[Del] 去除代码中多余的输出
This commit is contained in:
nanoric
parent
e34781e6b4
commit
d8d05e4da9
@ -53,7 +53,6 @@ void MdApi::OnRspUserLogin(CUstpFtdcRspUserLoginField *pRspUserLogin, CUstpFtdcR
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}
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if (pRspInfo)
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{
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cout << "md OnRspUserLogin pRspInfo" << endl;
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CUstpFtdcRspInfoField *task_error = new CUstpFtdcRspInfoField();
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*task_error = *pRspInfo;
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task.task_error = task_error;
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@ -314,7 +313,6 @@ void MdApi::processRspUserLogin(Task *task)
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dict error;
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if (task->task_error)
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{
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cout << "md processRspUserLogin task_error" << endl;
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CUstpFtdcRspInfoField *task_error = (CUstpFtdcRspInfoField*)task->task_error;
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error["ErrorID"] = task_error->ErrorID;
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error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
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@ -80,8 +80,8 @@
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</PropertyGroup>
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'">
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<LinkIncremental>true</LinkIncremental>
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<IncludePath>C:\ProgramData\VNConda\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\femas;$(IncludePath)</IncludePath>
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<LibraryPath>C:\ProgramData\VNConda\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
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<IncludePath>C:\Python37\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\femas;$(IncludePath)</IncludePath>
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<LibraryPath>C:\Python37\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
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<TargetExt>.pyd</TargetExt>
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<OutDir>$(SolutionDir)..\</OutDir>
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</PropertyGroup>
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@ -95,10 +95,10 @@
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</PropertyGroup>
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'">
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<LinkIncremental>false</LinkIncremental>
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<IncludePath>C:\ProgramData\VNConda\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\femas;$(IncludePath)</IncludePath>
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<IncludePath>C:\Python37\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\femas;$(IncludePath)</IncludePath>
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<ReferencePath>$(ReferencePath)</ReferencePath>
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<TargetExt>.pyd</TargetExt>
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<LibraryPath>C:\ProgramData\VNConda\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
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<LibraryPath>C:\Python37\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
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<OutDir>$(SolutionDir)..\</OutDir>
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</PropertyGroup>
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<ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
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@ -110,6 +110,7 @@
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<PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;NOMINMAX;_CRT_SECURE_NO_WARNINGS;WIN32;_DEBUG;VNFEMASMD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
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<ConformanceMode>true</ConformanceMode>
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<ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
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<MultiProcessorCompilation>true</MultiProcessorCompilation>
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</ClCompile>
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<Link>
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<SubSystem>Console</SubSystem>
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@ -125,6 +126,7 @@
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<PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;NOMINMAX;_CRT_SECURE_NO_WARNINGS;_DEBUG;VNFEMASMD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
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<ConformanceMode>true</ConformanceMode>
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<ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
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<MultiProcessorCompilation>true</MultiProcessorCompilation>
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</ClCompile>
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<Link>
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<SubSystem>Console</SubSystem>
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@ -145,6 +147,9 @@
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<ConformanceMode>true</ConformanceMode>
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<ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
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<RuntimeLibrary>MultiThreaded</RuntimeLibrary>
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<MultiProcessorCompilation>true</MultiProcessorCompilation>
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<InlineFunctionExpansion>AnySuitable</InlineFunctionExpansion>
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<FavorSizeOrSpeed>Speed</FavorSizeOrSpeed>
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</ClCompile>
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<Link>
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<SubSystem>Console</SubSystem>
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@ -167,6 +172,9 @@
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</AdditionalIncludeDirectories>
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<ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
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<RuntimeLibrary>MultiThreaded</RuntimeLibrary>
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<MultiProcessorCompilation>true</MultiProcessorCompilation>
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<InlineFunctionExpansion>AnySuitable</InlineFunctionExpansion>
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<FavorSizeOrSpeed>Speed</FavorSizeOrSpeed>
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</ClCompile>
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<Link>
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<SubSystem>Console</SubSystem>
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@ -21,24 +21,24 @@
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<ClInclude Include="targetver.h">
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<Filter>头文件</Filter>
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</ClInclude>
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<ClInclude Include="..\..\include\ctp\USTPFtdcMduserApi.h">
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<Filter>头文件</Filter>
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</ClInclude>
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<ClInclude Include="..\..\include\ctp\USTPFtdcTraderApi.h">
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<Filter>头文件</Filter>
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</ClInclude>
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<ClInclude Include="..\..\include\ctp\USTPFtdcUserApiDataType.h">
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<Filter>头文件</Filter>
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</ClInclude>
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<ClInclude Include="..\..\include\ctp\USTPFtdcUserApiStruct.h">
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<Filter>头文件</Filter>
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</ClInclude>
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<ClInclude Include="vnfemasmd.h">
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<Filter>头文件</Filter>
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</ClInclude>
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<ClInclude Include="..\vnfemas.h">
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<Filter>头文件</Filter>
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</ClInclude>
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<ClInclude Include="..\..\include\femas\USTPFtdcMduserApi.h">
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<Filter>头文件</Filter>
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</ClInclude>
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<ClInclude Include="..\..\include\femas\USTPFtdcTraderApi.h">
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<Filter>头文件</Filter>
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</ClInclude>
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<ClInclude Include="..\..\include\femas\USTPFtdcUserApiDataType.h">
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<Filter>头文件</Filter>
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</ClInclude>
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<ClInclude Include="..\..\include\femas\USTPFtdcUserApiStruct.h">
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<Filter>头文件</Filter>
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</ClInclude>
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</ItemGroup>
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<ItemGroup>
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<ClCompile Include="stdafx.cpp">
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@ -1,4 +1,6 @@
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<?xml version="1.0" encoding="utf-8"?>
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<Project ToolsVersion="15.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
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<PropertyGroup />
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<PropertyGroup>
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<ShowAllFiles>false</ShowAllFiles>
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</PropertyGroup>
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</Project>
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@ -91,11 +91,8 @@ void TdApi::OnRspUserLogin(CUstpFtdcRspUserLoginField *pRspUserLogin, CUstpFtdcR
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}
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if (pRspInfo)
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{
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cout << "td OnRspUserLogin pRspInfo" << endl;
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CUstpFtdcRspInfoField *task_error = new CUstpFtdcRspInfoField();
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*task_error = *pRspInfo;
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cout << "td OnRspUserLogin pRspInfo errorid" <<endl;
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cout << pRspInfo->ErrorID << endl;
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task.task_error = task_error;
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}
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task.task_id = nRequestID;
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@ -630,15 +627,12 @@ void TdApi::OnRspQryInvestorAccount(CUstpFtdcRspInvestorAccountField *pRspInvest
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task.task_name = ONRSPQRYINVESTORACCOUNT;
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if (pRspInvestorAccount)
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{
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cout << "OnRspQryInvestorAccount" << endl;
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cout << pRspInvestorAccount->AccountID << endl;
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CUstpFtdcRspInvestorAccountField *task_data = new CUstpFtdcRspInvestorAccountField();
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*task_data = *pRspInvestorAccount;
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task.task_data = task_data;
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}
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if (pRspInfo)
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{
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cout << pRspInfo->ErrorMsg << endl;
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CUstpFtdcRspInfoField *task_error = new CUstpFtdcRspInfoField();
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*task_error = *pRspInfo;
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task.task_error = task_error;
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@ -1427,7 +1421,6 @@ void TdApi::processRspUserLogin(Task *task)
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dict error;
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if (task->task_error)
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{
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cout << "td processRspUserLogin task_error" << endl;
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CUstpFtdcRspInfoField *task_error = (CUstpFtdcRspInfoField*)task->task_error;
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error["ErrorID"] = task_error->ErrorID;
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error["ErrorMsg"] = toUtf(task_error->ErrorMsg);
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@ -80,8 +80,8 @@
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</PropertyGroup>
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'">
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<LinkIncremental>true</LinkIncremental>
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<IncludePath>C:\ProgramData\VNConda\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\femas;$(IncludePath)</IncludePath>
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<LibraryPath>C:\ProgramData\VNConda\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
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<IncludePath>C:\Python37\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\femas;$(IncludePath)</IncludePath>
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<LibraryPath>C:\Python37\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
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<TargetExt>.pyd</TargetExt>
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<OutDir>$(SolutionDir)..\</OutDir>
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</PropertyGroup>
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@ -95,8 +95,8 @@
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'">
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<LinkIncremental>false</LinkIncremental>
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<TargetExt>.pyd</TargetExt>
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<IncludePath>C:\ProgramData\VNConda\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\femas;$(IncludePath)</IncludePath>
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<LibraryPath>C:\ProgramData\VNConda\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
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<IncludePath>C:\Python37\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\femas;$(IncludePath)</IncludePath>
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<LibraryPath>C:\Python37\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
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<OutDir>$(SolutionDir)..\</OutDir>
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</PropertyGroup>
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<ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
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@ -108,6 +108,7 @@
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<PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;WIN32;_DEBUG;VNFEMASTD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
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<ConformanceMode>true</ConformanceMode>
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<ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
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<MultiProcessorCompilation>true</MultiProcessorCompilation>
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</ClCompile>
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<Link>
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<SubSystem>Console</SubSystem>
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@ -123,6 +124,7 @@
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<PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;_DEBUG;VNFEMASTD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
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<ConformanceMode>true</ConformanceMode>
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<ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
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<MultiProcessorCompilation>true</MultiProcessorCompilation>
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</ClCompile>
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<Link>
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<SubSystem>Console</SubSystem>
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@ -142,6 +144,9 @@
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<ConformanceMode>true</ConformanceMode>
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<ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
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<RuntimeLibrary>MultiThreaded</RuntimeLibrary>
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<MultiProcessorCompilation>true</MultiProcessorCompilation>
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<InlineFunctionExpansion>AnySuitable</InlineFunctionExpansion>
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<FavorSizeOrSpeed>Speed</FavorSizeOrSpeed>
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</ClCompile>
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<Link>
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<SubSystem>Console</SubSystem>
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@ -164,6 +169,9 @@
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</AdditionalIncludeDirectories>
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<ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
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<RuntimeLibrary>MultiThreaded</RuntimeLibrary>
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<MultiProcessorCompilation>true</MultiProcessorCompilation>
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<InlineFunctionExpansion>AnySuitable</InlineFunctionExpansion>
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<FavorSizeOrSpeed>Speed</FavorSizeOrSpeed>
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</ClCompile>
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<Link>
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<SubSystem>Console</SubSystem>
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@ -21,21 +21,21 @@
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<ClInclude Include="targetver.h">
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<Filter>头文件</Filter>
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</ClInclude>
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<ClInclude Include="..\..\include\ctp\USTPFtdcMduserApi.h">
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<Filter>头文件</Filter>
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</ClInclude>
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<ClInclude Include="..\..\include\ctp\USTPFtdcTraderApi.h">
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<Filter>头文件</Filter>
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</ClInclude>
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<ClInclude Include="..\..\include\ctp\USTPFtdcUserApiDataType.h">
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<Filter>头文件</Filter>
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</ClInclude>
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<ClInclude Include="..\..\include\ctp\USTPFtdcUserApiStruct.h">
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<Filter>头文件</Filter>
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</ClInclude>
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<ClInclude Include="vnfemastd.h">
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<Filter>头文件</Filter>
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</ClInclude>
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<ClInclude Include="..\..\include\femas\USTPFtdcMduserApi.h">
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<Filter>头文件</Filter>
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</ClInclude>
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<ClInclude Include="..\..\include\femas\USTPFtdcTraderApi.h">
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<Filter>头文件</Filter>
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</ClInclude>
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<ClInclude Include="..\..\include\femas\USTPFtdcUserApiDataType.h">
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<Filter>头文件</Filter>
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</ClInclude>
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<ClInclude Include="..\..\include\femas\USTPFtdcUserApiStruct.h">
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<Filter>头文件</Filter>
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</ClInclude>
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</ItemGroup>
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<ItemGroup>
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<ClCompile Include="stdafx.cpp">
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@ -1,4 +1,6 @@
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<?xml version="1.0" encoding="utf-8"?>
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<Project ToolsVersion="15.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
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<PropertyGroup />
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<PropertyGroup>
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<ShowAllFiles>false</ShowAllFiles>
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</PropertyGroup>
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</Project>
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Binary file not shown.
Binary file not shown.
@ -14,7 +14,7 @@ from vnpy.api.femas import (
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USTP_FTDC_OS_PartTradedQueueing,
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USTP_FTDC_OS_AllTraded,
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USTP_FTDC_OS_Canceled,
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USTP_FTDC_D_Buy,
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USTP_FTDC_D_Buy,
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USTP_FTDC_D_Sell,
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USTP_FTDC_OPT_LimitPrice,
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USTP_FTDC_OPT_AnyPrice,
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@ -30,7 +30,7 @@ from vnpy.api.femas import (
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USTP_FTDC_VC_AV,
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USTP_FTDC_TC_IOC,
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USTP_FTDC_VC_CV,
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USTP_FTDC_AF_Delete
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USTP_FTDC_AF_Delete,
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)
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from vnpy.trader.constant import (
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Direction,
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@ -39,7 +39,7 @@ from vnpy.trader.constant import (
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OrderType,
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Product,
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Status,
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OptionType
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OptionType,
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)
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from vnpy.trader.gateway import BaseGateway
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from vnpy.trader.object import (
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@ -56,8 +56,8 @@ from vnpy.trader.object import (
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from vnpy.trader.utility import get_folder_path
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from vnpy.trader.event import EVENT_TIMER
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USTP_FTDC_PD_Long = '2'
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USTP_FTDC_PD_Short = '3'
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USTP_FTDC_PD_Long = "2"
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USTP_FTDC_PD_Short = "3"
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STATUS_FEMAS2VT = {
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USTP_FTDC_CAS_Submitted: Status.SUBMITTING,
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@ -66,21 +66,21 @@ STATUS_FEMAS2VT = {
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USTP_FTDC_OS_NoTradeQueueing: Status.NOTTRADED,
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USTP_FTDC_OS_PartTradedQueueing: Status.PARTTRADED,
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USTP_FTDC_OS_AllTraded: Status.ALLTRADED,
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USTP_FTDC_OS_Canceled: Status.CANCELLED
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USTP_FTDC_OS_Canceled: Status.CANCELLED,
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}
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DIRECTION_VT2FEMAS = {
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Direction.LONG: USTP_FTDC_D_Buy,
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Direction.SHORT: USTP_FTDC_D_Sell
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Direction.LONG: USTP_FTDC_D_Buy,
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Direction.SHORT: USTP_FTDC_D_Sell,
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}
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ORDERTYPE_VT2FEMAS = {
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OrderType.LIMIT: USTP_FTDC_OPT_LimitPrice,
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OrderType.MARKET: USTP_FTDC_OPT_AnyPrice
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OrderType.MARKET: USTP_FTDC_OPT_AnyPrice,
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}
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OFFSET_VT2FEMAS = {
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Offset.OPEN: USTP_FTDC_OF_Open,
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Offset.OPEN: USTP_FTDC_OF_Open,
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Offset.CLOSE: USTP_FTDC_OF_Close,
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Offset.CLOSETODAY: USTP_FTDC_OF_CloseYesterday,
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Offset.CLOSEYESTERDAY: USTP_FTDC_OF_CloseToday,
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@ -92,18 +92,17 @@ DIRECTION_FEMAS2VT[USTP_FTDC_PD_Long] = Direction.LONG
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DIRECTION_FEMAS2VT[USTP_FTDC_PD_Short] = Direction.SHORT
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EXCHANGE_FEMAS2VT = {
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"CFFEX": Exchange.CFFEX,
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"SHFE": Exchange.SHFE,
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"CZCE": Exchange.CZCE,
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"DCE": Exchange.DCE,
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"INE": Exchange.INE
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"INE": Exchange.INE,
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}
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OPTIONTYPE_FEMAS2VT = {
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USTP_FTDC_OT_CallOptions: OptionType.CALL,
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USTP_FTDC_OT_PutOptions: OptionType.PUT
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USTP_FTDC_OT_PutOptions: OptionType.PUT,
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}
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@ -122,7 +121,7 @@ class FemasGateway(BaseGateway):
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"password": "",
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"brokerid": "",
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"td_address": "",
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"md_address": ""
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"md_address": "",
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}
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def __init__(self, event_engine):
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@ -140,15 +139,14 @@ class FemasGateway(BaseGateway):
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td_address = setting["td_address"]
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md_address = setting["md_address"]
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if not td_address.startswith("tcp://"):
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td_address = "tcp://" + td_address
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if not md_address.startswith("tcp://"):
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md_address = "tcp://" + md_address
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self.td_api.connect(td_address, userid, password, brokerid)
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self.md_api.connect(md_address, userid, password, brokerid)
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self.init_query()
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def subscribe(self, req: SubscribeRequest):
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@ -176,24 +174,31 @@ class FemasGateway(BaseGateway):
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self.td_api.close()
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self.md_api.close()
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def write_error(self, msg: str, error: dict):
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""""""
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error_id = error["ErrorID"]
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error_msg = error["ErrorMsg"]
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def write_error(self, msg: str, error_id: int, error_msg: str):
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msg = f"{msg}，代码：{error_id}，信息：{error_msg}"
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self.write_log(msg)
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self.write_log(msg)
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def if_error_write_error(self, msg: str, error: dict):
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"""
|
||||
当有错误的时候就输出错误，并返回True
|
||||
"""
|
||||
error_id = error["ErrorID"]
|
||||
if error_id:
|
||||
error_msg = error["ErrorMsg"]
|
||||
self.write_error(msg, error_id, error_msg)
|
||||
return True
|
||||
|
||||
def process_timer_event(self, event):
|
||||
""""""
|
||||
self.count += 1
|
||||
if self.count < 2:
|
||||
return
|
||||
self.count = 0
|
||||
|
||||
|
||||
func = self.query_functions.pop(0)
|
||||
func()
|
||||
self.query_functions.append(func)
|
||||
|
||||
|
||||
def init_query(self):
|
||||
""""""
|
||||
self.count = 0
|
||||
@ -207,20 +212,20 @@ class FemasMdApi(MdApi):
|
||||
def __init__(self, gateway):
|
||||
"""Constructor"""
|
||||
super(FemasMdApi, self).__init__()
|
||||
|
||||
|
||||
self.gateway = gateway
|
||||
self.gateway_name = gateway.gateway_name
|
||||
|
||||
|
||||
self.reqid = 0
|
||||
|
||||
|
||||
self.connect_status = False
|
||||
self.login_status = False
|
||||
self.subscribed = set()
|
||||
|
||||
|
||||
self.userid = ""
|
||||
self.password = ""
|
||||
self.brokerid = 0
|
||||
|
||||
|
||||
def onFrontConnected(self):
|
||||
"""
|
||||
Callback when front server is connected.
|
||||
@ -241,28 +246,25 @@ class FemasMdApi(MdApi):
|
||||
"""
|
||||
Callback when user is logged in.
|
||||
"""
|
||||
if not error["ErrorID"]:
|
||||
self.login_status = True
|
||||
self.gateway.write_log("onRspUserLogin行情服务器登录成功")
|
||||
self.gateway.write_log("行情服务器登录成功")
|
||||
|
||||
for symbol in self.subscribed:
|
||||
self.subMarketData(symbol)
|
||||
else:
|
||||
self.gateway.write_error("行情登录失败", error)
|
||||
|
||||
if self.gateway.if_error_write_error("行情登录失败", error):
|
||||
return
|
||||
self.login_status = True
|
||||
self.gateway.write_log("onRspUserLogin行情服务器登录成功")
|
||||
self.gateway.write_log("行情服务器登录成功")
|
||||
|
||||
for symbol in self.subscribed:
|
||||
self.subMarketData(symbol)
|
||||
|
||||
def onRspError(self, error: dict, reqid: int, last: bool):
|
||||
"""
|
||||
Callback when error occured.
|
||||
"""
|
||||
self.gateway.write_error("行情接口报错", error)
|
||||
|
||||
self.gateway.if_error_write_error("行情接口报错", error)
|
||||
|
||||
def onRspSubMarketData(self, data: dict, error: dict, reqid: int, last: bool):
|
||||
""""""
|
||||
if not error or not error["ErrorID"]:
|
||||
if self.gateway.if_error_write_error("行情订阅失败", error):
|
||||
return
|
||||
|
||||
self.gateway.write_error("行情订阅失败", error)
|
||||
|
||||
def onRtnDepthMarketData(self, data: dict):
|
||||
"""
|
||||
@ -274,7 +276,7 @@ class FemasMdApi(MdApi):
|
||||
return
|
||||
|
||||
timestamp = f"{data['TradingDay']} {data['UpdateTime']}.{int(data['UpdateMillisec']/100)}"
|
||||
|
||||
|
||||
tick = TickData(
|
||||
symbol=symbol,
|
||||
exchange=exchange,
|
||||
@ -292,9 +294,9 @@ class FemasMdApi(MdApi):
|
||||
ask_price_1=data["AskPrice1"],
|
||||
bid_volume_1=data["BidVolume1"],
|
||||
ask_volume_1=data["AskVolume1"],
|
||||
gateway_name=self.gateway_name
|
||||
gateway_name=self.gateway_name,
|
||||
)
|
||||
self.gateway.on_tick(tick)
|
||||
self.gateway.on_tick(tick)
|
||||
|
||||
def connect(self, address: str, userid: str, password: str, brokerid: int):
|
||||
"""
|
||||
@ -303,7 +305,7 @@ class FemasMdApi(MdApi):
|
||||
self.userid = userid
|
||||
self.password = password
|
||||
self.brokerid = brokerid
|
||||
|
||||
|
||||
# If not connected, then start connection first.
|
||||
if not self.connect_status:
|
||||
path = get_folder_path(self.gateway_name.lower())
|
||||
@ -315,7 +317,7 @@ class FemasMdApi(MdApi):
|
||||
# If already connected, then login immediately.
|
||||
elif not self.login_status:
|
||||
self.login()
|
||||
|
||||
|
||||
def login(self):
|
||||
"""
|
||||
Login onto server.
|
||||
@ -323,12 +325,12 @@ class FemasMdApi(MdApi):
|
||||
req = {
|
||||
"UserID": self.userid,
|
||||
"Password": self.password,
|
||||
"BrokerID": self.brokerid
|
||||
"BrokerID": self.brokerid,
|
||||
}
|
||||
|
||||
|
||||
self.reqid += 1
|
||||
self.reqUserLogin(req, self.reqid)
|
||||
|
||||
|
||||
def subscribe(self, req: SubscribeRequest):
|
||||
"""
|
||||
Subscribe to tick data update.
|
||||
@ -336,7 +338,7 @@ class FemasMdApi(MdApi):
|
||||
if self.login_status:
|
||||
self.subMarketData(req.symbol)
|
||||
self.subscribed.add(req.symbol)
|
||||
|
||||
|
||||
def close(self):
|
||||
"""
|
||||
Close the connection.
|
||||
@ -351,58 +353,59 @@ class FemasTdApi(TdApi):
|
||||
def __init__(self, gateway):
|
||||
"""Constructor"""
|
||||
super(FemasTdApi, self).__init__()
|
||||
|
||||
|
||||
self.gateway = gateway
|
||||
self.gateway_name = gateway.gateway_name
|
||||
|
||||
self.reqid = 0
|
||||
self.localID = 0
|
||||
|
||||
|
||||
self.reqid = int(10e5)
|
||||
self.localID = int(10e5 + 8888)
|
||||
|
||||
self.connect_status = False
|
||||
self.login_status = False
|
||||
self.login_failed = False
|
||||
|
||||
|
||||
self.userid = ""
|
||||
self.password = ""
|
||||
self.brokerid = 0
|
||||
|
||||
|
||||
self.order_data = []
|
||||
self.trade_data = []
|
||||
self.positions = {}
|
||||
self.sysid_orderid_map = {}
|
||||
|
||||
|
||||
def onFrontConnected(self):
|
||||
""""""
|
||||
self.connect_status = True
|
||||
self.gateway.write_log("onFrontConnected交易连接成功")
|
||||
|
||||
self.login()
|
||||
|
||||
|
||||
def onFrontDisconnected(self, reason: int):
|
||||
""""""
|
||||
self.connect_status = False
|
||||
self.login_status = False
|
||||
self.gateway.write_log(f"交易连接断开，原因{reason}")
|
||||
|
||||
|
||||
def onRspUserLogin(self, data: dict, error: dict, reqid: int, last: bool):
|
||||
""""""
|
||||
if not error["ErrorID"]:
|
||||
for k, v in data.items():
|
||||
print(k, ':', v)
|
||||
|
||||
if data['MaxOrderLocalID']:
|
||||
self.localID = int(data['MaxOrderLocalID']) # 目前最大本地报单号
|
||||
if data["MaxOrderLocalID"]:
|
||||
self.localID = max(
|
||||
self.localID, int(data["MaxOrderLocalID"])
|
||||
) # 目前最大本地报单号
|
||||
self.login_status = True
|
||||
self.gateway.write_log("onRspUserLogin交易登录成功")
|
||||
self.reqid += 1
|
||||
self.reqQryInstrument({}, self.reqid)
|
||||
else:
|
||||
self.login_failed = True
|
||||
|
||||
self.gateway.write_error("交易登录失败", error)
|
||||
|
||||
|
||||
self.gateway.if_error_write_error("交易登录失败", error)
|
||||
|
||||
def onRspOrderInsert(self, data: dict, error: dict, reqid: int, last: bool):
|
||||
""""""
|
||||
if self.gateway.if_error_write_error("交易委托失败", error):
|
||||
return
|
||||
|
||||
orderid = data["UserOrderLocalID"]
|
||||
symbol = data["InstrumentID"]
|
||||
@ -416,34 +419,35 @@ class FemasTdApi(TdApi):
|
||||
price=data["LimitPrice"],
|
||||
volume=data["Volume"],
|
||||
status=Status.REJECTED,
|
||||
gateway_name=self.gateway_name
|
||||
gateway_name=self.gateway_name,
|
||||
)
|
||||
self.gateway.on_order(order)
|
||||
|
||||
self.gateway.write_error("交易委托失败", error)
|
||||
|
||||
def onRspOrderAction(self, data: dict, error: dict, reqid: int, last: bool):
|
||||
""""""
|
||||
self.gateway.write_error("交易撤单失败", error)
|
||||
|
||||
if self.gateway.if_error_write_error("交易撤单失败", error):
|
||||
return
|
||||
|
||||
def onRspQueryMaxOrderVolume(self, data: dict, error: dict, reqid: int, last: bool):
|
||||
""""""
|
||||
pass
|
||||
|
||||
def onRspSettlementInfoConfirm(self, data: dict, error: dict, reqid: int, last: bool):
|
||||
|
||||
def onRspSettlementInfoConfirm(
|
||||
self, data: dict, error: dict, reqid: int, last: bool
|
||||
):
|
||||
"""
|
||||
Callback of settlment info confimation.
|
||||
"""
|
||||
self.gateway.write_log("结算信息确认成功")
|
||||
|
||||
|
||||
self.reqid += 1
|
||||
self.reqQryInstrument({}, self.reqid)
|
||||
|
||||
|
||||
def onRspQryInvestorPosition(self, data: dict, error: dict, reqid: int, last: bool):
|
||||
""""""
|
||||
if not data:
|
||||
return
|
||||
|
||||
|
||||
# Get buffered position object
|
||||
key = f"{data['InstrumentID'], data['Direction']}"
|
||||
position = self.positions.get(key, None)
|
||||
@ -452,50 +456,49 @@ class FemasTdApi(TdApi):
|
||||
symbol=data["InstrumentID"],
|
||||
exchange=symbol_exchange_map[data["InstrumentID"]],
|
||||
direction=DIRECTION_FEMAS2VT[data["Direction"]],
|
||||
gateway_name=self.gateway_name
|
||||
gateway_name=self.gateway_name,
|
||||
)
|
||||
self.positions[key] = position
|
||||
|
||||
position.yd_volume = data["YdPosition"]
|
||||
# Calculate previous position cost
|
||||
cost = position.price * position.volume
|
||||
|
||||
|
||||
# Update new position volume
|
||||
position.volume += data["Position"]
|
||||
|
||||
|
||||
# Calculate average position price
|
||||
if position.volume:
|
||||
cost += data["PositionCost"]
|
||||
position.price = cost / position.volume
|
||||
|
||||
|
||||
# Get frozen volume
|
||||
position.frozen += data["FrozenPosition"]
|
||||
|
||||
|
||||
if last:
|
||||
for position in self.positions.values():
|
||||
self.gateway.on_position(position)
|
||||
|
||||
|
||||
self.positions.clear()
|
||||
|
||||
|
||||
def onRspQryInvestorAccount(self, data: dict, error: dict, reqid: int, last: bool):
|
||||
""""""
|
||||
print ("onRspQryInvestorAccount")
|
||||
account = AccountData(
|
||||
accountid=data["AccountID"],
|
||||
frozen = data['LongMargin']+data['ShortMargin'],
|
||||
balance= data['PreBalance'],
|
||||
gateway_name=self.gateway_name
|
||||
frozen=data["LongMargin"] + data["ShortMargin"],
|
||||
balance=data["PreBalance"],
|
||||
gateway_name=self.gateway_name,
|
||||
)
|
||||
|
||||
# todo: check for error
|
||||
self.gateway.on_account(account)
|
||||
|
||||
|
||||
def onRspQryInstrument(self, data: dict, error: dict, reqid: int, last: bool):
|
||||
"""
|
||||
Callback of instrument query.
|
||||
"""
|
||||
|
||||
contract = ContractData(
|
||||
product = data["ProductID"],
|
||||
product=data["ProductID"],
|
||||
symbol=data["InstrumentID"],
|
||||
exchange=EXCHANGE_FEMAS2VT[data["ExchangeID"]],
|
||||
name=data["InstrumentName"],
|
||||
@ -505,15 +508,15 @@ class FemasTdApi(TdApi):
|
||||
option_type=OPTIONTYPE_FEMAS2VT.get(data["OptionsType"], None),
|
||||
option_strike=data["StrikePrice"],
|
||||
option_expiry=datetime.strptime(data["ExpireDate"], "%Y%m%d"),
|
||||
gateway_name=self.gateway_name
|
||||
gateway_name=self.gateway_name,
|
||||
)
|
||||
|
||||
|
||||
self.gateway.on_contract(contract)
|
||||
|
||||
|
||||
symbol_exchange_map[contract.symbol] = contract.exchange
|
||||
symbol_name_map[contract.symbol] = contract.name
|
||||
symbol_size_map[contract.symbol] = contract.size
|
||||
|
||||
|
||||
if last:
|
||||
self.gateway.write_log("合约信息查询成功")
|
||||
|
||||
@ -522,7 +525,7 @@ class FemasTdApi(TdApi):
|
||||
Callback of order status update.
|
||||
"""
|
||||
# 更新最大报单编号
|
||||
self.localID = max(self.localID, int(data['UserOrderLocalID'])) # 检查并增加本地报单编号
|
||||
self.localID = max(self.localID, int(data["UserOrderLocalID"])) # 检查并增加本地报单编号
|
||||
|
||||
symbol = data["InstrumentID"]
|
||||
exchange = symbol_exchange_map.get(symbol, "")
|
||||
@ -530,8 +533,7 @@ class FemasTdApi(TdApi):
|
||||
self.order_data.append(data)
|
||||
return
|
||||
|
||||
orderid = data['UserOrderLocalID']
|
||||
print ("---------onRtnOrder-----------")
|
||||
orderid = data["UserOrderLocalID"]
|
||||
order = OrderData(
|
||||
symbol=symbol,
|
||||
exchange=exchange,
|
||||
@ -543,12 +545,12 @@ class FemasTdApi(TdApi):
|
||||
traded=data["VolumeTraded"],
|
||||
status=STATUS_FEMAS2VT[data["OrderStatus"]],
|
||||
time=data["InsertTime"],
|
||||
gateway_name=self.gateway_name
|
||||
gateway_name=self.gateway_name,
|
||||
)
|
||||
self.gateway.on_order(order)
|
||||
|
||||
|
||||
self.sysid_orderid_map[data["OrderSysID"]] = orderid
|
||||
|
||||
|
||||
def onRtnTrade(self, data: dict):
|
||||
"""
|
||||
Callback of trade status update.
|
||||
@ -560,7 +562,7 @@ class FemasTdApi(TdApi):
|
||||
return
|
||||
|
||||
orderid = self.sysid_orderid_map[data["OrderSysID"]]
|
||||
|
||||
|
||||
trade = TradeData(
|
||||
symbol=symbol,
|
||||
exchange=exchange,
|
||||
@ -571,10 +573,10 @@ class FemasTdApi(TdApi):
|
||||
price=data["TradePrice"],
|
||||
volume=data["TradeVolume"],
|
||||
time=data["TradeTime"],
|
||||
gateway_name=self.gateway_name
|
||||
gateway_name=self.gateway_name,
|
||||
)
|
||||
self.gateway.on_trade(trade)
|
||||
|
||||
self.gateway.on_trade(trade)
|
||||
|
||||
def connect(self, address: str, userid: str, password: str, brokerid: int):
|
||||
"""
|
||||
Start connection to server.
|
||||
@ -584,21 +586,20 @@ class FemasTdApi(TdApi):
|
||||
self.brokerid = brokerid
|
||||
self.address = address
|
||||
|
||||
|
||||
if not self.connect_status:
|
||||
path = get_folder_path(self.gateway_name.lower())
|
||||
self.createFtdcTraderApi(str(path) + "\\Td")
|
||||
|
||||
|
||||
self.subscribePrivateTopic(0)
|
||||
self.subscribePublicTopic(0)
|
||||
self.subscribeUserTopic(0)
|
||||
|
||||
|
||||
self.registerFront(address)
|
||||
self.init()
|
||||
self.init()
|
||||
else:
|
||||
if not self.login_status:
|
||||
self.login()
|
||||
|
||||
self.login()
|
||||
|
||||
def login(self):
|
||||
"""
|
||||
Login onto server.
