[Add] ITapGateway: Added support for Market subscription

[Mod] use newer autocxxpy: make error handing better and make its hint(generated pyi code) better.

vnpy/api/itap/vnitap.pyi

@@ -7,11 +7,12 @@ if typing.TYPE_CHECKING:
     from .vnitap import *
 
 
-def set_async_callback_exception_handler(handler: Callable[[Exception, object, str], bool]):
+def set_async_callback_exception_handler(handler: Callable[[AsyncDispatchException], bool]):
     """
     set a customize exception handler for async callback in this module(pyd)
     \a handler should return True if it handles that exception,
-    If the return value of \a handler is not True, exception will be re-thrown.
+
+    :note: If the return value of \a handler is not True, exception will be re-thrown.
     """
     ...
 
@@ -179,21 +180,21 @@ class ITapQuoteAPINotify():
     
     
     
-    def OnRspLogin(self, errorCode: int, info: TapAPIQuotLoginRspInfo)->Any:
+    def OnRspLogin(self, errorCode: int, info: TapAPIQuotLoginRspInfo)->None:
         ...
-    def OnAPIReady(self, )->Any:
+    def OnAPIReady(self, )->None:
         ...
-    def OnDisconnect(self, reasonCode: int)->Any:
+    def OnDisconnect(self, reasonCode: int)->None:
         ...
-    def OnRspQryCommodity(self, sessionID: int, errorCode: int, isLast: int, info: TapAPIQuoteCommodityInfo)->Any:
+    def OnRspQryCommodity(self, sessionID: int, errorCode: int, isLast: int, info: TapAPIQuoteCommodityInfo)->None:
         ...
-    def OnRspQryContract(self, sessionID: int, errorCode: int, isLast: int, info: TapAPIQuoteContractInfo)->Any:
+    def OnRspQryContract(self, sessionID: int, errorCode: int, isLast: int, info: TapAPIQuoteContractInfo)->None:
         ...
-    def OnRspSubscribeQuote(self, sessionID: int, errorCode: int, isLast: int, info: TapAPIQuoteWhole)->Any:
+    def OnRspSubscribeQuote(self, sessionID: int, errorCode: int, isLast: int, info: TapAPIQuoteWhole)->None:
         ...
-    def OnRspUnSubscribeQuote(self, sessionID: int, errorCode: int, isLast: int, info: TapAPIContract)->Any:
+    def OnRspUnSubscribeQuote(self, sessionID: int, errorCode: int, isLast: int, info: TapAPIContract)->None:
         ...
-    def OnRtnQuote(self, info: TapAPIQuoteWhole)->Any:
+    def OnRtnQuote(self, info: TapAPIQuoteWhole)->None:
         ...
 class ITapQuoteAPI():
     
@@ -438,7 +439,7 @@ TAPIERROR_SUBSCRIBEQUOTE_CONTRACT_MAY_NOT_EXIST: int
 TAPIERROR_QUOTEFRONT_UNKNOWN_PROTOCOL: int
 def CreateITapTradeAPI(appInfo: ITapTrade.TapAPIApplicationInfo)->Tuple[ITapTrade.ITapTradeAPI,int]:
     return "retv","iResult"
-def FreeITapTradeAPI(apiObj: ITapTrade.ITapTradeAPI)->Any:
+def FreeITapTradeAPI(apiObj: ITapTrade.ITapTradeAPI)->None:
     ...
 def GetITapTradeAPIVersion()->str:
     ...
@@ -450,7 +451,7 @@ def GetITapErrorDescribe(errorCode: int)->str:
     ...
 def CreateTapQuoteAPI(appInfo: TapAPIApplicationInfo)->Tuple[ITapQuoteAPI,int]:
     return "retv","iResult"
-def FreeTapQuoteAPI(apiObj: ITapQuoteAPI)->Any:
+def FreeTapQuoteAPI(apiObj: ITapQuoteAPI)->None:
     ...
 def GetTapQuoteAPIVersion()->str:
     ...

