初步完成IB接口，支持股票和期货交易，期权等回头有需求再做，欢迎报bug

vn.trader/IB_connect.json

@@ -0,0 +1,5 @@
+{
+    "host": "localhost", 
+    "port": 7496, 
+    "clientId": 888
+}

vn.trader/ibGateway.py

@@ -0,0 +1,608 @@
+# encoding: UTF-8
+
+'''
+ibpy的gateway接入
+
+注意事项：
+1. ib api只能获取和操作当前连接后下的单，并且每次重启程序后，之前下的单子收不到
+2. ib api的成交也只会推送当前连接后的成交
+3. ib api的持仓和账户更新可以订阅成主推模式，因此getAccount和getPosition就用不到了
+4. 目前只支持股票和期货交易，ib api里期权合约的确定是基于Contract对象的多个字段，比较复杂暂时没做
+5. 海外市场的交易规则和国内有很多细节上的不同，所以一些字段类型的映射可能不合理，如果发现问题欢迎指出
+'''
+
+import json
+from time import sleep, strftime, localtime
+from copy import copy
+
+from PyQt4 import QtGui, QtCore
+
+from ib.ext.Contract import Contract
+from ib.ext.Order import Order
+from ib.ext.EWrapper import EWrapper
+from ib.ext.EClientSocket import EClientSocket
+
+from vtGateway import *
+
+
+# 以下为一些VT类型和CTP类型的映射字典
+# 价格类型映射
+priceTypeMap = {}
+priceTypeMap[PRICETYPE_LIMITPRICE] = 'LMT'
+priceTypeMap[PRICETYPE_MARKETPRICE] = 'MKT'
+priceTypeMapReverse = {v: k for k, v in priceTypeMap.items()} 
+
+# 方向类型映射
+directionMap = {}
+directionMap[DIRECTION_LONG] = 'BUY'
+directionMap[DIRECTION_SHORT] = 'SSHORT'
+directionMap[DIRECTION_SELL] = 'SELL'
+directionMapReverse = {v: k for k, v in directionMap.items()}
+directionMapReverse['BOT'] = DIRECTION_LONG
+directionMapReverse['SLD'] = DIRECTION_SHORT
+
+# 交易所类型映射
+exchangeMap = {}
+exchangeMap[EXCHANGE_SMART] = 'SMART'
+exchangeMap[EXCHANGE_GLOBEX] = 'GLOBEX'
+exchangeMap[EXCHANGE_IDEALPRO] = 'IDEALPRO'
+exchangeMapReverse = {v:k for k,v in exchangeMap.items()}
+
+# 报单状态映射
+orderStatusMap = {}
+orderStatusMap[STATUS_NOTTRADED] = 'Submitted'
+orderStatusMap[STATUS_ALLTRADED] = 'Filled'
+orderStatusMap[STATUS_CANCELLED] = 'Cancelled'
+orderStatusMapReverse = {v:k for k,v in orderStatusMap.items()}
+orderStatusMapReverse['PendingSubmit'] = STATUS_UNKNOWN     # 这里未来视乎需求可以拓展vt订单的状态类型
+orderStatusMapReverse['PendingCancel'] = STATUS_UNKNOWN
+orderStatusMapReverse['PreSubmitted'] = STATUS_UNKNOWN
+orderStatusMapReverse['Inactive'] = STATUS_UNKNOWN
+
+# 合约类型映射
+productClassMap = {}
+productClassMap[PRODUCT_EQUITY] = 'STK'
+productClassMap[PRODUCT_FUTURES] = 'FUT'
+productClassMap[PRODUCT_OPTION] = 'OPT'
+productClassMap[PRODUCT_FOREX] = 'CASH'
+
+# 期权类型映射
+optionTypeMap = {}
+optionTypeMap[OPTION_CALL] = 'CALL'
+optionTypeMap[OPTION_PUT] = 'PUT'
+optionTypeMap = {v:k for k,v in optionTypeMap.items()}
+
+# 货币类型映射
+currencyMap = {}
+currencyMap[CURRENCY_USD] = 'USD'
+currencyMap[CURRENCY_CNY] = 'CNY'
+currencyMap = {v:k for k,v in currencyMap.items()}
+
+# Tick数据的Field和名称映射
+tickFieldMap = {}
+tickFieldMap[0] = 'bidVolume1'
+tickFieldMap[1] = 'bidPrice1'
+tickFieldMap[2] = 'askPrice1'
+tickFieldMap[3] = 'askVolume1'
+tickFieldMap[4] = 'lastPrice'
+tickFieldMap[5] = 'lastVolume'
+tickFieldMap[6] = 'highPrice'
+tickFieldMap[7] = 'lowPrice'
+tickFieldMap[8] = 'volume'
+tickFieldMap[14] = 'openPrice'
+tickFieldMap[20] = 'openInterest'
+
+# Account数据Key和名称的映射
+accountKeyMap = {}
+accountKeyMap['NetLiquidationByCurrency'] = 'balance'
+accountKeyMap['NetLiquidation'] = 'balance'
+accountKeyMap['UnrealizedPnL'] = 'positionProfit'
+accountKeyMap['AvailableFunds'] = 'available'
+accountKeyMap['MaintMarginReq'] = 'margin'
+
+
+########################################################################
+class IbGateway(VtGateway):
+    """IB接口"""
+
+    #----------------------------------------------------------------------
+    def __init__(self, eventEngine, gatewayName='IB'):
+        """Constructor"""
+        super(IbGateway, self).__init__(eventEngine, gatewayName)
+        
+        self.host = EMPTY_STRING        # 连接地址
+        self.port = EMPTY_INT           # 连接端口
+        self.clientId = EMPTY_INT       # 用户编号
+        
+        self.tickerId = 0               # 订阅行情时的代码编号    
+        self.tickDict = {}              # tick快照字典，key为tickerId，value为VtTickData对象
+        
+        self.orderId  = 0               # 订单编号
+        self.orderDict = {}             # 报单字典，key为orderId，value为VtOrderData对象
+        
+        self.accountDict = {}           # 账户字典
+        
+        self.connected = False          # 连接状态
+        
+        self.wrapper = IbWrapper(self)                  # 回调接口
+        self.connection = EClientSocket(self.wrapper)   # 主动接口
+
+    #----------------------------------------------------------------------
+    def connect(self):
+        """连接"""
+        # 载入json文件
+        fileName = self.gatewayName + '_connect.json'
+        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:
+            self.host = str(setting['host'])
+            self.port = int(setting['port'])
+            self.clientId = int(setting['clientId'])
+        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            
+        
+        # 发起连接
+        self.connection.eConnect(self.host, self.port, self.clientId)
+        
+        # 查询服务器时间
+        self.connection.reqCurrentTime()
+        
+        # 请求账户数据主推更新
+        self.connection.reqAccountUpdates(True, '')
+    
+    #----------------------------------------------------------------------
+    def subscribe(self, subscribeReq):
+        """订阅行情"""
+        # 订阅行情
+        self.tickerId += 1
+        
+        contract = Contract()
+        contract.m_symbol = str(subscribeReq.symbol)
+        contract.m_exchange = exchangeMap.get(subscribeReq.exchange, '')
+        contract.m_secType = productClassMap.get(subscribeReq.productClass, '')
+        contract.m_currency = currencyMap.get(subscribeReq.currency, '')
+        contract.m_expiry = subscribeReq.expiry
+        contract.m_strike = subscribeReq.strikePrice
+        contract.m_right = optionTypeMap.get(subscribeReq.optionType, '')
+    
