1. 完成了金仕达黄金接口的封装

2. 将金仕达黄金接口对接上了vn.trader
3. 将vn.trader中的gateway放到独立文件夹下，程序结构更加清晰

vn.ksgold/README.md

@@ -0,0 +1,10 @@
+# vn.ksgold
+
+金仕达黄金T+D接口（浦发银行）的Python封装，需要把SLEdll文件夹复制到python.exe所在的文件夹下才可以使用。
+
+本接口看起来和CTP类似很简单，其实坑相当多：
+1. 有每秒最多5笔操作的流控（作者测试似乎3笔就会触发流控），同时似乎底层采用的是同步模式，意味着如果用户调用委托函数遭遇流控限制，则在委托等待的过程中当前线程会阻塞，导致程序出现界面卡死的情况（因为主线程被卡住了）
+2. OnRtnOrder返回的数据字段极少，仅包括委托号和当前状态，且仅在委托下达和委托撤销时会推送，委托成交时没有推送，需要用户自己结合OnRtnTrade的数据还原当前委托的最新状态
+3. 登录后不提供当日历史成交和委托的主动推送，需要用户自行查询，查询还有流控（1秒/次）
+
+如果打算自己开发建议参考vn.trader里的ksgoldGateway，可以少踩点坑。

vn.ksgold/ksgoldapi/Constant.h

@@ -40,6 +40,32 @@
 #define BUY		'0'     //Âò
 #define SELL	'1'     //Âô
 
+//委托类型
+#define  SPOT_ENTRUST     '0' //现货
+#define  TN_ENTRUST       '4' //现货T+N
+#define  DEFER_ENTRUST    '1' //现货延期
+#define  DELIVERY_ENTRUST '2' //交割
+#define  MIDDLE_ENTRUST   '3' //中立仓
 
+//渠道类型
+#define  COUNTER_CHANNEL  '1' //柜台
+#define  TEL_CHANNEL      '2' //电话银行
+#define  NET_CHANNEL      '3' //网银
+#define  TRADER_CHANNEL   '4' //交易员
+#define  SELF_CHANNEL	  '5' //自助终端
+#define  PHONE_CHANNEL	  '6' //手机银行
+#define  TRADEAPI_CHANNEL '7' //交易API
+
+//客户类别
+#define CLIENT_SPOT    '0' //现货
+#define CLIENT_FUTURE  '1' //期货
+#define CLIENT_GENERAL '2' //通用
+
+//登录类型
+#define BANKACC_TYPE   "1" //银行账号登录
+#define TRADECODE_TYPE "2" //交易编码登录
+
+//活跃标志
+#define ACTIVITY_ON '1' //询价合约
 
 #endif _NEWCONSTANT_H

vn.ksgold/ksgoldapi/GoldTradeApi.h

@@ -18,6 +18,7 @@
 class CGoldTradeSpi	//回调接口
 {
  public:
+	virtual ~CGoldTradeSpi(){};
 	 //连接建立通知
 	virtual void OnFrontConnected(){};
 
@@ -48,7 +49,7 @@ class CGoldTradeSpi	//
 	virtual void OnErrRtnOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo) {};
 
 	///报单通知
-	virtual void OnRtnOrder(CThostFtdcOrderField *pOrder) {};
+	virtual void OnRtnOrder(CThostFtdcOrderRtnField *pOrder) {};
 
 	//强退通知
 	virtual void OnForceLogout(CThostFtdcUserLogoutField *pLogout) {}; 

vn.ksgold/ksgoldapi/KSUserApiStructEx.h

@@ -20,68 +20,26 @@ struct CThostFtdcReqUserLoginField
 	TThostFtdcMemberIDType   memberID;				//会员代码
 	TThostFtdcPasswordType   password;				//密码
 	TThostFtdcDateType       tradeDate;				//交易日期
-	TThostFtdcIPAddressType	 ipGatewayAddress;      //连接网关所在的IP
-	TThostFtdcServerPortType portGateway;	        //连接网关所用端口
-	TThostFtdcOrderRefType   localOrderNo;			//最大本地报单号
-	TThostFtdcMachineIDType  machineID;				//前置机编号
-	TThostFtdcLoginBatchType         loginbatch;	//登录批次
-	TThostFtdcCSRCInvestorNameType clientName;		//客户名称
-	TThostFtdcIPAddressType	lastLoginIp;			//上次登录IP地址
-	TThostFtdcDateType		lastLoginDate;			//上次登录日期
-	TThostFtdcTimeType		lastLoginTime;			//上次登录时间
-	TThostFtdcGateWayCurLinkNumType			gateWayCurLinkNum;		//网关当前的连接数量
-	TThostFtdcGateWayYYBDBType	gateWayYYBDB;			//网关的营业部代码
-	TThostFtdcObligateType obligate;				//预留字段
-	TThostFtdcMSGType		msg;					//消息
-
-
 };
 
 ///用户登录应答
 struct CThostFtdcRspUserLoginField
 {
-	TThostFtdcTraderIDType  traderID;				//交易员代码
-	TThostFtdcMemberIDType  memberID;				//会员代码
-	TThostFtdcPasswordType  password;				//密码
 	TThostFtdcDateType       tradeDate;				//交易日期
-	TThostFtdcIPAddressType  ipAddress;				//IP地址
-	TThostFtdcOrderRefType  localOrderNo;				//最大本地报单号
-	TThostFtdcMachineIDType  machineID;				//前置机编号
-	TThostFtdcLoginBatchType         loginbatch;				//登录批次
-	TThostFtdcCSRCInvestorNameType clientName;				//客户名称
+	TThostFtdcOrderRefType  localOrderNo;			//最大本地报单号
+	TThostFtdcLoginBatchType  loginbatch;			//登录批次
+	TThostFtdcClientIDType  tradeCode;			   	//交易编码		
+	TThostFtdcClientIDType  clientID;         		//客户号
+	TThostFtdcSeatIDType    SeatNo ;				//席位号
+	TThostFtdcCSRCInvestorNameType clientName;		//客户名称
 	TThostFtdcIPAddressType	lastLoginIp;			//上次登录IP地址
 	TThostFtdcDateType		lastLoginDate;			//上次登录日期
 	TThostFtdcTimeType		lastLoginTime;			//上次登录时间
-	TThostFtdcGateWayCurLinkNumType			gateWayCurLinkNum;		//网关当前的连接数量
-	TThostFtdcGateWayYYBDBType	gateWayYYBDB;			//网关的营业部代码
-	TThostFtdcObligateType obligate;				//预留字段
-	TThostFtdcMSGType		msg;					//消息
-	TThostFtdcSeatIDType    SeatNo ;                 //席位号
-	TThostFtdcClientIDType  tradeCode;         		//交易编码	是	
-	TThostFtdcClientIDType  clientID;         		//客户号	是	
-	
-
 };
 ///用户登出请求
 struct CThostFtdcUserLogoutField
 {
-	TThostFtdcTraderIDType  traderID;				//交易员代码
-	TThostFtdcMemberIDType  memberID;				//会员代码
-	TThostFtdcPasswordType  password;				//密码
-	TThostFtdcDateType       tradeDate;				//交易日期
-	TThostFtdcIPAddressType  ipAddress;				//IP地址
-	TThostFtdcOrderRefType  localOrderNo;				//最大本地报单号
-	TThostFtdcMachineIDType  machineID;				//前置机编号
-	TThostFtdcLoginBatchType         loginbatch;				//登录批次
-	TThostFtdcCSRCInvestorNameType clientName;				//客户名称
-	TThostFtdcIPAddressType	lastLoginIp;			//上次登录IP地址
-	TThostFtdcDateType		lastLoginDate;			//上次登录日期
-	TThostFtdcTimeType		lastLoginTime;			//上次登录时间
-	TThostFtdcGateWayCurLinkNumType			gateWayCurLinkNum;		//网关当前的连接数量
-	TThostFtdcGateWayYYBDBType	gateWayYYBDB;			//网关的营业部代码
-	TThostFtdcObligateType obligate;				//预留字段
-	TThostFtdcMSGType		msg;					//消息
-
+	TThostFtdcTraderIDType  traderID;				//客户号
 };
 
 
@@ -111,13 +69,7 @@ struct CThostFtdcInstrumentField
 //查询资金账户
 struct CThostFtdcQryTradingAccountField
 {
-	TThostFtdcMemberIDType  memberID;				//会员代码
-	TThostFtdcAccountType  accountType;			//帐户类型
-	
-	TThostFtdcTraderIDType  traderID;				//交易员代码
-	TThostFtdcClientIDType  clientID;				//客户代码
-	TThostFtdcMarketIDType  marketID;				//市场代码	
-	
+	TThostFtdcMSGType remian; //保留字段	
 };
 
 ///资金账户
@@ -146,9 +98,6 @@ struct CThostFtdcTradingAccountField
 ///投资者持仓
 struct CThostFtdcInvestorPositionField
 {
-	TThostFtdcClientIDType  clientID;         //1		客户号	是	
-	//2		预留位	是	
-	//3		预留位	是	
 	TThostFtdcInstrumentIDType    instID;			 //4		合约代码	是	
 	TThostFtdcVolumeType    longPosi;		 //5		可用买持仓量	是	
 	TThostFtdcPriceType     longPosiAvgPrice; //6		买持均价	是	
@@ -205,14 +154,14 @@ struct CThostFtdcDepthMarketDataField
 	TThostFtdcVolumeType			BidLot3 ;			/**<最高买量三 */
 	TThostFtdcPriceType				Ask3 ;				/**<最低卖价三 */
 	TThostFtdcVolumeType			AskLot3 ;			/**<最低卖量三 */
-	TThostFtdcPriceType				Bid4 ;				/**<最高买价三 */
-	TThostFtdcVolumeType			BidLot4 ;			/**<最高买量三 */
-	TThostFtdcPriceType				Ask4 ;				/**<最低卖价三 */
-	TThostFtdcVolumeType			AskLot4 ;			/**<最低卖量三 */
-	TThostFtdcPriceType				Bid5 ;				/**<最高买价三 */
-	TThostFtdcVolumeType			BidLot5 ;			/**<最高买量三 */
-	TThostFtdcPriceType				Ask5 ;				/**<最低卖价三 */
-	TThostFtdcVolumeType			AskLot5 ;			/**<最低卖量三 */
+	TThostFtdcPriceType				Bid4 ;				/**<最高买价四 */
+	TThostFtdcVolumeType			BidLot4 ;			/**<最高买量四 */
+	TThostFtdcPriceType				Ask4 ;				/**<最低卖价四 */
+	TThostFtdcVolumeType			AskLot4 ;			/**<最低卖量四 */
+	TThostFtdcPriceType				Bid5 ;				/**<最高买价五 */
+	TThostFtdcVolumeType			BidLot5 ;			/**<最高买量五 */
+	TThostFtdcPriceType				Ask5 ;				/**<最低卖价五 */
+	TThostFtdcVolumeType			AskLot5 ;			/**<最低卖量五 */
 	TThostFtdcVolumeType			Volume ;			/**<成交量（双边） */
 	TThostFtdcVolumeType			OpenInt ;			/**<持仓量（双边） */
 	TThostFtdcPriceType				UpDown ;			/**<涨跌 */
@@ -234,39 +183,23 @@ struct CThostFtdcDepthMarketDataField
 struct CThostFtdcInputOrderField
 {
 	TThostFtdcSeatIDType			seatID;          //2		席位号	是	
-	TThostFtdcClientIDType			clientID;        //3		交易编码	是	
-	TThostFtdcExchangeIDType		exchangeID;      //4		交易所代码	是	
+	TThostFtdcClientIDType			tradeCode;        //3		交易编码	是		
 	TThostFtdcInstrumentIDType      instID;          //5		品种代码	是	
 	TThostFtdcBsFlagType			buyOrSell;       //6		买卖方向	是
 	TThostFtdcOffsetFlagType		offsetFlag;      //7		开平标志	是	
 	TThostFtdcVolumeType			amount;          //8		委托数量	是	
-	TThostFtdcWeightType			weight;				//10		委托重量	是	常量为0
 	TThostFtdcByteType				middleFlag;      //9		中立仓标志	是	常量为0	
-	TThostFtdcByteType				orderFlag;	      //10		委托标志	是	
 	TThostFtdcByteType				priceFlag;       //11		条件委托价格类型	是	
 	TThostFtdcPriceType				price;           //12		预委托价格	是	
 	TThostFtdcPriceType				trigPrice;	      //13       预委托触发价格	是	
 	TThostFtdcMarketIDType			marketID;        //14		市场代码	是	
-	TThostFtdcDateType				validDate;       //15		有效日期	是	
-	TThostFtdcOrderNoType			orderNo;		 //1		系统报单号	是	
-	TThostFtdcOrderRefType			LocalOrderNo;//本地报单号
-	TThostFtdcVolumeType			matchQty;				//12		成交手数	是	
-	TThostFtdcWeightType			matchWeight;			 //13		成交重量	是	
-	TThostFtdcOrderStatusType		status;				//14       委托状态	是	
-	TThostFtdcTimeType				entrustTime;				//15		委托时间	是	
-	TThostFtdcByteType				forceoffset_flag;			 //16		强平标志	是	
-	TThostFtdcVolumeType			cancelQty;			//17		撤单手数	是	
-	TThostFtdcTimeType				cancelTime;			 //18撤单时间
-	TThostFtdcVolumnCheck           volumnCheck;		//数量检查标志 
-	TThostFtdcTradeWayType			tradeWay;				//19		交易渠道	是	
-	
-
+	TThostFtdcOrderRefType			LocalOrderNo;	 //			本地报单号
+	TThostFtdcTradeWayType			tradeWay;		 //19		交易渠道	是	
 };
 
 ///报单
 struct CThostFtdcOrderField
 {
-
 	TThostFtdcOrderNoType			orderNo;				//1		系统报单号	是	
 	TThostFtdcOrderRefType			localOrderNo;;			//2		本地报单号	是	
 	TThostFtdcMarketIDType			marketID;				//4		市场代码	是	
@@ -284,8 +217,15 @@ struct CThostFtdcOrderField
 	TThostFtdcVolumeType			cancelQty;			//17		撤单手数	是	
 	TThostFtdcTimeType				cancelTime;			 //18撤单时间
 	TThostFtdcTradeWayType			tradeWay;				//19		交易渠道	是	
+};
 
-
+///报单撤单回报
+struct CThostFtdcOrderRtnField
+{
+	TThostFtdcOrderNoType			orderNo;				//1		系统报单号	是	
+	TThostFtdcOrderRefType			localOrderNo;;			//2		本地报单号	是	
+	TThostFtdcOrderStatusType		status;					//14    委托状态	是	
+	TThostFtdcVolumeType			cancelQty;				//17	撤单手数	是
 };
 
 
@@ -293,10 +233,8 @@ struct CThostFtdcOrderField
 struct CThostFtdcInputOrderActionField
 {
 	TThostFtdcOrderRefType		localOrderNo;     //1		本地报单号	是
-	TThostFtdcByteType			orderFlag;       //2		委托标志	是	
-	TThostFtdcMarketIDType		marketID;		  //3		市场代码	是	
-	TThostFtdcTraderIDType		traderID;         //6		撤单操作员	是	
-	TThostFtdcTradeWayType      tradeWay;         //7		委托渠道	是	写死"5"
+	TThostFtdcMarketIDType		marketID;		  //2		市场代码	是
+	TThostFtdcOrderStatusType	status;			  //14      委托状态	
 };
 
 ///报单操作
@@ -313,7 +251,6 @@ struct CThostFtdcOrderActionField
 ///成交
 struct CThostFtdcTradeField
 {
-
 	TThostFtdcOrderNoType			orderNo;           //1		系统报单号	是	
 	TThostFtdcMatchNoType			matchNo;           //2		成交单编号	是	
 	TThostFtdcInstrumentIDType		instID;            //3		合约代码	是	
@@ -331,9 +268,7 @@ struct CThostFtdcTradeField
 	TThostFtdcMoneyType				trade_fee;         //16		手续费	是	
 	TThostFtdcByteType				forceoffset_flag;  //17		强平标志	是	
 	TThostFtdcVolumeType			forcebatchnum ;    //18		强平批次号	是
-	TThostFtdcTradeWayType			tradeWay;          //19		渠道标志	是	
-	
-
+	TThostFtdcTradeWayType			tradeWay;          //渠道标志
 };
 
 ///查询合约
@@ -349,17 +284,10 @@ struct CThostFtdcQryInstrumentField
 ///查询成交
 struct CThostFtdcQryTradeField
 {
+	TThostFtdcMatchNoType		matchNo;			//成交编号
 	TThostFtdcInstrumentIDType  instID;				//合约代码
 	TThostFtdcMarketIDType		marketID;			//市场代码
-	TThostFtdcOrderNoType		orderNo;				//报单号
-	TThostFtdcClientIDType		clientID;			//客户代码
-	TThostFtdcMemberIDType		memberID;			//会员代码
-	TThostFtdcMatchNoType		matchNo;				//成交编号
-	TThostFtdcExchangeIDType	exchangeID;			//交易所代码(wph)
-	TThostFtdcOrderRefType		localOrderNo;			//本地报单编号
-	TThostFtdcTraderIDType		traderID;			//交易员代码(wph)
-
-
+	TThostFtdcOrderRefType		localOrderNo;		//本地报单编号
 };
 
 
@@ -368,16 +296,7 @@ struct CThostFtdcQryOrderField
 {
 	TThostFtdcInstrumentIDType  instID;				//合约代码
 	TThostFtdcMarketIDType		marketID;			//市场代码
-	TThostFtdcOrderNoType		orderNo;				//报单号
-	TThostFtdcClientIDType		clientID;			//客户代码
-	TThostFtdcMemberIDType		memberID;			//会员代码
-	TThostFtdcOffsetFlagType	offsetFlag;		//开平标志
-	TThostFtdcTraderIDType		traderID;			//交易员代码(wph)
-	TThostFtdcOrderStatusType	status;				//状态
-	TThostFtdcExchangeIDType	exchangeID;			//交易所代码(wph)
-	TThostFtdcOrderRefType		localOrderNo;				//本地报单编号
-	
-
+	TThostFtdcOrderRefType		localOrderNo;		//本地报单编号
 };
 
