////// +#大宗交易 +defineDict["THOST_FTDC_OTC_TRDT_Block"] = '0' +#期转现 +defineDict["THOST_FTDC_OTC_TRDT_EFP"] = '1' + +typedefDict["TThostFtdcOTCTradeTypeType"] = "char" + +#////////////////////////////////////////////////////////////////////// +#TFtdcMatchTypeType是一个期现风险匹配方式类型 +#////////////////////////////////////////////////////////////////////// +#基点价值 +defineDict["THOST_FTDC_OTC_MT_DV01"] = '1' +#面值 +defineDict["THOST_FTDC_OTC_MT_ParValue"] = '2' + +typedefDict["TThostFtdcMatchTypeType"] = "char" + +#////////////////////////////////////////////////////////////////////// +#TFtdcOTCTraderIDType是一个OTC交易员代码类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TThostFtdcOTCTraderIDType"] = "string" + +#////////////////////////////////////////////////////////////////////// +#TFtdcRiskValueType是一个期货风险值类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TThostFtdcRiskValueType"] = "float" + +#////////////////////////////////////////////////////////////////////// +#TFtdcIDBNameType是一个握手数据内容类型 +#////////////////////////////////////////////////////////////////////// +typedefDict["TThostFtdcIDBNameType"] = "string" diff --git a/vnpy/trader/gateway/ctpseGateway/ctpseGateway.py b/vnpy/trader/gateway/ctpseGateway/ctpseGateway.py index 7a86e8a0..ecc9e759 100644 --- a/vnpy/trader/gateway/ctpseGateway/ctpseGateway.py +++ b/vnpy/trader/gateway/ctpseGateway/ctpseGateway.py @@ -122,6 +122,7 @@ class CtpseGateway(VtGateway): self.requireAuthentication = False self.debug_tick = False + self.debug = False self.tdx_pool_count = 2 # 通达信连接池内连接数 @@ -171,7 +172,7 @@ class CtpseGateway(VtGateway): if 'authCode' in setting: authCode = str(setting['authCode']) appID = str(setting['appID']) - userProductInfo = str(setting['userProductInfo']) + userProductInfo = setting.get('userProductInfo',"") self.tdApi.requireAuthentication = True self.writeLog(u'使用授权码验证') else: @@ -477,7 +478,8 @@ class CtpMdApi(MdApi): self.writeLog(text.DATA_SERVER_CONNECTED) - self.login() + if not self.loginStatus: + self.login() #---------------------------------------------------------------------- def onFrontDisconnected(self, n): @@ -492,7 +494,8 @@ class CtpMdApi(MdApi): 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 + if getattr(self.gateway,'debug',False): + print('onHeartBeatWarning') #---------------------------------------------------------------------- def onRspError(self, error, n, last): @@ -506,6 +509,9 @@ class CtpMdApi(MdApi): #---------------------------------------------------------------------- def onRspUserLogin(self, data, error, n, last): """登陆回报""" + if getattr(self.gateway,'debug',False): + print('onRspUserLogin') + # 如果登录成功，推送日志信息 if error['ErrorID'] == 0: self.loginStatus = True @@ -527,6 +533,8 @@ class CtpMdApi(MdApi): #---------------------------------------------------------------------- def onRspUserLogout(self, data, error, n, last): """登出回报""" + if getattr(self.gateway,'debug',False): + print('onRspUserLogout') # 如果登出成功，推送日志信息 if error['ErrorID'] == 0: self.loginStatus = False @@ -546,13 +554,15 @@ class CtpMdApi(MdApi): 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 + if getattr(self.gateway, 'debug', False): + print('onRspSubMarketData') #---------------------------------------------------------------------- def onRspUnSubMarketData(self, data, error, n, last): """退订合约回报""" # 同上 - pass + if getattr(self.gateway, 'debug', False): + print('onRspUnSubMarketData') #---------------------------------------------------------------------- def onRtnDepthMarketData(self, data): @@ -562,6 +572,8 @@ class CtpMdApi(MdApi): # self.writeLog(u'忽略成交量为0的无效单合约tick数据:') # self.writeLog(data) # return + if getattr(self.gateway, 'debug', False): + print('onRtnDepthMarketData') if not self.connectionStatus: self.connectionStatus = True @@ -674,21 +686,26 @@ class CtpMdApi(MdApi): #---------------------------------------------------------------------- def onRspSubForQuoteRsp(self, data, error, n, last): """订阅期权询价""" - pass - - #---------------------------------------------------------------------- + if getattr(self.gateway, 'debug', False): + print('onRspSubForQuoteRsp') + + #---------------------------------------------------------------------- def onRspUnSubForQuoteRsp(self, data, error, n, last): """退订期权询价""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspUnSubForQuoteRsp') #---------------------------------------------------------------------- def onRtnForQuoteRsp(self, data): """期权询价推送""" - pass - + if getattr(self.gateway, 'debug', False): + print('onRtnForQuoteRsp') + #---------------------------------------------------------------------- def connect(self, userID, password, brokerID, address): """初始化连接""" + if getattr(self.gateway, 'debug', False): + print('connect') self.userID = userID # 账号 self.password = password # 密码 self.brokerID = brokerID # 经纪商代码 @@ -707,6 +724,8 @@ class CtpMdApi(MdApi): # 初始化连接，成功会调用onFrontConnected self.init() + + self.login() # 若已经连接但尚未登录，则进行登录 else: @@ -718,6 +737,8 @@ class CtpMdApi(MdApi): """订阅合约""" # 这里的设计是，如果尚未登录就调用了订阅方法 # 则先保存订阅请求，登录完成后会自动订阅 + if getattr(self.gateway, 'debug', False): + print('subscribe') # 订阅传统合约 self.subscribeMarketData(str(subscribeReq.symbol)) @@ -788,8 +809,9 @@ class CtpTdApi(TdApi): #---------------------------------------------------------------------- def onFrontConnected(self): """服务器连接""" + if getattr(self.gateway, 'debug', False): + print('onFrontConnected') self.connectionStatus = True - self.writeLog(text.TRADING_SERVER_CONNECTED) if self.requireAuthentication: @@ -800,6 +822,8 @@ class CtpTdApi(TdApi): #---------------------------------------------------------------------- def onFrontDisconnected(self, n): """服务器断开""" + if getattr(self.gateway, 'debug', False): + print('onFrontDisconnected') self.connectionStatus = False self.loginStatus = False self.gateway.tdConnected = False @@ -809,11 +833,15 @@ class CtpTdApi(TdApi): #---------------------------------------------------------------------- def onHeartBeatWarning(self, n): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onHeartBeatWarning') #---------------------------------------------------------------------- def onRspAuthenticate(self, data, error, n, last): """验证客户端回报""" + if getattr(self.gateway, 'debug', False): + print('onRspAuthenticate') + if error['ErrorID'] == 0: self.authStatus = True self.writeLog(text.TRADING_SERVER_AUTHENTICATED) @@ -824,6 +852,8 @@ class CtpTdApi(TdApi): #---------------------------------------------------------------------- def onRspUserLogin(self, data, error, n, last): """登陆回报""" + if getattr(self.gateway, 'debug', False): + print('onRspUserLogin') # 如果登录成功，推送日志信息 if error['ErrorID'] == 0: self.tradingDay = str(data['TradingDay']) @@ -857,12 +887,16 @@ class CtpTdApi(TdApi): def resentReqQryInstrument(self): # 查询合约代码 + if getattr(self.gateway, 'debug', False): + print('resentReqQryInstrument') self.reqID += 1 self.reqQryInstrument({}, self.reqID) #---------------------------------------------------------------------- def onRspUserLogout(self, data, error, n, last): """登出回报""" + if getattr(self.gateway, 'debug', False): + print('onRspUserLogout') # 如果登出成功，推送日志信息 if error['ErrorID'] == 0: self.loginStatus = False @@ -881,16 +915,20 @@ class CtpTdApi(TdApi): #---------------------------------------------------------------------- def onRspUserPasswordUpdate(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspUserPasswordUpdate') #---------------------------------------------------------------------- def onRspTradingAccountPasswordUpdate(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspTradingAccountPasswordUpdate') #---------------------------------------------------------------------- def onRspOrderInsert(self, data, error, n, last): """发单错误（柜台）""" + if getattr(self.gateway, 'debug', False): + print('onRspOrderInsert') # 推送委托信息 order = VtOrderData() order.gatewayName = self.gatewayName @@ -918,16 +956,20 @@ class CtpTdApi(TdApi): #---------------------------------------------------------------------- def onRspParkedOrderInsert(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspParkedOrderInsert') #---------------------------------------------------------------------- def onRspParkedOrderAction(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspParkedOrderAction') #---------------------------------------------------------------------- def onRspOrderAction(self, data, error, n, last): """撤单错误（柜台）""" + if getattr(self.gateway, 'debug', False): + print('onRspOrderAction') try: symbol = data['InstrumentID'] except KeyError: @@ -943,73 +985,90 @@ class CtpTdApi(TdApi): #---------------------------------------------------------------------- def onRspQueryMaxOrderVolume(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspQueryMaxOrderVolume') #---------------------------------------------------------------------- def onRspSettlementInfoConfirm(self, data, error, n, last): """确认结算信息回报""" + if getattr(self.gateway, 'debug', False): + print('onRspSettlementInfoConfirm') self.writeLog(text.SETTLEMENT_INFO_CONFIRMED) #---------------------------------------------------------------------- def onRspRemoveParkedOrder(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspSettlementInfoConfirm') #---------------------------------------------------------------------- def onRspRemoveParkedOrderAction(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspRemoveParkedOrderAction') #---------------------------------------------------------------------- def onRspExecOrderInsert(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspExecOrderInsert') #---------------------------------------------------------------------- def onRspExecOrderAction(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspExecOrderAction') #---------------------------------------------------------------------- def onRspForQuoteInsert(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspForQuoteInsert') #---------------------------------------------------------------------- def onRspQuoteInsert(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspQuoteInsert') #---------------------------------------------------------------------- def onRspQuoteAction(self, data, error, n, last): """""" - pass - + if getattr(self.gateway, 'debug', False): + print('onRspQuoteAction') + #---------------------------------------------------------------------- def onRspLockInsert(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspLockInsert') #---------------------------------------------------------------------- def onRspCombActionInsert(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspCombActionInsert') #---------------------------------------------------------------------- def onRspQryOrder(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspCombActionInsert') #---------------------------------------------------------------------- def