+        self.connection.reqMktData(self.tickerId, contract, '', False)
+        
+        # 创建Tick对象并保存到字典中
+        tick = VtTickData()
+        tick.symbol = subscribeReq.symbol
+        tick.exchange = subscribeReq.exchange
+        tick.vtSymbol = '.'.join([tick.symbol, tick.exchange])
+        tick.gatewayName = self.gatewayName
+        self.tickDict[self.tickerId] = tick
+    
+    #----------------------------------------------------------------------
+    def sendOrder(self, orderReq):
+        """发单"""
+        # 增加报单号1，最后再次进行查询
+        # 这里双重设计的目的是为了防止某些情况下，连续发单时，nextOrderId的回调推送速度慢导致没有更新
+        self.orderId += 1
+        
+        # 创建合约对象
+        contract = Contract()
+        contract.m_symbol = str(orderReq.symbol)
+        contract.m_exchange = exchangeMap.get(orderReq.exchange, '')
+        contract.m_secType = productClassMap.get(orderReq.productClass, '')
+        contract.m_currency = currencyMap.get(orderReq.currency, '')
+        
+        contract.m_expiry = orderReq.expiry
+        contract.m_strike = orderReq.strikePrice
+        contract.m_right = optionTypeMap.get(orderReq.optionType, '')
+        
+        # 创建委托对象
+        order = Order()
+        order.m_orderId = self.orderId
+        order.m_clientId = self.clientId
+        
+        order.m_action = directionMap.get(orderReq.direction, '')
+        order.m_lmtPrice = orderReq.price
+        order.m_totalQuantity = orderReq.volume
+        order.m_orderType = priceTypeMap.get(orderReq.priceType, '')
+        
+        # 发送委托
+        self.connection.placeOrder(self.orderId, contract, order)
+        
+        # 查询下一个有效编号
+        self.connection.reqIds(1)
+    
+    #----------------------------------------------------------------------
+    def cancelOrder(self, cancelOrderReq):
+        """撤单"""
+        self.connection.cancelOrder(cancelOrderReq.orderID)
+    
+    #----------------------------------------------------------------------
+    def getAccount(self):
+        """查询账户资金"""
+        log = VtLogData()
+        log.gatewayName = self.gatewayName        
+        log.logContent = u'IB接口账户信息提供主推更新，无需查询'
+        self.onLog(log) 
+    
+    #----------------------------------------------------------------------
+    def getPosition(self):
+        """查询持仓"""
+        log = VtLogData()
+        log.gatewayName = self.gatewayName        
+        log.logContent = u'IB接口持仓信息提供主推更新，无需查询'
+        self.onLog(log) 
+    
+    #----------------------------------------------------------------------
+    def close(self):
+        """关闭"""
+        self.connection.eDisconnect()
+
+
+########################################################################
+class IbWrapper(EWrapper):
+    """IB回调接口的实现"""
+
+    #----------------------------------------------------------------------
+    def __init__(self, gateway):
+        """Constructor"""
+        super(IbWrapper, self).__init__()
+        
+        self.connectionStatus = False               # 连接状态
+        
+        self.gateway = gateway                      # gateway对象
+        self.gatewayName = gateway.gatewayName      # gateway对象名称
+        
+        self.tickDict = gateway.tickDict            # tick快照字典，key为tickerId，value为VtTickData对象
+        self.orderDict = gateway.orderDict          # order字典
+        self.accountDict = gateway.accountDict      # account字典
+       
+    #----------------------------------------------------------------------
+    def tickPrice(self, tickerId, field, price, canAutoExecute):
+        """行情推送（价格相关）"""
+        if field in tickFieldMap:
+            tick = self.tickDict[tickerId]
+            key = tickFieldMap[field]
+            tick.__setattr__(key, price)
+        else:
+            print field
+
+    #----------------------------------------------------------------------
+    def tickSize(self, tickerId, field, size):
+        """行情推送（量相关）"""
+        if field in tickFieldMap:
+            tick = self.tickDict[tickerId]
+            key = tickFieldMap[field]
+            tick.__setattr__(key, size)       
+        else:
+            print field
+
+    #----------------------------------------------------------------------
+    def tickOptionComputation(self, tickerId, field, impliedVol, delta, optPrice, pvDividend, gamma, vega, theta, undPrice):
+        """行情推送（期权数值）"""
+        pass
+
+    #----------------------------------------------------------------------
+    def tickGeneric(self, tickerId, tickType, value):
+        """行情推送（某些通用字段）"""
+        pass
+
+    #---------------------------------------------------------------------- 
+    def tickString(self, tickerId, tickType, value):
+        """行情推送，特殊字段相关"""
+        if tickType == 45:
+            lt = localtime(int(value))
+            
+            tick = self.tickDict[tickerId]
+            tick.time = strftime('%H:%M:%S', lt)
+            tick.date = strftime('%Y%m%d')
+            
+            # 这里使用copy的目的是为了保证推送到事件系统中的对象
+            # 不会被当前的API线程修改，否则可能出现多线程数据同步错误
+            newtick = copy(tick)
+            self.gateway.onTick(newtick)
+
+    #----------------------------------------------------------------------
+    def tickEFP(self, tickerId, tickType, basisPoints, formattedBasisPoints, impliedFuture, holdDays, futureExpiry, dividendImpact, dividendsToExpiry):
+        """行情推送（合约属性相关）"""
+        pass
+
+    #---------------------------------------------------------------------- 
+    def orderStatus(self, orderId, status, filled, remaining, avgFillPrice, permId, parentId, lastFillPrice, clientId, whyHeld):
+        """报单成交回报"""
+        pass
+        orderId = str(orderId)
+        
+        if orderId in self.orderDict:
+            od = self.orderDict[orderId]
+        else:
+            od = VtOrderData()  # od代表orderData
+            od.orderID = orderId
+            od.vtOrderID = '.'.join([self.gatewayName, orderId])
+            od.gatewayName = self.gatewayName
+            self.orderDict[orderId] = od
+        
+        od.status = orderStatusMapReverse.get(status, STATUS_UNKNOWN)
+        od.tradedVolume = filled
+        
+        newod = copy(od)
+        self.gateway.onOrder(newod)
+
+    #----------------------------------------------------------------------
+    def openOrder(self, orderId, contract, order, orderState):
+        """报单信息推送"""
+        orderId = str(orderId)  # orderId是整数
+        
+        if orderId in self.orderDict:
+            od = self.orderDict[orderId]
+        else:
+            od = VtOrderData()  # od代表orderData
+            od.orderID = orderId
+            od.vtOrderID = '.'.join([self.gatewayName, orderId])
+            od.symbol = contract.m_symbol
+            od.exchange = exchangeMapReverse.get(contract.m_exchange, '')
+            od.vtSymbol = '.'.join([od.symbol, od.exchange])  
+            od.gatewayName = self.gatewayName
+            self.orderDict[orderId] = od
+        
+        od.direction = directionMapReverse.get(order.m_action, '')
+        od.price = order.m_lmtPrice
+        od.totalVolume = order.m_totalQuantity
+        
+        newod = copy(od)
+        self.gateway.onOrder(newod)
+
+    #----------------------------------------------------------------------
+    def openOrderEnd(self):
+        """ generated source for method openOrderEnd """
+        pass
+
+    #----------------------------------------------------------------------
+    def updateAccountValue(self, key, value, currency, accountName):
+        """更新账户数据"""
+        # 仅逐个字段更新数据，这里对于没有currency的推送忽略
+        if currency:
+            name = '.'.join([accountName, currency])
+            
+            if name in self.accountDict:
+                account = self.accountDict[name]
+            else:
+                account = VtAccountData()
+                account.accountID = name
+                account.vtAccountID = name
+                account.gatewayName = self.gatewayName
+                self.accountDict[name] = account
+            
+            if key in accountKeyMap:
+                k = accountKeyMap[key]
+                account.__setattr__(k, float(value))
+        
+    #----------------------------------------------------------------------
+    def updatePortfolio(self, contract, position, marketPrice, marketValue, averageCost, unrealizedPNL, realizedPNL, accountName):
+        """持仓更新推送"""
+        pos = VtPositionData()
+        
+        pos.symbol = contract.m_symbol
+        pos.exchange = exchangeMapReverse.get(contract.m_exchange, contract.m_exchange)
+        pos.vtSymbol = '.'.join([pos.symbol, pos.exchange])
+        pos.direction = DIRECTION_NET
+        pos.position = position
+        pos.price = averageCost
+        pos.vtPositionName = pos.vtSymbol
+        pos.gatewayName = self.gatewayName
+        
+        self.gateway.onPosition(pos)
+
+    #----------------------------------------------------------------------
+    def updateAccountTime(self, timeStamp):
+        """更新账户数据的时间"""
+        # 推送数据
+        for account in self.accountDict.values():
+            newaccount = copy(account)
+            self.gateway.onAccount(newaccount)
+
+    #----------------------------------------------------------------------
+    def accountDownloadEnd(self, accountName):
+        """ generated source for method accountDownloadEnd """
+        pass
+
+    #----------------------------------------------------------------------
+    def nextValidId(self, orderId):
+        """下一个有效报单编号更新"""
+        self.gateway.orderId = orderId
+
+    #----------------------------------------------------------------------
+    def contractDetails(self, reqId, contractDetails):
+        """ generated source for method contractDetails """
+        pass
+
+    #----------------------------------------------------------------------
+    def bondContractDetails(self, reqId, contractDetails):
+        """ generated source for method bondContractDetails """
+
+    #----------------------------------------------------------------------
+    def contractDetailsEnd(self, reqId):
+        """ generated source for method contractDetailsEnd """
+        pass
+
+    #----------------------------------------------------------------------
+    def execDetails(self, reqId, contract, execution):
+        """成交推送"""
+        trade = VtTradeData()
+        trade.gatewayName = self.gatewayName     
+        trade.tradeID = execution.m_execId
+        trade.vtTradeID = '.'.join([self.gatewayName, trade.tradeID])
+        
+        trade.symbol = contract.m_symbol
+        trade.exchange = exchangeMapReverse.get(contract.m_exchange, '')
+        trade.vtSymbol = '.'.join([trade.symbol, trade.exchange])  
+        
+        trade.orderID = str(execution.m_orderId)
+        trade.direction = directionMapReverse.get(execution.m_side, '')
+        trade.price = execution.m_price
+        trade.volume = execution.m_shares
+        trade.tradeTime = execution.m_time  
+        
+        self.gateway.onTrade(trade)
+
+    #----------------------------------------------------------------------
+    def execDetailsEnd(self, reqId):
+        """ generated source for method execDetailsEnd """
+        pass
+
+    #----------------------------------------------------------------------
+    def updateMktDepth(self, tickerId, position, operation, side, price, size):
+        """ generated source for method updateMktDepth """