 
@@ -386,21 +305,15 @@ struct CThostFtdcQryOrderField
 ///查询投资者持仓
 struct CThostFtdcQryInvestorPositionField
 {
-	TThostFtdcClientIDType		clientID;				//客户代码
-	TThostFtdcMemberIDType		memberID;				//会员代码
-	TThostFtdcMarketIDType		marketID;				//市场代码
-	TThostFtdcInstrumentIDType  instID;				    //合约代码
-	TThostFtdcTraderIDType		traderID;			    //交易员代码(wph)
-
+	TThostFtdcMarketIDType		marketID;			//市场代码
+	TThostFtdcInstrumentIDType	instID;         //合约代码
 };
 
 
 ///查询库存
 struct CThostFtdcQryStorageField
 {
-	TThostFtdcClientIDType		clientID;				//客户代码
-	TThostFtdcMemberIDType		memberID;				//会员代码
-	TThostFtdcTraderIDType		traderID;			    //交易员代码(wph)
+	TThostFtdcVarietyIDType  varietyID;            //交割品种代码
 };
 
 //库存应答
@@ -422,20 +335,18 @@ struct CThostFtdcStorageField
 	TThostFtdcWeightType     lawFrozen;            //17		法律冻结库存	是	
 	TThostFtdcWeightType     bankFrozen;           //18		银行冻结库存	是	
 	TThostFtdcByteType       customType;           //19		客户类别	是	
-	TThostFtdcWeightType     storageCost;           //20		库存成本	是	
+	TThostFtdcWeightType     storageCost;          //20		库存成本	是	
 	TThostFtdcWeightType     impawnFrozen ;        //22		质押冻结库存	是	
 
 };
 
-
-//市场状态
 //市场状态
 struct CThostFtdcMarketStatusField
 {
 	TThostFtdcMktStatusType   MktStatus;           /*市场状态*/
 	TThostFtdcMarketIDType    marketID  ;         /*市场代码*/
-	TThostFtdcExchCodeType   ExchCode;            /*交易所代码*/
-	TThostFtdcMktChgTimeType  MktChgTime;          /*状态触发时间*/
+	//TThostFtdcExchCodeType   ExchCode;            /*交易所代码*/
+	//TThostFtdcMktChgTimeType  MktChgTime;          /*状态触发时间*/
 
 };
 ///指定的合约

vn.ksgold/pyscript/GoldTradeApi.h

@@ -18,6 +18,7 @@
 class CGoldTradeSpi	//回调接口
 {
  public:
+	virtual ~CGoldTradeSpi(){};
 	 //连接建立通知
 	virtual void OnFrontConnected(){};
 
@@ -48,7 +49,7 @@ class CGoldTradeSpi	//
 	virtual void OnErrRtnOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo) {};
 
 	///报单通知
-	virtual void OnRtnOrder(CThostFtdcOrderField *pOrder) {};
+	virtual void OnRtnOrder(CThostFtdcOrderRtnField *pOrder) {};
 
 	//强退通知
 	virtual void OnForceLogout(CThostFtdcUserLogoutField *pLogout) {};

vn.ksgold/pyscript/KSUserApiStructEx.h

@@ -20,63 +20,26 @@ struct CThostFtdcReqUserLoginField
 	TThostFtdcMemberIDType   memberID;				//会员代码
 	TThostFtdcPasswordType   password;				//密码
 	TThostFtdcDateType       tradeDate;				//交易日期
-	TThostFtdcIPAddressType	 ipGatewayAddress;      //连接网关所在的IP
-	TThostFtdcServerPortType portGateway;	        //连接网关所用端口
-	TThostFtdcOrderRefType   localOrderNo;			//最大本地报单号
-	TThostFtdcMachineIDType  machineID;				//前置机编号
-	TThostFtdcLoginBatchType         loginbatch;	//登录批次
-	TThostFtdcCSRCInvestorNameType clientName;		//客户名称
-	TThostFtdcIPAddressType	lastLoginIp;			//上次登录IP地址
-	TThostFtdcDateType		lastLoginDate;			//上次登录日期
-	TThostFtdcTimeType		lastLoginTime;			//上次登录时间
-	TThostFtdcGateWayCurLinkNumType			gateWayCurLinkNum;		//网关当前的连接数量
-	TThostFtdcGateWayYYBDBType	gateWayYYBDB;			//网关的营业部代码
-	TThostFtdcObligateType obligate;				//预留字段
-	TThostFtdcMSGType		msg;					//消息
 };
 
 ///用户登录应答
 struct CThostFtdcRspUserLoginField
 {
-	TThostFtdcTraderIDType  traderID;				//交易员代码
-	TThostFtdcMemberIDType  memberID;				//会员代码
-	TThostFtdcPasswordType  password;				//密码
 	TThostFtdcDateType       tradeDate;				//交易日期
-	TThostFtdcIPAddressType  ipAddress;				//IP地址
-	TThostFtdcOrderRefType  localOrderNo;				//最大本地报单号
-	TThostFtdcMachineIDType  machineID;				//前置机编号
-	TThostFtdcLoginBatchType         loginbatch;				//登录批次
-	TThostFtdcCSRCInvestorNameType clientName;				//客户名称
+	TThostFtdcOrderRefType  localOrderNo;			//最大本地报单号
+	TThostFtdcLoginBatchType  loginbatch;			//登录批次
+	TThostFtdcClientIDType  tradeCode;			   	//交易编码		
+	TThostFtdcClientIDType  clientID;         		//客户号
+	TThostFtdcSeatIDType    SeatNo ;				//席位号
+	TThostFtdcCSRCInvestorNameType clientName;		//客户名称
 	TThostFtdcIPAddressType	lastLoginIp;			//上次登录IP地址
 	TThostFtdcDateType		lastLoginDate;			//上次登录日期
 	TThostFtdcTimeType		lastLoginTime;			//上次登录时间
-	TThostFtdcGateWayCurLinkNumType			gateWayCurLinkNum;		//网关当前的连接数量
-	TThostFtdcGateWayYYBDBType	gateWayYYBDB;			//网关的营业部代码
-	TThostFtdcObligateType obligate;				//预留字段
-	TThostFtdcMSGType		msg;					//消息
-	TThostFtdcSeatIDType    SeatNo ;                 //席位号
-	TThostFtdcClientIDType  tradeCode;         		//交易编码	是	
-	TThostFtdcClientIDType  clientID;         		//客户号	是
 };
 ///用户登出请求
 struct CThostFtdcUserLogoutField
 {
-	TThostFtdcTraderIDType  traderID;				//交易员代码
-	TThostFtdcMemberIDType  memberID;				//会员代码
-	TThostFtdcPasswordType  password;				//密码
-	TThostFtdcDateType       tradeDate;				//交易日期
-	TThostFtdcIPAddressType  ipAddress;				//IP地址
-	TThostFtdcOrderRefType  localOrderNo;				//最大本地报单号
-	TThostFtdcMachineIDType  machineID;				//前置机编号
-	TThostFtdcLoginBatchType         loginbatch;				//登录批次
-	TThostFtdcCSRCInvestorNameType clientName;				//客户名称
-	TThostFtdcIPAddressType	lastLoginIp;			//上次登录IP地址
-	TThostFtdcDateType		lastLoginDate;			//上次登录日期
-	TThostFtdcTimeType		lastLoginTime;			//上次登录时间
-	TThostFtdcGateWayCurLinkNumType			gateWayCurLinkNum;		//网关当前的连接数量
-	TThostFtdcGateWayYYBDBType	gateWayYYBDB;			//网关的营业部代码
-	TThostFtdcObligateType obligate;				//预留字段
-	TThostFtdcMSGType		msg;					//消息
+	TThostFtdcTraderIDType  traderID;				//客户号
 };
 
 
@@ -105,11 +68,7 @@ struct CThostFtdcInstrumentField
 //查询资金账户
 struct CThostFtdcQryTradingAccountField
 {
-	TThostFtdcMemberIDType  memberID;				//会员代码
-	TThostFtdcAccountType  accountType;			//帐户类型
-	TThostFtdcTraderIDType  traderID;				//交易员代码
-	TThostFtdcClientIDType  clientID;				//客户代码
-	TThostFtdcMarketIDType  marketID;				//市场代码	
+	TThostFtdcMSGType remian; //保留字段	
 };
 
 ///资金账户
@@ -136,7 +95,6 @@ struct CThostFtdcTradingAccountField
 ///投资者持仓
 struct CThostFtdcInvestorPositionField
 {
-	TThostFtdcClientIDType  clientID;         //1		客户号	是	
 	TThostFtdcInstrumentIDType    instID;			 //4		合约代码	是	
 	TThostFtdcVolumeType    longPosi;		 //5		可用买持仓量	是	
 	TThostFtdcPriceType     longPosiAvgPrice; //6		买持均价	是	
@@ -191,14 +149,14 @@ struct CThostFtdcDepthMarketDataField
 	TThostFtdcVolumeType			BidLot3 ;			/**<最高买量三 */
 	TThostFtdcPriceType				Ask3 ;				/**<最低卖价三 */
 	TThostFtdcVolumeType			AskLot3 ;			/**<最低卖量三 */
-	TThostFtdcPriceType				Bid4 ;				/**<最高买价三 */
-	TThostFtdcVolumeType			BidLot4 ;			/**<最高买量三 */
-	TThostFtdcPriceType				Ask4 ;				/**<最低卖价三 */
-	TThostFtdcVolumeType			AskLot4 ;			/**<最低卖量三 */
-	TThostFtdcPriceType				Bid5 ;				/**<最高买价三 */
-	TThostFtdcVolumeType			BidLot5 ;			/**<最高买量三 */
-	TThostFtdcPriceType				Ask5 ;				/**<最低卖价三 */
-	TThostFtdcVolumeType			AskLot5 ;			/**<最低卖量三 */
+	TThostFtdcPriceType				Bid4 ;				/**<最高买价四 */
+	TThostFtdcVolumeType			BidLot4 ;			/**<最高买量四 */
+	TThostFtdcPriceType				Ask4 ;				/**<最低卖价四 */
+	TThostFtdcVolumeType			AskLot4 ;			/**<最低卖量四 */
+	TThostFtdcPriceType				Bid5 ;				/**<最高买价五 */
+	TThostFtdcVolumeType			BidLot5 ;			/**<最高买量五 */
+	TThostFtdcPriceType				Ask5 ;				/**<最低卖价五 */
+	TThostFtdcVolumeType			AskLot5 ;			/**<最低卖量五 */
 	TThostFtdcVolumeType			Volume ;			/**<成交量（双边） */
 	TThostFtdcVolumeType			OpenInt ;			/**<持仓量（双边） */
 	TThostFtdcPriceType				UpDown ;			/**<涨跌 */
@@ -218,37 +176,23 @@ struct CThostFtdcDepthMarketDataField
 struct CThostFtdcInputOrderField
 {
 	TThostFtdcSeatIDType			seatID;          //2		席位号	是	
-	TThostFtdcClientIDType			clientID;        //3		交易编码	是	
-	TThostFtdcExchangeIDType		exchangeID;      //4		交易所代码	是	
+	TThostFtdcClientIDType			tradeCode;        //3		交易编码	是		
 	TThostFtdcInstrumentIDType      instID;          //5		品种代码	是	
 	TThostFtdcBsFlagType			buyOrSell;       //6		买卖方向	是
 	TThostFtdcOffsetFlagType		offsetFlag;      //7		开平标志	是	
 	TThostFtdcVolumeType			amount;          //8		委托数量	是	
-	TThostFtdcWeightType			weight;				//10		委托重量	是	常量为0
 	TThostFtdcByteType				middleFlag;      //9		中立仓标志	是	常量为0	
-	TThostFtdcByteType				orderFlag;	      //10		委托标志	是	
 	TThostFtdcByteType				priceFlag;       //11		条件委托价格类型	是	
 	TThostFtdcPriceType				price;           //12		预委托价格	是	
 	TThostFtdcPriceType				trigPrice;	      //13       预委托触发价格	是	
 	TThostFtdcMarketIDType			marketID;        //14		市场代码	是	
-	TThostFtdcDateType				validDate;       //15		有效日期	是	
-	TThostFtdcOrderNoType			orderNo;		 //1		系统报单号	是	
-	TThostFtdcOrderRefType			LocalOrderNo;//本地报单号
-	TThostFtdcVolumeType			matchQty;				//12		成交手数	是	
-	TThostFtdcWeightType			matchWeight;			 //13		成交重量	是	
-	TThostFtdcOrderStatusType		status;				//14       委托状态	是	
-	TThostFtdcTimeType				entrustTime;				//15		委托时间	是	
-	TThostFtdcByteType				forceoffset_flag;			 //16		强平标志	是	
-	TThostFtdcVolumeType			cancelQty;			//17		撤单手数	是	
-	TThostFtdcTimeType				cancelTime;			 //18撤单时间
-	TThostFtdcVolumnCheck           volumnCheck;		//数量检查标志 
-	TThostFtdcTradeWayType			tradeWay;				//19		交易渠道	是	
+	TThostFtdcOrderRefType			LocalOrderNo;	 //			本地报单号
+	TThostFtdcTradeWayType			tradeWay;		 //19		交易渠道	是	
 };
 
 ///报单
 struct CThostFtdcOrderField
 {
-
 	TThostFtdcOrderNoType			orderNo;				//1		系统报单号	是	
 	TThostFtdcOrderRefType			localOrderNo;;			//2		本地报单号	是	
 	TThostFtdcMarketIDType			marketID;				//4		市场代码	是	
@@ -268,15 +212,22 @@ struct CThostFtdcOrderField
 	TThostFtdcTradeWayType			tradeWay;				//19		交易渠道	是	
 };
 
+///报单撤单回报
+struct CThostFtdcOrderRtnField
+{
+	TThostFtdcOrderNoType			orderNo;				//1		系统报单号	是	
+	TThostFtdcOrderRefType			localOrderNo;;			//2		本地报单号	是	
+	TThostFtdcOrderStatusType		status;					//14    委托状态	是	
+	TThostFtdcVolumeType			cancelQty;				//17	撤单手数	是
+};
+
 
 ///输入报单操作(cancel order)
 struct CThostFtdcInputOrderActionField
 {
 	TThostFtdcOrderRefType		localOrderNo;     //1		本地报单号	是
-	TThostFtdcByteType			orderFlag;       //2		委托标志	是	
-	TThostFtdcMarketIDType		marketID;		  //3		市场代码	是	
-	TThostFtdcTraderIDType		traderID;         //6		撤单操作员	是	
-	TThostFtdcTradeWayType      tradeWay;         //7		委托渠道	是	写死"5"
+	TThostFtdcMarketIDType		marketID;		  //2		市场代码	是
+	TThostFtdcOrderStatusType	status;			  //14      委托状态	
 };
 
 ///报单操作
@@ -291,7 +242,6 @@ struct CThostFtdcOrderActionField
 ///成交
 struct CThostFtdcTradeField
 {
-
 	TThostFtdcOrderNoType			orderNo;           //1		系统报单号	是	
 	TThostFtdcMatchNoType			matchNo;           //2		成交单编号	是	
 	TThostFtdcInstrumentIDType		instID;            //3		合约代码	是	
@@ -309,7 +259,7 @@ struct CThostFtdcTradeField
 	TThostFtdcMoneyType				trade_fee;         //16		手续费	是	
 	TThostFtdcByteType				forceoffset_flag;  //17		强平标志	是	
 	TThostFtdcVolumeType			forcebatchnum ;    //18		强平批次号	是
-	TThostFtdcTradeWayType			tradeWay;          //19		渠道标志	是	
+	TThostFtdcTradeWayType			tradeWay;          //渠道标志
 };
 
 ///查询合约
@@ -323,15 +273,10 @@ struct CThostFtdcQryInstrumentField
 ///查询成交
 struct CThostFtdcQryTradeField
 {
+	TThostFtdcMatchNoType		matchNo;			//成交编号
 	TThostFtdcInstrumentIDType  instID;				//合约代码
 	TThostFtdcMarketIDType		marketID;			//市场代码
-	TThostFtdcOrderNoType		orderNo;				//报单号
-	TThostFtdcClientIDType		clientID;			//客户代码
-	TThostFtdcMemberIDType		memberID;			//会员代码
-	TThostFtdcMatchNoType		matchNo;				//成交编号
-	TThostFtdcExchangeIDType	exchangeID;			//交易所代码(wph)
-	TThostFtdcOrderRefType		localOrderNo;			//本地报单编号
-	TThostFtdcTraderIDType		traderID;			//交易员代码(wph)
+	TThostFtdcOrderRefType		localOrderNo;		//本地报单编号
 };
 
 
@@ -340,14 +285,7 @@ struct CThostFtdcQryOrderField
 {
 	TThostFtdcInstrumentIDType  instID;				//合约代码
 	TThostFtdcMarketIDType		marketID;			//市场代码
-	TThostFtdcOrderNoType		orderNo;				//报单号
-	TThostFtdcClientIDType		clientID;			//客户代码
-	TThostFtdcMemberIDType		memberID;			//会员代码
-	TThostFtdcOffsetFlagType	offsetFlag;		//开平标志
-	TThostFtdcTraderIDType		traderID;			//交易员代码(wph)
-	TThostFtdcOrderStatusType	status;				//状态
-	TThostFtdcExchangeIDType	exchangeID;			//交易所代码(wph)
-	TThostFtdcOrderRefType		localOrderNo;				//本地报单编号
+	TThostFtdcOrderRefType		localOrderNo;		//本地报单编号
 };
 
 
@@ -356,20 +294,15 @@ struct CThostFtdcQryOrderField
 ///查询投资者持仓
 struct CThostFtdcQryInvestorPositionField
 {
-	TThostFtdcClientIDType		clientID;				//客户代码
-	TThostFtdcMemberIDType		memberID;				//会员代码
-	TThostFtdcMarketIDType		marketID;				//市场代码
-	TThostFtdcInstrumentIDType  instID;				    //合约代码
-	TThostFtdcTraderIDType		traderID;			    //交易员代码(wph)
+	TThostFtdcMarketIDType		marketID;			//市场代码
+	TThostFtdcInstrumentIDType	instID;         //合约代码
 };
 
 
 ///查询库存
 struct CThostFtdcQryStorageField
 {
-	TThostFtdcClientIDType		clientID;				//客户代码
-	TThostFtdcMemberIDType		memberID;				//会员代码
-	TThostFtdcTraderIDType		traderID;			    //交易员代码(wph)
+	TThostFtdcVarietyIDType  varietyID;            //交割品种代码
 };
 
 //库存应答
@@ -391,19 +324,15 @@ struct CThostFtdcStorageField
 	TThostFtdcWeightType     lawFrozen;            //17		法律冻结库存	是	
 	TThostFtdcWeightType     bankFrozen;           //18		银行冻结库存	是	
 	TThostFtdcByteType       customType;           //19		客户类别	是	
-	TThostFtdcWeightType     storageCost;           //20		库存成本	是	
-	TThostFtdcWeightType     impawnFrozen ;        //22		质押冻结库存	是	
+	TThostFtdcWeightType     storageCost;          //20		库存成本	是	
+	TThostFtdcWeightType     impawnFrozen;        //22		质押冻结库存	是	
 };
 