vnpy/api/itap/vnitap/generated_files/module.cpp

@@ -27,7 +27,7 @@ void init_dispatcher(pybind11::module &m)
     m.def("set_async_callback_exception_handler", &autocxxpy::async_callback_exception_handler::set_handler);
 
     pybind11::class_<autocxxpy::async_dispatch_exception> c(m, "AsyncDispatchException");
-    c.def_property("what", &autocxxpy::async_dispatch_exception::what, nullptr);
+    c.def_property_readonly("what", &autocxxpy::async_dispatch_exception::what_mutable);
     c.def_readonly("instance", &autocxxpy::async_dispatch_exception::instance);
     c.def_readonly("function_name", &autocxxpy::async_dispatch_exception::function_name);
 

vnpy/api/itap/vnitap/include/autocxxpy/callback_wrapper.hpp

@@ -3,11 +3,14 @@
 #include <tuple>
 #include <type_traits>
 #include <optional>
+#include <iostream>
 
-#include "brigand.hpp"
+#include "./brigand.hpp"
 
-#include "utils/functional.hpp"
+#include "./utils/functional.hpp"
-#include "dispatcher.hpp"
+#include "./dispatcher.hpp"
+#include "./config/config.hpp"
+#include "./wrappers/string_array.hpp"
 
 namespace autocxxpy
 {
@@ -28,7 +31,7 @@ namespace autocxxpy
     template<>
     struct callback_wrapper<static_cast<int(A::*)(int)>(&A::func2)>
     {
-        inline static void call(A *instance, float)
+        inline static void call(A *instance, const char *py_func_name, float)
         {
             constexpr auto method = static_cast<int(A::*)(int)>(&A::func2);
             default_callback_wrapper<method>::call(instance, 1);
@@ -83,7 +86,9 @@ namespace autocxxpy
         {}
         pybind11::object instance;
         std::string function_name;
-        inline const char* what() noexcept
+
+        // mutable version of what() for pybind11 to make it happy
+        inline const char* what_mutable() noexcept
         {
             return std::exception::what();
         }
@@ -98,7 +103,23 @@ namespace autocxxpy
         {
             if (custom_handler)
             {
-                custom_handler(e);
+                try
+                {
+                    custom_handler(e);
+                }
+                catch (pybind11::error_already_set & e2)
+                {
+                   std::cerr << "error while calling custom async callback exception handler:" << std::endl;
+                    std::cerr << e2.what() << std::endl;
+                    std::cerr << "while handling following exception:" << std::endl;
+                    std::cerr << e.what() << std::endl;
+                }
+            }
+            else
+            {
+                std::cerr << e.what() << std::endl;
+                std::cerr << "custom async callback exception handler not set." << std::endl;
+                std::cerr << "Call set_async_callback_exception_handler() to set it. " << std::endl;
             }
         }
 

vnpy/api/itap/vnitap_ITapTrade.pyi

@@ -7,11 +7,12 @@ if typing.TYPE_CHECKING:
     from .vnitap import *
 
 
-def set_async_callback_exception_handler(handler: Callable[[Exception, object, str], bool]):
+def set_async_callback_exception_handler(handler: Callable[[AsyncDispatchException], bool]):
     """
     set a customize exception handler for async callback in this module(pyd)
     \a handler should return True if it handles that exception,
-    If the return value of \a handler is not True, exception will be re-thrown.
+
+    :note: If the return value of \a handler is not True, exception will be re-thrown.
     """
     ...
 
@@ -1129,105 +1130,105 @@ class ITapTradeAPINotify():
     
     
     
