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完善vn.trader中的sgitGateway

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This commit is contained in:
chenxy123 2016-11-20 23:19:57 +08:00
parent 76cbeba72a
commit 9e789af8b8
3 changed files with 20 additions and 9 deletions
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4
vn.trader/ctpGateway/ctpGateway.py
View File

@ -1259,6 +1259,10 @@ class CtpTdApi(TdApi):
os.makedirs(path) os.makedirs(path)
self.createFtdcTraderApi(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 # 注册服务器地址
self.registerFront(self.address) self.registerFront(self.address)

8
vn.trader/sgitGateway/SGIT_connect.json
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@ -1,7 +1,7 @@
{ {
"brokerID": "9999", "brokerID": "9999",
"tdAddress": "tcp://180.168.146.187:10000", "tdAddress": "tcp://140.206.81.6:37776",
"password": "simnow申请", "password": "888888",
"mdAddress": "tcp://180.168.212.228:41213", "mdAddress": "tcp://140.206.81.6:37777",
"userID": "simnow申请" "userID": "0600035"
} }

17
vn.trader/sgitGateway/sgitGateway.py
View File

@ -46,7 +46,7 @@ exchangeMap[EXCHANGE_CFFEX] = 'CFFEX'
exchangeMap[EXCHANGE_SHFE] = 'SHFE' exchangeMap[EXCHANGE_SHFE] = 'SHFE'
exchangeMap[EXCHANGE_CZCE] = 'CZCE' exchangeMap[EXCHANGE_CZCE] = 'CZCE'
exchangeMap[EXCHANGE_DCE] = 'DCE' exchangeMap[EXCHANGE_DCE] = 'DCE'
exchangeMap[EXCHANGE_SSE] = 'SSE' exchangeMap[EXCHANGE_SGE] = 'SGE'
exchangeMap[EXCHANGE_UNKNOWN] = '' exchangeMap[EXCHANGE_UNKNOWN] = ''
exchangeMapReverse = {v:k for k,v in exchangeMap.items()} exchangeMapReverse = {v:k for k,v in exchangeMap.items()}
@ -477,6 +477,10 @@ class SgitTdApi(TdApi):
os.makedirs(path) os.makedirs(path)
self.createFtdcTraderApi(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 # 注册服务器地址
self.registerFront(self.address) self.registerFront(self.address)
@ -520,6 +524,7 @@ class SgitTdApi(TdApi):
"""发单""" """发单"""
self.reqID += 1 self.reqID += 1
self.orderRef += 1 self.orderRef += 1
orderRef = str(self.orderRef).rjust(10, '0')
req = {} req = {}
@ -532,7 +537,7 @@ class SgitTdApi(TdApi):
req['Direction'] = directionMap.get(orderReq.direction, '') req['Direction'] = directionMap.get(orderReq.direction, '')
req['CombOffsetFlag'] = offsetMap.get(orderReq.offset, '') req['CombOffsetFlag'] = offsetMap.get(orderReq.offset, '')
req['OrderRef'] = str(self.orderRef) req['OrderRef'] = orderRef
req['InvestorID'] = self.userID req['InvestorID'] = self.userID
req['UserID'] = self.userID req['UserID'] = self.userID
req['BrokerID'] = self.brokerID req['BrokerID'] = self.brokerID
@ -558,7 +563,8 @@ class SgitTdApi(TdApi):
self.reqOrderInsert(req, self.reqID) 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 # 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 return vtOrderID
#---------------------------------------------------------------------- #----------------------------------------------------------------------
@ -577,6 +583,7 @@ class SgitTdApi(TdApi):
req['ActionFlag'] = defineDict['THOST_FTDC_AF_Delete'] req['ActionFlag'] = defineDict['THOST_FTDC_AF_Delete']
req['BrokerID'] = self.brokerID req['BrokerID'] = self.brokerID
req['InvestorID'] = self.userID req['InvestorID'] = self.userID
req['UserID'] = self.userID
self.reqOrderAction(req, self.reqID) self.reqOrderAction(req, self.reqID)
@ -1033,7 +1040,7 @@ class SgitTdApi(TdApi):
err.gatewayName = self.gatewayName err.gatewayName = self.gatewayName
err.errorID = error['ErrorID'] err.errorID = error['ErrorID']
err.errorMsg = error['ErrorMsg'].decode('gbk') err.errorMsg = error['ErrorMsg'].decode('gbk')
self.gateway.onError(err) self.gateway.onError(err)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnOrder(self, data): def onRtnOrder(self, data):
@ -1115,7 +1122,7 @@ class SgitTdApi(TdApi):
err.gatewayName = self.gatewayName err.gatewayName = self.gatewayName
err.errorID = error['ErrorID'] err.errorID = error['ErrorID']
err.errorMsg = error['ErrorMsg'].decode('gbk') err.errorMsg = error['ErrorMsg'].decode('gbk')
self.gateway.onError(err) self.gateway.onError(err)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnInstrumentStatus(self, data): def onRtnInstrumentStatus(self, data):