diff --git a/vn.shzd/test/test.py b/vn.shzd/test/test.py index ef798b56..13bb2c5f 100644 --- a/vn.shzd/test/test.py +++ b/vn.shzd/test/test.py @@ -61,20 +61,22 @@ if __name__ == '__main__': api.shzdSendInfoToTrade(data) # 订阅行情 - #sleep(1) - #data = {} - #data['msgtype'] = 'MA' - #data['11'] = '00010337' - #data['201'] = '+' - #data['307'] = "CME,6J1609" - #api.shzdSendInfoToMarket(data) - - # 查询合约 sleep(1) data = {} - data['msgtype'] = 'HY' + data['msgtype'] = 'MA' data['11'] = '00010337' - api.shzdSendInfoToMarket(data) + data['201'] = '+' + #data['307'] = "CME,6J1609" + data['307'] = 'ICE,WBS1611' + print data + api.shzdSendInfoToMarket(data) + + # # 查询合约 + # sleep(1) + # data = {} + # data['msgtype'] = 'HY' + # data['11'] = '00010337' + # api.shzdSendInfoToMarket(data) raw_input() diff --git a/vn.shzd/test/vnshzd.pyd b/vn.shzd/test/vnshzd.pyd index 360ba706..e7eff5c4 100644 Binary files a/vn.shzd/test/vnshzd.pyd and b/vn.shzd/test/vnshzd.pyd differ diff --git a/vn.shzd/vnshzd/Visual Studio 2013/settings/Windows Azure Subscriptions.xml b/vn.shzd/vnshzd/Visual Studio 2013/settings/Windows Azure Subscriptions.xml new file mode 100644 index 00000000..f843396f --- /dev/null +++ b/vn.shzd/vnshzd/Visual Studio 2013/settings/Windows Azure Subscriptions.xml @@ -0,0 +1,5 @@ + + + + AQAAANCMnd8BFdERjHoAwE/Cl+sBAAAAhuIZgFnYcU6wvp5DI4FozAAAAAACAAAAAAAQZgAAAAEAACAAAACyJa+Jnl/uRJUP2SsBX9ZHDY07DykRlfJOx19Bau6baAAAAAAOgAAAAAIAACAAAABUf90FtZppPsx0/SzUg7pJy3dl0+0m85T8Nj0EIB6V4hAAAABUOvyp+dSDfeHTYiKNSA1aQAAAAK/IFSOsdaDi/DRWUMO36IsYrn3l4BwuYS7bMjHTNmhO0btjZ37KG7A/tzXGf4qIgNjhFc7ftdzUzJwH9emXYFc= + \ No newline at end of file diff --git a/vn.shzd/vnshzd/vnshzd/vnshzd.cpp b/vn.shzd/vnshzd/vnshzd/vnshzd.cpp index 7861d2ac..294fe6de 100644 --- a/vn.shzd/vnshzd/vnshzd/vnshzd.cpp +++ b/vn.shzd/vnshzd/vnshzd/vnshzd.cpp @@ -146,7 +146,7 @@ void ShzdApi::processMarketInfo(Task* task) } } - this->onReceiveTradeInfo(data); + this->onReceiveMarketInfo(data); delete task->task_data; delete task; diff --git a/vn.shzd/vnshzd/vnshzd/vnshzd.vcxproj b/vn.shzd/vnshzd/vnshzd/vnshzd.vcxproj index d4c879b0..16abf5d9 100644 --- a/vn.shzd/vnshzd/vnshzd/vnshzd.vcxproj +++ b/vn.shzd/vnshzd/vnshzd/vnshzd.vcxproj @@ -44,8 +44,8 @@ false - D:\vn.shzd\shzdapi;D:\Anaconda2\include;D:\boost_1_60_0;$(IncludePath) - D:\vn.shzd\shzdapi;D:\boost_1_60_0\libs;D:\Anaconda2\libs;$(ReferencePath) + X:\GithubProject\vnpy\vn.shzd\shzdapi;D:\Anaconda2\include;D:\boost_1_57_0;$(IncludePath) + D:\boost_1_57_0\libs;X:\GithubProject\vnpy\vn.shzd\shzdapi;D:\Anaconda2\libs;$(ReferencePath) .pyd @@ -76,7 +76,7 @@ true true true - D:\boost_1_60_0\stage\lib;D:\Anaconda2\libs;%(AdditionalLibraryDirectories) + D:\boost_1_57_0\stage\lib;D:\Anaconda2\libs;%(AdditionalLibraryDirectories) diff --git a/vn.shzd/vnshzd/vnshzd/vnshzd.vcxproj.user b/vn.shzd/vnshzd/vnshzd/vnshzd.vcxproj.user new file mode 100644 index 00000000..ef5ff2a1 --- /dev/null +++ b/vn.shzd/vnshzd/vnshzd/vnshzd.vcxproj.user @@ -0,0 +1,4 @@ + + + + \ No newline at end of file diff --git a/vn.trader/shzdGateway/SHZD_connect.json b/vn.trader/shzdGateway/SHZD_connect.json new file mode 100644 index 00000000..0bf3746e --- /dev/null +++ b/vn.trader/shzdGateway/SHZD_connect.json @@ -0,0 +1,8 @@ +{ + "frontAddress": "222.73.119.230", + "frontPort": 7003, + "marketAddress": "222.73.119.230", + "marketPort": 9003, + "userId": "demo000604", + "userPwd": "888888" +} \ No newline at end of file diff --git a/vn.trader/shzdGateway/ShZdTradeLib.dll b/vn.trader/shzdGateway/ShZdTradeLib.dll new file mode 100644 index 00000000..8ac53fa5 