+        pass
+
+    #----------------------------------------------------------------------
+    def updateMktDepthL2(self, tickerId, position, marketMaker, operation, side, price, size):
+        """ generated source for method updateMktDepthL2 """
+        pass
+
+    #----------------------------------------------------------------------
+    def updateNewsBulletin(self, msgId, msgType, message, origExchange):
+        """ generated source for method updateNewsBulletin """
+        pass
+
+    #----------------------------------------------------------------------
+    def managedAccounts(self, accountsList):
+        """ generated source for method managedAccounts """
+        pass
+
+    #----------------------------------------------------------------------
+    def receiveFA(self, faDataType, xml):
+        """ generated source for method receiveFA """
+        pass
+
+    #----------------------------------------------------------------------
+    def historicalData(self, reqId, date, open, high, low, close, volume, count, WAP, hasGaps):
+        """ generated source for method historicalData """
+        pass
+
+    #----------------------------------------------------------------------
+    def scannerParameters(self, xml):
+        """ generated source for method scannerParameters """
+        pass
+
+    #----------------------------------------------------------------------
+    def scannerData(self, reqId, rank, contractDetails, distance, benchmark, projection, legsStr):
+        ''' generated source for method scannerData '''
+        pass
+
+    #----------------------------------------------------------------------
+    def scannerDataEnd(self, reqId):
+        """ generated source for method scannerDataEnd """
+        pass
+
+    #----------------------------------------------------------------------
+    def realtimeBar(self, reqId, time, open, high, low, close, volume, wap, count):
+        """ generated source for method realtimeBar """
+        pass
+
+    #----------------------------------------------------------------------
+    def currentTime(self, time):
+        """ generated source for method currentTime """
+        t = strftime('%H:%M:%S', localtime(time))
+        
+        self.connectionStatus = True
+        self.gateway.connected = True
+        
+        log = VtLogData()
+        log.gatewayName = self.gatewayName
+        log.logContent = (u'IB接口连接成功，当前服务器时间%s' %t)
+        self.gateway.onLog(log) 
+
+    #----------------------------------------------------------------------
+    def fundamentalData(self, reqId, data):
+        """ generated source for method fundamentalData """
+        pass
+
+    #----------------------------------------------------------------------
+    def deltaNeutralValidation(self, reqId, underComp):
+        """ generated source for method deltaNeutralValidation """
+        pass
+
+    #----------------------------------------------------------------------
+    def tickSnapshotEnd(self, reqId):
+        """ generated source for method tickSnapshotEnd """
+        pass
+
+    #----------------------------------------------------------------------
+    def marketDataType(self, reqId, marketDataType):
+        """ generated source for method marketDataType """
+        pass
+
+    #----------------------------------------------------------------------
+    def commissionReport(self, commissionReport):
+        """ generated source for method commissionReport """
+        pass
+
+    #----------------------------------------------------------------------
+    def position(self, account, contract, pos, avgCost):
+        """ generated source for method position """
+        pass
+
+    #----------------------------------------------------------------------
+    def positionEnd(self):
+        """ generated source for method positionEnd """
+        pass
+
+    #----------------------------------------------------------------------
+    def accountSummary(self, reqId, account, tag, value, currency):
+        """ generated source for method accountSummary """
+        pass
+
+    #----------------------------------------------------------------------
+    def accountSummaryEnd(self, reqId):
+        """ generated source for method accountSummaryEnd """   
+        pass
+        
+    #----------------------------------------------------------------------
+    def error(self, id=None, errorCode=None, errorMsg=None):
+        """错误回报"""
+        err = VtErrorData()
+        err.gatewayName = self.gatewayName
+        err.errorID = errorCode
+        err.errorMsg = errorMsg
+        self.gateway.onError(err)
+
+    #----------------------------------------------------------------------
+    def error_0(self, strval=None):
+        """错误回报（单一字符串）"""
+        err = VtErrorData()
+        err.gatewayName = self.gatewayName
+        err.errorMsg = strval
+        self.gateway.onError(err)
+
+    #----------------------------------------------------------------------
+    def error_1(self, id=None, errorCode=None, errorMsg=None):
+        """错误回报（字符串和代码）"""
+        err = VtErrorData()
+        err.gatewayName = self.gatewayName
+        err.errorID = errorCode
+        err.errorMsg = errorMsg
+        self.gateway.onError(err)
+        
+    #----------------------------------------------------------------------
+    def connectionClosed(self):
+        """连接断开"""       
+        self.connectionStatus = False
+        self.gateway.connected = False
+        
+        log = VtLogData()
+        log.gatewayName = self.gatewayName
+        log.logContent = (u'IB接口连接断开')
+        self.gateway.onLog(log) 
+    
+    