-    def OnConnect(self, )->Any:
+    def OnConnect(self, )->None:
         ...
-    def OnRspLogin(self, errorCode: int, loginRspInfo: ITapTrade.TapAPITradeLoginRspInfo)->Any:
+    def OnRspLogin(self, errorCode: int, loginRspInfo: ITapTrade.TapAPITradeLoginRspInfo)->None:
         ...
-    def OnRtnContactInfo(self, errorCode: int, isLast: int, ContactInfo: str)->Any:
+    def OnRtnContactInfo(self, errorCode: int, isLast: int, ContactInfo: str)->None:
         ...
-    def OnRspRequestVertificateCode(self, sessionID: int, errorCode: int, rsp: ITapTrade.TapAPIRequestVertificateCodeRsp)->Any:
+    def OnRspRequestVertificateCode(self, sessionID: int, errorCode: int, rsp: ITapTrade.TapAPIRequestVertificateCodeRsp)->None:
         ...
-    def OnExpriationDate(self, date: str, days: int)->Any:
+    def OnExpriationDate(self, date: str, days: int)->None:
         ...
-    def OnAPIReady(self, errorCode: int)->Any:
+    def OnAPIReady(self, errorCode: int)->None:
         ...
-    def OnDisconnect(self, reasonCode: int)->Any:
+    def OnDisconnect(self, reasonCode: int)->None:
         ...
-    def OnRspChangePassword(self, sessionID: int, errorCode: int)->Any:
+    def OnRspChangePassword(self, sessionID: int, errorCode: int)->None:
         ...
-    def OnRspAuthPassword(self, sessionID: int, errorCode: int)->Any:
+    def OnRspAuthPassword(self, sessionID: int, errorCode: int)->None:
         ...
-    def OnRspQryTradingDate(self, sessionID: int, errorCode: int, info: ITapTrade.TapAPITradingCalendarQryRsp)->Any:
+    def OnRspQryTradingDate(self, sessionID: int, errorCode: int, info: ITapTrade.TapAPITradingCalendarQryRsp)->None:
         ...
-    def OnRspSetReservedInfo(self, sessionID: int, errorCode: int, info: str)->Any:
+    def OnRspSetReservedInfo(self, sessionID: int, errorCode: int, info: str)->None:
         ...
-    def OnRspQryAccount(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIAccountInfo)->Any:
+    def OnRspQryAccount(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIAccountInfo)->None:
         ...
-    def OnRspQryFund(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIFundData)->Any:
+    def OnRspQryFund(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIFundData)->None:
         ...
-    def OnRtnFund(self, info: ITapTrade.TapAPIFundData)->Any:
+    def OnRtnFund(self, info: ITapTrade.TapAPIFundData)->None:
         ...
-    def OnRspQryExchange(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIExchangeInfo)->Any:
+    def OnRspQryExchange(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIExchangeInfo)->None:
         ...
-    def OnRspQryCommodity(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPICommodityInfo)->Any:
+    def OnRspQryCommodity(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPICommodityInfo)->None:
         ...
-    def OnRspQryContract(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPITradeContractInfo)->Any:
+    def OnRspQryContract(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPITradeContractInfo)->None:
         ...
-    def OnRtnContract(self, info: ITapTrade.TapAPITradeContractInfo)->Any:
+    def OnRtnContract(self, info: ITapTrade.TapAPITradeContractInfo)->None:
         ...
-    def OnRspOrderAction(self, sessionID: int, errorCode: int, info: ITapTrade.TapAPIOrderActionRsp)->Any:
+    def OnRspOrderAction(self, sessionID: int, errorCode: int, info: ITapTrade.TapAPIOrderActionRsp)->None:
         ...
-    def OnRtnOrder(self, info: ITapTrade.TapAPIOrderInfoNotice)->Any:
+    def OnRtnOrder(self, info: ITapTrade.TapAPIOrderInfoNotice)->None:
         ...
-    def OnRspQryOrder(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIOrderInfo)->Any:
+    def OnRspQryOrder(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIOrderInfo)->None:
         ...
-    def OnRspQryOrderProcess(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIOrderInfo)->Any:
+    def OnRspQryOrderProcess(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIOrderInfo)->None:
         ...
-    def OnRspQryFill(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIFillInfo)->Any:
+    def OnRspQryFill(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIFillInfo)->None:
         ...
-    def OnRtnFill(self, info: ITapTrade.TapAPIFillInfo)->Any:
+    def OnRtnFill(self, info: ITapTrade.TapAPIFillInfo)->None:
         ...
-    def OnRspQryPosition(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIPositionInfo)->Any:
+    def OnRspQryPosition(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIPositionInfo)->None:
         ...
-    def OnRtnPosition(self, info: ITapTrade.TapAPIPositionInfo)->Any:
+    def OnRtnPosition(self, info: ITapTrade.TapAPIPositionInfo)->None:
         ...
-    def OnRspQryPositionSummary(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIPositionSummary)->Any:
+    def OnRspQryPositionSummary(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIPositionSummary)->None:
         ...
-    def OnRtnPositionSummary(self, info: ITapTrade.TapAPIPositionSummary)->Any:
+    def OnRtnPositionSummary(self, info: ITapTrade.TapAPIPositionSummary)->None:
         ...
-    def OnRtnPositionProfit(self, info: ITapTrade.TapAPIPositionProfitNotice)->Any:
+    def OnRtnPositionProfit(self, info: ITapTrade.TapAPIPositionProfitNotice)->None:
         ...
-    def OnRspQryCurrency(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPICurrencyInfo)->Any:
+    def OnRspQryCurrency(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPICurrencyInfo)->None:
         ...
-    def OnRspQryTradeMessage(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPITradeMessage)->Any:
+    def OnRspQryTradeMessage(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPITradeMessage)->None:
         ...
-    def OnRtnTradeMessage(self, info: ITapTrade.TapAPITradeMessage)->Any:
+    def OnRtnTradeMessage(self, info: ITapTrade.TapAPITradeMessage)->None:
         ...
-    def OnRspQryHisOrder(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIHisOrderQryRsp)->Any:
+    def OnRspQryHisOrder(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIHisOrderQryRsp)->None:
         ...
-    def OnRspQryHisOrderProcess(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIHisOrderQryRsp)->Any:
+    def OnRspQryHisOrderProcess(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIHisOrderQryRsp)->None:
         ...
-    def OnRspQryHisMatch(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIHisMatchQryRsp)->Any:
+    def OnRspQryHisMatch(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIHisMatchQryRsp)->None:
         ...
-    def OnRspQryHisPosition(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIHisPositionQryRsp)->Any:
+    def OnRspQryHisPosition(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIHisPositionQryRsp)->None:
         ...
-    def OnRspQryHisDelivery(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIHisDeliveryQryRsp)->Any:
+    def OnRspQryHisDelivery(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIHisDeliveryQryRsp)->None:
         ...
-    def OnRspQryAccountCashAdjust(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIAccountCashAdjustQryRsp)->Any:
+    def OnRspQryAccountCashAdjust(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIAccountCashAdjustQryRsp)->None:
         ...
-    def OnRspQryBill(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIBillQryRsp)->Any:
+    def OnRspQryBill(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIBillQryRsp)->None:
         ...
-    def OnRspQryAccountFeeRent(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIAccountFeeRentQryRsp)->Any:
+    def OnRspQryAccountFeeRent(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIAccountFeeRentQryRsp)->None:
         ...
-    def OnRspQryAccountMarginRent(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIAccountMarginRentQryRsp)->Any:
+    def OnRspQryAccountMarginRent(self, sessionID: int, errorCode: int, isLast: int, info: ITapTrade.TapAPIAccountMarginRentQryRsp)->None:
         ...
-    def OnRspHKMarketOrderInsert(self, sessionID: int, errorCode: int, info: ITapTrade.TapAPIOrderMarketInsertRsp)->Any:
+    def OnRspHKMarketOrderInsert(self, sessionID: int, errorCode: int, info: ITapTrade.TapAPIOrderMarketInsertRsp)->None:
         ...
-    def OnRspHKMarketOrderDelete(self, sessionID: int, errorCode: int, info: ITapTrade.TapAPIOrderMarketInsertRsp)->Any:
+    def OnRspHKMarketOrderDelete(self, sessionID: int, errorCode: int, info: ITapTrade.TapAPIOrderMarketInsertRsp)->None:
         ...
-    def OnHKMarketQuoteNotice(self, info: ITapTrade.TapAPIOrderQuoteMarketNotice)->Any:
+    def OnHKMarketQuoteNotice(self, info: ITapTrade.TapAPIOrderQuoteMarketNotice)->None:
         ...
-    def OnRspOrderLocalRemove(self, sessionID: int, errorCode: int, info: ITapTrade.TapAPIOrderLocalRemoveRsp)->Any:
+    def OnRspOrderLocalRemove(self, sessionID: int, errorCode: int, info: ITapTrade.TapAPIOrderLocalRemoveRsp)->None:
         ...
-    def OnRspOrderLocalInput(self, sessionID: int, errorCode: int, info: ITapTrade.TapAPIOrderInfo)->Any:
+    def OnRspOrderLocalInput(self, sessionID: int, errorCode: int, info: ITapTrade.TapAPIOrderInfo)->None:
         ...
-    def OnRspOrderLocalModify(self, sessionID: int, errorCode: int, info: ITapTrade.TapAPIOrderInfo)->Any:
+    def OnRspOrderLocalModify(self, sessionID: int, errorCode: int, info: ITapTrade.TapAPIOrderInfo)->None:
         ...
-    def OnRspOrderLocalTransfer(self, sessionID: int, errorCode: int, info: ITapTrade.TapAPIOrderInfo)->Any:
+    def OnRspOrderLocalTransfer(self, sessionID: int, errorCode: int, info: ITapTrade.TapAPIOrderInfo)->None:
         ...
-    def OnRspFillLocalInput(self, sessionID: int, errorCode: int, info: ITapTrade.TapAPIFillLocalInputReq)->Any:
+    def OnRspFillLocalInput(self, sessionID: int, errorCode: int, info: ITapTrade.TapAPIFillLocalInputReq)->None:
         ...
-    def OnRspFillLocalRemove(self, sessionID: int, errorCode: int, info: ITapTrade.TapAPIFillLocalRemoveReq)->Any:
+    def OnRspFillLocalRemove(self, sessionID: int, errorCode: int, info: ITapTrade.TapAPIFillLocalRemoveReq)->None:
         ...
 class ITapTradeAPI():
     

