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vnpy/gateway/tora/__init__.py

@@ -0,0 +1,2 @@
+from .toraoption_gateway import ToraOptionGateway
+from .torastock_gateway import ToraStockGateway

vnpy/gateway/tora/option_api/__init__.py

@@ -0,0 +1,3 @@
+# noqa
+from .sptraderapi import *
+from .spmdapi import *

vnpy/gateway/tora/stock_api/__init__.py

@@ -0,0 +1,3 @@
+# noqa
+from .mdapi import *
+from .traderapi import *

vnpy/gateway/tora/terminal_info.py

@@ -0,0 +1,67 @@
+import wmi
+import requests
+import pythoncom
+
+
+def get_iip():
+    """"""
+    f = requests.get("http://myip.dnsomatic.com")
+    iip = f.text
+    return iip
+
+
+def get_lip():
+    """"""
+    c = wmi.WMI()
+
+    lip = ""
+    for interface in c.Win32_NetworkAdapterConfiguration(IPEnabled=1):
+        lip = interface.IPAddress[0]
+
+    return lip
+
+
+def get_mac():
+    """"""
+    c = wmi.WMI()
+
+    mac = ""
+    for interface in c.Win32_NetworkAdapterConfiguration(IPEnabled=1):
+        mac = interface.MACAddress
+
+    return mac
+
+
+def get_hd():
+    """"""
+    c = wmi.WMI()
+
+    hd = "disk01"
+    # for disk in c.Win32_DiskDrive():
+    #     hd = disk.SerialNumber.strip()
+
+    return hd
+
+
+def get_terminal_info():
+    """"""
+    # Initialize COM object in this thread.
+    pythoncom.CoInitialize()
+
+    iip = ""
+    iport = ""
+    lip = get_lip()
+    mac = get_mac()
+    hd = get_hd()
+
+    terminal_info = ";".join([
+        "PC",
+        f"IIP={iip}",
+        f"IPORT={iport}",
+        f"LIP={lip}",
+        f"MAC={mac}",
+        f"HD={hd}",
+        "PCN=NA;CPU=NA;PI=NA;VOL=NA@NA"
+    ])
+
+    return terminal_info

vnpy/gateway/tora/toraoption_gateway.py

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+from typing import Dict, Tuple
+from vnpy.gateway.tora.stock_api.mdapi import TORA_TSTP_LACT_AccountID
+import pytz
+from datetime import datetime
+from dataclasses import dataclass
+
+from vnpy.trader.gateway import BaseGateway
+from vnpy.event import EventEngine
+from vnpy.trader.event import EVENT_TIMER
+from vnpy.trader.object import (
+    TickData,
+    OrderData,
+    TradeData,
+    PositionData,
+    AccountData,
+    ContractData,
+    OrderRequest,
+    CancelRequest,
+    SubscribeRequest,
+)
+
+from vnpy.trader.constant import (
+    Direction,
+    Exchange,
+    OrderType,
+    Product,
+    Status,
+    Offset,
+    OptionType
+)
+
+from .option_api import (
+    sptraderapi,
+    spmdapi,
+    TORA_TSTP_SP_D_Buy,
+    TORA_TSTP_SP_D_Sell,
+    TORA_TSTP_SP_EXD_SSE,
+    TORA_TSTP_SP_EXD_SZSE,
+    TORA_TSTP_SP_OPT_LimitPrice,
+    TORA_TSTP_SP_OST_AllTraded,
+    TORA_TSTP_SP_OST_Cancelled,
+    TORA_TSTP_SP_OST_Accepted,
+    TORA_TSTP_SP_OST_PartTraded,
+    TORA_TERT_RESTART,
+    TORA_TSTP_SP_LACT_UserID,
+    TORA_TSTP_SP_LACT_AccountID,
+    TORA_TSTP_SP_PID_SHBond,
+    TORA_TSTP_SP_PID_SHFund,
+    TORA_TSTP_SP_PID_SHStock,
+    TORA_TSTP_SP_PID_SZBond,
+    TORA_TSTP_SP_PID_SZFund,
+    TORA_TSTP_SP_PID_SZStock,
+    TORA_TSTP_SP_TC_GFD,
+    TORA_TSTP_SP_TC_IOC,
+    TORA_TSTP_SP_VC_AV,
+    TORA_TSTP_SP_OAF_Delete,
+    TORA_TSTP_SP_HF_Speculation,
+    TORA_TSTP_SP_OF_Open,
+    TORA_TSTP_SP_OF_Close,
+    CTORATstpSPQrySecurityField,
+    CTORATstpSPQryInvestorField,
+    CTORATstpSPQryShareholderAccountField,
+    CTORATstpSPQryTradingAccountField,
+    CTORATstpSPQryPositionField,
+    CTORATstpSPQryOrderField,
+    CTORATstpSPQryTradeField,
+    TORA_TSTP_SP_PID_SHStockOption,
+    TORA_TSTP_SP_PID_SZStockOption,
+    CTORATstpSPInputOrderField,
+    CTORATstpSPInputOrderActionField,
+    TORA_TSTP_SP_OST_Handled,
+    TORA_TSTP_SP_PD_Net,
+    TORA_TSTP_SP_PD_Long,
+    TORA_TSTP_SP_PD_Short,
+    TORA_TSTP_SP_OST_Failed,
+    TORA_TSTP_SP_CP_PutOptions,
+    TORA_TSTP_SP_CP_CallOptions
+)
+from .terminal_info import get_terminal_info
+
+
+EXCHANGE_TORA2VT = {
+    TORA_TSTP_SP_EXD_SSE: Exchange.SSE,
+    TORA_TSTP_SP_EXD_SZSE: Exchange.SZSE,
+}
+EXCHANGE_VT2TORA = {v: k for k, v in EXCHANGE_TORA2VT.items()}
+
+PRODUCT_TORA2VT = {
+    TORA_TSTP_SP_PID_SHStock: Product.EQUITY,
+    TORA_TSTP_SP_PID_SHFund: Product.FUND,
+    TORA_TSTP_SP_PID_SHBond: Product.BOND,
+    TORA_TSTP_SP_PID_SZStock: Product.EQUITY,
+    TORA_TSTP_SP_PID_SZFund: Product.FUND,
+    TORA_TSTP_SP_PID_SZBond: Product.BOND,
+    TORA_TSTP_SP_PID_SHStockOption: Product.OPTION,
+    TORA_TSTP_SP_PID_SZStockOption: Product.OPTION,
+}
+
+DIRECTION_TORA2VT = {
+    TORA_TSTP_SP_D_Buy: Direction.LONG,
+    TORA_TSTP_SP_D_Sell: Direction.SHORT,
+}
+
+DIRECTION_VT2TORA = {v: k for k, v in DIRECTION_TORA2VT.items()}
+ORDER_TYPE_VT2TORA: Dict[OrderType, Tuple[str, str, str]] = {
+    OrderType.FOK: (
+        TORA_TSTP_SP_OPT_LimitPrice, TORA_TSTP_SP_TC_IOC, TORA_TSTP_SP_VC_AV
+    ),
+    OrderType.FAK: (
+        TORA_TSTP_SP_OPT_LimitPrice, TORA_TSTP_SP_TC_IOC, TORA_TSTP_SP_VC_AV
+    ),
+    OrderType.LIMIT: (
+        TORA_TSTP_SP_OPT_LimitPrice, TORA_TSTP_SP_TC_GFD, TORA_TSTP_SP_VC_AV
+    ),
+}
+
+POSITION_TORA2VT = {
+    TORA_TSTP_SP_PD_Net: Direction.NET,
+    TORA_TSTP_SP_PD_Long: Direction.LONG,
+    TORA_TSTP_SP_PD_Short: Direction.SHORT,
+}
+
+ORDER_TYPE_TORA2VT: Dict[Tuple[str, str, str], OrderType] = {
+    v: k for k, v in ORDER_TYPE_VT2TORA.items()
+}
+
+ORDER_STATUS_TORA2VT: Dict[str, Status] = {
+    TORA_TSTP_SP_OST_AllTraded: Status.ALLTRADED,
+    TORA_TSTP_SP_OST_PartTraded: Status.PARTTRADED,
+    TORA_TSTP_SP_OST_Accepted: Status.NOTTRADED,
+    TORA_TSTP_SP_OST_Cancelled: Status.CANCELLED,
+    TORA_TSTP_SP_OST_Handled: Status.NOTTRADED,
+    TORA_TSTP_SP_OST_Failed: Status.REJECTED,
+}
+
+OFFSET_TORA2VT = {
+    TORA_TSTP_SP_OF_Open: Offset.OPEN,
+    TORA_TSTP_SP_OF_Close: Offset.CLOSE
+}
+
+OFFSET_VT2TORA = {v: k for k, v in OFFSET_TORA2VT.items()}
+ORDERTYPE_TORA2VT = {
+    TORA_TSTP_SP_OPT_LimitPrice: OrderType.LIMIT
+}
+
+OPTIONTYPE_TORA2VT = {
+    TORA_TSTP_SP_CP_CallOptions: OptionType.CALL,
+    TORA_TSTP_SP_CP_PutOptions: OptionType.PUT
+}
+
+CHINA_TZ = pytz.timezone("Asia/Shanghai")
+
+
+ACCOUNT_USERID = "用户代码"
+ACCOUNT_ACCOUNTID = "资金账号"
+ADDRESS_FRONT = "前置地址"
+ADDRESS_FENS = "FENS地址"
+
+
+class ToraOptionGateway(BaseGateway):
+    """"""
+
+    default_setting = {
+        "账号": "",
+        "密码": "",
+        "行情服务器": "",
+        "交易服务器": "",
+        "账号类型": [ACCOUNT_USERID, ACCOUNT_ACCOUNTID],
+        "地址类型": [ADDRESS_FRONT, ADDRESS_FENS]
+    }
+