vn.trader/uiBasicWidget.py

@@ -27,7 +27,10 @@ class BasicCell(QtGui.QTableWidgetItem):
     #----------------------------------------------------------------------
     def setContent(self, text):
         """设置内容"""
-        self.setText(text)
+        if text == '0' or text == '0.0':
+            self.setText('')
+        else:
+            self.setText(text)
 
 
 ########################################################################
@@ -533,7 +536,20 @@ class TradingWidget(QtGui.QFrame):
                     EXCHANGE_DCE,
                     EXCHANGE_CZCE,
                     EXCHANGE_SSE,
-                    EXCHANGE_SZSE]
+                    EXCHANGE_SZSE,
+                    EXCHANGE_SMART,
+                    EXCHANGE_GLOBEX,
+                    EXCHANGE_IDEALPRO]
+    
+    currencyList = [CURRENCY_CNY,
+                    CURRENCY_USD]
+    
+    productClassList = [PRODUCT_UNKNOWN,
+                        PRODUCT_EQUITY,
+                        PRODUCT_FUTURES,
+                        PRODUCT_OPTION]
+    
+    gatewayList = ['']
 
     #----------------------------------------------------------------------
     def __init__(self, mainEngine, eventEngine, dataEngine, parent=None):
@@ -544,6 +560,9 @@ class TradingWidget(QtGui.QFrame):
         self.dataEngine = dataEngine
         
         self.symbol = ''
+        
+        # 添加交易接口
+        self.gatewayList.extend(mainEngine.gatewayDict.keys())
 
         self.initUi()
         self.connectSignal()
@@ -565,6 +584,9 @@ class TradingWidget(QtGui.QFrame):
         labelVolume = QtGui.QLabel(u'数量')
         labelPriceType = QtGui.QLabel(u'价格类型')
         labelExchange = QtGui.QLabel(u'交易所') 
+        labelCurrency = QtGui.QLabel(u'货币')
+        labelProductClass = QtGui.QLabel(u'产品类型')
+        labelGateway = QtGui.QLabel(u'交易接口')
 
         self.lineSymbol = QtGui.QLineEdit()
         self.lineName = QtGui.QLineEdit()
@@ -588,7 +610,16 @@ class TradingWidget(QtGui.QFrame):
         self.comboPriceType.addItems(self.priceTypeList)
         
         self.comboExchange = QtGui.QComboBox()
-        self.comboExchange.addItems(self.exchangeList)        
+        self.comboExchange.addItems(self.exchangeList)      
+        
+        self.comboCurrency = QtGui.QComboBox()
+        self.comboCurrency.addItems(self.currencyList)
+        
+        self.comboProductClass = QtGui.QComboBox()
+        self.comboProductClass.addItems(self.productClassList)     
+        
+        self.comboGateway = QtGui.QComboBox()
+        self.comboGateway.addItems(self.gatewayList)          
 
         gridleft = QtGui.QGridLayout()
         gridleft.addWidget(labelSymbol, 0, 0)
@@ -599,6 +630,10 @@ class TradingWidget(QtGui.QFrame):
         gridleft.addWidget(labelVolume, 5, 0)
         gridleft.addWidget(labelPriceType, 6, 0)
         gridleft.addWidget(labelExchange, 7, 0)
+        gridleft.addWidget(labelCurrency, 8, 0)
+        gridleft.addWidget(labelProductClass, 9, 0)   
+        gridleft.addWidget(labelGateway, 10, 0)
+        
         gridleft.addWidget(self.lineSymbol, 0, 1)
         gridleft.addWidget(self.lineName, 1, 1)
         gridleft.addWidget(self.comboDirection, 2, 1)
@@ -607,6 +642,9 @@ class TradingWidget(QtGui.QFrame):
         gridleft.addWidget(self.spinVolume, 5, 1)
         gridleft.addWidget(self.comboPriceType, 6, 1)	
         gridleft.addWidget(self.comboExchange, 7, 1)
+        gridleft.addWidget(self.comboCurrency, 8, 1)	
+        gridleft.addWidget(self.comboProductClass, 9, 1) 
+        gridleft.addWidget(self.comboGateway, 10, 1)
 
