From 9e789af8b854a337d8524590d087866210999c05 Mon Sep 17 00:00:00 2001 From: chenxy123 Date: Sun, 20 Nov 2016 23:19:57 +0800 Subject: [PATCH] =?UTF-8?q?=E5=AE=8C=E5=96=84vn.trader=E4=B8=AD=E7=9A=84sg?= =?UTF-8?q?itGateway?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- vn.trader/ctpGateway/ctpGateway.py | 4 ++++ vn.trader/sgitGateway/SGIT_connect.json | 8 ++++---- vn.trader/sgitGateway/sgitGateway.py | 17 ++++++++++++----- 3 files changed, 20 insertions(+), 9 deletions(-) diff --git a/vn.trader/ctpGateway/ctpGateway.py b/vn.trader/ctpGateway/ctpGateway.py index 83ea2c21..01c6fb99 100644 --- a/vn.trader/ctpGateway/ctpGateway.py +++ b/vn.trader/ctpGateway/ctpGateway.py @@ -1259,6 +1259,10 @@ class CtpTdApi(TdApi): os.makedirs(path) self.createFtdcTraderApi(path) + # 设置数据同步模式为推送从今日开始所有数据 + self.subscribePrivateTopic(0) + self.subscribePublicTopic(0) + # 注册服务器地址 self.registerFront(self.address) diff --git a/vn.trader/sgitGateway/SGIT_connect.json b/vn.trader/sgitGateway/SGIT_connect.json index fe1ffded..a6925448 100644 --- a/vn.trader/sgitGateway/SGIT_connect.json +++ b/vn.trader/sgitGateway/SGIT_connect.json @@ -1,7 +1,7 @@ { "brokerID": "9999", - "tdAddress": "tcp://180.168.146.187:10000", - "password": "simnow申请", - "mdAddress": "tcp://180.168.212.228:41213", - "userID": "simnow申请" + "tdAddress": "tcp://140.206.81.6:37776", + "password": "888888", + "mdAddress": "tcp://140.206.81.6:37777", + "userID": "0600035" } \ No newline at end of file diff --git a/vn.trader/sgitGateway/sgitGateway.py b/vn.trader/sgitGateway/sgitGateway.py index 02a7d59b..ce5cc72e 100644 --- a/vn.trader/sgitGateway/sgitGateway.py +++ b/vn.trader/sgitGateway/sgitGateway.py @@ -46,7 +46,7 @@ exchangeMap[EXCHANGE_CFFEX] = 'CFFEX' exchangeMap[EXCHANGE_SHFE] = 'SHFE' exchangeMap[EXCHANGE_CZCE] = 'CZCE' exchangeMap[EXCHANGE_DCE] = 'DCE' -exchangeMap[EXCHANGE_SSE] = 'SSE' +exchangeMap[EXCHANGE_SGE] = 'SGE' exchangeMap[EXCHANGE_UNKNOWN] = '' exchangeMapReverse = {v:k for k,v in exchangeMap.items()} @@ -477,6 +477,10 @@ class SgitTdApi(TdApi): os.makedirs(path) self.createFtdcTraderApi(path) + # 设置数据同步模式为推送从今日开始所有数据 + self.subscribePrivateTopic(0) + self.subscribePublicTopic(0) + # 注册服务器地址 self.registerFront(self.address) @@ -520,6 +524,7 @@ class SgitTdApi(TdApi): """发单""" self.reqID += 1 self.orderRef += 1 + orderRef = str(self.orderRef).rjust(10, '0') req = {} @@ -532,7 +537,7 @@ class SgitTdApi(TdApi): req['Direction'] = directionMap.get(orderReq.direction, '') req['CombOffsetFlag'] = offsetMap.get(orderReq.offset, '') - req['OrderRef'] = str(self.orderRef) + req['OrderRef'] = orderRef req['InvestorID'] = self.userID req['UserID'] = self.userID req['BrokerID'] = self.brokerID @@ -558,7 +563,8 @@ class SgitTdApi(TdApi): self.reqOrderInsert(req, self.reqID) # 返回订单号（字符串），便于某些算法进行动态管理 - vtOrderID = '.'.join([self.gatewayName, str(self.orderRef)]) + vtOrderID = '.'.join([self.gatewayName, orderRef]) + return vtOrderID #---------------------------------------------------------------------- @@ -577,6 +583,7 @@ class SgitTdApi(TdApi): req['ActionFlag'] = defineDict['THOST_FTDC_AF_Delete'] req['BrokerID'] = self.brokerID req['InvestorID'] = self.userID + req['UserID'] = self.userID self.reqOrderAction(req, self.reqID) @@ -1033,7 +1040,7 @@ class SgitTdApi(TdApi): err.gatewayName = self.gatewayName err.errorID = error['ErrorID'] err.errorMsg = error['ErrorMsg'].decode('gbk') - self.gateway.onError(err) + self.gateway.onError(err) #---------------------------------------------------------------------- def onRtnOrder(self, data): @@ -1115,7 +1122,7 @@ class SgitTdApi(TdApi): err.gatewayName = self.gatewayName err.errorID = error['ErrorID'] err.errorMsg = error['ErrorMsg'].decode('gbk') - self.gateway.onError(err) + self.gateway.onError(err) #---------------------------------------------------------------------- def onRtnInstrumentStatus(self, data):