Binary files /dev/null and b/vn.trader/shzdGateway/ShZdTradeLib.dll differ diff --git a/vn.trader/shzdGateway/__init__.py b/vn.trader/shzdGateway/__init__.py new file mode 100644 index 00000000..e69de29b diff --git a/vn.trader/shzdGateway/shzdGateway.py b/vn.trader/shzdGateway/shzdGateway.py new file mode 100644 index 00000000..9f4f0708 --- /dev/null +++ b/vn.trader/shzdGateway/shzdGateway.py @@ -0,0 +1,683 @@ +# encoding: UTF-8 + +''' +vn.shzd的gateway接入 +''' + + +import os +import json +from copy import copy +from datetime import datetime + +from vnshzd import ShzdApi +from vtGateway import * + + +# 以下为一些VT类型和SHZD类型的映射字典 +# 价格类型映射 +priceTypeMap = {} +priceTypeMap[PRICETYPE_LIMITPRICE] = '1' +priceTypeMap[PRICETYPE_MARKETPRICE] = '2' +priceTypeMapReverse = {v: k for k, v in priceTypeMap.items()} + +# 方向类型映射 +directionMap = {} +directionMap[DIRECTION_LONG] = '1' +directionMap[DIRECTION_SHORT] = '2' +directionMapReverse = {v: k for k, v in directionMap.items()} + +# 交易所类型映射 +exchangeMap = {} +#exchangeMap[EXCHANGE_CFFEX] = 'CFFEX' +#exchangeMap[EXCHANGE_SHFE] = 'SHFE' +#exchangeMap[EXCHANGE_CZCE] = 'CZCE' +#exchangeMap[EXCHANGE_DCE] = 'DCE' +exchangeMap[EXCHANGE_HKEX] = 'HKEX' +exchangeMap[EXCHANGE_CME] = 'CME' +exchangeMap[EXCHANGE_ICE] = 'ICE' +exchangeMapReverse = {v:k for k,v in exchangeMap.items()} + +# 产品类型映射 +productClassMap = {} +productClassMap[PRODUCT_FUTURES] = 'F' +productClassMap[PRODUCT_OPTION] = 'O' +productClassMapReverse = {v:k for k,v in productClassMap.items()} + +# 委托状态映射 +orderStatusMapReverse = {} +orderStatusMapReverse['2'] = STATUS_NOTTRADED +orderStatusMapReverse['3'] = STATUS_PARTTRADED +orderStatusMapReverse['4'] = STATUS_ALLTRADED +orderStatusMapReverse['5'] = STATUS_CANCELLED +orderStatusMapReverse['6'] = STATUS_CANCELLED + +s = set() + +######################################################################## +class ShzdGateway(VtGateway): + """SHZD接口""" + + #---------------------------------------------------------------------- + def __init__(self, eventEngine, gatewayName='SHZD'): + """Constructor""" + super(ShzdGateway, self).__init__(eventEngine, gatewayName) + + self.api = ShzdGatewayApi(self) + + self.qryEnabled = False # 是否要启动循环查询 + + #---------------------------------------------------------------------- + def connect(self): + """连接""" + # 载入json文件 + fileName = self.gatewayName + '_connect.json' + fileName = os.getcwd() + '/shzdGateway/' + 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: + frontAddress = str(setting['frontAddress']) + frontPort = int(setting['frontPort']) + marketAddress = str(setting['marketAddress']) + marketPort = int(setting['marketPort']) + userId = str(setting['userId']) + userPwd = str(setting['userPwd']) + except KeyError: + self.writeLog(u'连接配置缺少字段，请检查') + return + + # 创建行情和交易接口对象 + self.api.connect(userId, userPwd, + frontAddress, frontPort, + marketAddress, marketPort) + + # 初始化并启动查询 + self.initQuery() + + #---------------------------------------------------------------------- + def writeLog(self, logContent): + """记录日志""" + log = VtLogData() + log.gatewayName = self.gatewayName + log.logContent = logContent + self.onLog(log) + + #---------------------------------------------------------------------- + def subscribe(self, subscribeReq): + """订阅行情""" + self.api.subscribe(subscribeReq) + + #---------------------------------------------------------------------- + def sendOrder(self, orderReq): + """发单""" + return self.api.sendOrder(orderReq) + + #---------------------------------------------------------------------- + def