vnpy/gateway/itap/itap_gateway.py

@@ -1,32 +1,55 @@
-from typing import Any, Sequence, Optional
+import sys
+from dataclasses import dataclass
+from datetime import datetime
+from typing import Any, Dict, Optional, Tuple
 
-from vnpy.api.itap.vnitap import (
+from vnpy.api.itap.vnitap import (APIYNFLAG_NO, AsyncDispatchException, CreateTapQuoteAPI,
-    CreateTapQuoteAPI,
+                                  FreeTapQuoteAPI, ITapQuoteAPI, ITapQuoteAPINotify,
-    GetITapTradeAPIVersion,
+                                  TAPIERROR_SUCCEED, TAPI_CALLPUT_FLAG_NONE,
-    GetTapQuoteAPIVersion,
+                                  TAPI_COMMODITY_TYPE_FUTURES, TAPI_COMMODITY_TYPE_INDEX,
-    ITapQuoteAPINotify,
+                                  TAPI_COMMODITY_TYPE_OPTION, TAPI_COMMODITY_TYPE_SPOT,
-    TapAPIApplicationInfo,
+                                  TAPI_COMMODITY_TYPE_STOCK, TapAPIApplicationInfo, TapAPIContract,
-    TapAPIContract,
+                                  TapAPIQuotLoginRspInfo, TapAPIQuoteCommodityInfo,
-    TapAPIQuotLoginRspInfo,
+                                  TapAPIQuoteContractInfo, TapAPIQuoteLoginAuth, TapAPIQuoteWhole,
-    TapAPIQuoteCommodityInfo,
+                                  set_async_callback_exception_handler)
-    TapAPIQuoteContractInfo,
-    TapAPIQuoteWhole,
-    TAPIERROR_SUCCEED,
-    TapAPIQuoteLoginAuth,
-    ITapQuoteAPI,
-    APIYNFLAG_NO,
-    FreeTapQuoteAPI,
-)
 