         # 右边部分
         labelBid1 = QtGui.QLabel(u'买一')
@@ -716,60 +754,69 @@ class TradingWidget(QtGui.QFrame):
     #----------------------------------------------------------------------
     def updateSymbol(self):
         """合约变化"""
+        # 读取组件数据
         symbol = unicode(self.lineSymbol.text())
         exchange = unicode(self.comboExchange.currentText())
+        currency = unicode(self.comboCurrency.currentText())
+        productClass = unicode(self.comboProductClass.currentText())           
+        gatewayName = unicode(self.comboGateway.currentText())
         
+        # 查询合约
         if exchange:
             vtSymbol = '.'.join([symbol, exchange])
             contract = self.dataEngine.getContract(vtSymbol)
         else:
-            contract = self.dataEngine.getContract(symbol)
+            vtSymbol = symbol
+            contract = self.dataEngine.getContract(symbol)   
         
         if contract:
+            gatewayName = contract.gatewayName
+            self.lineName.setText(contract.name)
             exchange = contract.exchange    # 保证有交易所代码
             
-            self.lineName.setText(contract.name)#.decode('GBK'))
+        # 清空价格数量
+        self.spinPrice.setValue(0)
+        self.spinVolume.setValue(0)
 
-            # 清空价格数量
-            self.spinPrice.setValue(0)
-            self.spinVolume.setValue(0)
+        # 清空行情显示
+        self.labelBidPrice1.setText('')
+        self.labelBidPrice2.setText('')
+        self.labelBidPrice3.setText('')
+        self.labelBidPrice4.setText('')
+        self.labelBidPrice5.setText('')
+        self.labelBidVolume1.setText('')
+        self.labelBidVolume2.setText('')
+        self.labelBidVolume3.setText('')
+        self.labelBidVolume4.setText('')
+        self.labelBidVolume5.setText('')	
+        self.labelAskPrice1.setText('')
+        self.labelAskPrice2.setText('')
+        self.labelAskPrice3.setText('')
+        self.labelAskPrice4.setText('')
+        self.labelAskPrice5.setText('')
+        self.labelAskVolume1.setText('')
+        self.labelAskVolume2.setText('')
+        self.labelAskVolume3.setText('')
+        self.labelAskVolume4.setText('')
+        self.labelAskVolume5.setText('')
+        self.labelLastPrice.setText('')
+        self.labelReturn.setText('')
 
-            # 清空行情显示
-            self.labelBidPrice1.setText('')
-            self.labelBidPrice2.setText('')
-            self.labelBidPrice3.setText('')
-            self.labelBidPrice4.setText('')
-            self.labelBidPrice5.setText('')
-            self.labelBidVolume1.setText('')
-            self.labelBidVolume2.setText('')
-            self.labelBidVolume3.setText('')
-            self.labelBidVolume4.setText('')
-            self.labelBidVolume5.setText('')	
-            self.labelAskPrice1.setText('')
-            self.labelAskPrice2.setText('')
-            self.labelAskPrice3.setText('')
-            self.labelAskPrice4.setText('')
-            self.labelAskPrice5.setText('')
-            self.labelAskVolume1.setText('')
-            self.labelAskVolume2.setText('')
-            self.labelAskVolume3.setText('')
-            self.labelAskVolume4.setText('')
-            self.labelAskVolume5.setText('')
-            self.labelLastPrice.setText('')
-            self.labelReturn.setText('')
+        # 重新注册事件监听
+        self.eventEngine.unregister(EVENT_TICK + self.symbol, self.signal.emit)
+        self.eventEngine.register(EVENT_TICK + vtSymbol, self.signal.emit)
 
-            # 重新注册事件监听
-            self.eventEngine.unregister(EVENT_TICK + self.symbol, self.signal.emit)
-            self.eventEngine.register(EVENT_TICK + contract.vtSymbol, self.signal.emit)
+        # 订阅合约
+        req = VtSubscribeReq()
+        req.symbol = symbol
+        req.exchange = exchange
+        req.currency = currency
+        req.productClass = productClass
+        
+        self.mainEngine.subscribe(req, gatewayName)
 
-            # 订阅合约
-            req = VtSubscribeReq()
-            req.symbol = symbol
-            req.exchange = exchange
-            self.mainEngine.subscribe(req, contract.gatewayName)
-
-            # 更新组件当前交易的合约
-            self.symbol = contract.vtSymbol
+        # 更新组件当前交易的合约
+        self.symbol = vtSymbol
 
     #----------------------------------------------------------------------
     def updateTick(self, event):
@@ -804,8 +851,12 @@ class TradingWidget(QtGui.QFrame):
                 self.labelAskVolume5.setText(str(tick.askVolume5))	
 
             self.labelLastPrice.setText(str(tick.lastPrice))
-            rt = (tick.lastPrice/tick.preClosePrice)-1
-            self.labelReturn.setText(('%.2f' %(rt*100))+'%')
+            
+            if tick.preClosePrice:
+                rt = (tick.lastPrice/tick.preClosePrice)-1
+                self.labelReturn.setText(('%.2f' %(rt*100))+'%')
+            else:
+                self.labelReturn.setText('')
 