cancelOrder(self, cancelOrderReq): + """撤单""" + self.api.cancelOrder(cancelOrderReq) + + #---------------------------------------------------------------------- + def qryAccount(self): + """查询账户资金""" + self.api.qryAccount() + + #---------------------------------------------------------------------- + def qryPosition(self): + """查询持仓""" + self.api.qryPosition() + + #---------------------------------------------------------------------- + def close(self): + """关闭""" + self.api.release() # 释放接口对象 + + #---------------------------------------------------------------------- + def initQuery(self): + """初始化连续查询""" + if self.qryEnabled: + # 需要循环的查询函数列表 + self.qryFunctionList = [self.qryAccount, self.qryPosition] + + 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 + + self.startQuery() + + #---------------------------------------------------------------------- + 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 + + # 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""" + 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 ShzdGatewayApi(ShzdApi): + """直达接口的继承实现""" + + #---------------------------------------------------------------------- + def __init__(self, gateway): + """Constructor""" + super(ShzdGatewayApi, self).__init__() + + self.gateway = gateway + self.gatewayName = gateway.gatewayName + + self.userId = EMPTY_STRING # 用户名 + self.accountNo = EMPTY_STRING # 查询等用的单一账号 + self.accountNoList = [] # 账号列表 + + self.tradeCallbacks = {} # 交易回调函数映射 + self.marketCallbacks = {} # 行情回调函数映射 + + # 委托相关 + self.localNo = EMPTY_INT # 本地委托号 + self.orderDict = {} # key为str(localNo)，value为委托对象 + self.orderNoDict = {} # key为OrderNo，value为localNo + self.localNoDict = {} # key为str(localNo)，value为(SystemNo, OrderNo) + self.cancelDict = {} # key为等待撤单的str(localNo)，value为CancelOrderReq + + self.initCallbacks() + + #---------------------------------------------------------------------- + def initCallbacks(self): + """初始化回调函数映射""" + # 行情推送 + self.marketCallbacks['MA1'] = self.onMarketData + + # 登录和查询回报 + self.tradeCallbacks['A1'] = self.onLogin + self.tradeCallbacks['AC1'] = self.onQryAccount + self.tradeCallbacks['OS1'] = self.onQryPosition + self.tradeCallbacks['HY'] = self.onQryContract + self.tradeCallbacks['ORS1'] = self.onQryOrder + self.tradeCallbacks['FS1'] = self.onTrade + + # 下单和撤单确认 + self.tradeCallbacks['O1'] = self.onSendOrder + self.tradeCallbacks['C1'] = self.onCancelOrder + + # 成交委托推送 + self.tradeCallbacks['O3'] = self.onTrade + self.tradeCallbacks['OST'] = self.onOrder + + #---------------------------------------------------------------------- + def onReceiveErrorInfo(self, errcode, errmsg): + """错误推送回报""" + err = VtErrorData() + err.gatewayName = self.gatewayName + err.errorID = errcode + err.errorMsg = errmsg + self.gateway.onError(err) + + #---------------------------------------------------------------------- + def onReceiveMarketInfo(self, data): + """行情推送回报""" + func = self.marketCallbacks.get(data['msgtype'], None) + if func: + func(data) + + #---------------------------------------------------------------------- + def onReceiveTradeInfo(self, data): + """交易推送回报""" + func = self.tradeCallbacks.get(data['msgtype'], None) + if func: + func(data) + + #---------------------------------------------------------------------- + def onMarketData(self, data): + """行情推送""" + printDict(data) + tick = VtTickData() + tick.gatewayName = self.gatewayName + + tick.symbol = data['307'] + tick.exchange = exchangeMapReverse.get(data['306'], EXCHANGE_UNKNOWN) + tick.vtSymbol = '.'