-
-//市场状态
 //市场状态
 struct CThostFtdcMarketStatusField
 {
 	TThostFtdcMktStatusType   MktStatus;           /*市场状态*/
-	TThostFtdcMarketIDType    marketID  ;         /*市场代码*/
-	TThostFtdcExchCodeType   ExchCode;            /*交易所代码*/
-	TThostFtdcMktChgTimeType  MktChgTime;          /*状态触发时间*/
+	TThostFtdcMarketIDType    marketID;         /*市场代码*/
 };
 ///指定的合约
 struct CThostFtdcSpecificInstrumentField

vn.ksgold/pyscript/ksgold_struct.py

@@ -22,63 +22,26 @@ CThostFtdcReqUserLoginField["loginType"] = "int"
 CThostFtdcReqUserLoginField["memberID"] = "string"
 CThostFtdcReqUserLoginField["password"] = "string"
 CThostFtdcReqUserLoginField["tradeDate"] = "string"
-CThostFtdcReqUserLoginField["ipGatewayAddress"] = "string"
-CThostFtdcReqUserLoginField["portGateway"] = "int"
-CThostFtdcReqUserLoginField["localOrderNo"] = "string"
-CThostFtdcReqUserLoginField["machineID"] = "int"
-CThostFtdcReqUserLoginField["loginbatch"] = "int"
-CThostFtdcReqUserLoginField["clientName"] = "string"
-CThostFtdcReqUserLoginField["lastLoginIp"] = "string"
-CThostFtdcReqUserLoginField["lastLoginDate"] = "string"
-CThostFtdcReqUserLoginField["lastLoginTime"] = "string"
-CThostFtdcReqUserLoginField["gateWayCurLinkNum"] = "int"
-CThostFtdcReqUserLoginField["gateWayYYBDB"] = "string"
-CThostFtdcReqUserLoginField["obligate"] = "string"
-CThostFtdcReqUserLoginField["msg"] = "string"
 structDict['CThostFtdcReqUserLoginField'] = CThostFtdcReqUserLoginField
 
 
 #用户登录应答
 CThostFtdcRspUserLoginField = {}
-CThostFtdcRspUserLoginField["traderID"] = "string"
-CThostFtdcRspUserLoginField["memberID"] = "string"
-CThostFtdcRspUserLoginField["password"] = "string"
 CThostFtdcRspUserLoginField["tradeDate"] = "string"
-CThostFtdcRspUserLoginField["ipAddress"] = "string"
 CThostFtdcRspUserLoginField["localOrderNo"] = "string"
-CThostFtdcRspUserLoginField["machineID"] = "int"
 CThostFtdcRspUserLoginField["loginbatch"] = "int"
+CThostFtdcRspUserLoginField["tradeCode"] = "string"
+CThostFtdcRspUserLoginField["clientID"] = "string"
+CThostFtdcRspUserLoginField["SeatNo"] = "string"
 CThostFtdcRspUserLoginField["clientName"] = "string"
 CThostFtdcRspUserLoginField["lastLoginIp"] = "string"
 CThostFtdcRspUserLoginField["lastLoginDate"] = "string"
 CThostFtdcRspUserLoginField["lastLoginTime"] = "string"
-CThostFtdcRspUserLoginField["gateWayCurLinkNum"] = "int"
-CThostFtdcRspUserLoginField["gateWayYYBDB"] = "string"
-CThostFtdcRspUserLoginField["obligate"] = "string"
-CThostFtdcRspUserLoginField["msg"] = "string"
-CThostFtdcRspUserLoginField["SeatNo"] = "string"
-CThostFtdcRspUserLoginField["tradeCode"] = "string"
-CThostFtdcRspUserLoginField["clientID"] = "string"
 structDict['CThostFtdcRspUserLoginField'] = CThostFtdcRspUserLoginField
 
 #用户登出请求
 CThostFtdcUserLogoutField = {}
 CThostFtdcUserLogoutField["traderID"] = "string"
-CThostFtdcUserLogoutField["memberID"] = "string"
-CThostFtdcUserLogoutField["password"] = "string"
-CThostFtdcUserLogoutField["tradeDate"] = "string"
-CThostFtdcUserLogoutField["ipAddress"] = "string"
-CThostFtdcUserLogoutField["localOrderNo"] = "string"
-CThostFtdcUserLogoutField["machineID"] = "int"
-CThostFtdcUserLogoutField["loginbatch"] = "int"
-CThostFtdcUserLogoutField["clientName"] = "string"
-CThostFtdcUserLogoutField["lastLoginIp"] = "string"
-CThostFtdcUserLogoutField["lastLoginDate"] = "string"
-CThostFtdcUserLogoutField["lastLoginTime"] = "string"
-CThostFtdcUserLogoutField["gateWayCurLinkNum"] = "int"
-CThostFtdcUserLogoutField["gateWayYYBDB"] = "string"
-CThostFtdcUserLogoutField["obligate"] = "string"
-CThostFtdcUserLogoutField["msg"] = "string"
 structDict['CThostFtdcUserLogoutField'] = CThostFtdcUserLogoutField
 
 
@@ -107,11 +70,7 @@ structDict['CThostFtdcInstrumentField'] = CThostFtdcInstrumentField
 
 
 CThostFtdcQryTradingAccountField = {}
-CThostFtdcQryTradingAccountField["memberID"] = "string"
-CThostFtdcQryTradingAccountField["accountType"] = "string"
-CThostFtdcQryTradingAccountField["traderID"] = "string"
-CThostFtdcQryTradingAccountField["clientID"] = "string"
-CThostFtdcQryTradingAccountField["marketID"] = "string"
+CThostFtdcQryTradingAccountField["remian"] = "string"
 structDict['CThostFtdcQryTradingAccountField'] = CThostFtdcQryTradingAccountField
 
 
@@ -138,7 +97,6 @@ structDict['CThostFtdcTradingAccountField'] = CThostFtdcTradingAccountField
 
 #投资者持仓
 CThostFtdcInvestorPositionField = {}
-CThostFtdcInvestorPositionField["clientID"] = "string"
 CThostFtdcInvestorPositionField["instID"] = "string"
 CThostFtdcInvestorPositionField["longPosi"] = "int"
 CThostFtdcInvestorPositionField["longPosiAvgPrice"] = "float"
@@ -220,37 +178,23 @@ structDict['CThostFtdcDepthMarketDataField'] = CThostFtdcDepthMarketDataField
 #输入报单
 CThostFtdcInputOrderField = {}
 CThostFtdcInputOrderField["seatID"] = "string"
-CThostFtdcInputOrderField["clientID"] = "string"
-CThostFtdcInputOrderField["exchangeID"] = "string"
+CThostFtdcInputOrderField["tradeCode"] = "string"
 CThostFtdcInputOrderField["instID"] = "string"
 CThostFtdcInputOrderField["buyOrSell"] = "string"
 CThostFtdcInputOrderField["offsetFlag"] = "string"
 CThostFtdcInputOrderField["amount"] = "int"
-CThostFtdcInputOrderField["weight"] = "float"
 CThostFtdcInputOrderField["middleFlag"] = "string"
-CThostFtdcInputOrderField["orderFlag"] = "string"
 CThostFtdcInputOrderField["priceFlag"] = "string"
 CThostFtdcInputOrderField["price"] = "float"
 CThostFtdcInputOrderField["trigPrice"] = "float"
 CThostFtdcInputOrderField["marketID"] = "string"
-CThostFtdcInputOrderField["validDate"] = "string"
-CThostFtdcInputOrderField["orderNo"] = "string"
 CThostFtdcInputOrderField["LocalOrderNo"] = "string"
-CThostFtdcInputOrderField["matchQty"] = "int"
-CThostFtdcInputOrderField["matchWeight"] = "float"
-CThostFtdcInputOrderField["status"] = "string"
-CThostFtdcInputOrderField["entrustTime"] = "string"
-CThostFtdcInputOrderField["forceoffset_flag"] = "string"
-CThostFtdcInputOrderField["cancelQty"] = "int"
-CThostFtdcInputOrderField["cancelTime"] = "string"
-CThostFtdcInputOrderField["volumnCheck"] = "int"
 CThostFtdcInputOrderField["tradeWay"] = "string"
 structDict['CThostFtdcInputOrderField'] = CThostFtdcInputOrderField
 
 
 #报单
 CThostFtdcOrderField = {}
-
 CThostFtdcOrderField["orderNo"] = "string"
 CThostFtdcOrderField["localOrderNo"] = "string"
 CThostFtdcOrderField["marketID"] = "string"
@@ -271,14 +215,21 @@ CThostFtdcOrderField["tradeWay"] = "string"
 structDict['CThostFtdcOrderField'] = CThostFtdcOrderField
 
 
+#报单撤单回报
+CThostFtdcOrderRtnField = {}
+CThostFtdcOrderRtnField["orderNo"] = "string"
+CThostFtdcOrderRtnField["localOrderNo"] = "string"
+CThostFtdcOrderRtnField["status"] = "string"
+CThostFtdcOrderRtnField["cancelQty"] = "int"
+structDict['CThostFtdcOrderRtnField'] = CThostFtdcOrderRtnField
+
+
 
 #输入报单操作(cancel order)
 CThostFtdcInputOrderActionField = {}
 CThostFtdcInputOrderActionField["localOrderNo"] = "string"
-CThostFtdcInputOrderActionField["orderFlag"] = "string"
 CThostFtdcInputOrderActionField["marketID"] = "string"
-CThostFtdcInputOrderActionField["traderID"] = "string"
-CThostFtdcInputOrderActionField["tradeWay"] = "string"
+CThostFtdcInputOrderActionField["status"] = "string"
 structDict['CThostFtdcInputOrderActionField'] = CThostFtdcInputOrderActionField
 
 
@@ -293,7 +244,6 @@ structDict['CThostFtdcOrderActionField'] = CThostFtdcOrderActionField
 
 #成交
 CThostFtdcTradeField = {}
-
 CThostFtdcTradeField["orderNo"] = "string"
 CThostFtdcTradeField["matchNo"] = "string"
 CThostFtdcTradeField["instID"] = "string"
@@ -325,15 +275,10 @@ structDict['CThostFtdcQryInstrumentField'] = CThostFtdcQryInstrumentField
 
 #查询成交
 CThostFtdcQryTradeField = {}
+CThostFtdcQryTradeField["matchNo"] = "string"
 CThostFtdcQryTradeField["instID"] = "string"
 CThostFtdcQryTradeField["marketID"] = "string"
-CThostFtdcQryTradeField["orderNo"] = "string"
-CThostFtdcQryTradeField["clientID"] = "string"
-CThostFtdcQryTradeField["memberID"] = "string"
-CThostFtdcQryTradeField["matchNo"] = "string"
-CThostFtdcQryTradeField["exchangeID"] = "string"
 CThostFtdcQryTradeField["localOrderNo"] = "string"
-CThostFtdcQryTradeField["traderID"] = "string"
 structDict['CThostFtdcQryTradeField'] = CThostFtdcQryTradeField
 
 
@@ -342,13 +287,6 @@ structDict['CThostFtdcQryTradeField'] = CThostFtdcQryTradeField
 CThostFtdcQryOrderField = {}
 CThostFtdcQryOrderField["instID"] = "string"
 CThostFtdcQryOrderField["marketID"] = "string"
-CThostFtdcQryOrderField["orderNo"] = "string"
-CThostFtdcQryOrderField["clientID"] = "string"
-CThostFtdcQryOrderField["memberID"] = "string"
-CThostFtdcQryOrderField["offsetFlag"] = "string"
-CThostFtdcQryOrderField["traderID"] = "string"
-CThostFtdcQryOrderField["status"] = "string"
-CThostFtdcQryOrderField["exchangeID"] = "string"
 CThostFtdcQryOrderField["localOrderNo"] = "string"
 structDict['CThostFtdcQryOrderField'] = CThostFtdcQryOrderField
 
@@ -358,20 +296,15 @@ structDict['CThostFtdcQryOrderField'] = CThostFtdcQryOrderField
 
 #查询投资者持仓
 CThostFtdcQryInvestorPositionField = {}
-CThostFtdcQryInvestorPositionField["clientID"] = "string"
-CThostFtdcQryInvestorPositionField["memberID"] = "string"
 CThostFtdcQryInvestorPositionField["marketID"] = "string"
 CThostFtdcQryInvestorPositionField["instID"] = "string"
-CThostFtdcQryInvestorPositionField["traderID"] = "string"
 structDict['CThostFtdcQryInvestorPositionField'] = CThostFtdcQryInvestorPositionField
 
 
 
 #查询库存
 CThostFtdcQryStorageField = {}
-CThostFtdcQryStorageField["clientID"] = "string"
-CThostFtdcQryStorageField["memberID"] = "string"
-CThostFtdcQryStorageField["traderID"] = "string"
+CThostFtdcQryStorageField["varietyID"] = "string"
 structDict['CThostFtdcQryStorageField'] = CThostFtdcQryStorageField
 
 
@@ -399,13 +332,9 @@ structDict['CThostFtdcStorageField'] = CThostFtdcStorageField
 
 
 
-
-
 CThostFtdcMarketStatusField = {}
 CThostFtdcMarketStatusField["MktStatus"] = "string"
 CThostFtdcMarketStatusField["marketID"] = "string"
-CThostFtdcMarketStatusField["ExchCode"] = "string"
-CThostFtdcMarketStatusField["MktChgTime"] = "string"
 structDict['CThostFtdcMarketStatusField'] = CThostFtdcMarketStatusField
 
