Update tiger_gateway.py
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1122455801
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@ -92,8 +92,8 @@ class TigerGateway(BaseGateway):
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default_setting = {
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"tiger_id": "",
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"account": "",
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"standard_account": "",
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"private_key": '',
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"服务器": ["标准", "环球", "仿真"],
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"private_key": "",
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}
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exchanges = [
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@ -109,8 +109,7 @@ class TigerGateway(BaseGateway):
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self.tiger_id = ""
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self.account = ""
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self.standard_account = ""
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self.paper_account = ""
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self.server = ""
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self.language = ""
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self.client_config = None
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@ -149,11 +148,10 @@ class TigerGateway(BaseGateway):
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def connect(self, setting: dict):
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""""""
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self.private_key = setting['private_key']
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self.private_key = setting["private_key"]
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self.tiger_id = setting["tiger_id"]
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self.server = setting["服务器"]
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self.account = setting["account"]
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self.standard_account = setting["standard_account"]
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self.paper_account = setting["account"]
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self.languege = Language.zh_CN
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# Start thread pool for REST call
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@ -167,14 +165,12 @@ class TigerGateway(BaseGateway):
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self.add_task(self.connect_trade)
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self.add_task(self.connect_push)
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def init_client_config(self, sandbox=True):
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def init_client_config(self, sandbox=False):
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""""""
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self.client_config = TigerOpenClientConfig(sandbox_debug=sandbox)
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self.client_config.private_key = self.private_key
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self.client_config.tiger_id = self.tiger_id
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self.client_config.account = self.account
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self.client_config.standard_account = self.standard_account
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self.client_config.paper_account = self.paper_account
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self.client_config.language = self.language
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def connect_quote(self):
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@ -213,12 +209,13 @@ class TigerGateway(BaseGateway):
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Connect to push server.
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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 = 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.asset_changed = self.on_asset_change
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self.push_client.position_changed = self.on_position_change
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self.push_client.order_changed = self.on_order_change
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self.push_client.connect_callback = self.on_push_connected
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self.push_client.connect(
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self.client_config.tiger_id, self.client_config.private_key)
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@ -257,18 +254,17 @@ class TigerGateway(BaseGateway):
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)
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self.ticks[symbol] = tick
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tick.datetime = datetime.fromtimestamp(data["latest_time"] / 1000)
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tick.pre_close = data.get("prev_close", 0)
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tick.last_price = data.get("latest_price", 0)
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tick.volume = data.get("volume", 0)
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tick.open_price = data.get("open", 0)
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tick.open_price = data.get("open", 0)
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tick.high_price = data.get("high", 0)
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tick.low_price = data.get("low", 0)
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tick.ask_price_1 = data.get("ask_price", 0)
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tick.bid_price_1 = data.get("bid_price", 0)
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tick.ask_volume_1 = data.get("ask_size", 0)
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tick.bid_volume_1 = data.get("bid_size", 0)
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tick.datetime = datetime.fromtimestamp(int(data["latest_time"]) / 1000)
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tick.pre_close = data.get("prev_close", tick.pre_close)
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tick.last_price = data.get("latest_price", tick.last_price)
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tick.volume = data.get("volume", tick.volume)
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tick.open_price = data.get("open", tick.open_price)
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tick.high_price = data.get("high", tick.high_price)
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tick.low_price = data.get("low", tick.low_price)
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tick.ask_price_1 = data.get("ask_price", tick.ask_price_1)
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tick.bid_price_1 = data.get("bid_price", tick.bid_price_1)
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tick.ask_volume_1 = data.get("ask_size", tick.ask_volume_1)
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tick.bid_volume_1 = data.get("bid_size", tick.bid_volume_1)
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self.on_tick(copy(tick))
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@ -392,7 +388,7 @@ class TigerGateway(BaseGateway):
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self.write_log(f"撤单失败：{req.orderid}")
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if not data:
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self.write_log('撤单成功')
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self.write_log("撤单成功")
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def query_contract(self):
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""""""
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@ -401,20 +397,20 @@ class TigerGateway(BaseGateway):
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symbols_names_HK = self.quote_client.get_symbol_names(
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lang=Language.zh_CN, market=Market.HK)
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contract_names_HK = DataFrame(
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symbols_names_HK, columns=['symbol', 'name'])
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symbols_names_HK, columns=["symbol", "name"])
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contractList = list(contract_names_HK["symbol"])
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i, n = 0, len(contractList)
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result = pd.DataFrame()
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while i < n:
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i += 500
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c = contractList[i - 500:i]
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i += 50
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c = contractList[i - 50:i]
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r = self.quote_client.get_trade_metas(c)
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result = result.append(r)
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contract_detail_HK = result.sort_values(by="symbol", ascending=True)
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contract_HK = pd.merge(
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contract_names_HK, contract_detail_HK, how='left', on='symbol')
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contract_names_HK, contract_detail_HK, how="left", on="symbol")
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for ix, row in contract_HK.iterrows():
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contract = ContractData(
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@ -423,6 +419,7 @@ class TigerGateway(BaseGateway):
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name=row["name"],
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product=Product.EQUITY,
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size=1,
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min_volume=row["lot_size"],
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pricetick=row["min_tick"],
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net_position=True,
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gateway_name=self.gateway_name,
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@ -433,7 +430,7 @@ class TigerGateway(BaseGateway):
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# US Stock
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symbols_names_US = self.quote_client.get_symbol_names(
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lang=Language.zh_CN, market=Market.US)
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contract_US = DataFrame(symbols_names_US, columns=['symbol', 'name'])
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contract_US = DataFrame(symbols_names_US, columns=["symbol", "name"])
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for ix, row in contract_US.iterrows():
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contract = ContractData(
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@ -442,6 +439,7 @@ class TigerGateway(BaseGateway):
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name=row["name"],
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product=Product.EQUITY,
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size=1,
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min_volume=100,
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pricetick=0.001,
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gateway_name=self.gateway_name,
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)
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@ -451,7 +449,7 @@ class TigerGateway(BaseGateway):
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# CN Stock
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symbols_names_CN = self.quote_client.get_symbol_names(
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lang=Language.zh_CN, market=Market.CN)
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contract_CN = DataFrame(symbols_names_CN, columns=['symbol', 'name'])
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contract_CN = DataFrame(symbols_names_CN, columns=["symbol", "name"])
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for ix, row in contract_CN.iterrows():
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symbol = row["symbol"]
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@ -463,6 +461,7 @@ class TigerGateway(BaseGateway):
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name=row["name"],
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product=Product.EQUITY,
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size=1,
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min_volume=100,
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pricetick=0.001,
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gateway_name=self.gateway_name,
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)
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