.join([tick.symbol, EXCHANGE_UNKNOWN]) + + tick.volume = int(data['513']) + tick.openInterest = int(data['514']) + + dt = data['512'].split(' ') + tick.time = dt[1] + tick.date = dt[0].replace('_', '') + + try: + tick.lastPrice = float(data['504']) + tick.openPrice = float(data['508']) + tick.highPrice = float(data['506']) + tick.lowPrice = float(data['507']) + tick.preClosePrice = float(data['509']) + + # 可以实现5档深度 + tick.bidPrice1 = float(data['500']) + tick.bidVolume1 = int(data['501']) + tick.askPrice1 = float(data['502']) + tick.askVolume1 = int(data['503']) + except ValueError: + pass + + self.gateway.onTick(tick) + + #---------------------------------------------------------------------- + def onLogin(self, data): + """登录成功推送""" + if '11' in data: + self.accountNo = data['11'] + self.accountNoList.append(data['11']) + + self.loginStatus = True + self.gateway.writeLog(u'账户%s，结算货币%s' %(data['11'], data['200'])) + + if '410' in data and data['410'] == '1': + self.gateway.writeLog(u'登录成功') + self.qryContract() + self.qryOrder() + self.qryTrade() + + #---------------------------------------------------------------------- + def onSendOrder(self, data): + """下单回报""" + if not data['404'] or data['404'] == '00000': + order = VtOrderData() + order.gatewayName = self.gatewayName + + order.symbol = data['307'] + order.exchange = exchangeMapReverse.get(data['306'], EXCHANGE_UNKNOWN) + order.vtSymbol = '.'.join([order.symbol, order.exchange]) + + order.orderID = data['305'] + order.vtOrderID = '.'.join([self.gatewayName, order.orderID]) + + order.direction = directionMapReverse.get(data['308'], DIRECTION_UNKNOWN) + order.price = float(data['310']) + order.totalVolume = int(data['309']) + order.status = orderStatusMapReverse.get(data['405'], STATUS_UNKNOWN) + order.orderTime = data['346'] + + self.orderDict[order.orderID] = order + self.localNoDict[order.orderID] = (order['300'], order['301']) + + # 委托查询 + if '315' in data: + order.tradedVolume = int(data['315']) + + self.gateway.onOrder(copy(order)) + + # 检查是否要撤单 + if order.orderID in self.cancelDict: + self.cancelOrder(self.cancelDict[order.orderID]) + del self.cancelDict[order.orderID] + else: + error = VtErrorData() + error.gatewayName = self.gatewayName + error.errorID = data['404'] + error.errorMsg = u'委托失败' + self.gateway.onError(error) + + #---------------------------------------------------------------------- + def onCancelOrder(self, data): + """撤单回报""" + orderID = self.orderNoDict[data['301']] + order = self.orderDict[orderID] + + if not data['404'] or data['404'] == '00000': + order.status = STATUS_CANCELLED + order.cancelTime = data['326'] + self.gateway.onOrder(copy(order)) + else: + error = VtErrorData() + error.gatewayName = self.gatewayName + error.errorID = data['404'] + error.errorMsg = u'撤单失败' + self.gateway.onError(error) + + #---------------------------------------------------------------------- + def onTrade(self, data): + """成交推送""" + if '307' in data: + trade = VtTradeData() + trade.gatewayName = self.gatewayName + + trade.symbol = data['307'] + trade.exchange = exchangeMapReverse.get(data['306'], EXCHANGE_UNKNOWN) + trade.vtSymbol = '.'.join([trade.symbol, trade.exchange]) + + trade.tradeID = data['304'] + trade.vtTradeID = '.'.join([self.gatewayName, trade.tradeID]) + + trade.orderID = data['305'] + trade.vtOrderID = '.'