 #指定的合约

vn.ksgold/pyscript/ksgold_td_function.cpp

@@ -2,23 +2,10 @@ int TdApi::reqUserLogin(dict req, int nRequestID)
 {
 	CThostFtdcReqUserLoginField myreq = CThostFtdcReqUserLoginField();
 	memset(&myreq, 0, sizeof(myreq));
-	getChar(req, "lastLoginTime", myreq.lastLoginTime);
+	getChar(req, "password", myreq.password);
 	getChar(req, "tradeDate", myreq.tradeDate);
-	getChar(req, "ipGatewayAddress", myreq.ipGatewayAddress);
-	getChar(req, "localOrderNo", myreq.localOrderNo);
-	getInt(req, "loginbatch", &myreq.loginbatch);
 	getChar(req, "memberID", myreq.memberID);
 	getInt(req, "loginType", &myreq.loginType);
-	getInt(req, "portGateway", &myreq.portGateway);
-	getChar(req, "obligate", myreq.obligate);
-	getInt(req, "gateWayCurLinkNum", &myreq.gateWayCurLinkNum);
-	getChar(req, "lastLoginDate", myreq.lastLoginDate);
-	getInt(req, "machineID", &myreq.machineID);
-	getChar(req, "msg", myreq.msg);
-	getChar(req, "lastLoginIp", myreq.lastLoginIp);
-	getChar(req, "password", myreq.password);
-	getChar(req, "gateWayYYBDB", myreq.gateWayYYBDB);
-	getChar(req, "clientName", myreq.clientName);
 	getChar(req, "accountID", myreq.accountID);
 	int i = this->api->ReqUserLogin(&myreq, nRequestID);
 	return i;
@@ -28,22 +15,7 @@ int TdApi::reqUserLogout(dict req, int nRequestID)
 {
 	CThostFtdcUserLogoutField myreq = CThostFtdcUserLogoutField();
 	memset(&myreq, 0, sizeof(myreq));
-	getInt(req, "loginbatch", &myreq.loginbatch);
-	getChar(req, "gateWayYYBDB", myreq.gateWayYYBDB);
-	getChar(req, "tradeDate", myreq.tradeDate);
-	getInt(req, "machineID", &myreq.machineID);
-	getChar(req, "localOrderNo", myreq.localOrderNo);
 	getChar(req, "traderID", myreq.traderID);
-	getChar(req, "memberID", myreq.memberID);
-	getChar(req, "obligate", myreq.obligate);
-	getInt(req, "gateWayCurLinkNum", &myreq.gateWayCurLinkNum);
-	getChar(req, "lastLoginDate", myreq.lastLoginDate);
-	getChar(req, "lastLoginTime", myreq.lastLoginTime);
-	getChar(req, "msg", myreq.msg);
-	getChar(req, "lastLoginIp", myreq.lastLoginIp);
-	getChar(req, "password", myreq.password);
-	getChar(req, "ipAddress", myreq.ipAddress);
-	getChar(req, "clientName", myreq.clientName);
 	int i = this->api->ReqUserLogout(&myreq, nRequestID);
 	return i;
 };
@@ -63,31 +35,18 @@ int TdApi::reqOrderInsert(dict req, int nRequestID)
 	CThostFtdcInputOrderField myreq = CThostFtdcInputOrderField();
 	memset(&myreq, 0, sizeof(myreq));
 	getChar(req, "offsetFlag", myreq.offsetFlag);
-	getChar(req, "offsetFlag", myreq.offsetFlag);
-	getChar(req, "entrustTime", myreq.entrustTime);
-	getChar(req, "LocalOrderNo", myreq.LocalOrderNo);
-	getChar(req, "marketID", myreq.marketID);
-	getChar(req, "orderNo", myreq.orderNo);
-	getChar(req, "tradeWay", myreq.tradeWay);
 	getChar(req, "buyOrSell", myreq.buyOrSell);
+	getChar(req, "middleFlag", myreq.middleFlag);
+	getChar(req, "tradeCode", myreq.tradeCode);
 	getChar(req, "instID", myreq.instID);
+	getChar(req, "instID", myreq.instID);
+	getChar(req, "marketID", myreq.marketID);
+	getChar(req, "marketID", myreq.marketID);
+	getInt(req, "amount", &myreq.amount);
 	getChar(req, "seatID", myreq.seatID);
-	getChar(req, "status", myreq.status);
-	getChar(req, "cancelTime", myreq.cancelTime);
-	getChar(req, "middleFlag", myreq.middleFlag);
-	getChar(req, "middleFlag", myreq.middleFlag);
-	getChar(req, "validDate", myreq.validDate);
-	getInt(req, "matchQty", &myreq.matchQty);
-	getChar(req, "clientID", myreq.clientID);
-	getChar(req, "clientID", myreq.clientID);
-	getChar(req, "forceoffset_flag", myreq.forceoffset_flag);
-	getChar(req, "orderFlag", myreq.orderFlag);
-	getInt(req, "volumnCheck", &myreq.volumnCheck);
-	getInt(req, "cancelQty", &myreq.cancelQty);
 	getChar(req, "priceFlag", myreq.priceFlag);
-	getChar(req, "exchangeID", myreq.exchangeID);
-	getInt(req, "amount", &myreq.amount);
-	getInt(req, "amount", &myreq.amount);
+	getChar(req, "LocalOrderNo", myreq.LocalOrderNo);
+	getChar(req, "tradeWay", myreq.tradeWay);
 	int i = this->api->ReqOrderInsert(&myreq, nRequestID);
 	return i;
 };
@@ -96,11 +55,9 @@ int TdApi::reqOrderAction(dict req, int nRequestID)
 {
 	CThostFtdcInputOrderActionField myreq = CThostFtdcInputOrderActionField();
 	memset(&myreq, 0, sizeof(myreq));
-	getChar(req, "tradeWay", myreq.tradeWay);
+	getChar(req, "status", myreq.status);
 	getChar(req, "localOrderNo", myreq.localOrderNo);
 	getChar(req, "marketID", myreq.marketID);
-	getChar(req, "traderID", myreq.traderID);
-	getChar(req, "orderFlag", myreq.orderFlag);
 	int i = this->api->ReqOrderAction(&myreq, nRequestID);
 	return i;
 };
@@ -110,9 +67,6 @@ int TdApi::reqQryInvestorPosition(dict req, int nRequestID)
 	CThostFtdcQryInvestorPositionField myreq = CThostFtdcQryInvestorPositionField();
 	memset(&myreq, 0, sizeof(myreq));
 	getChar(req, "instID", myreq.instID);
-	getChar(req, "traderID", myreq.traderID);
-	getChar(req, "memberID", myreq.memberID);
-	getChar(req, "clientID", myreq.clientID);
 	getChar(req, "marketID", myreq.marketID);
 	int i = this->api->ReqQryInvestorPosition(&myreq, nRequestID);
 	return i;
@@ -122,11 +76,7 @@ int TdApi::reqQryTradingAccount(dict req, int nRequestID)
 {
 	CThostFtdcQryTradingAccountField myreq = CThostFtdcQryTradingAccountField();
 	memset(&myreq, 0, sizeof(myreq));
-	getChar(req, "clientID", myreq.clientID);
-	getChar(req, "traderID", myreq.traderID);
-	getChar(req, "memberID", myreq.memberID);
-	getChar(req, "accountType", myreq.accountType);
-	getChar(req, "marketID", myreq.marketID);
+	getChar(req, "remian", myreq.remian);
 	int i = this->api->ReqQryTradingAccount(&myreq, nRequestID);
 	return i;
 };
@@ -135,15 +85,10 @@ int TdApi::reqQryTrade(dict req, int nRequestID)
 {
 	CThostFtdcQryTradeField myreq = CThostFtdcQryTradeField();
 	memset(&myreq, 0, sizeof(myreq));
-	getChar(req, "exchangeID", myreq.exchangeID);
 	getChar(req, "instID", myreq.instID);
 	getChar(req, "localOrderNo", myreq.localOrderNo);
-	getChar(req, "traderID", myreq.traderID);
-	getChar(req, "memberID", myreq.memberID);
-	getChar(req, "clientID", myreq.clientID);
-	getChar(req, "marketID", myreq.marketID);
 	getChar(req, "matchNo", myreq.matchNo);
-	getChar(req, "orderNo", myreq.orderNo);
+	getChar(req, "marketID", myreq.marketID);
 	int i = this->api->ReqQryTrade(&myreq, nRequestID);
 	return i;
 };
@@ -152,16 +97,9 @@ int TdApi::reqQryOrder(dict req, int nRequestID)
 {
 	CThostFtdcQryOrderField myreq = CThostFtdcQryOrderField();
 	memset(&myreq, 0, sizeof(myreq));
-	getChar(req, "status", myreq.status);
-	getChar(req, "exchangeID", myreq.exchangeID);
-	getChar(req, "offsetFlag", myreq.offsetFlag);
 	getChar(req, "instID", myreq.instID);
 	getChar(req, "localOrderNo", myreq.localOrderNo);
-	getChar(req, "traderID", myreq.traderID);
-	getChar(req, "memberID", myreq.memberID);
-	getChar(req, "clientID", myreq.clientID);
 	getChar(req, "marketID", myreq.marketID);
-	getChar(req, "orderNo", myreq.orderNo);
 	int i = this->api->ReqQryOrder(&myreq, nRequestID);
 	return i;
 };
@@ -170,9 +108,7 @@ int TdApi::reqQryStorage(dict req, int nRequestID)
 {
 	CThostFtdcQryStorageField myreq = CThostFtdcQryStorageField();
 	memset(&myreq, 0, sizeof(myreq));
-	getChar(req, "traderID", myreq.traderID);
-	getChar(req, "memberID", myreq.memberID);
-	getChar(req, "clientID", myreq.clientID);
+	getChar(req, "varietyID", myreq.varietyID);
 	int i = this->api->ReqQryStorage(&myreq, nRequestID);
 	return i;
 };

vn.ksgold/pyscript/ksgold_td_process.cpp

@@ -15,24 +15,15 @@ void TdApi::processRspUserLogin(Task task)
 	PyLock lock;
 	CThostFtdcRspUserLoginField task_data = any_cast<CThostFtdcRspUserLoginField>(task.task_data);
 	dict data;
-	data["loginbatch"] = task_data.loginbatch;
 	data["SeatNo"] = task_data.SeatNo;
-	data["gateWayYYBDB"] = task_data.gateWayYYBDB;
 	data["tradeDate"] = task_data.tradeDate;
 	data["tradeCode"] = task_data.tradeCode;
-	data["machineID"] = task_data.machineID;
 	data["localOrderNo"] = task_data.localOrderNo;
-	data["traderID"] = task_data.traderID;
-	data["memberID"] = task_data.memberID;
+	data["loginbatch"] = task_data.loginbatch;
 	data["clientID"] = task_data.clientID;
-	data["obligate"] = task_data.obligate;
-	data["gateWayCurLinkNum"] = task_data.gateWayCurLinkNum;
 	data["lastLoginDate"] = task_data.lastLoginDate;
 	data["lastLoginTime"] = task_data.lastLoginTime;
-	data["msg"] = task_data.msg;
 	data["lastLoginIp"] = task_data.lastLoginIp;
-	data["password"] = task_data.password;
-	data["ipAddress"] = task_data.ipAddress;
 	data["clientName"] = task_data.clientName;
 
 	CThostFtdcRspInfoField task_error = any_cast<CThostFtdcRspInfoField>(task.task_error);
@@ -48,22 +39,7 @@ void TdApi::processRspUserLogout(Task task)
 	PyLock lock;
 	CThostFtdcUserLogoutField task_data = any_cast<CThostFtdcUserLogoutField>(task.task_data);
 	dict data;
-	data["loginbatch"] = task_data.loginbatch;
-	data["gateWayYYBDB"] = task_data.gateWayYYBDB;
-	data["tradeDate"] = task_data.tradeDate;
-	data["machineID"] = task_data.machineID;
-	data["localOrderNo"] = task_data.localOrderNo;
 	data["traderID"] = task_data.traderID;
-	data["memberID"] = task_data.memberID;
-	data["obligate"] = task_data.obligate;
-	data["gateWayCurLinkNum"] = task_data.gateWayCurLinkNum;
-	data["lastLoginDate"] = task_data.lastLoginDate;
-	data["lastLoginTime"] = task_data.lastLoginTime;
-	data["msg"] = task_data.msg;
-	data["lastLoginIp"] = task_data.lastLoginIp;
-	data["password"] = task_data.password;
-	data["ipAddress"] = task_data.ipAddress;
-	data["clientName"] = task_data.clientName;
 
 	CThostFtdcRspInfoField task_error = any_cast<CThostFtdcRspInfoField>(task.task_error);
 	dict error;
@@ -165,31 +141,18 @@ void TdApi::processRspOrderInsert(Task task)
 	CThostFtdcInputOrderField task_data = any_cast<CThostFtdcInputOrderField>(task.task_data);
 	dict data;
 	data["offsetFlag"] = task_data.offsetFlag;
-	data["weight"] = task_data.weight;
-	data["entrustTime"] = task_data.entrustTime;
-	data["LocalOrderNo"] = task_data.LocalOrderNo;
-	data["marketID"] = task_data.marketID;
-	data["orderNo"] = task_data.orderNo;
-	data["tradeWay"] = task_data.tradeWay;
 	data["buyOrSell"] = task_data.buyOrSell;
-	data["instID"] = task_data.instID;
-	data["seatID"] = task_data.seatID;
-	data["status"] = task_data.status;
-	data["cancelTime"] = task_data.cancelTime;
 	data["middleFlag"] = task_data.middleFlag;
+	data["tradeCode"] = task_data.tradeCode;
+	data["instID"] = task_data.instID;
 	data["price"] = task_data.price;
-	data["validDate"] = task_data.validDate;
-	data["matchQty"] = task_data.matchQty;
-	data["clientID"] = task_data.clientID;
+	data["marketID"] = task_data.marketID;
 	data["trigPrice"] = task_data.trigPrice;
-	data["forceoffset_flag"] = task_data.forceoffset_flag;
-	data["orderFlag"] = task_data.orderFlag;
-	data["volumnCheck"] = task_data.volumnCheck;
-	data["cancelQty"] = task_data.cancelQty;
-	data["priceFlag"] = task_data.priceFlag;
-	data["exchangeID"] = task_data.exchangeID;
 	data["amount"] = task_data.amount;
-	data["matchWeight"] = task_data.matchWeight;
+	data["seatID"] = task_data.seatID;
+	data["priceFlag"] = task_data.priceFlag;
+	data["LocalOrderNo"] = task_data.LocalOrderNo;
+	data["tradeWay"] = task_data.tradeWay;
 
 	CThostFtdcRspInfoField task_error = any_cast<CThostFtdcRspInfoField>(task.task_error);
 	dict error;
@@ -205,31 +168,18 @@ void TdApi::processErrRtnOrderInsert(Task task)
 	CThostFtdcInputOrderField task_data = any_cast<CThostFtdcInputOrderField>(task.task_data);
 	dict data;
 	data["offsetFlag"] = task_data.offsetFlag;
-	data["weight"] = task_data.weight;
-	data["entrustTime"] = task_data.entrustTime;
-	data["LocalOrderNo"] = task_data.LocalOrderNo;
-	data["marketID"] = task_data.marketID;
-	data["orderNo"] = task_data.orderNo;
-	data["tradeWay"] = task_data.tradeWay;
 	data["buyOrSell"] = task_data.buyOrSell;
-	data["instID"] = task_data.instID;
-	data["seatID"] = task_data.seatID;
-	data["status"] = task_data.status;
-	data["cancelTime"] = task_data.cancelTime;
 	data["middleFlag"] = task_data.middleFlag;
+	data["tradeCode"] = task_data.tradeCode;
+	data["instID"] = task_data.instID;
 	data["price"] = task_data.price;
-	data["validDate"] = task_data.validDate;
-	data["matchQty"] = task_data.matchQty;
-	data["clientID"] = task_data.clientID;
+	data["marketID"] = task_data.marketID;
 	data["trigPrice"] = task_data.trigPrice;
-	data["forceoffset_flag"] = task_data.forceoffset_flag;
-	data["orderFlag"] = task_data.orderFlag;
-	data["volumnCheck"] = task_data.volumnCheck;
-	data["cancelQty"] = task_data.cancelQty;
-	data["priceFlag"] = task_data.priceFlag;
-	data["exchangeID"] = task_data.exchangeID;
 	data["amount"] = task_data.amount;
-	data["matchWeight"] = task_data.matchWeight;
+	data["seatID"] = task_data.seatID;
+	data["priceFlag"] = task_data.priceFlag;
+	data["LocalOrderNo"] = task_data.LocalOrderNo;
+	data["tradeWay"] = task_data.tradeWay;
 
 	CThostFtdcRspInfoField task_error = any_cast<CThostFtdcRspInfoField>(task.task_error);
 	dict error;
@@ -242,25 +192,12 @@ void TdApi::processErrRtnOrderInsert(Task task)
 void TdApi::processRtnOrder(Task task)
 {
 	PyLock lock;
-	CThostFtdcOrderField task_data = any_cast<CThostFtdcOrderField>(task.task_data);
+	CThostFtdcOrderRtnField task_data = any_cast<CThostFtdcOrderRtnField>(task.task_data);
 	dict data;
 	data["status"] = task_data.status;
-	data["cancelTime"] = task_data.cancelTime;
-	data["offsetFlag"] = task_data.offsetFlag;
-	data["buyOrSell"] = task_data.buyOrSell;
-	data["instID"] = task_data.instID;
-	data["localOrderNo"] = task_data.localOrderNo;
-	data["matchQty"] = task_data.matchQty;
-	data["weight"] = task_data.weight;
-	data["marketID"] = task_data.marketID;
-	data["amount"] = task_data.amount;
-	data["forceoffset_flag"] = task_data.forceoffset_flag;
-	data["entrustTime"] = task_data.entrustTime;
 	data["orderNo"] = task_data.orderNo;
+	data["localOrderNo"] = task_data.localOrderNo;
 	data["cancelQty"] = task_data.cancelQty;
-	data["matchWeight"] = task_data.matchWeight;
-	data["price"] = task_data.price;
-	data["tradeWay"] = task_data.tradeWay;
 
 	this->onRtnOrder(data);
 };
@@ -270,22 +207,7 @@ void TdApi::processForceLogout(Task task)
 	PyLock lock;
 	CThostFtdcUserLogoutField task_data = any_cast<CThostFtdcUserLogoutField>(task.task_data);
 	dict data;
-	data["loginbatch"] = task_data.loginbatch;
-	data["gateWayYYBDB"] = task_data.gateWayYYBDB;
-	data["tradeDate"] = task_data.tradeDate;
-	data["machineID"] = task_data.machineID;
-	data["localOrderNo"] = task_data.localOrderNo;
 	data["traderID"] = task_data.traderID;
-	data["memberID"] = task_data.memberID;
-	data["obligate"] = task_data.obligate;
-	data["gateWayCurLinkNum"] = task_data.gateWayCurLinkNum;
-	data["lastLoginDate"] = task_data.lastLoginDate;
-	data["lastLoginTime"] = task_data.lastLoginTime;
-	data["msg"] = task_data.msg;
-	data["lastLoginIp"] = task_data.lastLoginIp;
-	data["password"] = task_data.password;
-	data["ipAddress"] = task_data.ipAddress;
-	data["clientName"] = task_data.clientName;
 
 	this->onForceLogout(data);
 };
@@ -295,11 +217,9 @@ void TdApi::processRspOrderAction(Task task)
 	PyLock lock;
 	CThostFtdcInputOrderActionField task_data = any_cast<CThostFtdcInputOrderActionField>(task.task_data);
 	dict data;
-	data["tradeWay"] = task_data.tradeWay;
+	data["status"] = task_data.status;
 	data["localOrderNo"] = task_data.localOrderNo;
 	data["marketID"] = task_data.marketID;
-	data["traderID"] = task_data.traderID;
-	data["orderFlag"] = task_data.orderFlag;
 
 	CThostFtdcRspInfoField task_error = any_cast<CThostFtdcRspInfoField>(task.task_error);
 	dict error;
@@ -460,7 +380,6 @@ void TdApi::processRspQryInvestorPosition(Task task)
 	data["todayOffsetLong"] = task_data.todayOffsetLong;
 	data["shortPosiFrozen"] = task_data.shortPosiFrozen;
 	data["instID"] = task_data.instID;
-	data["clientID"] = task_data.clientID;
 	data["lastShort"] = task_data.lastShort;
 	data["todayOffsetShort"] = task_data.todayOffsetShort;
 	data["longPosiAvgPrice"] = task_data.longPosiAvgPrice;

vn.ksgold/pyscript/ksgold_td_task.cpp

@@ -202,7 +202,7 @@ void TdApi::OnErrRtnOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFt
 	this->task_queue.push(task);
 };
 
-void TdApi::OnRtnOrder(CThostFtdcOrderField *pOrder) 
+void TdApi::OnRtnOrder(CThostFtdcOrderRtnField *pOrder) 
 {
 	Task task = Task();
 	task.task_name = ONRTNORDER;
@@ -213,7 +213,7 @@ void TdApi::OnRtnOrder(CThostFtdcOrderField *pOrder)
 	}
 	else
 	{
-		CThostFtdcOrderField empty_data = CThostFtdcOrderField();
+		CThostFtdcOrderRtnField empty_data = CThostFtdcOrderRtnField();
 		memset(&empty_data, 0, sizeof(empty_data));
 		task.task_data = empty_data;
 	}

vn.ksgold/vnksgoldtd/Visual Studio 2013/settings/Windows Azure Subscriptions.xml

@@ -0,0 +1,5 @@
+<?xml version="1.0"?>
+<SubscriptionDataContainer xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns="urn:Microsoft.VisualStudio.WindowsAzure.CommonAzureTools.Authentication.CacheManagement">
+  <Items />
+  <TokenCache>AQAAANCMnd8BFdERjHoAwE/Cl+sBAAAAtT6l7mFaOE6IUjoFpngY+wAAAAACAAAAAAAQZgAAAAEAACAAAAC3lvUQB5CD6dZv3KbSkrwYzgnYSLlRPtx/2QGEeHWhigAAAAAOgAAAAAIAACAAAACChdhEc9CeUlA2e2ACUzUAG8Zbt7bIMRNk7rLbZ37WwhAAAADWtmtxkWmKACLpqlrYubjZQAAAAOjWOwvVDo3lgRFGGBh0zQ5rZ4EfOCkm5vgKXT9eylzt+mO7Dy5G+5IkzzKuYvX8zZefUMk7Ia7eQN0Po8A+DJs=</TokenCache>
+</SubscriptionDataContainer>

vn.ksgold/vnksgoldtd/vnksgoldtd/vnksgoldtd.cpp

@@ -277,7 +277,7 @@ void TdApi::OnErrRtnOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFt
 	this->task_queue.push(task);
 };
 