+    exchanges = list(EXCHANGE_VT2TORA.keys())
+
+    def __init__(self, event_engine: EventEngine):
+        """"""
+        super().__init__(event_engine, "TORAOPTION")
+
+        self.td_api = ToraTdApi(self)
+        self.md_api = ToraMdApi(self)
+
+    def connect(self, setting: dict) -> None:
+        """"""
+        username = setting['账号']
+        password = setting['密码']
+        td_address = setting["交易服务器"]
+        md_address = setting["行情服务器"]
+
+        if not td_address.startswith("tcp://"):
+            td_address = "tcp://" + td_address
+        if not md_address.startswith("tcp://"):
+            md_address = "tcp://" + md_address
+
+        account_type = setting["账号类型"]
+        address_type = setting["地址类型"]
+
+        self.md_api.connect(username, password, md_address, account_type, address_type)
+        self.td_api.connect(username, password, td_address, account_type, address_type)
+
+        self.init_query()
+
+    def close(self) -> None:
+        """"""
+        pass
+
+    def subscribe(self, req: SubscribeRequest) -> None:
+        """"""
+        self.md_api.subscribe(req)
+
+    def send_order(self, req: OrderRequest) -> str:
+        """"""
+        return self.td_api.send_order(req)
+
+    def cancel_order(self, req: CancelRequest) -> None:
+        """"""
+        self.td_api.cancel_order(req)
+
+    def query_account(self) -> None:
+        """"""
+        self.td_api.query_accounts()
+
+    def query_position(self) -> None:
+        """"""
+        self.td_api.query_positions()
+
+    def write_error(self, msg: str, error: dict):
+        """"""
+        error_id = error["ErrorID"]
+        error_msg = error["ErrorMsg"]
+        msg = f"{msg}，代码：{error_id}，信息：{error_msg}"
+        self.write_log(msg)
+
+    def process_timer_event(self, event) -> None:
+        """"""
+        self.count += 1
+        if self.count < 2:
+            return
+        self.count = 0
+
+        func = self.query_functions.pop(0)
+        func()
+        self.query_functions.append(func)
+
+        self.md_api.update_date()
+
+    def init_query(self) -> None:
+        """"""
+        self.count = 0
+        self.query_functions = [self.query_account, self.query_position]
+        self.event_engine.register(EVENT_TIMER, self.process_timer_event)
+
+
+class ToraMdApi(spmdapi.CTORATstpSPMdSpi):
+
+    def __init__(self, gateway):
+        """Constructor"""
+        super(ToraMdApi, self).__init__()
+
+        self.gateway: ToraOptionGateway = gateway
+        self.gateway_name: str = gateway.gateway_name
+
+        self.reqid: int = 0
+        self.api: spmdapi.CTORATstpSPMdApi_CreateTstpSPMdApi = None
+
+        self.connect_status: bool = False
+        self.login_status: bool = False
+        self.subscribed = set()
+
+        self.userid: str = ""
+        self.password: str = ""
+        self.address: str = ""
+
+    def OnFrontConnected(self) -> None:
+        """
+        Callback when front server is connected.
+        """
+        self.gateway.write_log("行情服务器连接成功")
+        self.login()
+
+    def OnFrontDisconnected(self, reason: int) -> None:
+        """
+        Callback when front server is disconnected.
+        """
+        self.login_status = False
+        self.gateway.write_log(f"行情服务器连接断开，原因{reason}")
+
+    def OnRspUserLogin(self, data: dict, error: dict, reqid: int) -> None:
+        """
+        Callback when user is logged in.
+        """
+        if not error["ErrorID"]:
+            self.login_status = True
+            self.gateway.write_log("行情服务器登录成功")
+
+        else:
+            self.gateway.write_error("行情服务器登录失败", error)
+
+    def OnRspError(self, error: dict, reqid: int, last: bool) -> None:
+        """
+        Callback when error occured.
+        """
+        self.gateway.write_error("行情接口报错", error)
+
+    def OnRspSubMarketData(
+        self,
+        data: dict,
+        error: dict,
+        reqid: int,
+        last: bool
+    ) -> None:
+        """"""
+        if not error or not error["ErrorID"]:
+            return
+
+        self.gateway.write_error("行情订阅失败", error)
+
+    def OnRtnDepthMarketData(self, data: dict) -> None:
+        """
+        Callback of tick data update.
+        """
+        current_date = data["TradingDay"]
+        current_time = data["UpdateTime"]
+        dt = datetime.strptime(
+            f'{current_date}-{current_time}', "%Y%m%d-%H:%M:%S"
+        )
+        dt = CHINA_TZ.localize(dt)
+
+        tick = TickData(
+            symbol=data["SecurityID"],
+            exchange=EXCHANGE_TORA2VT[bytes.decode(data["ExchangeID"])],
+            datetime=dt,
+            name=data["SecurityName"],
+            volume=0,
+            open_interest=data["OpenInterest"],
+            last_price=data["LastPrice"],
+            last_volume=data["Volume"],
+            limit_up=data["UpperLimitPrice"],
+            limit_down=data["LowerLimitPrice"],
+            open_price=data["OpenPrice"],
+            high_price=data["HighestPrice"],
+            low_price=data["LowestPrice"],
+            pre_close=data["PreClosePrice"],
+            bid_price_1=data["BidPrice1"],
+            ask_price_1=data["AskPrice1"],
+            bid_volume_1=data["BidVolume1"],
+            ask_volume_1=data["AskVolume1"],
+            gateway_name=self.gateway_name
+        )
+
+        if data["BidVolume2"] or data["AskVolume2"]:
+            tick.bid_price_2 = data["BidPrice2"]
+            tick.bid_price_3 = data["BidPrice3"]
+            tick.bid_price_4 = data["BidPrice4"]
+            tick.bid_price_5 = data["BidPrice5"]
+
+            tick.ask_price_2 = data["AskPrice2"]
+            tick.ask_price_3 = data["AskPrice3"]
+            tick.ask_price_4 = data["AskPrice4"]
+            tick.ask_price_5 = data["AskPrice5"]
+
+            tick.bid_volume_2 = data["BidVolume2"]
+            tick.bid_volume_3 = data["BidVolume3"]
+            tick.bid_volume_4 = data["BidVolume4"]
+            tick.bid_volume_5 = data["BidVolume5"]
+
+            tick.ask_volume_2 = data["AskVolume2"]
+            tick.ask_volume_3 = data["AskVolume3"]
+            tick.ask_volume_4 = data["AskVolume4"]
+            tick.ask_volume_5 = data["AskVolume5"]
+
+        self.gateway.on_tick(tick)
+
+    def connect(
+        self,
+        userid: str,
+        password: str,
+        address: str,
+        account_type: str,
+        address_type: str
+    ) -> None:
+        """
+        Start connection to server.