     #----------------------------------------------------------------------
     def connectSignal(self):
@@ -815,25 +866,36 @@ class TradingWidget(QtGui.QFrame):
     #----------------------------------------------------------------------
     def sendOrder(self):
         """发单"""
-        symbol = str(self.lineSymbol.text())
-        exchange = str(self.comboExchange.currentText())
+        symbol = unicode(self.lineSymbol.text())
+        exchange = unicode(self.comboExchange.currentText())
+        currency = unicode(self.comboCurrency.currentText())
+        productClass = unicode(self.comboProductClass.currentText())           
+        gatewayName = unicode(self.comboGateway.currentText())        
 
+        # 查询合约
         if exchange:
             vtSymbol = '.'.join([symbol, exchange])
             contract = self.dataEngine.getContract(vtSymbol)
         else:
+            vtSymbol = symbol
             contract = self.dataEngine.getContract(symbol)
-            
+        
         if contract:
-            req = VtOrderReq()
-            req.symbol = symbol
-            req.exchange = contract.exchange
-            req.price = self.spinPrice.value()
-            req.volume = self.spinVolume.value()
-            req.direction = unicode(self.comboDirection.currentText())
-            req.priceType = unicode(self.comboPriceType.currentText())
-            req.offset = unicode(self.comboOffset.currentText())
-            self.mainEngine.sendOrder(req, contract.gatewayName)
+            gatewayName = contract.gatewayName
+            exchange = contract.exchange    # 保证有交易所代码
+            
+        req = VtOrderReq()
+        req.symbol = symbol
+        req.exchange = exchange
+        req.price = self.spinPrice.value()
+        req.volume = self.spinVolume.value()
+        req.direction = unicode(self.comboDirection.currentText())
+        req.priceType = unicode(self.comboPriceType.currentText())
+        req.offset = unicode(self.comboOffset.currentText())
+        req.currency = currency
+        req.productClass = productClass
+        
+        self.mainEngine.sendOrder(req, gatewayName)
             
     #----------------------------------------------------------------------
     def cancelAll(self):

vn.trader/uiMainWindow.py

@@ -77,6 +77,9 @@ class MainWindow(QtGui.QMainWindow):
         connectWindAction = QtGui.QAction(u'连接Wind', self)
         connectWindAction.triggered.connect(self.connectWind)
         
+        connectIbAction = QtGui.QAction(u'连接IB', self)
+        connectIbAction.triggered.connect(self.connectIb)        
+        
         testAction = QtGui.QAction(u'测试', self)
         testAction.triggered.connect(self.testSubscribe)
         
@@ -99,6 +102,7 @@ class MainWindow(QtGui.QMainWindow):
         sysMenu.addAction(connectCtpAction)
         sysMenu.addAction(connectLtsAction)
         sysMenu.addAction(connectWindAction)
+        sysMenu.addAction(connectIbAction)
         sysMenu.addAction(testAction)
         sysMenu.addAction(exitAction)
         
@@ -153,38 +157,32 @@ class MainWindow(QtGui.QMainWindow):
         """连接Wind接口"""
         self.mainEngine.connect('Wind')
     
+    #----------------------------------------------------------------------
+    def connectIb(self):
+        """连接Ib"""
+        self.mainEngine.connect('IB')
+        
     #----------------------------------------------------------------------
     def testSubscribe(self):
         """测试订阅"""
         req = VtSubscribeReq()
-        req.symbol = '600000'
-        req.exchange = EXCHANGE_SSE
-        self.mainEngine.subscribe(req, 'Wind')
+        req.symbol = 'GOOG'
+        req.productClass = PRODUCT_EQUITY
+        req.exchange = EXCHANGE_SMART
+        req.currency = CURRENCY_USD
+        self.mainEngine.subscribe(req, 'IB')
         
-        req = VtSubscribeReq()
-        req.symbol = '000062'
-        req.exchange = EXCHANGE_SZSE
-        self.mainEngine.subscribe(req, 'Wind')        
+        req.symbol = 'AAPL'
+        self.mainEngine.subscribe(req, 'IB')
         
-        req = VtSubscribeReq()
-        req.symbol = 'IF1511'
-        req.exchange = EXCHANGE_CFFEX
-        self.mainEngine.subscribe(req, 'Wind')
+        req.symbol = 'YHOO'
+        self.mainEngine.subscribe(req, 'IB')
         
-        req = VtSubscribeReq()
-        req.symbol = 'CU1601'
-        req.exchange = EXCHANGE_SHFE
-        self.mainEngine.subscribe(req, 'Wind')
+        req.symbol = 'MSFT'
+        self.mainEngine.subscribe(req, 'IB')
         
-        req = VtSubscribeReq()
-        req.symbol = 'C1601'
-        req.exchange = EXCHANGE_DCE
-        self.mainEngine.subscribe(req, 'Wind')       
-        
-        req = VtSubscribeReq()
-        req.symbol = 'SR1601'
-        req.exchange = EXCHANGE_CZCE
-        self.mainEngine.subscribe(req, 'Wind')             
+        req.symbol = 'GE'
+        self.mainEngine.subscribe(req, 'IB')        
         