-void TdApi::OnRtnOrder(CThostFtdcOrderField *pOrder)
+void TdApi::OnRtnOrder(CThostFtdcOrderRtnField *pOrder)
 {
 	Task task = Task();
 	task.task_name = ONRTNORDER;
@@ -288,7 +288,7 @@ void TdApi::OnRtnOrder(CThostFtdcOrderField *pOrder)
 	}
 	else
 	{
-		CThostFtdcOrderField empty_data = CThostFtdcOrderField();
+		CThostFtdcOrderRtnField empty_data = CThostFtdcOrderRtnField();
 		memset(&empty_data, 0, sizeof(empty_data));
 		task.task_data = empty_data;
 	}
@@ -541,6 +541,9 @@ void TdApi::OnRspQryClientStorage(CThostFtdcStorageField *pStorage, CThostFtdcRs
 		memset(&empty_error, 0, sizeof(empty_error));
 		task.task_error = empty_error;
 	}
+
+	task.task_id = nRequestID;
+	task.task_last = bIsLast;
 	this->task_queue.push(task);
 };
 
@@ -728,24 +731,15 @@ void TdApi::processRspUserLogin(Task task)
 	PyLock lock;
 	CThostFtdcRspUserLoginField task_data = any_cast<CThostFtdcRspUserLoginField>(task.task_data);
 	dict data;
-	data["loginbatch"] = task_data.loginbatch;
 	data["SeatNo"] = task_data.SeatNo;
-	data["gateWayYYBDB"] = task_data.gateWayYYBDB;
 	data["tradeDate"] = task_data.tradeDate;
 	data["tradeCode"] = task_data.tradeCode;
-	data["machineID"] = task_data.machineID;
 	data["localOrderNo"] = task_data.localOrderNo;
-	data["traderID"] = task_data.traderID;
-	data["memberID"] = task_data.memberID;
+	data["loginbatch"] = task_data.loginbatch;
 	data["clientID"] = task_data.clientID;
-	data["obligate"] = task_data.obligate;
-	data["gateWayCurLinkNum"] = task_data.gateWayCurLinkNum;
 	data["lastLoginDate"] = task_data.lastLoginDate;
 	data["lastLoginTime"] = task_data.lastLoginTime;
-	data["msg"] = task_data.msg;
 	data["lastLoginIp"] = task_data.lastLoginIp;
-	data["password"] = task_data.password;
-	data["ipAddress"] = task_data.ipAddress;
 	data["clientName"] = task_data.clientName;
 
 	CThostFtdcRspInfoField task_error = any_cast<CThostFtdcRspInfoField>(task.task_error);
@@ -761,22 +755,7 @@ void TdApi::processRspUserLogout(Task task)
 	PyLock lock;
 	CThostFtdcUserLogoutField task_data = any_cast<CThostFtdcUserLogoutField>(task.task_data);
 	dict data;
-	data["loginbatch"] = task_data.loginbatch;
-	data["gateWayYYBDB"] = task_data.gateWayYYBDB;
-	data["tradeDate"] = task_data.tradeDate;
-	data["machineID"] = task_data.machineID;
-	data["localOrderNo"] = task_data.localOrderNo;
 	data["traderID"] = task_data.traderID;
-	data["memberID"] = task_data.memberID;
-	data["obligate"] = task_data.obligate;
-	data["gateWayCurLinkNum"] = task_data.gateWayCurLinkNum;
-	data["lastLoginDate"] = task_data.lastLoginDate;
-	data["lastLoginTime"] = task_data.lastLoginTime;
-	data["msg"] = task_data.msg;
-	data["lastLoginIp"] = task_data.lastLoginIp;
-	data["password"] = task_data.password;
-	data["ipAddress"] = task_data.ipAddress;
-	data["clientName"] = task_data.clientName;
 
 	CThostFtdcRspInfoField task_error = any_cast<CThostFtdcRspInfoField>(task.task_error);
 	dict error;
@@ -793,8 +772,6 @@ void TdApi::processNtyMktStatus(Task task)
 	dict data;
 	data["mktStatus"] = task_data.MktStatus;
 	data["marketID"] = task_data.marketID;
-	data["exchCode"] = task_data.ExchCode;
-	data["mktChgTime"] = task_data.MktChgTime;
 
 	this->onNtyMktStatus(data);
 };
@@ -884,32 +861,20 @@ void TdApi::processRspOrderInsert(Task task)
 	PyLock lock;
 	CThostFtdcInputOrderField task_data = any_cast<CThostFtdcInputOrderField>(task.task_data);
 	dict data;
-	data["offsetFlag"] = task_data.offsetFlag;
-	data["weight"] = task_data.weight;
-	data["entrustTime"] = task_data.entrustTime;
-	data["LocalOrderNo"] = task_data.LocalOrderNo;
-	data["marketID"] = task_data.marketID;
-	data["orderNo"] = task_data.orderNo;
-	data["tradeWay"] = task_data.tradeWay;
-	data["buyOrSell"] = task_data.buyOrSell;
-	data["instID"] = task_data.instID;
-	data["seatID"] = task_data.seatID;
-	data["status"] = task_data.status;
-	data["cancelTime"] = task_data.cancelTime;
+
+	data["offsetFlag"] = (char) task_data.offsetFlag;
+	data["buyOrSell"] = (char) task_data.buyOrSell;
 	data["middleFlag"] = task_data.middleFlag;
+	data["tradeCode"] = task_data.tradeCode;
+	data["instID"] = task_data.instID;
 	data["price"] = task_data.price;
-	data["validDate"] = task_data.validDate;
-	data["matchQty"] = task_data.matchQty;
-	data["clientID"] = task_data.clientID;
+	data["marketID"] = task_data.marketID;
 	data["trigPrice"] = task_data.trigPrice;
-	data["forceoffset_flag"] = task_data.forceoffset_flag;
-	data["orderFlag"] = task_data.orderFlag;
-	data["volumnCheck"] = task_data.volumnCheck;
-	data["cancelQty"] = task_data.cancelQty;
-	data["priceFlag"] = task_data.priceFlag;
-	data["exchangeID"] = task_data.exchangeID;
 	data["amount"] = task_data.amount;
-	data["matchWeight"] = task_data.matchWeight;
+	data["seatID"] = task_data.seatID;
+	data["priceFlag"] = task_data.priceFlag;
+	data["LocalOrderNo"] = task_data.LocalOrderNo;
+	data["tradeWay"] = task_data.tradeWay;
 
 	CThostFtdcRspInfoField task_error = any_cast<CThostFtdcRspInfoField>(task.task_error);
 	dict error;
@@ -925,31 +890,18 @@ void TdApi::processErrRtnOrderInsert(Task task)
 	CThostFtdcInputOrderField task_data = any_cast<CThostFtdcInputOrderField>(task.task_data);
 	dict data;
 	data["offsetFlag"] = task_data.offsetFlag;
-	data["weight"] = task_data.weight;
-	data["entrustTime"] = task_data.entrustTime;
-	data["LocalOrderNo"] = task_data.LocalOrderNo;
-	data["marketID"] = task_data.marketID;
-	data["orderNo"] = task_data.orderNo;
-	data["tradeWay"] = task_data.tradeWay;
 	data["buyOrSell"] = task_data.buyOrSell;
-	data["instID"] = task_data.instID;
-	data["seatID"] = task_data.seatID;
-	data["status"] = task_data.status;
-	data["cancelTime"] = task_data.cancelTime;
 	data["middleFlag"] = task_data.middleFlag;
+	data["tradeCode"] = task_data.tradeCode;
+	data["instID"] = task_data.instID;
 	data["price"] = task_data.price;
-	data["validDate"] = task_data.validDate;
-	data["matchQty"] = task_data.matchQty;
-	data["clientID"] = task_data.clientID;
+	data["marketID"] = task_data.marketID;
 	data["trigPrice"] = task_data.trigPrice;
-	data["forceoffset_flag"] = task_data.forceoffset_flag;
-	data["orderFlag"] = task_data.orderFlag;
-	data["volumnCheck"] = task_data.volumnCheck;
-	data["cancelQty"] = task_data.cancelQty;
-	data["priceFlag"] = task_data.priceFlag;
-	data["exchangeID"] = task_data.exchangeID;
 	data["amount"] = task_data.amount;
-	data["matchWeight"] = task_data.matchWeight;
+	data["seatID"] = task_data.seatID;
+	data["priceFlag"] = task_data.priceFlag;
+	data["LocalOrderNo"] = task_data.LocalOrderNo;
+	data["tradeWay"] = task_data.tradeWay;
 
 	CThostFtdcRspInfoField task_error = any_cast<CThostFtdcRspInfoField>(task.task_error);
 	dict error;
@@ -962,25 +914,12 @@ void TdApi::processErrRtnOrderInsert(Task task)
 void TdApi::processRtnOrder(Task task)
 {
 	PyLock lock;
-	CThostFtdcOrderField task_data = any_cast<CThostFtdcOrderField>(task.task_data);
+	CThostFtdcOrderRtnField task_data = any_cast<CThostFtdcOrderRtnField>(task.task_data);
 	dict data;
-	data["status"] = task_data.status;
-	data["cancelTime"] = task_data.cancelTime;
-	data["offsetFlag"] = task_data.offsetFlag;
-	data["buyOrSell"] = task_data.buyOrSell;
-	data["instID"] = task_data.instID;
-	data["localOrderNo"] = task_data.localOrderNo;
-	data["matchQty"] = task_data.matchQty;
-	data["weight"] = task_data.weight;
-	data["marketID"] = task_data.marketID;
-	data["amount"] = task_data.amount;
-	data["forceoffset_flag"] = task_data.forceoffset_flag;
-	data["entrustTime"] = task_data.entrustTime;
+	data["status"] = (char) task_data.status;
 	data["orderNo"] = task_data.orderNo;
+	data["localOrderNo"] = task_data.localOrderNo;
 	data["cancelQty"] = task_data.cancelQty;
-	data["matchWeight"] = task_data.matchWeight;
-	data["price"] = task_data.price;
-	data["tradeWay"] = task_data.tradeWay;
 
 	this->onRtnOrder(data);
 };
@@ -990,22 +929,7 @@ void TdApi::processForceLogout(Task task)
 	PyLock lock;
 	CThostFtdcUserLogoutField task_data = any_cast<CThostFtdcUserLogoutField>(task.task_data);
 	dict data;
-	data["loginbatch"] = task_data.loginbatch;
-	data["gateWayYYBDB"] = task_data.gateWayYYBDB;
-	data["tradeDate"] = task_data.tradeDate;
-	data["machineID"] = task_data.machineID;
-	data["localOrderNo"] = task_data.localOrderNo;
 	data["traderID"] = task_data.traderID;
-	data["memberID"] = task_data.memberID;
-	data["obligate"] = task_data.obligate;
-	data["gateWayCurLinkNum"] = task_data.gateWayCurLinkNum;
-	data["lastLoginDate"] = task_data.lastLoginDate;
-	data["lastLoginTime"] = task_data.lastLoginTime;
-	data["msg"] = task_data.msg;
-	data["lastLoginIp"] = task_data.lastLoginIp;
-	data["password"] = task_data.password;
-	data["ipAddress"] = task_data.ipAddress;
-	data["clientName"] = task_data.clientName;
 
 	this->onForceLogout(data);
 };
@@ -1015,11 +939,9 @@ void TdApi::processRspOrderAction(Task task)
 	PyLock lock;
 	CThostFtdcInputOrderActionField task_data = any_cast<CThostFtdcInputOrderActionField>(task.task_data);
 	dict data;
-	data["tradeWay"] = task_data.tradeWay;
+	data["status"] = task_data.status;
 	data["localOrderNo"] = task_data.localOrderNo;
 	data["marketID"] = task_data.marketID;
-	data["traderID"] = task_data.traderID;
-	data["orderFlag"] = task_data.orderFlag;
 
 	CThostFtdcRspInfoField task_error = any_cast<CThostFtdcRspInfoField>(task.task_error);
 	dict error;
@@ -1053,8 +975,8 @@ void TdApi::processRtnTrade(Task task)
 	PyLock lock;
 	CThostFtdcTradeField task_data = any_cast<CThostFtdcTradeField>(task.task_data);
 	dict data;
-	data["offSetFlag"] = task_data.offSetFlag;
-	data["buyOrSell"] = task_data.buyOrSell;
+	data["offSetFlag"] = (char) task_data.offSetFlag;
+	data["buyOrSell"] = (char) task_data.buyOrSell;
 	data["order_flag"] = task_data.order_flag;
 	data["instID"] = task_data.instID;
 	data["price"] = task_data.price;
@@ -1110,23 +1032,23 @@ void TdApi::processRspQryOrder(Task task)
 	PyLock lock;
 	CThostFtdcOrderField task_data = any_cast<CThostFtdcOrderField>(task.task_data);
 	dict data;
-	data["status"] = task_data.status;
+	data["status"] = (char) task_data.status;
 	data["cancelTime"] = task_data.cancelTime;
-	data["offsetFlag"] = task_data.offsetFlag;
-	data["buyOrSell"] = task_data.buyOrSell;
+	data["offsetFlag"] = (char) task_data.offsetFlag;
+	data["buyOrSell"] = (char) task_data.buyOrSell;
 	data["instID"] = task_data.instID;
 	data["localOrderNo"] = task_data.localOrderNo;
 	data["matchQty"] = task_data.matchQty;
 	data["weight"] = task_data.weight;
 	data["marketID"] = task_data.marketID;
 	data["amount"] = task_data.amount;
-	data["forceoffset_flag"] = task_data.forceoffset_flag;
+	data["forceoffset_flag"] = (char) task_data.forceoffset_flag;
 	data["entrustTime"] = task_data.entrustTime;
 	data["orderNo"] = task_data.orderNo;
 	data["cancelQty"] = task_data.cancelQty;
 	data["matchWeight"] = task_data.matchWeight;
 	data["price"] = task_data.price;
-	data["tradeWay"] = task_data.tradeWay;
+	data["tradeWay"] = (char) task_data.tradeWay;
 
 	CThostFtdcRspInfoField task_error = any_cast<CThostFtdcRspInfoField>(task.task_error);
 	dict error;
@@ -1141,8 +1063,8 @@ void TdApi::processRspQryTrade(Task task)
 	PyLock lock;
 	CThostFtdcTradeField task_data = any_cast<CThostFtdcTradeField>(task.task_data);
 	dict data;
-	data["offSetFlag"] = task_data.offSetFlag;
-	data["buyOrSell"] = task_data.buyOrSell;
+	data["offSetFlag"] = (char) task_data.offSetFlag;
+	data["buyOrSell"] = (char) task_data.buyOrSell;
 	data["order_flag"] = task_data.order_flag;
 	data["instID"] = task_data.instID;
 	data["price"] = task_data.price;
@@ -1158,7 +1080,7 @@ void TdApi::processRspQryTrade(Task task)
 	data["forcebatchnum"] = task_data.forcebatchnum;
 	data["localOrderNo"] = task_data.localOrderNo;
 	data["matchDate"] = task_data.matchDate;
-	data["forceoffset_flag"] = task_data.forceoffset_flag;
+	data["forceoffset_flag"] = (char) task_data.forceoffset_flag;
 
 	CThostFtdcRspInfoField task_error = any_cast<CThostFtdcRspInfoField>(task.task_error);
 	dict error;
@@ -1180,7 +1102,6 @@ void TdApi::processRspQryInvestorPosition(Task task)
 	data["todayOffsetLong"] = task_data.todayOffsetLong;
 	data["shortPosiFrozen"] = task_data.shortPosiFrozen;
 	data["instID"] = task_data.instID;
-	data["clientID"] = task_data.clientID;
 	data["lastShort"] = task_data.lastShort;
 	data["todayOffsetShort"] = task_data.todayOffsetShort;
 	data["longPosiAvgPrice"] = task_data.longPosiAvgPrice;
@@ -1288,28 +1209,32 @@ void TdApi::registerFront(string pszFrontAddress)
 	this->api->RegisterFront((char*)pszFrontAddress.c_str());
 };
 
+int TdApi::subscribeMarketData(string instrumentID)
+{
+	char* buffer = (char*)instrumentID.c_str();
+	char* myreq[1] = { buffer };
+	int i = this->api->SubscribeMarketData(myreq, 1);
+	return i;
+};
+
+int TdApi::unSubscribeMarketData(string instrumentID)
+{
+	char* buffer = (char*)instrumentID.c_str();
+	char* myreq[1] = { buffer };;
+	int i = this->api->UnSubscribeMarketData(myreq, 1);
+	return i;
+};
+
 int TdApi::reqUserLogin(dict req, int nRequestID)
 {
 	CThostFtdcReqUserLoginField myreq = CThostFtdcReqUserLoginField();
 	memset(&myreq, 0, sizeof(myreq));
-	getChar(req, "ipGatewayAddress", myreq.ipGatewayAddress);
-	getChar(req, "obligate", myreq.obligate);
-	getInt(req, "loginType", &myreq.loginType);
-	getInt(req, "gateWayCurLinkNum", &myreq.gateWayCurLinkNum);
-	getChar(req, "gateWayYYBDB", myreq.gateWayYYBDB);
-	getChar(req, "lastLoginTime", myreq.lastLoginTime);
-	getChar(req, "lastLoginIp", myreq.lastLoginIp);
 	getChar(req, "password", myreq.password);
-	getChar(req, "clientName", myreq.clientName);
-	getChar(req, "msg", myreq.msg);
-	getChar(req, "lastLoginDate", myreq.lastLoginDate);
-	getInt(req, "machineID", &myreq.machineID);
-	getChar(req, "accountID", myreq.accountID);
-	getInt(req, "loginbatch", &myreq.loginbatch);
-	getChar(req, "localOrderNo", myreq.localOrderNo);
 	getChar(req, "tradeDate", myreq.tradeDate);
-	getInt(req, "portGateway", &myreq.portGateway);
 	getChar(req, "memberID", myreq.memberID);
+	getInt(req, "loginType", &myreq.loginType);
+	getChar(req, "accountID", myreq.accountID);
+
 	int i = this->api->ReqUserLogin(&myreq, nRequestID);
 	return i;
 };
@@ -1318,22 +1243,7 @@ int TdApi::reqUserLogout(dict req, int nRequestID)
 {
 	CThostFtdcUserLogoutField myreq = CThostFtdcUserLogoutField();
 	memset(&myreq, 0, sizeof(myreq));
-	getChar(req, "obligate", myreq.obligate);
-	getChar(req, "tradeDate", myreq.tradeDate);
-	getChar(req, "localOrderNo", myreq.localOrderNo);
-	getInt(req, "gateWayCurLinkNum", &myreq.gateWayCurLinkNum);
-	getChar(req, "gateWayYYBDB", myreq.gateWayYYBDB);
-	getChar(req, "lastLoginTime", myreq.lastLoginTime);
-	getChar(req, "lastLoginIp", myreq.lastLoginIp);
-	getChar(req, "password", myreq.password);
-	getChar(req, "clientName", myreq.clientName);
-	getChar(req, "ipAddress", myreq.ipAddress);
-	getInt(req, "machineID", &myreq.machineID);
-	getInt(req, "loginbatch", &myreq.loginbatch);
-	getChar(req, "msg", myreq.msg);
-	getChar(req, "lastLoginDate", myreq.lastLoginDate);
 	getChar(req, "traderID", myreq.traderID);
-	getChar(req, "memberID", myreq.memberID);
 	int i = this->api->ReqUserLogout(&myreq, nRequestID);
 	return i;
 };
@@ -1344,35 +1254,6 @@ int TdApi::reqUserReLogin()
 	return i;
 }
 