+        """
+        self.userid = userid
+        self.password = password
+        self.address = address
+        self.account_type = account_type
+        self.address_type = address_type
+
+        # If not connected, then start connection first.
+        if not self.connect_status:
+            self.api = spmdapi.CTORATstpSPMdApi_CreateTstpSPMdApi()
+
+            self.api.RegisterSpi(self)
+
+            if self.address_type == ADDRESS_FRONT:
+                self.api.RegisterFront(address)
+            else:
+                self.api.RegisterNameServer(address)
+
+            self.api.Init()
+            self.connect_status = True
+        # If already connected, then login immediately.
+        elif not self.login_status:
+            self.login()
+
+    def login(self) -> None:
+        """
+        Login to server.
+        """
+        login_req = spmdapi.CTORATstpSPReqUserLoginField()
+        login_req.LogInAccount = self.userid
+        login_req.Password = self.password
+        login_req.UserProductInfo = "vnpy_2.0"
+        login_req.TerminalInfo = get_terminal_info()
+
+        if self.account_type == ACCOUNT_USERID:
+            login_req.LogInAccountType = TORA_TSTP_SP_LACT_UserID
+        else:
+            login_req.LogInAccountType = TORA_TSTP_SP_LACT_AccountID
+
+        self.reqid += 1
+        self.api.ReqUserLogin(login_req, self.reqid)
+
+    def subscribe(self, req: SubscribeRequest) -> None:
+        """
+        Subscribe to tick data update.
+        """
+        if self.login_status:
+            exchange = EXCHANGE_VT2TORA[req.exchange]
+            self.api.SubscribeMarketData([str.encode(req.symbol)], exchange)
+
+    def close(self) -> None:
+        """
+        Close the connection.
+        """
+        if self.connect_status:
+            self.exit()
+
+    def update_date(self) -> None:
+        """"""
+        self.current_date = datetime.now().strftime("%Y%m%d")
+
+
+class ToraTdApi(sptraderapi.CTORATstpSPTraderSpi):
+    """"""
+
+    def __init__(self, gateway):
+        """Constructor"""
+        super(ToraTdApi, self).__init__()
+
+        self.gateway: ToraOptionGateway = gateway
+        self.gateway_name: str = gateway.gateway_name
+
+        self.reqid: int = 0
+        self.order_ref: int = 0
+
+        self.connect_status: bool = False
+        self.login_status: bool = False
+        self.auth_status: bool = False
+        self.login_failed: bool = False
+
+        self.investor_id: str = None
+        self.shareholder_ids: Dict[Exchange, str] = {}
+        self.account_id: str = None
+        self.localid: int = 10000
+        self.api: sptraderapi.CTORATstpSPTraderApi.CreateTstpSPTraderApi = None
+        self.userid: str = ""
+        self.password: str = ""
+        self.frontid: int = 0
+        self.sessionid: int = 0
+
+        self.sysid_orderid_map = {}
+        self.orders = {}
+
+    def OnFrontConnected(self) -> None:
+        """"""
+        self.gateway.write_log("交易服务器连接成功")
+        self.login()
+
+    def OnFrontDisconnected(self, reason: int) -> None:
+        """"""
+        self.login_status = False
+        self.gateway.write_log(f"交易服务器连接断开，原因{reason}")
+
+    def OnRspUserLogin(
+        self,
+        data: dict,
+        error: dict,
+        reqid: int,
+    ) -> None:
+        """"""
+        if not error["ErrorID"]:
+            self.frontid = data["FrontID"]
+            self.sessionid = data["SessionID"]
+            self.login_status = True
+            self.gateway.write_log("交易服务器登录成功")
+
+            self.query_contracts()
+            self.query_investors()
+            self.query_shareholder_ids()
+
+        else:
+            self.login_failed = True
+
+            self.gateway.write_error("交易服务器登录失败", error)
+
+    def OnRspOrderAction(
+        self,
+        data: dict,
+        error: dict,
+        reqid: int,
+    ) -> None:
+        """"""
+        error_id = error["ErrorID"]
+        if error_id:
+            self.gateway.write_error("交易撤单失败", error)
+
+    def OnRtnOrder(self, data: dict) -> None:
+        """
+        Callback of order status update.
+        """
+        symbol = data["SecurityID"]
+        exchange = EXCHANGE_TORA2VT[bytes.decode(data["ExchangeID"])]
+
+        frontid = data["FrontID"]
+        sessionid = data["SessionID"]
+        order_ref = data["OrderRef"]
+        order_id = f"{frontid}_{sessionid}_{order_ref}"
+
+        timestamp = f"{data['InsertDate']} {data['InsertTime']}"
+        dt = datetime.strptime(timestamp, "%Y%m%d %H:%M:%S")
+        dt = CHINA_TZ.localize(dt)
+
+        order = OrderData(
+            symbol=symbol,
+            exchange=exchange,
+            orderid=order_id,
+            type=ORDERTYPE_TORA2VT[bytes.decode(data["OrderPriceType"])],
+            direction=DIRECTION_TORA2VT[bytes.decode(data["Direction"])],
+            offset=OFFSET_TORA2VT[data["CombOffsetFlag"]],
+            price=data["Price"],
+            volume=data["VolumeTotalOriginal"],
+            traded=data["VolumeTraded"],
+            status=ORDER_STATUS_TORA2VT[bytes.decode(data["OrderStatus"])],
+            datetime=dt,
+            gateway_name=self.gateway_name
+        )
+        self.gateway.on_order(order)
+
+        self.sysid_orderid_map[data["OrderSysID"]] = order_id
+
+        self.orders[order_id] = OrderInfo(
+            order_ref,
+            exchange,
+            sessionid,
+            frontid,
+        )
+
+    def OnRtnTrade(self, data: dict) -> None:
+        """
+        Callback of trade status update.
+        """
+        symbol = data["SecurityID"]
+        exchange = EXCHANGE_TORA2VT[bytes.decode(data["ExchangeID"])]
+
+        orderid = self.sysid_orderid_map[data["OrderSysID"]]
+
+        timestamp = f"{data['TradeDate']} {data['TradeTime']}"
+        dt = datetime.strptime(timestamp, "%Y%m%d %H:%M:%S")
+        dt = CHINA_TZ.localize(dt)
+
+        trade = TradeData(
+            symbol=symbol,
+            exchange=exchange,
+            orderid=orderid,
+            tradeid=data["TradeID"],
+            direction=DIRECTION_TORA2VT[bytes.decode(data["Direction"])],
+            offset=OFFSET_TORA2VT[bytes.decode(data["OffsetFlag"])],
+            price=data["Price"],
+            volume=data["Volume"],
+            datetime=dt,
+            gateway_name=self.gateway_name
+        )
+        self.gateway.on_trade(trade)
+
+    def OnRspQrySecurity(
+        self,
+        data: dict,
+        error: dict,
+        reqid: int,
+        last: bool
+    ) -> None:
+        """
+        Callback of instrument query.
+        """
+        if last:
+            self.gateway.write_log("合约信息查询成功")
+        if not data:
+            return
+
+        contract = ContractData(
+            gateway_name=self.gateway.gateway_name,
+            symbol=data["SecurityID"],
+            exchange=EXCHANGE_TORA2VT[bytes.decode(data["ExchangeID"])],
+            name=data["SecurityName"],
+            product=PRODUCT_TORA2VT.get(bytes.decode(data["ProductID"]), Product.EQUITY),
+            size=data["VolumeMultiple"],
+            pricetick=data["PriceTick"],
+            min_volume=data["MinLimitOrderBuyVolume"],
+            stop_supported=False,
+            net_position=True,
+            history_data=False,
+        )
+
+        contract.option_portfolio = data["UnderlyingSecurityID"] + "_O"
+        contract.option_underlying = (
+            data["UnderlyingSecurityID"]
+            + "-"
+            + str(data["LastDate"])
+        )
+        contract.option_type = OPTIONTYPE_TORA2VT[bytes.decode(
+            data["OptionsType"])]
+
+        contract.option_strike = data["StrikePrice"]
+        contract.option_expiry = datetime.strptime(
+            str(data["LastDate"]), "%Y%m%d"
+        )
+        contract.option_index = get_option_index(
+            contract.option_strike, data["ExchSecurityID"]
+        )
+
+        self.gateway.on_contract(contract)
+
+    def OnRspQryTradingAccount(
+        self,
+        data: dict,
+        error: dict,
+        reqid: int,
+        last: bool
+    ) -> None:
+        """"""
+        if not data:
+            return
+
+        self.account_id = data["AccountID"]
+        account_data = AccountData(
+            gateway_name=self.gateway.gateway_name,
+            accountid=data["AccountID"],
+            balance=data["UsefulMoney"],
+            frozen=data["FrozenCash"] + data["FrozenMargin"] + data["FrozenCommission"]
+        )
+        self.gateway.on_account(account_data)
+
+    def OnRspQryShareholderAccount(
+        self,
+        data: dict,
+        error: dict,
+        reqid: int,
+        last: bool
+    ) -> None:
+        """"""
+        if not data:
+            return
+
+        exchange = EXCHANGE_TORA2VT[bytes.decode(data["ExchangeID"])]
+        self.shareholder_ids[exchange] = data["ShareholderID"]
+
+    def OnRspQryInvestor(
+        self,
+        data: dict,
+        error: dict,
+        reqid: int,
+        last: bool
+    ) -> None:
+        """"""
+        if not data:
+            return
+        self.investor_id = data["InvestorID"]
+
+    def OnRspQryPosition(
+        self,
+        data: dict,
+        error: dict,
+        reqid: int,
+        last: bool
+    ) -> None:
+        """"""
+        if not data:
+            return
+
+        if data["InvestorID"] != self.investor_id:
+            self.gateway.write_log("OnRspQryPosition:收到其他账户的仓位信息")
+            return
+
+        volume = data["TodayPos"]
+        if volume == 0:
+            price = data["TotalPosCost"]
+        else:
+            price = data["TotalPosCost"] / volume
+
+        frozen = data["HistoryPosFrozen"] + data["TodayPosFrozen"] + \
+            data["LongFrozen"] + data["ShortFrozen"]
+        position_data = PositionData(
+            gateway_name=self.gateway.gateway_name,
+            symbol=data["SecurityID"],
+            exchange=EXCHANGE_TORA2VT[bytes.decode(data["ExchangeID"])],
+            direction=POSITION_TORA2VT[bytes.decode(data["PosiDirection"])],
+            volume=volume,
+            frozen=frozen,
+            price=price,
+            pnl=data["LastPrice"] * volume - data["TotalPosCost"],
+            yd_volume=data["HistoryPos"],
+        )
+        self.gateway.on_position(position_data)
+
+    def OnErrRtnOrderInsert(self, data: dict, error: dict, reqid: int) -> None:
+        """"""
+        order_ref = data["OrderRef"]
+        order_id = f"{self.frontid}_{self.sessionid}_{order_ref}"
+        dt = datetime.now()
+        dt = CHINA_TZ.localize(dt)
+
+        order = OrderData(
+            symbol=data["SecurityID"],
+            exchange=EXCHANGE_TORA2VT[bytes.decode(data["ExchangeID"])],
+            orderid=order_id,
+            type=ORDERTYPE_TORA2VT[bytes.decode(data["OrderPriceType"])],
+            direction=DIRECTION_TORA2VT[bytes.decode(data["Direction"])],
+            offset=OFFSET_TORA2VT[data["CombOffsetFlag"]],
+            price=data["LimitPrice"],
+            volume=data["VolumeTotalOriginal"],
+            traded=0,
+            status=Status.REJECTED,
+            datetime=dt,
+            gateway_name=self.gateway_name
+        )
+        self.gateway.on_order(order)
+
+        self.gateway.write_log(
+            f"拒单({order_id}):"
+            f"错误码:{error['ErrorID']}, 错误消息:{error['ErrorMsg']}"
+        )
+
+    def OnErrRtnOrderAction(self, data: dict, error: dict, reqid: int) -> None:
+        """"""
+        pass
+
+    def OnRtnCondOrder(self, data: dict) -> None:
+        """"""
+        pass
+
+    def OnRspOrderInsert(
+        self,
+        data: dict,
+        error: dict,
+        reqid: int,
+    ) -> None:
+        """"""
+        pass
+
+    def connect(
+        self,
+        userid: str,
+        password: str,
+        address: str,
+        account_type: str,
+        address_type: str
+    ) -> None:
+        """
+        Start connection to server.
+        """
+        self.userid = userid
+        self.password = password
+        self.address = address
+        self.account_type = account_type
+        self.address_type = address_type
+
+        if not self.connect_status:
+            self.api = sptraderapi.CTORATstpSPTraderApi.CreateTstpSPTraderApi()
+
+            self.api.RegisterSpi(self)
+
+            if self.address_type == ADDRESS_FRONT:
+                self.api.RegisterFront(address)
+            else:
+                self.api.RegisterNameServer(address)
+
+            self.api.SubscribePrivateTopic(TORA_TERT_RESTART)
+            self.api.SubscribePublicTopic(TORA_TERT_RESTART)
+            self.api.Init()
+            self.connect_status = True
+
+    def login(self) -> None:
+        """
+        Login onto server.
+        """
+        login_req = sptraderapi.CTORATstpSPReqUserLoginField()
+        login_req.LogInAccount = self.userid
+        login_req.Password = self.password
+        login_req.UserProductInfo = "vnpy_2.0"
+        login_req.TerminalInfo = get_terminal_info()
+
+        if self.account_type == ACCOUNT_USERID:
+            login_req.LogInAccountType = TORA_TSTP_SP_LACT_UserID
+        else:
+            login_req.LogInAccountType = TORA_TSTP_LACT_AccountID
+
+        self.reqid += 1
+        self.api.ReqUserLogin(login_req, self.reqid)
+
+    def query_contracts(self) -> None:
+        """"""
+        req = CTORATstpSPQrySecurityField()
+        self.reqid += 1
+        self.api.ReqQrySecurity(req, self.reqid)
+
+    def query_investors(self) -> None:
+        """"""
+        req = CTORATstpSPQryInvestorField()
+        self.reqid += 1
+        self.api.ReqQryInvestor(req, self.reqid)
+
+    def query_shareholder_ids(self) -> None:
+        """"""
+        req = CTORATstpSPQryShareholderAccountField()
+        self.reqid += 1
+        self.api.ReqQryShareholderAccount(req, self.reqid)
+
+    def query_accounts(self) -> None:
+        """"""
+        req = CTORATstpSPQryTradingAccountField()
+        self.reqid += 1
+        self.api.ReqQryTradingAccount(req, self.reqid)
+
+    def query_positions(self) -> None:
+        """"""
+        req = CTORATstpSPQryPositionField()
+        self.reqid += 1
+        self.api.ReqQryPosition(req, self.reqid)
+
+    def query_orders(self) -> None:
+        """"""
+        req = CTORATstpSPQryOrderField()
+        self.reqid += 1
+        self.api.ReqQryOrder(req, self.reqid)
+
+    def query_trades(self) -> None:
+        """"""
+        req = CTORATstpSPQryTradeField()
+        self.reqid += 1
+        self.api.ReqQryTrade(req, self.reqid)
+
+    def send_order(self, req: OrderRequest):
+        """"""
+        self.reqid += 1
+        order_ref = self._get_new_order_id()
+
+        opt, tc, vc = ORDER_TYPE_VT2TORA[req.type]
+
+        info = CTORATstpSPInputOrderField()
+        info.ShareholderID = self.shareholder_ids[req.exchange]
+        info.SecurityID = req.symbol
+        info.ExchangeID = EXCHANGE_VT2TORA[req.exchange]
+        info.OrderRef = order_ref
+        info.OrderPriceType = opt
+        info.Direction = DIRECTION_VT2TORA[req.direction]
+        info.CombOffsetFlag = OFFSET_VT2TORA[req.offset]
+        info.CombHedgeFlag = TORA_TSTP_SP_HF_Speculation
+        info.LimitPrice = req.price
+        info.VolumeTotalOriginal = int(req.volume)
+        info.TimeCondition = tc
+        info.VolumeCondition = vc
+
+        order_id = f"{self.frontid}_{self.sessionid}_{order_ref}"
+
+        self.orders[order_id] = OrderInfo(
+            order_ref,
+            EXCHANGE_VT2TORA[req.exchange],
+            self.sessionid,
+            self.frontid,
+        )
+        self.gateway.on_order(
+            req.create_order_data(order_id, self.gateway.gateway_name)
+        )
+        self.api.ReqOrderInsert(info, self.reqid)
+
+    def cancel_order(self, req: CancelRequest) -> None:
+        """"""
+        self.reqid += 1
+        info = CTORATstpSPInputOrderActionField()
+        info.InvestorID = self.investor_id
+        info.ExchangeID = EXCHANGE_VT2TORA[req.exchange]
+        info.SecurityID = req.symbol
+
+        order_info = self.orders[req.orderid]
+        info.OrderRef = order_info.local_order_id
+        info.FrontID = order_info.front_id
+        info.SessionID = order_info.session_id
+        info.OrderActionFlag = TORA_TSTP_SP_OAF_Delete
+
+        self.api.ReqOrderAction(info, self.reqid)
+
+    def _get_new_order_id(self) -> int:
+        """"""
+        self.localid += 1
+        order_id = self.localid
+        return order_id
+
+
+def get_option_index(strike_price: float, exchange_instrument_id: str) -> str:
+    """"""
+    exchange_instrument_id = exchange_instrument_id.replace(" ", "")
+
+    if "M" in exchange_instrument_id:
+        n = exchange_instrument_id.index("M")
+    elif "A" in exchange_instrument_id:
+        n = exchange_instrument_id.index("A")
+    elif "B" in exchange_instrument_id:
+        n = exchange_instrument_id.index("B")
+    else:
+        return str(strike_price)
+
+    index = exchange_instrument_id[n:]
+    option_index = f"{strike_price:.3f}-{index}"
+
+    return option_index
+
+
+@dataclass()
+class OrderInfo:
+    local_order_id: str
+    exchange_id: str
+    session_id: int
+    front_id: int

vnpy/gateway/tora/torastock_gateway.py

@@ -0,0 +1,881 @@
+from typing import Dict, Tuple
+import pytz
+from datetime import datetime
+from dataclasses import dataclass
+
+from vnpy.trader.gateway import BaseGateway
+from vnpy.event import EventEngine
+from vnpy.trader.event import EVENT_TIMER
+from vnpy.trader.object import (
+    TickData,
+    OrderData,
+    TradeData,
+    PositionData,
+    AccountData,
+    ContractData,
+    OrderRequest,
+    CancelRequest,
+    SubscribeRequest,
+)
+
+from vnpy.trader.constant import (
+    Direction,
+    Exchange,
+    OrderType,
+    Product,
+    Status,
+    Offset
+)
+
+from .stock_api import (
+    traderapi,
+    mdapi,
+    TORA_TSTP_D_Buy,
+    TORA_TSTP_D_Sell,
+    TORA_TSTP_EXD_SSE,
+    TORA_TSTP_EXD_SZSE,
+    TORA_TSTP_OPT_LimitPrice,
+    TORA_TSTP_OST_AllTraded,
+    TORA_TSTP_OST_Canceled,
+    TORA_TSTP_OST_NoTradeQueueing,
+    TORA_TSTP_OST_PartTradedQueueing,
+    TORA_TERT_RESTART,
+    TORA_TSTP_LACT_UserID,
+    TORA_TSTP_LACT_AccountID,
+    TORA_TSTP_PID_SHBond,
+    TORA_TSTP_PID_SHFund,
+    TORA_TSTP_PID_SHStock,
+    TORA_TSTP_PID_SZBond,
+    TORA_TSTP_PID_SZFund,
+    TORA_TSTP_PID_SZStock,
+    TORA_TSTP_TC_GFD,
+    TORA_TSTP_VC_AV,
+    TORA_TSTP_AF_Delete,
+    TORA_TSTP_HF_Speculation,
+    TORA_TSTP_OF_Open,
+    TORA_TSTP_OF_Close,
+    CTORATstpQrySecurityField,
+    CTORATstpQryInvestorField,
+    CTORATstpQryShareholderAccountField,
+    CTORATstpQryTradingAccountField,
+    CTORATstpQryPositionField,
+    CTORATstpQryOrderField,
+    CTORATstpQryTradeField,
+    CTORATstpInputOrderField,
+    CTORATstpInputOrderActionField,
+    TORA_TSTP_PID_SHKC,
+    TORA_TSTP_OST_Unknown,
+    # TORA_TSTP_OST_Handled,
+    # TORA_TSTP_PD_Net,
+    # TORA_TSTP_PD_Long,
+    # TORA_TSTP_PD_Short,
+    # TORA_TSTP_OST_Failed,
+)
+from .terminal_info import get_terminal_info
+
+
+EXCHANGE_TORA2VT = {
+    TORA_TSTP_EXD_SSE: Exchange.SSE,
+    TORA_TSTP_EXD_SZSE: Exchange.SZSE,
+}
+EXCHANGE_VT2TORA = {v: k for k, v in EXCHANGE_TORA2VT.items()}
+
+PRODUCT_TORA2VT = {
+    TORA_TSTP_PID_SHStock: Product.EQUITY,
+    TORA_TSTP_PID_SHFund: Product.FUND,
+    TORA_TSTP_PID_SHBond: Product.BOND,
+    TORA_TSTP_PID_SZStock: Product.EQUITY,
+    TORA_TSTP_PID_SZFund: Product.FUND,
+    TORA_TSTP_PID_SZBond: Product.BOND,
+    TORA_TSTP_PID_SHKC: Product.EQUITY,
+}
+
+DIRECTION_TORA2VT = {
+    TORA_TSTP_D_Buy: Direction.LONG,
+    TORA_TSTP_D_Sell: Direction.SHORT,
+}
+
+DIRECTION_VT2TORA = {v: k for k, v in DIRECTION_TORA2VT.items()}
+ORDER_TYPE_VT2TORA: Dict[OrderType, Tuple[str, str, str]] = {
+    OrderType.LIMIT: (
+        TORA_TSTP_OPT_LimitPrice, TORA_TSTP_TC_GFD, TORA_TSTP_VC_AV
+    ),
+}
+
+ORDER_TYPE_TORA2VT: Dict[Tuple[str, str, str], OrderType] = {
+    v: k for k, v in ORDER_TYPE_VT2TORA.items()
+}
+
+ORDER_STATUS_TORA2VT: Dict[str, Status] = {
+    TORA_TSTP_OST_AllTraded: Status.ALLTRADED,
+    TORA_TSTP_OST_PartTradedQueueing: Status.PARTTRADED,
+    TORA_TSTP_OST_NoTradeQueueing: Status.NOTTRADED,
+    TORA_TSTP_OST_Canceled: Status.CANCELLED,
+    TORA_TSTP_OST_Unknown: Status.NOTTRADED,
+}
+
+OFFSET_TORA2VT = {
+    TORA_TSTP_OF_Open: Offset.OPEN,
+    TORA_TSTP_OF_Close: Offset.CLOSE
+}
+
+OFFSET_VT2TORA = {v: k for k, v in OFFSET_TORA2VT.items()}
+ORDERTYPE_TORA2VT = {
+    TORA_TSTP_OPT_LimitPrice: OrderType.LIMIT
+}
+
+CHINA_TZ = pytz.timezone("Asia/Shanghai")
+
+
+ACCOUNT_USERID = "用户代码"
+ACCOUNT_ACCOUNTID = "资金账号"
+ADDRESS_FRONT = "前置地址"
+ADDRESS_FENS = "FENS地址"
+
+
+class ToraStockGateway(BaseGateway):
+    """"""
+
+    default_setting = {
+        "账号": "",
+        "密码": "",
+        "行情服务器": "",
+        "交易服务器": "",
+        "账号类型": [ACCOUNT_USERID, ACCOUNT_ACCOUNTID],
+        "地址类型": [ADDRESS_FRONT, ADDRESS_FENS]
+    }
+
+    exchanges = list(EXCHANGE_VT2TORA.keys())
+
+    def __init__(self, event_engine: EventEngine):
+        """"""
+        super().__init__(event_engine, "TORASTOCK")
+
+        self.td_api = ToraTdApi(self)
+        self.md_api = ToraMdApi(self)
+
+    def connect(self, setting: dict) -> None:
+        """"""
+        username = setting['账号']
+        password = setting['密码']
+        td_address = setting["交易服务器"]
+        md_address = setting["行情服务器"]
+
+        if not td_address.startswith("tcp://"):
+            td_address = "tcp://" + td_address
+        if not md_address.startswith("tcp://"):
+            md_address = "tcp://" + md_address
+
+        account_type = setting["账号类型"]
+        address_type = setting["地址类型"]
+
+        self.md_api.connect(username, password, md_address, account_type, address_type)
+        self.td_api.connect(username, password, td_address, account_type, address_type)
+
+        self.init_query()
+
+    def close(self) -> None:
+        """"""
+        pass
+
+    def subscribe(self, req: SubscribeRequest) -> None:
+        """"""
+        self.md_api.subscribe(req)
+
+    def send_order(self, req: OrderRequest) -> str:
+        """"""
+        orderid=self.td_api.send_order(req)
+        return orderid
+
+    def cancel_order(self, req: CancelRequest) -> None:
+        """"""
+        self.td_api.cancel_order(req)
+
+    def query_account(self) -> None:
+        """"""
+        self.td_api.query_accounts()
+
+    def query_position(self) -> None:
+        """"""
+        self.td_api.query_positions()
+
+    def write_error(self, msg: str, error: dict):
+        """"""
+        error_id = error["ErrorID"]
+        error_msg = error["ErrorMsg"]
+        msg = f"{msg}，代码：{error_id}，信息：{error_msg}"
+        self.write_log(msg)
+
+    def process_timer_event(self, event) -> None:
+        """"""
+        self.count += 1
+        if self.count < 2:
+            return
+        self.count = 0
+
+        func = self.query_functions.pop(0)
+        func()
+        self.query_functions.append(func)
+
+        self.md_api.update_date()
+
+    def init_query(self) -> None:
+        """"""
+        self.count = 0
+        self.query_functions = [self.query_account, self.query_position]
+        self.event_engine.register(EVENT_TIMER, self.process_timer_event)
+
+
+class ToraMdApi(mdapi.CTORATstpMdSpi):
+
+    def __init__(self, gateway):
+        """Constructor"""
+        super(ToraMdApi, self).__init__()
+
+        self.gateway: ToraStockGateway = gateway
+        self.gateway_name: str = gateway.gateway_name
+
+        self.reqid: int = 0
+        self.api: mdapi.CTORATstpMdApi_CreateTstpMdApi = None
+
+        self.connect_status: bool = False
+        self.login_status: bool = False
+        self.subscribed = set()
+
+        self.userid: str = ""
+        self.password: str = ""
+        self.address: str = ""
+
+    def OnFrontConnected(self) -> None:
+        """
+        Callback when front server is connected.
+        """
+        self.gateway.write_log("行情服务器连接成功")
+        self.login()
+
+    def OnFrontDisconnected(self, reason: int) -> None:
+        """
+        Callback when front server is disconnected.
+        """
+        self.login_status = False
+        self.gateway.write_log(f"行情服务器连接断开，原因{reason}")
+
+    def OnRspUserLogin(
+        self,
+        data: dict,
+        error: dict,
+        reqid: int,
+        last: bool
+    ) -> None:
+        """
+        Callback when user is logged in.
+        """
+        if not error["ErrorID"]:
+            self.login_status = True
+            self.gateway.write_log("行情服务器登录成功")
+
+        else:
+            self.gateway.write_error("行情服务器登录失败", error)
+
+    def OnRspError(self, error: dict, reqid: int, last: bool) -> None:
+        """
+        Callback when error occured.
+        """
+        self.gateway.write_error("行情接口报错", error)
+
+    def OnRspSubMarketData(
+        self,
+        data: dict,
+        error: dict,
+        reqid: int,
+        last: bool
+    ) -> None:
+        """"""
+        if not error or not error["ErrorID"]:
+            return
+
+        self.gateway.write_error("行情订阅失败", error)
+
+    def OnRtnDepthMarketData(self, data: dict) -> None:
+        """
+        Callback of tick data update.
+        """
+        current_date = data["TradingDay"]
+        current_time = data["UpdateTime"]
+        dt = datetime.strptime(
+            f'{current_date}-{current_time}', "%Y%m%d-%H:%M:%S"
+        )
+        # dt = CHINA_TZ.localize(dt)
+
+        tick = TickData(
+            symbol=data["SecurityID"],
+            exchange=EXCHANGE_TORA2VT[bytes.decode(data["ExchangeID"])],
+            datetime=dt,
+            name=data["SecurityName"],
+            volume=0,
+            open_interest=data["OpenInterest"],
+            last_price=data["LastPrice"],
+            last_volume=data["Volume"],
+            limit_up=data["UpperLimitPrice"],
+            limit_down=data["LowerLimitPrice"],
+            open_price=data["OpenPrice"],
+            high_price=data["HighestPrice"],
+            low_price=data["LowestPrice"],
+            pre_close=data["PreClosePrice"],
+            bid_price_1=data["BidPrice1"],
+            ask_price_1=data["AskPrice1"],
+            bid_volume_1=data["BidVolume1"],
+            ask_volume_1=data["AskVolume1"],
+            gateway_name=self.gateway_name
+        )
+
+        if data["BidVolume2"] or data["AskVolume2"]:
+            tick.bid_price_2 = data["BidPrice2"]
+            tick.bid_price_3 = data["BidPrice3"]
+            tick.bid_price_4 = data["BidPrice4"]
+            tick.bid_price_5 = data["BidPrice5"]
+
+            tick.ask_price_2 = data["AskPrice2"]
+            tick.ask_price_3 = data["AskPrice3"]
+            tick.ask_price_4 = data["AskPrice4"]
+            tick.ask_price_5 = data["AskPrice5"]
+
+            tick.bid_volume_2 = data["BidVolume2"]
+            tick.bid_volume_3 = data["BidVolume3"]
+            tick.bid_volume_4 = data["BidVolume4"]
+            tick.bid_volume_5 = data["BidVolume5"]
+
+            tick.ask_volume_2 = data["AskVolume2"]
+            tick.ask_volume_3 = data["AskVolume3"]
+            tick.ask_volume_4 = data["AskVolume4"]
+            tick.ask_volume_5 = data["AskVolume5"]
+
+        self.gateway.on_tick(tick)
+
+    def connect(
+        self,
+        userid: str,
+        password: str,
+        address: str,
+        account_type: str,
+        address_type: str
+    ) -> None:
+        """
+        Start connection to server.
+        """
+        self.userid = userid
+        self.password = password
+        self.address = address
+        self.account_type = account_type
+        self.address_type = address_type
+
+        # If not connected, then start connection first.
+        if not self.connect_status:
+            self.api = mdapi.CTORATstpMdApi_CreateTstpMdApi()
+
+            self.api.RegisterSpi(self)
+
+            if self.address_type == ADDRESS_FRONT:
+                self.api.RegisterFront(address)
+            else:
+                self.api.RegisterNameServer(address)
+
+            self.api.Init()
+            self.connect_status = True
+        # If already connected, then login immediately.
+        elif not self.login_status:
+            self.login()
+
+    def login(self) -> None:
+        """
+        Login to server.
+        """
+        login_req = mdapi.CTORATstpReqUserLoginField()
+        login_req.LogInAccount = self.userid
+        login_req.Password = self.password
+        login_req.UserProductInfo = "vnpy_2.0"
+        login_req.TerminalInfo = get_terminal_info()
+
+        if self.account_type == ACCOUNT_USERID:
+            login_req.LogInAccountType = TORA_TSTP_LACT_UserID
+        else:
+            login_req.LogInAccountType = TORA_TSTP_LACT_AccountID
+
+        self.reqid += 1
+        self.api.ReqUserLogin(login_req, self.reqid)
+
+    def subscribe(self, req: SubscribeRequest) -> None:
+        """
+        Subscribe to tick data update.
+        """
+        if self.login_status:
+            exchange = EXCHANGE_VT2TORA[req.exchange]
+            self.api.SubscribeMarketData([str.encode(req.symbol)], exchange)
+
+    def close(self) -> None:
+        """
+        Close the connection.
+        """
+        if self.connect_status:
+            self.exit()
+
+    def update_date(self) -> None:
+        """"""
+        self.current_date = datetime.now().strftime("%Y%m%d")
+
+
+class ToraTdApi(traderapi.CTORATstpTraderSpi):
+    """"""
+
+    def __init__(self, gateway):
+        """Constructor"""
+        super(ToraTdApi, self).__init__()
+
+        self.gateway: ToraStockGateway = gateway
+        self.gateway_name: str = gateway.gateway_name
+
+        self.reqid: int = 0
+        self.order_ref: int = 0
+
+        self.connect_status: bool = False
+        self.login_status: bool = False
+        self.auth_status: bool = False
+        self.login_failed: bool = False
+
+        self.investor_id: str = None
+        self.shareholder_ids: Dict[Exchange, str] = {}
+        self.account_id: str = None
+        self.localid: int = 10000
+        self.api: traderapi.CTORATstpTraderApi.CreateTstpTraderApi = None
+        self.userid: str = ""
+        self.password: str = ""
+        self.frontid: int = 0
+        self.sessionid: int = 0
+
+        self.sysid_orderid_map = {}
+        self.orders = {}
+
+    def OnFrontConnected(self) -> None:
+        """"""
+        self.gateway.write_log("交易服务器连接成功")
+        self.login()
+
+    def OnFrontDisconnected(self, reason: int) -> None:
+        """"""
+        self.login_status = False
+        self.gateway.write_log(f"交易服务器连接断开，原因{reason}")
+
+    def OnRspUserLogin(
+        self,
+        data: dict,
+        error: dict,
+        reqid: int,
+        last: bool
+    ) -> None:
+        """"""
+        if not error["ErrorID"]:
+            self.frontid = data["FrontID"]
+            self.sessionid = data["SessionID"]
+            self.login_status = True
+            self.gateway.write_log("交易服务器登录成功")
+
+            self.query_contracts()
+            self.query_investors()
+            self.query_shareholder_ids()
+
+        else:
+            self.login_failed = True
+
+            self.gateway.write_error("交易服务器登录失败", error)
+
+    def OnRspOrderAction(
+        self,
+        data: dict,
+        error: dict,
+        reqid: int,
+        last: bool
+    ) -> None:
+        """"""
+        error_id = error["ErrorID"]
+        if error_id:
+            self.gateway.write_error("交易撤单失败", error)
+
+    def OnRtnOrder(self, data: dict) -> None:
+        """
+        Callback of order status update.
+        """
+        symbol = data["SecurityID"]
+        exchange = EXCHANGE_TORA2VT[bytes.decode(data["ExchangeID"])]
+
+        frontid = data["FrontID"]
+        sessionid = data["SessionID"]
+        order_ref = data["OrderRef"]
+        order_id = f"{frontid}_{sessionid}_{order_ref}"
+
+        timestamp = f"{data['InsertDate']} {data['InsertTime']}"
+        dt = datetime.strptime(timestamp, "%Y%m%d %H:%M:%S")
+        #dt = CHINA_TZ.localize(dt)
+
+        order = OrderData(
+            symbol=symbol,
+            exchange=exchange,
+            orderid=order_id,
+            type=ORDERTYPE_TORA2VT[bytes.decode(data["OrderPriceType"])],
+            direction=Direction.NET,
+            price=data["LimitPrice"],
+            volume=data["VolumeTotalOriginal"],
+            traded=data["VolumeTraded"],
+            status=ORDER_STATUS_TORA2VT[bytes.decode(data["OrderStatus"])],
+            datetime=dt,
+            gateway_name=self.gateway_name
+        )
+        self.gateway.on_order(order)
+
+        self.sysid_orderid_map[data["OrderSysID"]] = order_id
+
+        self.orders[order_id] = OrderInfo(
+            order_ref,
+            exchange,
+            sessionid,
+            frontid,
+        )
+
+    def OnRtnTrade(self, data: dict) -> None:
+        """
+        Callback of trade status update.
+        """
+        symbol = data["SecurityID"]
+        exchange = EXCHANGE_TORA2VT[bytes.decode(data["ExchangeID"])]
+
+        orderid = self.sysid_orderid_map[data["OrderSysID"]]
+
+        timestamp = f"{data['TradeDate']} {data['TradeTime']}"
+        dt = datetime.strptime(timestamp, "%Y%m%d %H:%M:%S")
+        #dt = CHINA_TZ.localize(dt)
+
+        trade = TradeData(
+            symbol=symbol,
+            exchange=exchange,
+            orderid=orderid,
+            tradeid=data["TradeID"],
+            direction=Direction.NET,
+            price=data["Price"],
+            volume=data["Volume"],
+            datetime=dt,
+            gateway_name=self.gateway_name
+        )
+        self.gateway.on_trade(trade)
+
+    def OnRspQrySecurity(
+        self,
+        data: dict,
+        error: dict,
+        reqid: int,
+        last: bool
+    ) -> None:
+        """
+        Callback of instrument query.
+        """
+        if last:
+            self.gateway.write_log("合约信息查询成功")
+        if not data:
+            return
+
+        contract_data = ContractData(
+            gateway_name=self.gateway.gateway_name,
+            symbol=data["SecurityID"],
+            exchange=EXCHANGE_TORA2VT[bytes.decode(data["ExchangeID"])],
+            name=data["SecurityName"],
+            product=PRODUCT_TORA2VT.get(bytes.decode(data["ProductID"]), Product.EQUITY),
+            size=data["VolumeMultiple"],
+            pricetick=data["PriceTick"],
+            min_volume=data["MinLimitOrderBuyVolume"],
+            stop_supported=False,
+            net_position=True,
+            history_data=False,
+        )
+        self.gateway.on_contract(contract_data)
+
+    def OnRspQryTradingAccount(
+        self,
+        data: dict,
+        error: dict,
+        reqid: int,
+        last: bool
+    ) -> None:
+        """"""
+        if not data:
+            return
+
+        self.account_id = data["AccountID"]
+        account_data = AccountData(
+            gateway_name=self.gateway.gateway_name,
+            accountid=data["AccountID"],
+            balance=data["Available"],
+            frozen=data["FrozenCash"] + data["FrozenCommission"]
+        )
+        self.gateway.on_account(account_data)
+
+    def OnRspQryShareholderAccount(
+        self,
+        data: dict,
+        error: dict,
+        reqid: int,
+        last: bool
+    ) -> None:
+        """"""
+        if not data:
+            return
+
+        exchange = EXCHANGE_TORA2VT[bytes.decode(data["ExchangeID"])]
+        self.shareholder_ids[exchange] = data["ShareholderID"]
+
+    def OnRspQryInvestor(
+        self,
+        data: dict,
+        error: dict,
+        reqid: int,
+        last: bool
+    ) -> None:
+        """"""
+        if not data:
+            return
+        self.investor_id = data["InvestorID"]
+
+    def OnRspQryPosition(
+        self,
+        data: dict,
+        error: dict,
+        reqid: int,
+        last: bool
+    ) -> None:
+        """"""
+        if not data:
+            return
+
+        if data["InvestorID"] != self.investor_id:
+            self.gateway.write_log("OnRspQryPosition:收到其他账户的仓位信息")
+            return
+
+        volume = data["TodayBSPos"]
+        if volume == 0:
+            price = data["TotalPosCost"]
+        else:
+            price = data["TotalPosCost"] / volume
+
+        frozen = data["HistoryPosFrozen"] + data["TodayBSFrozen"] + \
+            data["TodayPRFrozen"]
+        position_data = PositionData(
+            gateway_name=self.gateway.gateway_name,
+            symbol=data["SecurityID"],
+            exchange=EXCHANGE_TORA2VT[bytes.decode(data["ExchangeID"])],
+            direction=Direction.NET,
+            volume=volume,
+            frozen=frozen,
+            price=price,
+            pnl=data["LastPrice"] * volume - data["TotalPosCost"],
+            yd_volume=data["HistoryPos"],
+        )
+        self.gateway.on_position(position_data)
+
+    def OnErrRtnOrderInsert(self, data: dict, error: dict) -> None:
+        """"""
+        order_ref = data["OrderRef"]
+        order_id = f"{self.frontid}_{self.sessionid}_{order_ref}"
+        dt = datetime.now()
+        #dt = CHINA_TZ.localize(dt)
+
+        order = OrderData(
+            symbol=data["SecurityID"],
+            exchange=EXCHANGE_TORA2VT[bytes.decode(data["ExchangeID"])],
+            orderid=order_id,
+            type=ORDERTYPE_TORA2VT[bytes.decode(data["OrderPriceType"])],
+            direction=Direction.NET,
+            price=data["LimitPrice"],
+            volume=data["VolumeTotalOriginal"],
+            traded=0,
+            status=Status.REJECTED,
+            datetime=dt,
+            gateway_name=self.gateway_name
+        )
+        self.gateway.on_order(order)
+
+        self.gateway.write_error(f"拒单({order_id}):", error)
+
+    def OnErrRtnOrderAction(self, data: dict, error: dict) -> None:
+        """"""
+        pass
+
+    def OnRtnCondOrder(self, data: dict) -> None:
+        """"""
+        pass
+
+    def OnRspOrderInsert(
+        self,
+        data: dict,
+        error: dict,
+        reqid: int,
+        last: bool
+    ) -> None:
+        """"""
+        pass
+
+    def connect(
+        self,
+        userid: str,
+        password: str,
+        address: str,
+        account_type: str,
+        address_type: str
+    ) -> None:
+        """
+        Start connection to server.
+        """
+        self.userid = userid
+        self.password = password
+        self.address = address
+        self.account_type = account_type
+        self.address_type = address_type
+
+        if not self.connect_status:
+            self.api = traderapi.CTORATstpTraderApi.CreateTstpTraderApi()
+
+            self.api.RegisterSpi(self)
+
+            if self.address_type == ADDRESS_FRONT:
+                self.api.RegisterFront(address)
+            else:
+                self.api.RegisterNameServer(address)
+
+            self.api.SubscribePrivateTopic(TORA_TERT_RESTART)
+            self.api.SubscribePublicTopic(TORA_TERT_RESTART)
+            self.api.Init()
+            self.connect_status = True
+
+    def login(self) -> None:
+        """
+        Login onto server.
+        """
+        login_req = traderapi.CTORATstpReqUserLoginField()
+        login_req.LogInAccount = self.userid
+        login_req.Password = self.password
+        login_req.UserProductInfo = "vnpy_2.0"
+        login_req.TerminalInfo = get_terminal_info()
+
+        if self.account_type == ACCOUNT_USERID:
+            login_req.LogInAccountType = TORA_TSTP_LACT_UserID
+        else:
+            login_req.LogInAccountType = TORA_TSTP_LACT_AccountID
+
+        self.reqid += 1
+        self.api.ReqUserLogin(login_req, self.reqid)
+
+    def query_contracts(self) -> None:
+        """"""
+        req = CTORATstpQrySecurityField()
+        self.reqid += 1
+        self.api.ReqQrySecurity(req, self.reqid)
+
+    def query_investors(self) -> None:
+        """"""
+        req = CTORATstpQryInvestorField()
+        self.reqid += 1
+        self.api.ReqQryInvestor(req, self.reqid)
+
+    def query_shareholder_ids(self) -> None:
+        """"""
+        req = CTORATstpQryShareholderAccountField()
+        self.reqid += 1
+        self.api.ReqQryShareholderAccount(req, self.reqid)
+
+    def query_accounts(self) -> None:
+        """"""
+        req = CTORATstpQryTradingAccountField()
+        self.reqid += 1
+        self.api.ReqQryTradingAccount(req, self.reqid)
+
+    def query_positions(self) -> None:
+        """"""
+        req = CTORATstpQryPositionField()
+        self.reqid += 1
+        self.api.ReqQryPosition(req, self.reqid)
+
+    def query_orders(self) -> None:
+        """"""
+        req = CTORATstpQryOrderField()
+        self.reqid += 1
+        self.api.ReqQryOrder(req, self.reqid)
+
+    def query_trades(self) -> None:
+        """"""
+        req = CTORATstpQryTradeField()
+        self.reqid += 1
+        self.api.ReqQryTrade(req, self.reqid)
+
+    def send_order(self, req: OrderRequest):
+        """"""
+        self.reqid += 1
+        order_ref = self._get_new_order_id()
+
+        opt, tc, vc = ORDER_TYPE_VT2TORA[req.type]
+
+        info = CTORATstpInputOrderField()
+        info.ShareholderID = self.shareholder_ids.get(req.exchange,"")
+        info.SecurityID = req.symbol
+        info.ExchangeID = EXCHANGE_VT2TORA[req.exchange]
+        info.OrderRef = order_ref
+        info.OrderPriceType = opt
+        info.Direction = DIRECTION_VT2TORA[req.direction]
+        info.CombOffsetFlag = TORA_TSTP_OF_Open
+        info.CombHedgeFlag = TORA_TSTP_HF_Speculation
+        info.LimitPrice = req.price
+        info.VolumeTotalOriginal = int(req.volume)
+        info.TimeCondition = tc
+        info.VolumeCondition = vc
+
+        #sam
+        order_id = f"{self.frontid}_{self.sessionid}_{order_ref}"
+        # order_id = f"{self.gateway_name}.{self.frontid}_{self.sessionid}_{order_ref}"
+
+        self.orders[order_id] = OrderInfo(
+            order_ref,
+            EXCHANGE_VT2TORA[req.exchange],
+            self.sessionid,
+            self.frontid,
+        )
+        self.gateway.on_order(
+            req.create_order_data(order_id, self.gateway.gateway_name)
+        )
+        self.api.ReqOrderInsert(info, self.reqid)
+
+        return order_id
+
+    def cancel_order(self, req: CancelRequest) -> None:
+        """"""
+        self.reqid += 1
+        info = CTORATstpInputOrderActionField()
+        info.InvestorID = self.investor_id
+        info.ExchangeID = EXCHANGE_VT2TORA[req.exchange]
+        info.SecurityID = req.symbol
+
+        order_info = self.orders[req.orderid]
+        info.OrderRef = order_info.local_order_id
+        info.FrontID = order_info.front_id
+        info.SessionID = order_info.session_id
+        info.ActionFlag = TORA_TSTP_AF_Delete
+
+        self.api.ReqOrderAction(info, self.reqid)
+
+    def _get_new_order_id(self) -> str:
+        """"""
+        self.localid += 1
+        order_id = str(self.localid)
+        return order_id
+
+
+@dataclass()
+class OrderInfo:
+    local_order_id: str
+    exchange_id: str
+    session_id: int
+    front_id: int