.join([self.gatewayName, trade.orderID]) + + trade.direction = directionMapReverse.get(data['308'], DIRECTION_UNKNOWN) + + trade.price = float(data['313']) + trade.volume = int(data['315']) + trade.tradeTime = data['326'] + + self.gateway.onTrade(trade) + + elif '410' in data and data['410'] == '1': + self.gateway.writeLog(u'成交查询完成') + + #---------------------------------------------------------------------- + def onOrder(self, data): + """委托变化推送""" + orderID = self.orderNoDict[data['301']] + order = self.orderDict[orderID] + order.tradedVolume = int(data['315']) + self.gateway.onOrder(copy(order)) + + #---------------------------------------------------------------------- + def onQryOrder(self, data): + """查询委托回报""" + if '404' in data and data['404'] != '00000': + error = VtErrorData() + error.gatewayName = self.gatewayName + error.errorID = data['404'] + error.errorMsg = u'查询委托失败' + self.gateway.onError(error) + + elif '410' not in data and '307' in data: + order = VtOrderData() + order.gatewayName = self.gatewayName + + order.symbol = data['307'] + order.exchange = exchangeMapReverse.get(data['306'], EXCHANGE_UNKNOWN) + order.vtSymbol = '.'.join([order.symbol, order.exchange]) + + order.orderID = data['305'] + order.vtOrderID = '.'.join([self.gatewayName, order.orderID]) + + order.direction = directionMapReverse.get(data['308'], DIRECTION_UNKNOWN) + order.price = float(data['310']) + order.totalVolume = int(data['309']) + order.status = orderStatusMapReverse.get(data['405'], STATUS_UNKNOWN) + order.orderTime = data['346'] + + self.orderDict[order.orderID] = order + self.localNoDict[order.orderID] = (data['300'], data['301']) + + order.tradedVolume = int(data['315']) + + self.gateway.onOrder(copy(order)) + + elif '410' in data and data['410'] == '1': + self.gateway.writeLog(u'委托查询完成') + + #---------------------------------------------------------------------- + def onQryPosition(self, data): + """持仓查询返回""" + if '307' in data: + pos = VtPositionData() + pos.gatewayName = self.gatewayName + pos.symbol = data['307'] + pos.exchange = exchangeMapReverse.get(data['306'], EXCHANGE_UNKNOWN) + pos.vtSymbol = '.'.join([pos.symbol, pos.exchange]) + + longPos = copy(pos) + longPos.direction = DIRECTION_LONG + longPos.position = int(data['442']) + longPos.price = float(data['443']) + longPos.vtPositionName = '.'.join([longPos.vtSymbol, longPos.direction]) + + shortPos = copy(pos) + shortPos.direction = DIRECTION_SHORT + shortPos.position = int(data['445']) + shortPos.price = float(data['446']) + shortPos.vtPositionName = '.'.join([shortPos.vtSymbol, shortPos.direction]) + + self.gateway.onPosition(longPos) + self.gateway.onPosition(shortPos) + + #---------------------------------------------------------------------- + def onQryAccount(self, data): + """账户资金查询返回""" + if '11' in data: + account = VtAccountData() + account.gatewayName = self.gatewayName + + account.accountID = data['11'] + account.vtAccountID = '.'.join([self.gatewayName, account.accountID]) + account.preBalance = float(data['218']) + account.available = float(data['203']) + account.commission = float(data['221']) + account.margin = float(data['212']) + account.closeProfit = float(data['205']) + account.positionProfit = float(data['216']) + + self.gateway.onAccount(account) + + #---------------------------------------------------------------------- + def onQryContract(self, data): + """查询合约推送""" + if '306' in data and data['306'] in exchangeMapReverse: + contract = VtContractData() + contract.gatewayName = self.gatewayName + + contract.symbol = data['333'] + data['307'] + contract.exchange = exchangeMapReverse.get(data['306'], EXCHANGE_UNKNOWN) + contract.vtSymbol = '.'