-int TdApi::reqQryTradingAccount(dict req, int nRequestID)
-{
-	CThostFtdcQryTradingAccountField myreq = CThostFtdcQryTradingAccountField();
-	memset(&myreq, 0, sizeof(myreq));
-	getChar(req, "clientID", myreq.clientID);
-	getChar(req, "traderID", myreq.traderID);
-	getChar(req, "memberID", myreq.memberID);
-	getChar(req, "marketID", myreq.marketID);
-
-	//getChar(req, "accountType", &myreq.accountType);
-
-	//ÒÔÏÂΪÊÖ¶¯¸Äд
-	if (req.has_key("accountType"))
-	{
-		object o = req["accountType"];
-		extract<string> x(o);
-		if (x.check())
-		{
-			string s = x();
-			const char *buffer = s.c_str();
-			myreq.accountType = (unsigned char) *buffer;
-		}
-	}
-
-
-	int i = this->api->ReqQryTradingAccount(&myreq, nRequestID);
-	return i;
-};
-
 int TdApi::reqQryInstrument(dict req, int nRequestID)
 {
 	CThostFtdcQryInstrumentField myreq = CThostFtdcQryInstrumentField();
@@ -1387,30 +1268,60 @@ int TdApi::reqOrderInsert(dict req, int nRequestID)
 {
 	CThostFtdcInputOrderField myreq = CThostFtdcInputOrderField();
 	memset(&myreq, 0, sizeof(myreq));
-	getUnsignedChar(req, "offsetFlag", &myreq.offsetFlag);
-	getChar(req, "entrustTime", myreq.entrustTime);
-	getChar(req, "LocalOrderNo", myreq.LocalOrderNo);
-	getChar(req, "marketID", myreq.marketID);
-	getChar(req, "orderNo", myreq.orderNo);
-	getUnsignedChar(req, "tradeWay", &myreq.tradeWay);
-	getUnsignedChar(req, "buyOrSell", &myreq.buyOrSell);
+
+	getChar(req, "tradeCode", myreq.tradeCode);
 	getChar(req, "instID", myreq.instID);
+	getChar(req, "marketID", myreq.marketID);
+	getInt(req, "amount", &myreq.amount);
 	getChar(req, "seatID", myreq.seatID);
-	getUnsignedChar(req, "status", &myreq.status);
-	getChar(req, "cancelTime", myreq.cancelTime);
-	getUnsignedChar(req, "middleFlag", &myreq.middleFlag);
-	getChar(req, "validDate", myreq.validDate);
-	getInt(req, "matchQty", &myreq.matchQty);
-	getChar(req, "clientID", myreq.clientID);
-	getChar(req, "clientID", myreq.clientID);
-	getUnsignedChar(req, "forceoffset_flag", &myreq.forceoffset_flag);
-	getUnsignedChar(req, "orderFlag", &myreq.orderFlag);
-	getInt(req, "volumnCheck", &myreq.volumnCheck);
-	getInt(req, "cancelQty", &myreq.cancelQty);
 	getUnsignedChar(req, "priceFlag", &myreq.priceFlag);
-	getChar(req, "exchangeID", myreq.exchangeID);
-	getInt(req, "amount", &myreq.amount);
-	getInt(req, "amount", &myreq.amount);
+	getChar(req, "LocalOrderNo", myreq.LocalOrderNo);
+	getUnsignedChar(req, "tradeWay", &myreq.tradeWay);
+	getUnsignedChar(req, "middleFlag", &myreq.middleFlag);
+	getDouble(req, "price", &myreq.price);
+
+	//ÒÔÏ´úÂëΪÊÖд
+
+	if (req.has_key("offsetFlag"))
+	{
+		object o = req["offsetFlag"];
+		extract<string> x(o);
+		if (x.check())
+		{
+			string s = x();
+			const char *offsetBuffer = s.c_str();
+			
+			if (*offsetBuffer == '0')
+			{
+				myreq.offsetFlag = '0';
+			}
+			else if (*offsetBuffer == '1')
+			{
+				myreq.offsetFlag = '1';
+			}
+		}
+	}
+
+	if (req.has_key("buyOrSell"))
+	{
+		object o2 = req["buyOrSell"];
+		extract<string> x2(o2);
+		if (x2.check())
+		{
+			string s2 = x2();
+			const char *bsBuffer = s2.c_str();
+
+			if (*bsBuffer == '0')
+			{
+				myreq.buyOrSell = '0';
+			}
+			else if (*bsBuffer == '1')
+			{
+				myreq.buyOrSell = '1';
+			}
+		}
+	}
+
 	int i = this->api->ReqOrderInsert(&myreq, nRequestID);
 	return i;
 };
@@ -1419,11 +1330,9 @@ int TdApi::reqOrderAction(dict req, int nRequestID)
 {
 	CThostFtdcInputOrderActionField myreq = CThostFtdcInputOrderActionField();
 	memset(&myreq, 0, sizeof(myreq));
-	getUnsignedChar(req, "tradeWay", &myreq.tradeWay);
+	getUnsignedChar(req, "status", &myreq.status);
 	getChar(req, "localOrderNo", myreq.localOrderNo);
 	getChar(req, "marketID", myreq.marketID);
-	getChar(req, "traderID", myreq.traderID);
-	getUnsignedChar(req, "orderFlag", &myreq.orderFlag);
 	int i = this->api->ReqOrderAction(&myreq, nRequestID);
 	return i;
 };
@@ -1433,27 +1342,28 @@ int TdApi::reqQryInvestorPosition(dict req, int nRequestID)
 	CThostFtdcQryInvestorPositionField myreq = CThostFtdcQryInvestorPositionField();
 	memset(&myreq, 0, sizeof(myreq));
 	getChar(req, "instID", myreq.instID);
-	getChar(req, "traderID", myreq.traderID);
-	getChar(req, "memberID", myreq.memberID);
-	getChar(req, "clientID", myreq.clientID);
 	getChar(req, "marketID", myreq.marketID);
 	int i = this->api->ReqQryInvestorPosition(&myreq, nRequestID);
 	return i;
 };
 
+int TdApi::reqQryTradingAccount(dict req, int nRequestID)
+{
+	CThostFtdcQryTradingAccountField myreq = CThostFtdcQryTradingAccountField();
+	memset(&myreq, 0, sizeof(myreq));
+	getChar(req, "remian", myreq.remian);
+	int i = this->api->ReqQryTradingAccount(&myreq, nRequestID);
+	return i;
+};
+
 int TdApi::reqQryTrade(dict req, int nRequestID)
 {
 	CThostFtdcQryTradeField myreq = CThostFtdcQryTradeField();
 	memset(&myreq, 0, sizeof(myreq));
-	getChar(req, "exchangeID", myreq.exchangeID);
 	getChar(req, "instID", myreq.instID);
 	getChar(req, "localOrderNo", myreq.localOrderNo);
-	getChar(req, "traderID", myreq.traderID);
-	getChar(req, "memberID", myreq.memberID);
-	getChar(req, "clientID", myreq.clientID);
-	getChar(req, "marketID", myreq.marketID);
 	getChar(req, "matchNo", myreq.matchNo);
-	getChar(req, "orderNo", myreq.orderNo);
+	getChar(req, "marketID", myreq.marketID);
 	int i = this->api->ReqQryTrade(&myreq, nRequestID);
 	return i;
 };
@@ -1462,16 +1372,9 @@ int TdApi::reqQryOrder(dict req, int nRequestID)
 {
 	CThostFtdcQryOrderField myreq = CThostFtdcQryOrderField();
 	memset(&myreq, 0, sizeof(myreq));
-	getUnsignedChar(req, "status", &myreq.status);
-	getChar(req, "exchangeID", myreq.exchangeID);
-	getUnsignedChar(req, "offsetFlag", &myreq.offsetFlag);
 	getChar(req, "instID", myreq.instID);
 	getChar(req, "localOrderNo", myreq.localOrderNo);
-	getChar(req, "traderID", myreq.traderID);
-	getChar(req, "memberID", myreq.memberID);
-	getChar(req, "clientID", myreq.clientID);
 	getChar(req, "marketID", myreq.marketID);
-	getChar(req, "orderNo", myreq.orderNo);
 	int i = this->api->ReqQryOrder(&myreq, nRequestID);
 	return i;
 };
@@ -1480,9 +1383,7 @@ int TdApi::reqQryStorage(dict req, int nRequestID)
 {
 	CThostFtdcQryStorageField myreq = CThostFtdcQryStorageField();
 	memset(&myreq, 0, sizeof(myreq));
-	getChar(req, "traderID", myreq.traderID);
-	getChar(req, "memberID", myreq.memberID);
-	getChar(req, "clientID", myreq.clientID);
+	getChar(req, "varietyID", myreq.varietyID);
 	int i = this->api->ReqQryStorage(&myreq, nRequestID);
 	return i;
 };
@@ -1713,7 +1614,7 @@ struct TdApiWrap : TdApi, wrapper < TdApi >
 
 };
 
-BOOST_PYTHON_MODULE(vnctptd)
+BOOST_PYTHON_MODULE(vnksgoldtd)
 {
 	PyEval_InitThreads();	//导入时运行，保证先创建GIL
 
@@ -1726,6 +1627,8 @@ BOOST_PYTHON_MODULE(vnctptd)
 		.def("registerFront", &TdApiWrap::registerFront)
 		.def("reqUserLogin", &TdApiWrap::reqUserLogin)
 		.def("reqUserLogout", &TdApiWrap::reqUserLogout)
+		.def("subscribeMarketData", &TdApiWrap::subscribeMarketData)
+		.def("unSubscribeMarketData", &TdApiWrap::unSubscribeMarketData)
 		.def("reqUserReLogin", &TdApiWrap::reqUserReLogin)
 		.def("reqQryInstrument", &TdApiWrap::reqQryInstrument)
 		.def("reqOrderInsert", &TdApiWrap::reqOrderInsert)

vn.ksgold/vnksgoldtd/vnksgoldtd/vnksgoldtd.h

@@ -24,6 +24,7 @@
 
 //API
 #include "GoldTradeApi.h"
+#include "Constant.h"
 
 //命名空间
 using namespace std;
@@ -195,7 +196,6 @@ public:
 	///请求查询合约响应
 	virtual void OnRspQryInstrument(CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);
 
-
 	///深度行情通知
 	virtual void OnRtnDepthMarketData(CThostFtdcDepthMarketDataField *pDepthMarketData);
 
@@ -206,7 +206,8 @@ public:
 	virtual void OnErrRtnOrderInsert(CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo);
 
 	///报单通知
-	virtual void OnRtnOrder(CThostFtdcOrderField *pOrder);
+	//virtual void OnRtnOrder(CThostFtdcOrderField *pOrder); //´íÎó
+	virtual void OnRtnOrder(CThostFtdcOrderRtnField *pOrder);
 
 	//强退通知
 	virtual void OnForceLogout(CThostFtdcUserLogoutField *pLogout);
@@ -355,6 +356,10 @@ public:
 
 	int reqUserReLogin();
 
+	int subscribeMarketData(string instrumentID);
+
+	int unSubscribeMarketData(string instrumentID);
+
 	int reqQryInstrument(dict req, int nRequestID);
 
 	int reqOrderInsert(dict req, int nRequestID);

vn.trader/ctpGateway/ctpGateway.py

@@ -80,6 +80,8 @@ class CtpGateway(VtGateway):
         """连接"""
         # 载入json文件
         fileName = self.gatewayName + '_connect.json'
+        fileName = os.getcwd() + '\\ctpGateway\\' + fileName
+        
         try:
             f = file(fileName)
         except IOError:

vn.trader/femasGateway/femasGateway.py

@@ -78,6 +78,8 @@ class FemasGateway(VtGateway):
         """连接"""
         # 载入json文件
         fileName = self.gatewayName + '_connect.json'
+        fileName = os.getcwd() + '\\femasGateway\\' + fileName
+        
         try:
             f = file(fileName)
         except IOError:

vn.trader/ibGateway/ibGateway.py

@@ -132,6 +132,8 @@ class IbGateway(VtGateway):
         """连接"""
         # 载入json文件
         fileName = self.gatewayName + '_connect.json'
+        fileName = os.getcwd() + '\\ibGateway\\' + fileName
+        
         try:
             f = file(fileName)
         except IOError:

vn.trader/ksgoldGateway/KSGOLD_connect.json

@@ -0,0 +1,5 @@
+{
+    "address": "tcp://124.74.239.38:18961", 
+    "password": "请联系浦发银行申请", 
+    "accountID": "请联系浦发银行申请"
+}

vn.trader/ksgoldGateway/SLEdll/KSCA/ksca/client.crt

@@ -0,0 +1,19 @@
+-----BEGIN CERTIFICATE-----
+MIIDBTCCAe0CCQDlZanJ47kXxzANBgkqhkiG9w0BAQUFADCBjzELMAkGA1UEBhMC
+Y24xETAPBgNVBAgTCHNoYW5naGFpMREwDwYDVQQHEwhzaGFuZ2hhaTERMA8GA1UE
+ChMIa2luZ3N0YXIxCzAJBgNVBAsTAmtzMREwDwYDVQQDEwhraW5nc3RhcjEnMCUG
+CSqGSIb3DQEJARYYbGlhbmd0YW8uc3VuQHN1bmdhcmQuY29tMB4XDTExMDQxMTA2
+NTMxMloXDTIxMDQwODA2NTMxMlowfTELMAkGA1UEBhMCY24xCzAJBgNVBAgTAmNu
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+47F+CKWDuX2ITK2ZHfAntvdWZ1Z/O7EFwTXnA7TW0p6+2+YS/UzWZPWHdaLwh+NJ
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+ruSrp3AQBZV0ISPR+M1jdQIDAQABMA0GCSqGSIb3DQEBBQUAA4IBAQCnxN12S5i1
+LXbwtZ9twlup2JE+pT3kGBpqWN7Fyc9LHTlT/QY5mc6L5/P3CwIa3Od626Uac5WN
+m3orj8TOdUNJrt8dtx/vt8yaoy+LrtAWc4tuxFVAxLI64ZOvCAgGfTPAOT7vFYWI
+BmjX+WOYYU++uoxMhJY8+Z9X8eof6ZCePKAFa+aloTIJ7qjamaKjGK5Mj7vMGy+j
+OfyWClCdB/3HPYW1j5LkXeCxOhWNwbOQyPrUpRp8U+eIwAqCihXfWFpdsiX/Yk1e
+R7MLm2vqADq3HIIU66FE+hbymHktoJAoI//YJUnzMYeivEr1vpeZIIpbM+mWI1zv
+5klUo5vHhocl
+-----END CERTIFICATE-----

vn.trader/ksgoldGateway/SLEdll/KSCA/ksca/client.key

@@ -0,0 +1,18 @@
+-----BEGIN RSA PRIVATE KEY-----
+Proc-Type: 4,ENCRYPTED
+DEK-Info: DES-EDE3-CBC,8BA7989AF6F7AA86
+
+sEh+leE/EXXfxTBC/2bEOW2UOFpt19SrXR6/anGB0jXcXlcJIlv/o3qEDRlGsNXZ
+/5nTnWPuA4V406dw4/f76awTxD7yYhBSmryCaj16ajwruOmX3qHCeoiYjEbIBeMD
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+h5dDd4AXZ6Ls5DHlqjGvnXbmHFiMvF+2Fx9z98ssvsXgKl+fYBI9hQ==
+-----END RSA PRIVATE KEY-----

vn.trader/ksgoldGateway/SLEdll/KSCA/ksca/ksca.crt

@@ -0,0 +1,27 @@
+-----BEGIN CERTIFICATE-----
+MIIEmzCCA4OgAwIBAgIJAPhIQpJyz3GhMA0GCSqGSIb3DQEBBQUAMIGPMQswCQYD
+VQQGEwJjbjERMA8GA1UECBMIc2hhbmdoYWkxETAPBgNVBAcTCHNoYW5naGFpMREw
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+OoG0Y/8F/8LULKmtnia5vkaivprMn7CUF/eHyyntJg==
+-----END CERTIFICATE-----

vn.trader/ksgoldGateway/SLEdll/KSCA/ksca/ksca.key

@@ -0,0 +1,30 @@
+-----BEGIN RSA PRIVATE KEY-----
+Proc-Type: 4,ENCRYPTED
+DEK-Info: DES-EDE3-CBC,992E4B4C9103133C
+
+snqwb8vXf5EXsP1/ersDUy/Nq0EKbeLbKA+TaZw5nDOdFqD8rFDP+qzirEEP2ye9
+ylAQOJ9vKGFB9oQxpvYzRdTtOirN4S/jef3X1Q8Q63L1WQZb7m/l3uRIgY69X5NM
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+ZWbg8Vwout8wClJ8Niky3+XVOFV2IMQrRn8olAuZQr3ARuDlyKgernpwTTfsCQLM
+iKeO/wQAaeynBXtX0dVpiohsBsawBVHjDWq+Yi+ZZKzx9z5uto8wJ450Um1o0Ilz
+ASITx5fcV+oDxG13arez+iWt5Shf2whlej8vsqlMx7pIjbq5fg/Q71LQb0JYEOEf
+lnTm8a/tPLwuuht1+5WXGCg5tZ9dtbn0ROpaQpLmej1IjnJ6L2ZH66+66Mu/RpUY
+BqpcWkiZKhtt82dKbGtZ0lgaCmQScKEhRGm+yBK5rhrw1j+tU3BssK5cdsLgXvGm
+NuTFnXZMUVNpQInc+53gGx+lZsYg1LFHIPjMbjTW83ooXXrW8kRvNA==
+-----END RSA PRIVATE KEY-----

vn.trader/ksgoldGateway/SLEdll/KSCA/ksca/server.crt

@@ -0,0 +1,18 @@
+-----BEGIN CERTIFICATE-----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==
+-----END CERTIFICATE-----

