添加vn.trader接入上海直达的接口

vn.shzd/test/test.py

@@ -61,21 +61,23 @@ 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'
+    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()
     
     

vn.shzd/vnshzd/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+sBAAAAhuIZgFnYcU6wvp5DI4FozAAAAAACAAAAAAAQZgAAAAEAACAAAACyJa+Jnl/uRJUP2SsBX9ZHDY07DykRlfJOx19Bau6baAAAAAAOgAAAAAIAACAAAABUf90FtZppPsx0/SzUg7pJy3dl0+0m85T8Nj0EIB6V4hAAAABUOvyp+dSDfeHTYiKNSA1aQAAAAK/IFSOsdaDi/DRWUMO36IsYrn3l4BwuYS7bMjHTNmhO0btjZ37KG7A/tzXGf4qIgNjhFc7ftdzUzJwH9emXYFc=</TokenCache>
+</SubscriptionDataContainer>

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;

vn.shzd/vnshzd/vnshzd/vnshzd.vcxproj

@@ -44,8 +44,8 @@
   </PropertyGroup>
   <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
     <LinkIncremental>false</LinkIncremental>
-    <IncludePath>D:\vn.shzd\shzdapi;D:\Anaconda2\include;D:\boost_1_60_0;$(IncludePath)</IncludePath>
+    <IncludePath>X:\GithubProject\vnpy\vn.shzd\shzdapi;D:\Anaconda2\include;D:\boost_1_57_0;$(IncludePath)</IncludePath>
-    <ReferencePath>D:\vn.shzd\shzdapi;D:\boost_1_60_0\libs;D:\Anaconda2\libs;$(ReferencePath)</ReferencePath>
+    <ReferencePath>D:\boost_1_57_0\libs;X:\GithubProject\vnpy\vn.shzd\shzdapi;D:\Anaconda2\libs;$(ReferencePath)</ReferencePath>
     <TargetExt>.pyd</TargetExt>
   </PropertyGroup>
   <ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
@@ -76,7 +76,7 @@
       <GenerateDebugInformation>true</GenerateDebugInformation>
       <EnableCOMDATFolding>true</EnableCOMDATFolding>
       <OptimizeReferences>true</OptimizeReferences>
-      <AdditionalLibraryDirectories>D:\boost_1_60_0\stage\lib;D:\Anaconda2\libs;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>
+      <AdditionalLibraryDirectories>D:\boost_1_57_0\stage\lib;D:\Anaconda2\libs;%(AdditionalLibraryDirectories)</AdditionalLibraryDirectories>
     </Link>
   </ItemDefinitionGroup>
   <ItemGroup>

vn.shzd/vnshzd/vnshzd/vnshzd.vcxproj.user

@@ -0,0 +1,4 @@
+<?xml version="1.0" encoding="utf-8"?>
+<Project ToolsVersion="12.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
+  <PropertyGroup />
+</Project>

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"
+}

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()

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]

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"""

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
 

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')