.join([contract.symbol, contract.exchange]) + + contract.name = data['332'].decode('GBK') + contract.productClass = productClassMapReverse.get(data['335'], '') + contract.size = float(data['336']) + contract.priceTick = float(data['337']) + + self.gateway.onContract(contract) + + if '410' in data and data['410'] == '1': + self.gateway.writeLog(u'合约查询完成') + + #---------------------------------------------------------------------- + def connect(self, userId, userPwd, + frontAddress, frontPort, + marketAddress, marketPort): + """连接""" + self.userId = userId + + # 初始化接口 + n = self.initShZdServer() + if n: + self.gateway.writeLog(u'接口初始化失败，原因%s' %n) + return + else: + self.gateway.writeLog(u'接口初始化成功') + + # 连接交易服务器 + n = self.registerFront(frontAddress, frontPort) + if n: + self.gateway.writeLog(u'交易服务器连接失败，原因%s' %n) + return + else: + self.gateway.writeLog(u'交易服务器连接成功') + + # 连接行情服务器 + n = self.registerMarket(marketAddress, marketPort) + if n: + self.gateway.writeLog(u'行情服务器连接失败，原因%s' %n) + return + else: + self.gateway.writeLog(u'行情服务器连接成功') + + # 登录 + req = {} + req['msgtype'] = 'A' + req['12'] = 'demo000604' + req['16'] = '888888' + self.shzdSendInfoToTrade(req) + + #---------------------------------------------------------------------- + def subscribe(self, subscribeReq): + """订阅行情""" + req = {} + req['msgtype'] = 'MA' + req['11'] = self.accountNo + req['201'] = '+' + req['307'] = ','.join([exchangeMap[subscribeReq.exchange], subscribeReq.symbol]) + self.shzdSendInfoToMarket(req) + + #---------------------------------------------------------------------- + def sendOrder(self, orderReq): + """发单""" + req = {} + req['msgtype'] = 'O' + req['12'] = self.userId + req['11'] = self.accountNo + req['306'] = exchangeMap.get(orderReq.exchange, '') + req['307'] = orderReq.symbol + req['308'] = directionMap.get(orderReq.direction, '') + req['309'] = str(orderReq.volume) + req['310'] = str(orderReq.price) + req['401'] = priceTypeMap.get(orderReq.priceType, '') + + self.localNo += 1 + req['305'] = str(self.localNo) + + self.shzdSendInfoToTrade(req) + + vtOrderID = '.'.join([self.gatewayName, str(self.localNo)]) + return vtOrderID + + #---------------------------------------------------------------------- + def cancelOrder(self, cancelReq): + """撤单""" + tmp = self.localNoDict.get(cancelReq.orderID, None) + + if tmp: + systemNo = tmp[0] + orderNo = tmp[1] + order = self.orderDict[cancelReq.orderID] + + req = {} + req['12'] = self.userId + req['11'] = self.accountNo + req['300'] = systemNo + req['301'] = orderNo + req['306'] = exchangeMap.get(order.exchange, '') + req['307'] = order.symbol + req['308'] = directionMap.get(order.direction, '') + req['309'] = str(order.volume) + req['310'] = 0 + req['315'] = 0 + else: + self.cancelSet.add(cancelReq) + + #---------------------------------------------------------------------- + def qryAccount(self): + """查询账户""" + req = {} + req['msgtype'] = 'AC' + req['12'] = self.userId + req['11'] = self.accountNo + self.shzdSendInfoToTrade(req) + + #---------------------------------------------------------------------- + def qryPosition(self): + """持仓查询""" + req = {} + req['msgtype'] = 'OS' + req['12'] = self.userId + req['11'] = self.accountNo + self.shzdSendInfoToTrade(req) + + #---------------------------------------------------------------------- + def qryContract(self): + """合约查询""" + req = {} + req['msgtype'] = 'HY' + req['11'] = self.accountNo + self.shzdSendInfoToTrade(req) + + #---------------------------------------------------------------------- + def qryTrade(self): + """成交查询""" + req = {} + req['msgtype'] = 'FS' + req['12'] = self.userId + req['11'] = self.accountNo + self.shzdSendInfoToTrade(req) + + #---------------------------------------------------------------------- + def