+from vnpy.api.itap.error_codes import error_map
 from vnpy.event import EventEngine
+from vnpy.trader.constant import Exchange, Product
 from vnpy.trader.gateway import BaseGateway
 from vnpy.trader.object import (
     CancelRequest,
-    HistoryRequest,
+    ContractData,
     OrderRequest,
     SubscribeRequest,
-)
+    TickData)
-from vnpy.api.itap.error_codes import error_map
+
+PRODUCT_TYPE_ITAP2VT = {
+    TAPI_COMMODITY_TYPE_SPOT: Product.SPOT,
+    TAPI_COMMODITY_TYPE_FUTURES: Product.FUTURES,
+    TAPI_COMMODITY_TYPE_OPTION: Product.OPTION,
+    TAPI_COMMODITY_TYPE_INDEX: Product.INDEX,
+    TAPI_COMMODITY_TYPE_STOCK: Product.EQUITY,
+}
+
+EXCHANGE_ITAP2VT = {
+    'SGX': Exchange.SGX,
+    'INE': Exchange.INE,
+    'APEX': Exchange.APEX,
+    'NYMEX': Exchange.NYMEX,
+    'LME': Exchange.LME,
+    'COMEX': Exchange.COMEX,  # verify: I added this exchange in vnpy, is this correct?
+    'CBOT': Exchange.CBOT,
+    'HKEX': Exchange.HKFE,  # verify: is this correct?,
+    'CME': Exchange.CME,
+}
+EXCHANGE_VT2ITAP = {v: k for k, v in EXCHANGE_ITAP2VT.items()}
+
+
+def parse_datetime(dt_str: str):
+    # todo: 我不知道这个时间所用的是哪种时间
+    # yyyy-MM-dd hh:nn:ss.xxx
+    return datetime.strptime(dt_str, "%Y-%m-%d %H:%M:%S.%f")
 
 
 def error_to_str(err_code: int) -> str:
@@ -36,15 +59,37 @@ def error_to_str(err_code: int) -> str:
         return f"Unknown error({err_code})"
 
 
+@dataclass()
+class ContractExtraInfo:
+    """
+    缓存一些ITAP API不直接提供的信息，而且仅仅保存这些信息。Symbol之类的作为键就不保存在这里面了
+    """
+    name: str
+    commodity_type: int
+    commodity_no: str
+
+
 class QuoteNotify(ITapQuoteAPINotify):
+
+    def __init__(self, gateway: "ITapGateway"):
+        super().__init__()
+        self.gateway = gateway
+
+    @property
+    def api(self) -> ITapQuoteAPI:
+        return self.gateway.api
+
     def OnRspLogin(self, errorCode: int, info: TapAPIQuotLoginRspInfo) -> Any:
-        if TAPIERROR_SUCCEED == errorCode:
+        if self.gateway.if_error_write_log(errorCode, "OnRspQryCommodity"):
-            print("[+] login succeed!")
+            self.gateway.write_log("行情服务器登录失败")
-        else:
+            return
-            print(f"[-] login failed! {error_to_str(errorCode)}")
+        self.gateway.write_log("行情服务器登录成功")
 
     def OnAPIReady(self) -> Any:
         print("OnApiReady")
+        error_code, sessionId = self.api.QryCommodity()
+        if self.gateway.if_error_write_log(error_code, "api.QryCommodity"):
+            return
 
     def OnDisconnect(self, reasonCode: int) -> Any:
         print(f"OnDisconnect : {error_to_str(reasonCode)}")
@@ -56,25 +101,96 @@ class QuoteNotify(ITapQuoteAPINotify):
         isLast: int,
         info: TapAPIQuoteCommodityInfo,
     ) -> Any:
-        print(f"OnRspQryCommodity : {error_to_str(errorCode)}")
+        if self.gateway.if_error_write_log(errorCode, "OnRspQryCommodity"):
+            return
+
+        error_code, session_id = self.api.QryContract(info.Commodity)
+        if self.gateway.if_error_write_log(error_code, "api.QryContract"):
+            return
 
