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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)
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)

8
vn.trader/sgitGateway/SGIT_connect.json
View File

@ -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"
}

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

@ -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):