|
||||
@ -609,22 +610,21 @@ class FemasTdApi(TdApi):
|
||||
req = {
|
||||
"UserID": self.userid,
|
||||
"Password": self.password,
|
||||
"BrokerID": self.brokerid
|
||||
"BrokerID": self.brokerid,
|
||||
}
|
||||
|
||||
|
||||
self.reqid += 1
|
||||
self.reqUserLogin(req, self.reqid)
|
||||
|
||||
|
||||
def send_order(self, req: OrderRequest):
|
||||
"""
|
||||
Send new order.
|
||||
"""
|
||||
self.localID += 1
|
||||
strLocalID = str(self.localID)
|
||||
print ('----femasgateway type' + str(req.type))
|
||||
strLocalID = str(self.localID).rjust(12, "0")
|
||||
femas_req = {
|
||||
"InstrumentID": req.symbol,
|
||||
"ExchangeID": str(req.exchange).split('.')[1],
|
||||
"ExchangeID": str(req.exchange).split(".")[1],
|
||||
"BrokerID": self.brokerid,
|
||||
"InvestorID": self.userid,
|
||||
"UserID": self.userid,
|
||||
@ -639,55 +639,48 @@ class FemasTdApi(TdApi):
|
||||
"IsAutoSuspend": 0,
|
||||
"TimeCondition": USTP_FTDC_TC_GFD,
|
||||
"VolumeCondition": USTP_FTDC_VC_AV,
|
||||
"MinVolume": 1
|
||||
"MinVolume": 1,
|
||||
}
|
||||
|
||||
|
||||
if req.type == OrderType.FAK:
|
||||
femas_req["OrderPriceType"] = USTP_FTDC_OPT_LimitPrice
|
||||
femas_req["TimeCondition"] = USTP_FTDC_TC_IOC
|
||||
femas_req["VolumeCondition"] = USTP_FTDC_VC_AV
|
||||
print ("------------fak")
|
||||
elif req.type == OrderType.FOK:
|
||||
femas_req["OrderPriceType"] = USTP_FTDC_OPT_LimitPrice
|
||||
femas_req["TimeCondition"] = USTP_FTDC_TC_IOC
|
||||
femas_req["VolumeCondition"] = USTP_FTDC_VC_CV
|
||||
print ("------------fok")
|
||||
|
||||
for key in femas_req:
|
||||
print(key + ':' + str(femas_req[key]))
|
||||
|
||||
self.reqid += 1
|
||||
self.reqOrderInsert(femas_req, self.reqid)
|
||||
|
||||
|
||||
orderid = femas_req["UserOrderLocalID"]
|
||||
req.volume = femas_req["Volume"]
|
||||
order = req.create_order_data(orderid, self.gateway_name)
|
||||
self.gateway.on_order(order)
|
||||
|
||||
|
||||
return order.vt_orderid
|
||||
|
||||
|
||||
def cancel_order(self, req: CancelRequest):
|
||||
"""
|
||||
Cancel existing order.
|
||||
"""
|
||||
self.localID += 1
|
||||
strLocalID = str(self.localID)
|
||||
print ('--cancel exchange--' + str(req.exchange).split('.')[1])
|
||||
print ('--cancel orderid--' + req.orderid)
|
||||
femas_req = {
|
||||
"InstrumentID": req.symbol,
|
||||
"ExchangeID": str(req.exchange).split('.')[1],
|
||||
"ExchangeID": str(req.exchange).split(".")[1],
|
||||
"UserOrderLocalID": req.orderid,
|
||||
"UserOrderActionLocalID": strLocalID,
|
||||
"ActionFlag": USTP_FTDC_AF_Delete,
|
||||
"BrokerID": self.brokerid,
|
||||
"InvestorID": self.userid,
|
||||
"UserID": self.userid
|
||||
"UserID": self.userid,
|
||||
}
|
||||
|
||||
|
||||
self.reqid += 1
|
||||
self.reqOrderAction(femas_req, self.reqid)
|
||||
|
||||
|
||||
def query_account(self):
|
||||
"""
|
||||
Query account balance data.
|
||||
@ -695,27 +688,27 @@ class FemasTdApi(TdApi):
|
||||
req = {
|
||||
"BrokerID": self.brokerid,
|
||||
"InvestorID": self.userid,
|
||||
"UserID": self.userid
|
||||
"UserID": self.userid,
|
||||
}
|
||||
self.reqid += 1
|
||||
self.reqQryInvestorAccount(req, self.reqid)
|
||||
|
||||
|
||||
def query_position(self):
|
||||
"""
|
||||
Query position holding data.
|
||||
"""
|
||||
if not symbol_exchange_map:
|
||||
return
|
||||
|
||||
|
||||
req = {
|
||||
"BrokerID": self.brokerid,
|
||||
"InvestorID": self.userid,
|
||||
"UserID": self.userid
|
||||
"UserID": self.userid,
|
||||
}
|
||||
|
||||
self.reqid += 1
|
||||
|
||||
self.reqid += 1
|
||||
self.reqQryInvestorPosition(req, self.reqid)
|
||||
|
||||
|
||||
def close(self):
|
||||
""""""
|
||||
if self.connect_status:
|
||||
|
||||
Loading…
Reference in New Issue
Block a user