     def OnRspQryContract(
         self, sessionID: int, errorCode: int, isLast: int, info: TapAPIQuoteContractInfo
     ) -> Any:
-        print("OnRspQryContract")
+        if self.gateway.if_error_write_log(errorCode, "OnRspQryContract"):
+            return
+        if info is not None:  # isLast == True ==> info is None
+            symbol = info.Contract.ContractNo1  # what's the different between No1 and No2?
+            exchange = EXCHANGE_ITAP2VT[info.Contract.Commodity.ExchangeNo]
+            name = info.ContractName
+            contract_data = ContractData(
+                gateway_name=self.gateway.gateway_name,
+                symbol=symbol,
+                exchange=exchange,
+                name=name,
+                product=PRODUCT_TYPE_ITAP2VT.get(info.ContractType, Product.EQUITY),
+                size=1,  # verify: no key for this
+                pricetick=1,  # verify: no key for this
+                min_volume=1,  # verify: no key for this
+                # ...
+            )
+            contract_extra_info = ContractExtraInfo(
+                name=name,
+                commodity_type=info.Contract.Commodity.CommodityType,
+                commodity_no=info.Contract.Commodity.CommodityNo,
+            )
+            self.gateway.contract_extra_infos[(symbol, exchange)] = contract_extra_info
+            self.gateway.on_contract(contract_data)
 
     def OnRspSubscribeQuote(
         self, sessionID: int, errorCode: int, isLast: int, info: TapAPIQuoteWhole
     ) -> Any:
         print("OnRspSubscribeQuote")
+        if self.gateway.if_error_write_log(errorCode, "OnRspSubscribeQuote"):
+            return
 
     def OnRspUnSubscribeQuote(
         self, sessionID: int, errorCode: int, isLast: int, info: TapAPIContract
     ) -> Any:
         print("OnRspUnSubscribeQuote")
+        if self.gateway.if_error_write_log(errorCode, "OnRspUnSubscribeQuote"):
+            return
 
     def OnRtnQuote(self, info: TapAPIQuoteWhole) -> Any:
-        print("OnRtnQuote")
+        symbol = info.Contract.ContractNo1
+        exchange = EXCHANGE_ITAP2VT[info.Contract.Commodity.ExchangeNo]
+        extra_info = self.gateway.contract_extra_infos[(symbol, exchange)]
+        tick = TickData(
+            gateway_name=self.gateway.gateway_name,
+            symbol=symbol,
+            exchange=exchange,
+            datetime=parse_datetime(info.DateTimeStamp),
+            name=extra_info.name,
+            volume=info.QTotalQty,
+            last_price=info.QLastPrice,
+            last_volume=info.QLastQty,
+            limit_up=info.QLimitUpPrice,
+            limit_down=info.QLimitDownPrice,
+            open_price=info.QOpeningPrice,
+            high_price=info.QHighPrice,
+            low_price=info.QLowPrice,
+            pre_close=info.QPreClosingPrice,
+            bid_price_1=info.QBidPrice[0],
+            bid_price_2=info.QBidPrice[1],
+            bid_price_3=info.QBidPrice[3],
+            bid_price_4=info.QBidPrice[4],
+            bid_price_5=info.QBidPrice[5],
+            ask_price_1=info.QAskPrice[0],
+            ask_price_2=info.QAskPrice[1],
+            ask_price_3=info.QAskPrice[2],
+            ask_price_4=info.QAskPrice[3],
+            ask_price_5=info.QAskPrice[4],
+            bid_volume_1=info.QBidQty[0],
+            bid_volume_2=info.QBidQty[1],
+            bid_volume_3=info.QBidQty[2],
+            bid_volume_4=info.QBidQty[3],
+            bid_volume_5=info.QBidQty[4],
+            ask_volume_1=info.QAskQty[0],
+            ask_volume_2=info.QAskQty[1],
+            ask_volume_3=info.QAskQty[2],
+            ask_volume_4=info.QAskQty[3],
+            ask_volume_5=info.QAskQty[4],
+        )
+        self.gateway.on_tick(tick=tick)
 
 
 class ITapGateway(BaseGateway):
@@ -85,11 +201,16 @@ class ITapGateway(BaseGateway):
         "quote_username": "",
         "quote_password": "",
     }
+    exchanges = list(EXCHANGE_VT2ITAP.keys())
 
     def __init__(self, event_engine: EventEngine):
         super().__init__(event_engine, "ITAP")
         self.api: Optional[ITapQuoteAPI] = None
-        self.quote_notify = QuoteNotify()
+        self.quote_notify = QuoteNotify(self)
+
+        # [symbol, exchange] : [CommodityType, CommodityNo]
+        self.contract_extra_infos: Dict[Tuple[str, Exchange], ContractExtraInfo] = {}
+        set_async_callback_exception_handler(self._async_callback_exception_handler)
 