vn.trader/ksgoldGateway/SLEdll/KSCA/ksca/server.key

@@ -0,0 +1,18 @@
+-----BEGIN RSA PRIVATE KEY-----
+Proc-Type: 4,ENCRYPTED
+DEK-Info: DES-EDE3-CBC,88F693FD0F362212
+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+-----END RSA PRIVATE KEY-----

vn.trader/ksgoldGateway/SLEdll/SafeLoginEngine.ini

@@ -0,0 +1,16 @@
+[SafePolicy]
+;索引 = 安全策略名称
+1 = 动态令牌
+2 = 数字证书
+
+[SafeSupplier]
+;索引 = 厂商简称，标识，接口是否需要提供私钥密码
+1 = 上海ECA,SHECA,1
+2 = 上海动联,DCDT,1
+3 = 金仕达SSL,KSCA,1
+
+[SupplierPolicy]
+;索引 =厂商索引，安全策略索引
+1 = 3,2
+
+

vn.trader/ksgoldGateway/ksgoldGateway.py

@@ -0,0 +1,799 @@
+# encoding: UTF-8
+
+'''
+vn.ksgold的gateway接入
+
+金仕达黄金接口在用户登录后，并不提供之前的Order和Trade数据主动推送，
+而是需要用户自行查询，因此API里做了初始化后的查询设计。
+'''
+
+import os
+import json
+import time
+
+from vnksgoldtd import TdApi
+from ksgoldDataType import *
+from vtGateway import *
+
+# 价格类型映射
+#priceTypeMap = {}
+#priceTypeMap[PRICETYPE_LIMITPRICE] = defineDict["THOST_FTDC_OPT_LimitPrice"]
+#priceTypeMap[PRICETYPE_MARKETPRICE] = defineDict["THOST_FTDC_OPT_AnyPrice"]
+#priceTypeMapReverse = {v: k for k, v in priceTypeMap.items()} 
+
+# 以下类型映射参考的是原生API里的Constant.h
+
+# 方向类型映射
+directionMap = {}
+directionMap[DIRECTION_LONG] = '0'
+directionMap[DIRECTION_SHORT] = '1'
+directionMapReverse = {v: k for k, v in directionMap.items()}
+
+# 开平类型映射
+offsetMap = {}
+offsetMap[OFFSET_OPEN] = '0'
+offsetMap[OFFSET_CLOSE] = '1'
+offsetMapReverse = {v:k for k,v in offsetMap.items()}
+
+
+########################################################################
+class KsgoldGateway(VtGateway):
+    """金仕达黄金接口"""
+
+    #----------------------------------------------------------------------
+    def __init__(self, eventEngine, gatewayName='KSGOLD'):
+        """Constructor"""
+        super(KsgoldGateway, self).__init__(eventEngine, gatewayName)
+
+        self.tdApi = KsgoldTdApi(self)  # 黄金接口只有交易API
+        self.tdConnected = False        # 交易API连接状态
+        self.qryEnabled = False         # 是否要启动循环查询
+        
+        self.orderInited = False        # 委托初始化查询
+        self.tradeInited = False        # 成交初始化查询
+        
+    #----------------------------------------------------------------------
+    def connect(self):
+        """连接"""
+        # 载入json文件
+        fileName = self.gatewayName + '_connect.json'
+        fileName = os.getcwd() + '\\ksgoldGateway\\' + fileName
+        
+        try:
+            f = file(fileName)
+        except IOError:
+            log = VtLogData()
+            log.gatewayName = self.gatewayName
+            log.logContent = u'读取连接配置出错，请检查'
+            self.onLog(log)
+            return
+        
+        # 解析json文件
+        setting = json.load(f)
+        try:
+            accountID = str(setting['accountID'])
+            password = str(setting['password'])
+            address = str(setting['address'])
+        except KeyError:
+            log = VtLogData()
+            log.gatewayName = self.gatewayName
+            log.logContent = u'连接配置缺少字段，请检查'
+            self.onLog(log)
+            return            
+        
+        # 创建行情和交易接口对象
+        self.tdApi.connect(accountID, password, address)
+        
+        # 初始化并启动查询
+        self.initQuery()
+    
+    #----------------------------------------------------------------------
+    def subscribe(self, subscribeReq):
+        """订阅行情"""
+        self.tdApi.subscribe(subscribeReq)
+        
+    #----------------------------------------------------------------------
+    def sendOrder(self, orderReq):
+        """发单"""
+        return self.tdApi.sendOrder(orderReq)
+        
+    #----------------------------------------------------------------------
+    def cancelOrder(self, cancelOrderReq):
+        """撤单"""
+        self.tdApi.cancelOrder(cancelOrderReq)
+        
+    #----------------------------------------------------------------------
+    def getAccount(self):
+        """查询账户资金"""
+        self.tdApi.getAccount()
+        
+    #----------------------------------------------------------------------
+    def getPosition(self):
+        """查询持仓"""
+        self.tdApi.getPosition()
+        
+    #----------------------------------------------------------------------
+    def close(self):
+        """关闭"""
+        if self.mdConnected:
+            self.mdApi.close()
+        if self.tdConnected:
+            self.tdApi.close()
+        
+    #----------------------------------------------------------------------
+    def initQuery(self):
+        """初始化连续查询"""
+        # 需要循环的查询函数列表
+        self.qryFunctionList = [self.getAccount, self.getPosition]
+        
+        self.qryCount = 0           # 查询触发倒计时
+        self.qryTrigger = 2         # 查询触发点
+        self.qryNextFunction = 0    # 上次运行的查询函数索引
+    
+    #----------------------------------------------------------------------
+    def query(self, event):
+        """注册到事件处理引擎上的查询函数"""
+        self.qryCount += 1
+        
+        if self.qryCount > self.qryTrigger:
+            # 清空倒计时
+            self.qryCount = 0
+            
+            # 如果尚未完成委托查询则先查询委托
+            if not self.orderInited:
+                self.tdApi.getOrder()
+            # 然后如果未完成成交查询则再查询成交
+            elif not self.tradeInited:
+                self.tdApi.getTrade()
+            else:
+                # 执行查询函数
+                function = self.qryFunctionList[self.qryNextFunction]
+                function()
+                
+                # 计算下次查询函数的索引，如果超过了列表长度，则重新设为0
+                self.qryNextFunction += 1
+                if self.qryNextFunction == len(self.qryFunctionList):
+                    self.qryNextFunction = 0
+    
+    #----------------------------------------------------------------------
+    def startQuery(self):
+        """启动连续查询"""
+        if self.qryEnabled:
+            self.eventEngine.register(EVENT_TIMER, self.query)
+    
+    #----------------------------------------------------------------------
+    def setQryEnabled(self, qryEnabled):
+        """设置是否要启动循环查询"""
+        self.qryEnabled = qryEnabled
+    
+
+########################################################################
+class KsgoldTdApi(TdApi):
+    """金仕达黄金交易API实现"""
+    
+    #----------------------------------------------------------------------
+    def __init__(self, gateway):
+        """API对象的初始化函数"""
+        super(KsgoldTdApi, self).__init__()
+        
+        self.gateway = gateway                  # gateway对象
+        self.gatewayName = gateway.gatewayName  # gateway对象名称
+        
+        self.reqID = EMPTY_INT              # 操作请求编号
+        self.orderRef = EMPTY_INT           # 订单编号
+        
+        self.connectionStatus = False       # 连接状态
+        self.loginStatus = False            # 登录状态
+        
+        self.accountID = EMPTY_STRING       # 账号
+        self.password = EMPTY_STRING        # 密码
+        self.memberID = EMPTY_STRING        # 会员代码（应该是银行）
+        self.address = EMPTY_STRING         # 服务器地址
+        
+        self.seatID = EMPTY_STRING;         # 席位号
+        self.tradeCode = EMPTY_STRING       # 交易编码
+        
+        self.subscribedSymbols = set()      # 已订阅合约代码    
+        
+        self.orderDict = {}                 # 委托字典，用于缓存委托对象，key为整数
+        
+        # 循环登录相关
+        self.loginThread = None
+        
+    #----------------------------------------------------------------------
+    def onFrontConnected(self):
+        """服务器连接"""
+        self.connectionStatus = True
+        
+        log = VtLogData()
+        log.gatewayName = self.gatewayName
+        log.logContent = u'交易服务器连接成功'
+        self.gateway.onLog(log)
+        
+        self.login()
+    
+    #----------------------------------------------------------------------
+    def onFrontDisconnected(self, n):
+        """服务器断开"""
+        self.connectionStatus = False
+        self.loginStatus = False
+        self.gateway.tdConnected = False
+        
+        log = VtLogData()
+        log.gatewayName = self.gatewayName
+        log.logContent = u'交易服务器连接断开'
+        self.gateway.onLog(log)      
+    
+    #----------------------------------------------------------------------
+    def onRspUserLogin(self, data, error, n, last):
+        """登陆回报"""
+        # 如果登录成功，推送日志信息
+        if error['ErrorID'] == 0:
+            self.seatID = str(data['SeatNo'])
+            self.tradeCode = str(data['tradeCode'])
+            
+            self.loginStatus = True
+            self.gateway.tdConnected = True
+            
+            log = VtLogData()
+            log.gatewayName = self.gatewayName
+            log.logContent = u'交易服务器登录完成'
+            self.gateway.onLog(log)
+            
+            # 重新订阅之前订阅的合约
+            for subscribeReq in self.subscribedSymbols:
+                self.subscribe(subscribeReq)    
+                            
+            # 查询合约信息
+            self.reqID += 1
+            self.reqQryInstrument({}, self.reqID)
+            
+            # 启动查询
+            self.gateway.startQuery()            
+
+        # 否则，推送错误信息
+        else:
+            err = VtErrorData()
+            err.gatewayName = self.gatewayName
+            err.errorID = error['ErrorID']
+            err.errorMsg = error['ErrorMsg'].decode('gbk')
+            self.gateway.onError(err)
+            
+            if error['ErrorID'] == -8:
+                self.login()
+    
+    #----------------------------------------------------------------------
+    def onRspUserLogout(self, data, error, n, last):
+        """登出回报"""
+        # 如果登出成功，推送日志信息
+        if error['ErrorID'] == 0:
+            self.loginStatus = False
+            self.gateway.tdConnected = False
+            
+            log = VtLogData()
+            log.gatewayName = self.gatewayName
+            log.logContent = u'交易服务器登出完成'
+            self.gateway.onLog(log)
+                
+        # 否则，推送错误信息
+        else:
+            err = VtErrorData()
+            err.gatewayName = self.gatewayName
+            err.errorID = error['ErrorID']
+            err.errorMsg = error['ErrorMsg'].decode('gbk')
+            self.gateway.onError(err)
+    
+    #----------------------------------------------------------------------
+    def onNtyMktStatus(self, data, error, n, last):
+        """更新市场状态"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def onRspOrderInsert(self, data, error, n, last):
+        """发单错误（柜台）"""
+        if error['ErrorID']:
+            err = VtErrorData()
+            err.gatewayName = self.gatewayName
+            err.errorID = error['ErrorID']
+            err.errorMsg = error['ErrorMsg'].decode('gbk')
+            self.gateway.onError(err)
+    
+    #----------------------------------------------------------------------
+    def onRspOrderAction(self, data, error, n, last):
+        """撤单错误（柜台）"""
+        if error['ErrorID']:
+            err = VtErrorData()
+            err.gatewayName = self.gatewayName
+            err.errorID = error['ErrorID']
+            err.errorMsg = error['ErrorMsg'].decode('gbk')
+            self.gateway.onError(err)
+       
+    #----------------------------------------------------------------------
+    def onRspQryOrder(self, data, error, n, last):
+        """"""
+        if not self.gateway.orderInited:
+            self.gateway.orderInited = True
+            
+            log = VtLogData()
+            log.gatewayName = self.gatewayName
+            log.logContent = u'委托查询完成'
+            self.gateway.onLog(log)            
+        
+        # 更新最大报单编号
+        newref = data['localOrderNo']
+        self.orderRef = max(self.orderRef, int(newref))
+        
+        # 创建报单数据对象
+        order = VtOrderData()
+        order.gatewayName = self.gatewayName
+        
+        # 保存代码和报单号
+        order.symbol = data['instID']
+        order.exchange = EXCHANGE_SGE
+        order.vtSymbol = order.symbol
+        
+        order.orderID = data['localOrderNo']
+        
+        # 方向
+        if data['buyOrSell'] == '0':
+            order.direction = DIRECTION_LONG
+        elif data['buyOrSell'] == '1':
+            order.direction = DIRECTION_SHORT
+        else:
+            order.direction = DIRECTION_UNKNOWN
+            
+        # 开平
+        if data['offsetFlag'] == '0':
+            order.offset = OFFSET_OPEN
+        elif data['offsetFlag'] == '1':
+            order.offset = OFFSET_CLOSE
+        else:
+            order.offset = OFFSET_UNKNOWN        
+            
+        # 状态
+        if data['status'] == '5':
+            order.status = STATUS_ALLTRADED
+        elif data['status'] == '6':
+            order.status = STATUS_PARTTRADED
+        elif data['status'] == '3':
+            order.status = STATUS_NOTTRADED
+        elif data['status'] == '4' or data['status'] == '7':    # 全部撤销和部成部撤
+            order.status = STATUS_CANCELLED
+        else:
+            order.status = STATUS_UNKNOWN
+        
+        # CTP的报单号一致性维护需要基于frontID, sessionID, orderID三个字段
+        # 但在本接口设计中，已经考虑了CTP的OrderRef的自增性，避免重复
+        # 唯一可能出现OrderRef重复的情况是多处登录并在非常接近的时间内（几乎同时发单）
+        # 考虑到VtTrader的应用场景，认为以上情况不会构成问题
+        order.vtOrderID = '.'.join([self.gatewayName, order.orderID])
+        
+        # 价格、报单量等数值
+        order.price = data['price']
+        order.totalVolume = data['amount']
+        order.tradedVolume = data['matchQty']
+        order.orderTime = data['entrustTime']
+        order.cancelTime = data['cancelTime']    
+        
+        # 推送
+        self.gateway.onOrder(order)        
+    
+    #----------------------------------------------------------------------
+    def onRspQryTrade(self, data, error, n, last):
+        """"""
+        if not self.gateway.tradeInited:
+            self.gateway.tradeInited = True
+            
+            log = VtLogData()
+            log.gatewayName = self.gatewayName
+            log.logContent = u'成交查询完成'
+            self.gateway.onLog(log)
+        
+        # 创建报单数据对象
+        trade = VtTradeData()
+        trade.gatewayName = self.gatewayName
+        
+        # 保存代码和报单号
+        trade.symbol = data['instID']
+        trade.exchange = EXCHANGE_SGE
+        trade.vtSymbol = trade.symbol 
+        
+        trade.tradeID = data['matchNo']
+        trade.vtTradeID = '.'.join([self.gatewayName, trade.tradeID])
+        
+        trade.orderID = data['localOrderNo']
+        trade.vtOrderID = '.'.join([self.gatewayName, trade.orderID])
+        
+        # 方向
+        trade.direction = directionMapReverse.get(data['buyOrSell'], '')
+            
+        # 开平
+        trade.offset = offsetMapReverse.get(data['offSetFlag'], '')
+            
+        # 价格、报单量等数值
+        trade.price = data['price']
+        trade.volume = data['volume']
+        trade.tradeTime = data['matchTime']
+        
+        # 推送
+        self.gateway.onTrade(trade)        
+    
+    #----------------------------------------------------------------------
+    def onRspQryInvestorPosition(self, data, error, n, last):
+        """持仓查询回报"""
+        # 过滤一些空的数据
+        if data['instID']:
+            # 黄金API推送的持仓数据把多空仓放在了一条中，需要分离
+            longPos = VtPositionData()
+            longPos.gatewayName = self.gatewayName
+            longPos.symbol = data['instID']
+            longPos.vtSymbol = longPos.symbol
+            longPos.direction = DIRECTION_LONG
+            longPos.frozen = data['longPosiFrozen']
+            longPos.position = data['longPosiVol']
+            longPos.ydPosition = data['lastLong']
+            longPos.price = data['longPosiAvgPrice']
+            longPos.vtPositionName = '.'.join([longPos.vtSymbol, longPos.direction])
+            self.gateway.onPosition(longPos)
+            
+            shortPos = VtPositionData()
+            shortPos.gatewayName = self.gatewayName
+            shortPos.symbol = data['instID']
+            shortPos.vtSymbol = shortPos.symbol
+            shortPos.direction = DIRECTION_SHORT
+            shortPos.frozen = data['shortPosiFrozen']
+            shortPos.position = data['shortPosiVol']
+            shortPos.ydPosition = data['lastShort']
+            shortPos.price = data['shortPosiAvgPrice']
+            shortPos.vtPositionName = '.'.join([shortPos.vtSymbol, shortPos.direction])
+            self.gateway.onPosition(shortPos)
+    
+    #----------------------------------------------------------------------
+    def onRspQryTradingAccount(self, data, error, n, last):
+        """资金账户查询回报"""
+        account = VtAccountData()
+        account.gatewayName = self.gatewayName
+        
+        # 账户代码
+        account.accountID = 'sge_account'   # API不提供该字段，自行定义
+        account.vtAccountID = '.'.join([self.gatewayName, account.accountID])
+        
+        # 数值相关
+        account.available = data['availCap']
+        account.commission = data['totalFee']
+        account.margin = data['posiMargin']
+        
+        # 推送
+        self.gateway.onAccount(account)
+    
+    #----------------------------------------------------------------------
+    def onRspQryInstrument(self, data, error, n, last):
+        """合约查询回报"""
+        contract = VtContractData()
+        contract.gatewayName = self.gatewayName
+
+        contract.symbol = data['instID']
+        contract.exchange = EXCHANGE_SGE    # 交易所只有金交所
+        
+        # 合约类型分为现货、延期、未知
+        if data['marketID'] == '00':
+            contract.productClass = PRODUCT_SPOT
+        elif data['marketID'] == '10':
+            contract.productClass = PRODUCT_DEFER
+        else:
+            contract.productclass = PRODUCT_UNKNOWN
+        
+        contract.vtSymbol = contract.symbol 
+        contract.name = data['name'].decode('GBK')
+        
+        # 合约数值
+        contract.size = data['unit']
+        contract.priceTick = data['tick']
+        
+        # 推送，考虑到只对T+D类带杠杆的产品感兴趣，API里默认过滤了现货
+        if data['marketID'] == '10':
+            self.gateway.onContract(contract)
+        
+        if last:
+            log = VtLogData()
+            log.gatewayName = self.gatewayName
+            log.logContent = u'交易合约信息获取完成'
+            self.gateway.onLog(log)
+    
+    #----------------------------------------------------------------------  
+    def onRtnDepthMarketData(self, data):
+        """行情推送"""
+        tick = VtTickData()
+        tick.gatewayName = self.gatewayName
+        
+        tick.symbol = data['InstID']
+        tick.vtSymbol = tick.symbol
+        
+        tick.lastPrice = data['Last']
+        tick.volume = data['Volume']
+        tick.openInterest = data['OpenInt']
+        tick.time = data['QuoteTime']
+        tick.date = data['QuoteDate']
+        
+        tick.openPrice = data['Open']
+        tick.highPrice = data['High']
+        tick.lowPrice = data['Low']
+        tick.preClosePrice = data['PreClose']
+        
+        tick.upperLimit = data['highLimit']
+        tick.lowerLimit = data['lowLimit']
+        
+        # CTP只有一档行情
+        tick.bidPrice1 = data['Bid1']
+        tick.bidPrice2 = data['Bid2']
+        tick.bidPrice3 = data['Bid3']
+        tick.bidPrice4 = data['Bid4']
+        tick.bidPrice5 = data['Bid5']
+        
+        tick.askPrice1 = data['Ask1']
+        tick.askPrice2 = data['Ask2']
+        tick.askPrice3 = data['Ask3']
+        tick.askPrice4 = data['Ask4']
+        tick.askPrice5 = data['Ask5']        
+        
+        tick.bidVolume1 = data['BidLot1']
+        tick.bidVolume2 = data['BidLot2']
+        tick.bidVolume3 = data['BidLot3']
+        tick.bidVolume4 = data['BidLot4']
+        tick.bidVolume5 = data['BidLot5']
+        
+        tick.askVolume1 = data['AskLot1']
+        tick.askVolume2 = data['AskLot2']
+        tick.askVolume3 = data['AskLot3']
+        tick.askVolume4 = data['AskLot4']
+        tick.askVolume5 = data['AskLot5']
+        
+        self.gateway.onTick(tick)
+        
+    #----------------------------------------------------------------------
+    def onRtnOrder(self, data):
+        """报单回报"""
+        # 更新最大报单编号
+        newref = data['localOrderNo']
+        self.orderRef = max(self.orderRef, int(newref))
+        
+        # 创建报单数据对象
+        order = self.orderDict.get(int(newref), VtOrderData())
+        order.gatewayName = self.gatewayName
+        order.exchange = EXCHANGE_SGE
+        order.orderID = data['localOrderNo']
+        
+        # 状态
+        if data['status'] == '5':
+            order.status = STATUS_ALLTRADED
+        elif data['status'] == '6':
+            order.status = STATUS_PARTTRADED
+        elif data['status'] == '3':
+            order.status = STATUS_NOTTRADED
+        elif data['status'] == '4' or data['status'] == '7':    # 全部撤销和部成部撤
+            order.status = STATUS_CANCELLED
+        else:
+            order.status = STATUS_UNKNOWN
+        
+        # 推送
+        self.gateway.onOrder(order)
+        
+    #----------------------------------------------------------------------
+    def onForceLogout(self, data):
+        """强制登出推送"""
+        self.gateway.onLog(u'被强制登出')
+    
+    #----------------------------------------------------------------------
+    def onRtnTrade(self, data):
+        """成交回报"""
+        # 创建报单数据对象
+        trade = VtTradeData()
+        trade.gatewayName = self.gatewayName
+        
+        # 保存代码和报单号
+        trade.symbol = data['instID']
+        trade.exchange = EXCHANGE_SGE
+        trade.vtSymbol = trade.symbol 
+        
+        trade.tradeID = data['matchNo']
+        trade.vtTradeID = '.'.join([self.gatewayName, trade.tradeID])
+        
+        trade.orderID = data['localOrderNo']
+        trade.vtOrderID = '.'.join([self.gatewayName, trade.orderID])
+        
+        # 方向
+        trade.direction = directionMapReverse.get(data['buyOrSell'], '')
+            
+        # 开平
+        trade.offset = offsetMapReverse.get(data['offSetFlag'], '')
+            
+        # 价格、报单量等数值
+        trade.price = data['price']
+        trade.volume = data['volume']
+        trade.tradeTime = data['matchTime']
+        
+        # 推送
+        self.gateway.onTrade(trade)
+        
+        # 计算还原Order状态，并推送
+        order = self.orderDict.get(int(trade.orderID), None)
+        if order:
+            order.tradedVolume = order.tradedVolume + trade.volume
+            
+            if order.tradedVolume == order.totalVolume:
+                order.status = STATUS_ALLTRADED
+            else:
+                order.status = STATUS_PARTTRADED
+                
+        self.gateway.onOrder(order)
+    
+    #----------------------------------------------------------------------
+    def onErrRtnOrderInsert(self, data, error):
+        """发单错误回报（交易所）"""
+        if error['ErrorID']:
+            err = VtErrorData()
+            err.gatewayName = self.gatewayName
+            err.errorID = error['ErrorID']
+            err.errorMsg = error['ErrorMsg'].decode('gbk')
+            self.gateway.onError(err)
+        
+    #----------------------------------------------------------------------
+    def onErrRtnOrderAction(self, data, error):
+        """撤单错误回报（交易所）"""
+        if error['ErrorID']:
+            err = VtErrorData()
+            err.gatewayName = self.gatewayName
+            err.errorID = error['ErrorID']
+            err.errorMsg = error['ErrorMsg'].decode('gbk')
+            self.gateway.onError(err)
+
+    #----------------------------------------------------------------------
+    def onRspQryClientStorage(self, data, error, n, last):
+        """"""
+        pass
+        
+    #----------------------------------------------------------------------
+    def onRspSubMarketData(self, data, error, n, last):
+        """"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def connect(self, accountID, password, address):
+        """初始化连接"""
+        self.accountID = accountID 
+        self.password = password   
+        self.address = address  
+        
+        # 如果尚未建立服务器连接，则进行连接
+        if not self.connectionStatus:
+            self.createGoldTraderApi()
+            
+            # 注册服务器地址
+            self.registerFront(self.address)
+
+            # 初始化连接，成功会调用onFrontConnected
+            self.init(False)
+            self.connectionStatus = True
+            
+            # 金仕达接口第一次连接不会调用onFrontConnected（只有断线重连才会），直接登录
+            self.login()
+            
+        # 若已经连接但尚未登录，则进行登录
+        else:
+            if not self.loginStatus:
+                self.login()    
+    
+    #----------------------------------------------------------------------
+    def login(self):
+        """连接服务器"""
+        # 如果填入了用户名密码等，则登录
+        if self.accountID and self.password:
+            req = {}
+            req['accountID'] = self.accountID
+            req['password'] = self.password
+            req['loginType'] = 1
+            self.reqID += 1
+            self.reqUserLogin(req, self.reqID)  
+        
+    #----------------------------------------------------------------------
+    def getAccount(self):
+        """查询账户"""
+        self.reqID += 1
+        self.reqQryTradingAccount({}, self.reqID)
+        
+    #----------------------------------------------------------------------
+    def getPosition(self):
+        """查询持仓"""
+        self.reqID += 1
+        self.reqQryInvestorPosition({}, self.reqID)
+    
+    #----------------------------------------------------------------------
+    def getTrade(self):
+        """查询成交"""
+        self.reqID += 1
+        self.reqQryTrade({}, self.reqID)    
+    
+    #----------------------------------------------------------------------
+    def getOrder(self):
+        """查询委托"""
+        self.reqID += 1
+        self.reqQryOrder({}, self.reqID)        
+    
+    #----------------------------------------------------------------------
+    def sendOrder(self, orderReq):
+        """发单"""
+        self.reqID += 1
+        self.orderRef += 1
+        
+        req = {}
+        
+        req['instID'] = orderReq.symbol
+        req['marketID'] = '10'
+        
+        req['price'] = orderReq.price
+        req['amount'] = orderReq.volume
+        
+        # 下面如果由于传入的类型本接口不支持，则会返回空字符串
+        try:
+            req['buyOrSell'] = directionMap[orderReq.direction]
+            req['offsetFlag'] = offsetMap[orderReq.offset]
+        except KeyError:
+            return ''
+        
+        strOrderID = generateStrLocalID(self.orderRef)
+        req['LocalOrderNo'] = strOrderID
+        req['seatID'] = self.seatID
+        req['tradeCode'] = self.tradeCode
+        
+        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, strOrderID])
+        
+        # 保存请求到本地，用于在收到回报时查询
+        # 金仕达黄金API的onRtnOrder只推送很有限的几个数据，因此整个数据需要自己还原
+        order = VtOrderData()
+        order.gatewayName = self.gatewayName
+        order.symbol = orderReq.symbol
+        order.vtSymbol = orderReq.symbol
+        order.exchange = EXCHANGE_SGE
+        order.orderID = strOrderID
+        order.vtOrderID = strOrderID
+        order.direction = orderReq.direction
+        order.offset = orderReq.offset
+        order.price = orderReq.price
+        order.totalVolume = orderReq.volume
+        order.orderTime = time.strftime('%H:%M:%S')   # 保存委托时间
+        self.orderDict[self.orderRef] = order
+        
+        return vtOrderID
+    
+    #----------------------------------------------------------------------
+    def cancelOrder(self, cancelOrderReq):
+        """撤单"""
+        self.reqID += 1
+
+        req = {}
+        req['localOrderNo'] = cancelOrderReq.orderID
+        req['marketID'] = '10'  # API默认只允许交易T+D延期
+        
+        self.reqOrderAction(req, self.reqID)
+    
+    #----------------------------------------------------------------------
+    def subscribe(self, subscribeReq):
+        """订阅行情"""
+        # 黄金API的订阅传入的参数不是具体交易合约代码，而是类型代码
+        # 考虑到只希望交易T+D，这里直接传入'10'
+        self.subscribeMarketData('10')
+    
+    #----------------------------------------------------------------------
+    def close(self):
+        """关闭"""
+        self.exit()
+
+
+#----------------------------------------------------------------------
+def generateStrLocalID(localID):
+    """把整数的本地委托号转化为字符串"""
+    return str(localID).rjust(12, '0')
+

vn.trader/ksgoldGateway/sTrader.ini

@@ -0,0 +1,24 @@
+[MemberInfo]
+//会员代码
+MemberID=0001
+//超时设置 
+TimeOut = 15000
+//保存网络最优秀或者客户选择的交易网关
+SelectServer=1
+//是否显示登录返回的信息(0-不显示 1-显示)
+bShowLoginInfo=1
+//日志开关(0-不记录日志 1-记录日志)
+KLG_LOG=0
+//标题显示的内容
+Caption =SunGard KingStar 黄金交易简易客户端
+//菜单root节点显示的名称
+RootMenu=金仕达黄金交易
+
+//交易网关配置
+[GateWay]
+GateWayName=交易网关
+//交易网关IP地址, 也可以为域名
+IPAddress=124.74.239.38
+
+//端口,端口需要大于10000
+Port=18961

vn.trader/ksotpGateway/ksotpGateway.py

@@ -74,6 +74,8 @@ class KsotpGateway(VtGateway):
         """连接"""
         # 载入json文件
         fileName = self.gatewayName + '_connect.json'
+        fileName = os.getcwd() + '\\ksotpGateway\\' + fileName
+        
         try:
             f = file(fileName)
         except IOError:

vn.trader/ltsGateway/ltsGateway.py

@@ -75,6 +75,8 @@ class LtsGateway(VtGateway):
         """连接"""
         # 载入json 文件
         fileName = self.gatewayName + '_connect.json'
+        fileName = os.getcwd() + '\\ltsGateway\\' + fileName
+        
         try:
             f = file(fileName)
         except IOError:

vn.trader/uiMainWindow.py

@@ -83,6 +83,9 @@ class MainWindow(QtGui.QMainWindow):
         connectFemasAction = QtGui.QAction(u'连接飞马', self)
         connectFemasAction.triggered.connect(self.connectFemas)        
         
+        connectKsgoldAction = QtGui.QAction(u'连接金仕达黄金', self)
+        connectKsgoldAction.triggered.connect(self.connectKsgold)           
+        
         connectWindAction = QtGui.QAction(u'连接Wind', self)
         connectWindAction.triggered.connect(self.connectWind)
         
@@ -93,7 +96,7 @@ class MainWindow(QtGui.QMainWindow):
         connectDbAction.triggered.connect(self.mainEngine.dbConnect)
         
         testAction = QtGui.QAction(u'测试', self)
-        testAction.triggered.connect(self.testSubscribe)
+        testAction.triggered.connect(self.test)
         
         exitAction = QtGui.QAction(u'退出', self)
         exitAction.triggered.connect(self.close)
@@ -113,14 +116,15 @@ class MainWindow(QtGui.QMainWindow):
         sysMenu = menubar.addMenu(u'系统')
         sysMenu.addAction(connectCtpAction)
         sysMenu.addAction(connectLtsAction)
-        sysMenu.addAction(connectKsotpAction)
         sysMenu.addAction(connectFemasAction)
+        sysMenu.addAction(connectKsotpAction)
+        sysMenu.addAction(connectKsgoldAction)
         sysMenu.addAction(connectIbAction)    
+        sysMenu.addSeparator()
         sysMenu.addAction(connectWindAction)
         sysMenu.addSeparator()
         sysMenu.addAction(connectDbAction)
         sysMenu.addSeparator()
-        sysMenu.addAction(testAction)
         sysMenu.addAction(exitAction)
         
         functionMenu = menubar.addMenu(u'功能')
@@ -133,6 +137,7 @@ class MainWindow(QtGui.QMainWindow):
         # 帮助
         helpMenu = menubar.addMenu(u'帮助')
         helpMenu.addAction(aboutAction)  
+        helpMenu.addAction(testAction)
     
     #----------------------------------------------------------------------
     def initStatusBar(self):
@@ -183,6 +188,11 @@ class MainWindow(QtGui.QMainWindow):
         """连接飞马接口"""
         self.mainEngine.connect('FEMAS')        
         
+    #----------------------------------------------------------------------
+    def connectKsgold(self):
+        """连接金仕达黄金接口"""
+        self.mainEngine.connect('KSGOLD')            
+    
     #----------------------------------------------------------------------
     def connectWind(self):
         """连接Wind接口"""
@@ -194,30 +204,12 @@ class MainWindow(QtGui.QMainWindow):
         self.mainEngine.connect('IB')
         
     #----------------------------------------------------------------------
-    def testSubscribe(self):
-        """测试订阅"""
-        api = self.mainEngine.gatewayDict['LTS'].qryApi
+    def test(self):
+        """测试按钮用的函数"""
+        api = self.mainEngine.gatewayDict['KSGOLD'].tdApi
         api.reqID += 1
-        api.reqQryOFInstrument({}, api.reqID)
-        
-        #req = VtSubscribeReq()
-        #req.symbol = 'GOOG'
-        #req.productClass = PRODUCT_EQUITY
-        #req.exchange = EXCHANGE_SMART
-        #req.currency = CURRENCY_USD
-        #self.mainEngine.subscribe(req, 'IB')
-        
-        #req.symbol = 'AAPL'
-        #self.mainEngine.subscribe(req, 'IB')
-        
-        #req.symbol = 'YHOO'
-        #self.mainEngine.subscribe(req, 'IB')
-        
-        #req.symbol = 'MSFT'
-        #self.mainEngine.subscribe(req, 'IB')
-        
-        #req.symbol = 'GE'
-        #self.mainEngine.subscribe(req, 'IB')        
+        api.reqQryOrder({}, api.reqID)
+        #api.reqQryTrade({}, api.reqID)
 
     #----------------------------------------------------------------------
     def openAbout(self):

vn.trader/vtConstant.py

@@ -37,6 +37,8 @@ PRODUCT_INDEX = u'指数'
 PRODUCT_COMBINATION = u'组合'
 PRODUCT_FOREX = u'外汇'
 PRODUCT_UNKNOWN = u'未知'
+PRODUCT_SPOT = u'现货'
+PRODUCT_DEFER = u'延期'
 
 # 价格类型常量
 PRICETYPE_LIMITPRICE = u'限价'
@@ -55,7 +57,7 @@ EXCHANGE_CFFEX = 'CFFEX'   # 中金所
 EXCHANGE_SHFE = 'SHFE'     # 上期所
 EXCHANGE_CZCE = 'CZCE'     # 郑商所
 EXCHANGE_DCE = 'DCE'       # 大商所
-
+EXCHANGE_SGE = 'SGE'       # 上金所
 EXCHANGE_UNKNOWN = 'UNKNOWN'# 未知交易所
 EXCHANGE_NONE = ''          # 空交易所
 

vn.trader/vtEngine.py

@@ -32,41 +32,48 @@ class MainEngine(object):
         
         # 创建我们想要接入的接口对象
         try:
-            from ctpGateway import CtpGateway
+            from ctpGateway.ctpGateway import CtpGateway
             self.addGateway(CtpGateway, 'CTP')
             self.gatewayDict['CTP'].setQryEnabled(True)
         except Exception, e:
             print e
         
         try:
-            from ltsGateway import LtsGateway
+            from ltsGateway.ltsGateway import LtsGateway
             self.addGateway(LtsGateway, 'LTS')
             self.gatewayDict['LTS'].setQryEnabled(True)
         except Exception, e:
             print e
         
         try:
-            from ksotpGateway import KsotpGateway
+            from ksotpGateway.ksotpGateway import KsotpGateway
             self.addGateway(KsotpGateway, 'KSOTP')
             self.gatewayDict['KSOTP'].setQryEnabled(True)
         except Exception, e:
             print e    
             
         try:
-            from femasGateway import FemasGateway
+            from femasGateway.femasGateway import FemasGateway
             self.addGateway(FemasGateway, 'FEMAS')
             self.gatewayDict['FEMAS'].setQryEnabled(True)
         except Exception, e:
             print e  
             
         try:
-            from windGateway import WindGateway
+            from ksgoldGateway.ksgoldGateway import KsgoldGateway
+            self.addGateway(KsgoldGateway, 'KSGOLD')
+            self.gatewayDict['KSGOLD'].setQryEnabled(True)
+        except Exception, e:
+            print e
+            
+        try:
+            from windGateway.windGateway import WindGateway
             self.addGateway(WindGateway, 'Wind') 
         except Exception, e:
             print e
         
         try:
-            from ibGateway import IbGateway
+            from ibGateway.ibGateway import IbGateway
             self.addGateway(IbGateway, 'IB')
         except Exception, e:
             print e