qryOrder(self): + """委托查询""" + req = {} + req['msgtype'] = 'ORS' + req['12'] = self.userId + req['11'] = self.accountNo + self.shzdSendInfoToTrade(req) + + +#---------------------------------------------------------------------- +def printDict(d): + """打印字典""" + print '-' * 50 + l = d.keys() + l.sort() + for k in l: + print k, ':', d[k] + + + +if __name__ == '__main__': + + api = TestApi() + + # 初始化连接 + api.initShZdServer() + + # 注册前置机地址 + print api.registerFront('222.73.119.230', 7003) + print api.registerMarket('222.73.119.230', 9003) + + # 登录 + sleep(1) + data = {} + data['msgtype'] = 'A' + data['12'] = 'demo000604' + data['16'] = '888888' + api.shzdSendInfoToTrade(data) + + # 订阅行情 + sleep(1) + data = {} + data['msgtype'] = 'MA' + data['11'] = '00010337' + data['201'] = '+' + data['307'] = "CME,6J1609" + api.shzdSendInfoToMarket(data) + + raw_input() \ No newline at end of file diff --git a/vn.trader/shzdGateway/vnshzd.pyd b/vn.trader/shzdGateway/vnshzd.pyd new file mode 100644 index 00000000..e7eff5c4 Binary files /dev/null and b/vn.trader/shzdGateway/vnshzd.pyd differ diff --git a/vn.trader/uiBasicWidget.py b/vn.trader/uiBasicWidget.py index f67e4bd4..acddf75a 100644 --- a/vn.trader/uiBasicWidget.py +++ b/vn.trader/uiBasicWidget.py @@ -624,6 +624,7 @@ class TradingWidget(QtGui.QFrame): EXCHANGE_SGE, EXCHANGE_HKEX, EXCHANGE_SMART, + EXCHANGE_ICE, EXCHANGE_NYMEX, EXCHANGE_GLOBEX, EXCHANGE_IDEALPRO] diff --git a/vn.trader/uiMainWindow.py b/vn.trader/uiMainWindow.py index a2f9914b..c0dbbe77 100644 --- a/vn.trader/uiMainWindow.py +++ b/vn.trader/uiMainWindow.py @@ -89,6 +89,9 @@ class MainWindow(QtGui.QMainWindow): connectIbAction = QtGui.QAction(u'连接IB', self) connectIbAction.triggered.connect(self.connectIb) + connectShzdAction = QtGui.QAction(u'连接直达', self) + connectShzdAction.triggered.connect(self.connectShzd) + connectOandaAction = QtGui.QAction(u'连接OANDA', self) connectOandaAction.triggered.connect(self.connectOanda) @@ -144,6 +147,8 @@ class MainWindow(QtGui.QMainWindow): sysMenu.addSeparator() if 'IB' in self.mainEngine.gatewayDict: sysMenu.addAction(connectIbAction) + if 'SHZD' in self.mainEngine.gatewayDict: + sysMenu.addAction(connectShzdAction) if 'OANDA' in self.mainEngine.gatewayDict: sysMenu.addAction(connectOandaAction) if 'OKCOIN' in self.mainEngine.gatewayDict: @@ -246,6 +251,11 @@ class MainWindow(QtGui.QMainWindow): """连接Ib""" self.mainEngine.connect('IB') + #---------------------------------------------------------------------- + def connectShzd(self): + """连接Ib""" + self.mainEngine.connect('SHZD') + #---------------------------------------------------------------------- def connectOanda(self): """连接OANDA""" diff --git a/vn.trader/vtConstant.py b/vn.trader/vtConstant.py index 380a158c..b401411f 100644 --- a/vn.trader/vtConstant.py +++ b/vn.trader/vtConstant.py @@ -68,6 +68,9 @@ EXCHANGE_NYMEX = 'NYMEX' # IB 期货 EXCHANGE_GLOBEX = 'GLOBEX' # CME电子交易平台 EXCHANGE_IDEALPRO = 'IDEALPRO' # IB外汇ECN +EXCHANGE_CME = 'CME' # CME交易所 +EXCHANGE_ICE = 'ICE' # ICE交易所 + EXCHANGE_OANDA = 'OANDA' # OANDA外汇做市商 EXCHANGE_OKCOIN = 'OKCOIN' # OKCOIN比特币交易所 diff --git a/vn.trader/vtEngine.py b/vn.trader/vtEngine.py index 662d0315..57f5f3f4 100644 --- a/vn.trader/vtEngine.py +++ b/vn.trader/vtEngine.py @@ -115,6 +115,12 @@ class MainEngine(object): except Exception, e: print e + try: + from shzdGateway.shzdGateway import ShzdGateway + self.addGateway(ShzdGateway, 'SHZD') + except Exception, e: + print e + try: from oandaGateway.oandaGateway import OandaGateway self.addGateway(OandaGateway, 'OANDA')