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Merge remote-tracking branch 'remotes/origin/tap-gateway' into tap

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This commit is contained in:
nanoric 2019-06-08 17:11:09 +08:00
commit 6e0e23d999
1 changed files with 3 additions and 9 deletions
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12
vnpy/gateway/tap/tap_gateway.py
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@ -254,9 +254,8 @@ class QuoteApi(ITapQuoteAPINotify):
def OnRspSubscribeQuote(
self, sessionID: int, errorCode: int, isLast: str, info: TapAPIQuoteWhole
):
print("on rsp sub quote")
if errorCode != TAPIERROR_SUCCEED:
self.gateway.write_log("订阅行情失败")
self.gateway.write_log(f"订阅行情失败：{error_to_str(errorCode)}")
else:
self.update_tick(info)
@ -266,17 +265,12 @@ class QuoteApi(ITapQuoteAPINotify):
def update_tick(self, info: TapAPIQuoteWhole):
""""""
print("--------------------------")
print(info.Contract.ContractNo1)
print(info.Contract.ContractNo2)
print(info.Contract.Commodity.CommodityNo)
symbol = info.Contract.Commodity.CommodityNo + info.Contract.ContractNo1
exchange = EXCHANGE_TAP2VT[info.Contract.Commodity.ExchangeNo]
contract_info = contract_infos.get((symbol, exchange), None)
if not contract_info:
print("no contract info", symbol, exchange)
self.gateway.write_log(f"行情合约信息无法匹配：{symbol}和{exchange}")
return
tick = TickData(
@ -359,7 +353,7 @@ class QuoteApi(ITapQuoteAPINotify):
tap_contract.Commodity.ExchangeNo = EXCHANGE_VT2TAP[req.exchange]
tap_contract.Commodity.CommodityType = contract_info.commodity_type
tap_contract.Commodity.CommodityNo = contract_info.commodity_no
tap_contract.ContractNo1 = req.symbol
tap_contract.ContractNo1 = contract_info.contract_no
tap_contract.CallOrPutFlag1 = TAPI_CALLPUT_FLAG_NONE
tap_contract.CallOrPutFlag2 = TAPI_CALLPUT_FLAG_NONE