     def connect(self, setting: dict):
         auth_code = setting["auth_code"]
@@ -97,24 +218,25 @@ class ITapGateway(BaseGateway):
         quote_port = setting["quote_port"]
         quote_username = setting["quote_username"]
         quote_password = setting["quote_password"]
-        print("quote version:", GetTapQuoteAPIVersion())
+        # print("quote version:", GetTapQuoteAPIVersion())
-        print("trade version:", GetITapTradeAPIVersion())
+        # print("trade version:", GetITapTradeAPIVersion())
 
         ai = TapAPIApplicationInfo()
         ai.AuthCode = auth_code
 
         # iResult是输出参数，Python中只能用返回值作为输出。
-        # 具体输出了哪些，看pyi的注释
+        # 具体输出了哪些，可以看pyi的注释
         api, iResult = CreateTapQuoteAPI(ai)
         if api is None:
-            error_code = iResult  # 看API文档的注释：iResult就是错误代码
+            self.if_error_write_log(iResult, "CreateTapQuoteAPI")
-            print(f"CreateTapQuoteAPI error: {error_to_str(error_code)}")
+            return
-            return  # todo: error report
+
+        assert self.api is None
+        self.api = api
 
         api.SetAPINotify(self.quote_notify)
         error_code: int = api.SetHostAddress(quote_host, quote_port)
-        if TAPIERROR_SUCCEED != error_code:
+        if self.if_error_write_log(error_code, "SetHostAddress"):
-            print(f"SetHostAddress error: {error_to_str(error_code)}")
             return
 
         # login
@@ -124,10 +246,8 @@ class ITapGateway(BaseGateway):
         la.ISDDA = APIYNFLAG_NO
         la.ISModifyPassword = APIYNFLAG_NO
         error_code: int = api.Login(la)  # async
-        if TAPIERROR_SUCCEED != error_code:
+        if self.if_error_write_log(error_code, "api.Login"):
-            print(f"Login error: {error_to_str(error_code)}")
             return
-        self.api = api
 
     def close(self):
         self.api.SetAPINotify(None)
@@ -137,7 +257,17 @@ class ITapGateway(BaseGateway):
         pass
 
     def subscribe(self, req: SubscribeRequest):
-        pass
+        contract = TapAPIContract()
+        extra_info = self.contract_extra_infos[(req.symbol, req.exchange)]
+        contract.Commodity.ExchangeNo = EXCHANGE_VT2ITAP[req.exchange]
+        contract.Commodity.CommodityType = extra_info.commodity_type
+        contract.Commodity.CommodityNo = extra_info.commodity_no
+        contract.ContractNo1 = req.symbol
+        contract.CallOrPutFlag1 = TAPI_CALLPUT_FLAG_NONE
+        contract.CallOrPutFlag2 = TAPI_CALLPUT_FLAG_NONE
+        error_code, session_id = self.api.SubscribeQuote(contract)
+        if self.if_error_write_log(error_code, "api.SubscribeQuote"):
+            return
 
     def send_order(self, req: OrderRequest) -> str:
         pass
@@ -150,3 +280,22 @@ class ITapGateway(BaseGateway):
 
     def query_position(self):
         pass
+
+    def _async_callback_exception_handler(self, e: AsyncDispatchException):
+        error_str = (f"发生内部错误，位置：\n{e.instance}.{e.function_name}，详细信息：\n"
+                     f"{e.what}\n"
+                     )
+        print(error_str, file=sys.stderr, flush=True)
+        self.write_log(error_str)
+        return True
+
+    def if_error_write_log(self, error_code: int, function: str):
+        """
+        检查返回值，如果发生错误，调用write_log报告该错误，并返回True
+        :return: 若有错误发生，返回True
+        """
+        if TAPIERROR_SUCCEED != error_code:
+            error_msg = f"调用{function}时出错：\n{error_to_str(error_code)}"
+            self.write_log(error_msg)
+            print(error_msg, file=sys.stderr)
+            return True