     #----------------------------------------------------------------------
     def openAbout(self):

vn.trader/vtConstant.py

@@ -12,6 +12,7 @@ DIRECTION_LONG = u'多'
 DIRECTION_SHORT = u'空'
 DIRECTION_UNKNOWN = u'未知'
 DIRECTION_NET = u'净'
+DIRECTION_SELL = u'卖出'      # IB接口
 
 # 开平常量
 OFFSET_NONE = u'无开平'
@@ -34,6 +35,7 @@ PRODUCT_FUTURES = u'期货'
 PRODUCT_OPTION = u'期权'
 PRODUCT_INDEX = u'指数'
 PRODUCT_COMBINATION = u'组合'
+PRODUCT_FOREX = u'外汇'
 PRODUCT_UNKNOWN = u'未知'
 
 # 价格类型常量
@@ -53,5 +55,15 @@ EXCHANGE_CFFEX = u'CFFEX'   # 中金所
 EXCHANGE_SHFE = u'SHFE'     # 上期所
 EXCHANGE_CZCE = u'CZCE'     # 郑商所
 EXCHANGE_DCE = u'DCE'       # 大商所
+
 EXCHANGE_UNKNOWN = 'UNKNOWN'# 未知交易所
-EXCHANGE_NONE = ''          # 空交易所
+EXCHANGE_NONE = ''          # 空交易所
+
+EXCHANGE_SMART = u'SMART'       # IB智能路由（股票、期权）
+EXCHANGE_GLOBEX = u'GLOBEX'     # CME电子交易平台
+EXCHANGE_IDEALPRO = u'IDEALPRO' # IB外汇ECN
+
+# 货币类型
+CURRENCY_USD = 'USD'            # 美元
+CURRENCY_CNY = 'CNY'            # 人民币
+CURRENCY_UNKNOWN = 'UNKNOWN'    # 未知货币

vn.trader/vtEngine.py

@@ -1,6 +1,7 @@
 # encoding: UTF-8
 
 import shelve
+from collections import OrderedDict
 
 from pymongo import MongoClient
 from pymongo.errors import ConnectionFailure
@@ -8,7 +9,8 @@ from pymongo.errors import ConnectionFailure
 from eventEngine import *
 from ctpGateway import CtpGateway
 from ltsGateway import LtsGateway
-from windGateway import WindGateway
+#from windGateway import WindGateway
+from ibGateway import IbGateway
 from vtGateway import *
 import uiBasicWidget
 from ctaEngine import CtaEngine
@@ -30,7 +32,7 @@ class MainEngine(object):
         uiBasicWidget.NameCell.setDataEngine(uiBasicWidget.NameCell, self.dataEngine)   # 将数据引擎对象传给NameCell
         
         # 用来保存接口对象的字典
-        self.gatewayDict = {}
+        self.gatewayDict = OrderedDict()
         
         # 创建我们想要接入的接口对象
         self.addGateway(CtpGateway, 'CTP')
@@ -39,7 +41,9 @@ class MainEngine(object):
         self.addGateway(LtsGateway, 'LTS')
         self.gatewayDict['LTS'].setQryEnabled(True)
         
-        self.addGateway(WindGateway, 'Wind')    # 没有Wind的请注释掉这一行
+        #self.addGateway(WindGateway, 'Wind')    # 没有Wind的请注释掉这一行
+        
+        self.addGateway(IbGateway, 'IB')
         
         # MongoDB数据库相关
         self.dbClient = None    # MongoDB客户端对象

vn.trader/vtGateway.py

@@ -164,7 +164,8 @@ class VtTickData(VtBaseData):
         
         # 成交数据
         self.lastPrice = EMPTY_FLOAT            # 最新成交价
-        self.volume = EMPTY_INT                 # 最新成交量
+        self.lastVolume = EMPTY_INT             # 最新成交量
+        self.volume = EMPTY_INT                 # 今天总成交量
         self.openInterest = EMPTY_INT           # 持仓量
         self.time = EMPTY_STRING                # 时间 11:20:56.5
         self.date = EMPTY_STRING                # 日期 20151009
@@ -370,6 +371,13 @@ class VtSubscribeReq:
         """Constructor"""
         self.symbol = EMPTY_STRING              # 代码
         self.exchange = EMPTY_STRING            # 交易所
+        
+        # 以下为IB相关
+        self.productClass = EMPTY_UNICODE       # 合约类型
+        self.currency = EMPTY_STRING            # 合约货币
+        self.expiry = EMPTY_STRING              # 到期日
+        self.strikePrice = EMPTY_FLOAT          # 行权价
+        self.optionType = EMPTY_UNICODE         # 期权类型
 
 
 ########################################################################
@@ -388,6 +396,13 @@ class VtOrderReq:
         self.direction = EMPTY_STRING           # 买卖
         self.offset = EMPTY_STRING              # 开平
         
+        # 以下为IB相关
+        self.productClass = EMPTY_UNICODE       # 合约类型
+        self.currency = EMPTY_STRING            # 合约货币
+        self.expiry = EMPTY_STRING              # 到期日
+        self.strikePrice = EMPTY_FLOAT          # 行权价
+        self.optionType = EMPTY_UNICODE         # 期权类型        
+        
 
 ########################################################################
 class VtCancelOrderReq: