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Merge pull request #216 from tesla1060/master

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增加CTP接口的认证功能，支持部分需要程序化备案的期货公司。

非常感谢！
This commit is contained in:
vn.py 2017-02-20 09:25:03 +08:00 committed by GitHub
commit 926d093924
1 changed files with 45 additions and 9 deletions
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48
vn.trader/ctpGateway/ctpGateway.py
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@ -90,6 +90,8 @@ class CtpGateway(VtGateway):
self.qryEnabled = False # 是否要启动循环查询
self.requireAuthentication = False
#----------------------------------------------------------------------
def connect(self):
"""连接"""
@ -115,6 +117,14 @@ class CtpGateway(VtGateway):
brokerID = str(setting['brokerID'])
tdAddress = str(setting['tdAddress'])
mdAddress = str(setting['mdAddress'])
if 'authCode' in setting: #如果json文件提供了验证码
authCode = str(setting['authCode'])
userProductInfo = str(setting['userProductInfo'])
self.tdApi.requireAuthentication = True
else:
authCode = None
userProductInfo = None
except KeyError:
log = VtLogData()
log.gatewayName = self.gatewayName
@ -124,7 +134,7 @@ class CtpGateway(VtGateway):
# 创建行情和交易接口对象
self.mdApi.connect(userID, password, brokerID, mdAddress)
self.tdApi.connect(userID, password, brokerID, tdAddress)
self.tdApi.connect(userID, password, brokerID, tdAddress,authCode, userProductInfo)
# 初始化并启动查询
self.initQuery()
@ -446,6 +456,7 @@ class CtpTdApi(TdApi):
self.connectionStatus = False # 连接状态
self.loginStatus = False # 登录状态
self.authStatus = False
self.userID = EMPTY_STRING # 账号
self.password = EMPTY_STRING # 密码
@ -459,6 +470,8 @@ class CtpTdApi(TdApi):
self.symbolExchangeDict = {} # 保存合约代码和交易所的印射关系
self.symbolSizeDict = {} # 保存合约代码和合约大小的印射关系
self.requireAuthentication = False
#----------------------------------------------------------------------
def onFrontConnected(self):
"""服务器连接"""
@ -468,7 +481,9 @@ class CtpTdApi(TdApi):
log.gatewayName = self.gatewayName
log.logContent = u'交易服务器连接成功'
self.gateway.onLog(log)
if self.requireAuthentication:
self.authenticate()
else:
self.login()
#----------------------------------------------------------------------
@ -490,8 +505,13 @@ class CtpTdApi(TdApi):
#----------------------------------------------------------------------
def onRspAuthenticate(self, data, error, n, last):
""""""
pass
"""验证客户端回报"""
if error['ErrorID'] == 0:
log = VtLogData()
log.gatewayName = self.gatewayName
log.logContent = u'交易服务器验证成功'
self.gateway.onLog(log)
self.login()
#----------------------------------------------------------------------
def onRspUserLogin(self, data, error, n, last):
@ -1244,12 +1264,14 @@ class CtpTdApi(TdApi):
pass
#----------------------------------------------------------------------
def connect(self, userID, password, brokerID, address):
def connect(self, userID, password, brokerID, address, authCode, userProductInfo):
"""初始化连接"""
self.userID = userID # 账号
self.password = password # 密码
self.brokerID = brokerID # 经纪商代码
self.address = address # 服务器地址
self.authCode = authCode #验证码
self.userProductInfo = userProductInfo #产品信息
# 如果尚未建立服务器连接，则进行连接
if not self.connectionStatus:
@ -1271,7 +1293,11 @@ class CtpTdApi(TdApi):
# 若已经连接但尚未登录，则进行登录
else:
if not self.loginStatus:
if self.requireAuthentication:
if self.authStatus:
self.authenticate()
else:
if self.loginStatus:
self.login()
#----------------------------------------------------------------------
@ -1286,6 +1312,16 @@ class CtpTdApi(TdApi):
self.reqID += 1
self.reqUserLogin(req, self.reqID)
def authenticate(self):
if self.userID and self.brokerID and self.authCode and self.userProductInfo:
req = {}
req['UserID'] = self.userID
req['BrokerID'] = self.brokerID
req['AuthCode'] = self.authCode
req['UserProductInfo'] = self.userProductInfo
self.reqID +=1
self.reqAuthenticate(req, self.reqID)
#----------------------------------------------------------------------
def qryAccount(self):
"""查询账户"""