onRspQryTrade(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspQryTrade') #---------------------------------------------------------------------- def onRspQryInvestorPosition(self, data, error, n, last): """持仓查询回报""" + if getattr(self.gateway, 'debug', False): + print('onRspQryInvestorPosition') + if not data['InstrumentID']: return @@ -1072,6 +1131,8 @@ class CtpTdApi(TdApi): #---------------------------------------------------------------------- def onRspQryTradingAccount(self, data, error, n, last): """资金账户查询回报""" + if getattr(self.gateway, 'debug', False): + print('onRspQryTradingAccount') self.gateway.mdConnected = True account = VtAccountData() @@ -1101,12 +1162,14 @@ class CtpTdApi(TdApi): #---------------------------------------------------------------------- def onRspQryInvestor(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspQryInvestor') #---------------------------------------------------------------------- def onRspQryTradingCode(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspQryTradingCode') #---------------------------------------------------------------------- def onRspQryInstrumentMarginRate(self, data, error, n, last): @@ -1118,26 +1181,32 @@ class CtpTdApi(TdApi): :param last: :return: """ - pass - + if getattr(self.gateway, 'debug', False): + print('onRspQryInstrumentMarginRate') + #---------------------------------------------------------------------- def onRspQryInstrumentCommissionRate(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspQryInstrumentCommissionRate') #---------------------------------------------------------------------- def onRspQryExchange(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspQryExchange') #---------------------------------------------------------------------- def onRspQryProduct(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspQryProduct') #---------------------------------------------------------------------- def onRspQryInstrument(self, data, error, n, last): """合约查询回报""" + if getattr(self.gateway, 'debug', False): + print('onRspQryInstrument') self.gateway.mdConnected = True contract = VtContractData() @@ -1191,62 +1260,74 @@ class CtpTdApi(TdApi): #---------------------------------------------------------------------- def onRspQryDepthMarketData(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspQryDepthMarketData') #---------------------------------------------------------------------- def onRspQrySettlementInfo(self, data, error, n, last): """查询结算信息回报""" - pass - + if getattr(self.gateway, 'debug', False): + print('onRspQryDepthMarketData') + #---------------------------------------------------------------------- def onRspQryTransferBank(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspQryTransferBank') #---------------------------------------------------------------------- def onRspQryInvestorPositionDetail(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspQryInvestorPositionDetail') #---------------------------------------------------------------------- def onRspQryNotice(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspQryInvestorPositionDetail') #---------------------------------------------------------------------- def onRspQrySettlementInfoConfirm(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspQrySettlementInfoConfirm') #---------------------------------------------------------------------- def onRspQryInvestorPositionCombineDetail(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspQryInvestorPositionCombineDetail') #---------------------------------------------------------------------- def onRspQryCFMMCTradingAccountKey(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspQryCFMMCTradingAccountKey') #---------------------------------------------------------------------- def onRspQryEWarrantOffset(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspQryEWarrantOffset') #---------------------------------------------------------------------- def onRspQryInvestorProductGroupMargin(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspQryInvestorProductGroupMargin') #---------------------------------------------------------------------- def onRspQryExchangeMarginRate(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspQryExchangeMarginRate') #---------------------------------------------------------------------- def onRspQryExchangeMarginRateAdjust(self, data, error, n, last): """""" - pass + if getattr(self.gateway, 'debug', False): + print('onRspQryExchangeMarginRateAdjust') #---------------------------------------------------------------------- def onRspQryExchangeRate(self, data, error, n, last): @@ -1733,12 +1814,13 @@ class CtpTdApi(TdApi): def authenticate(self): """申请验证""" self.writeLog(u'申请授权码验证') - if self.userID and self.brokerID and self.authCode and self.userProductInfo: + if self.userID and self.brokerID and self.authCode: req = {} req['UserID'] = self.userID req['BrokerID'] = self.brokerID req['AuthCode'] = self.authCode - req['UserProductInfo'] = self.userProductInfo + if len(self.userProductInfo) > 0: + req['UserProductInfo'] = self.userProductInfo req['AppID'] = self.appID self.reqID +=1 self.writeLog(u'提交验证...') diff --git a/vnpy/trader/gateway/ctpseGateway/thostmduserapi_se.dll b/vnpy/trader/gateway/ctpseGateway/thostmduserapi_se.dll deleted file mode 100644 index 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