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[Del] 去除代码中多余的输出

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This commit is contained in:
nanoric 2019-04-23 04:18:23 -04:00
parent e34781e6b4
commit d8d05e4da9
11 changed files with 192 additions and 188 deletions
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2
vnpy/api/femas/vnfemas/vnfemasmd/vnfemasmd.cpp
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@ -53,7 +53,6 @@ void MdApi::OnRspUserLogin(CUstpFtdcRspUserLoginField *pRspUserLogin, CUstpFtdcR
} }
if (pRspInfo) if (pRspInfo)
{ {
cout << "md OnRspUserLogin pRspInfo" << endl;
CUstpFtdcRspInfoField *task_error = new CUstpFtdcRspInfoField(); CUstpFtdcRspInfoField *task_error = new CUstpFtdcRspInfoField();
*task_error = *pRspInfo; *task_error = *pRspInfo;
task.task_error = task_error; task.task_error = task_error;
@ -314,7 +313,6 @@ void MdApi::processRspUserLogin(Task *task)
dict error; dict error;
if (task->task_error) if (task->task_error)
{ {
cout << "md processRspUserLogin task_error" << endl;
CUstpFtdcRspInfoField *task_error = (CUstpFtdcRspInfoField*)task->task_error; CUstpFtdcRspInfoField *task_error = (CUstpFtdcRspInfoField*)task->task_error;
error["ErrorID"] = task_error->ErrorID; error["ErrorID"] = task_error->ErrorID;
error["ErrorMsg"] = toUtf(task_error->ErrorMsg); error["ErrorMsg"] = toUtf(task_error->ErrorMsg);

16
vnpy/api/femas/vnfemas/vnfemasmd/vnfemasmd.vcxproj
View File

@ -80,8 +80,8 @@
</PropertyGroup> </PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'"> <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'">
<LinkIncremental>true</LinkIncremental> <LinkIncremental>true</LinkIncremental>
<IncludePath>C:\ProgramData\VNConda\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\femas;$(IncludePath)</IncludePath> <IncludePath>C:\Python37\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\femas;$(IncludePath)</IncludePath>
<LibraryPath>C:\ProgramData\VNConda\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath> <LibraryPath>C:\Python37\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
<TargetExt>.pyd</TargetExt> <TargetExt>.pyd</TargetExt>
<OutDir>$(SolutionDir)..\</OutDir> <OutDir>$(SolutionDir)..\</OutDir>
</PropertyGroup> </PropertyGroup>
@ -95,10 +95,10 @@
</PropertyGroup> </PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'"> <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'">
<LinkIncremental>false</LinkIncremental> <LinkIncremental>false</LinkIncremental>
<IncludePath>C:\ProgramData\VNConda\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\femas;$(IncludePath)</IncludePath> <IncludePath>C:\Python37\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\femas;$(IncludePath)</IncludePath>
<ReferencePath>$(ReferencePath)</ReferencePath> <ReferencePath>$(ReferencePath)</ReferencePath>
<TargetExt>.pyd</TargetExt> <TargetExt>.pyd</TargetExt>
<LibraryPath>C:\ProgramData\VNConda\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath> <LibraryPath>C:\Python37\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
<OutDir>$(SolutionDir)..\</OutDir> <OutDir>$(SolutionDir)..\</OutDir>
</PropertyGroup> </PropertyGroup>
<ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'"> <ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
@ -110,6 +110,7 @@
<PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;NOMINMAX;_CRT_SECURE_NO_WARNINGS;WIN32;_DEBUG;VNFEMASMD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions> <PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;NOMINMAX;_CRT_SECURE_NO_WARNINGS;WIN32;_DEBUG;VNFEMASMD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
<ConformanceMode>true</ConformanceMode> <ConformanceMode>true</ConformanceMode>
<ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles> <ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
<MultiProcessorCompilation>true</MultiProcessorCompilation>
</ClCompile> </ClCompile>
<Link> <Link>
<SubSystem>Console</SubSystem> <SubSystem>Console</SubSystem>
@ -125,6 +126,7 @@
<PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;NOMINMAX;_CRT_SECURE_NO_WARNINGS;_DEBUG;VNFEMASMD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions> <PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;NOMINMAX;_CRT_SECURE_NO_WARNINGS;_DEBUG;VNFEMASMD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
<ConformanceMode>true</ConformanceMode> <ConformanceMode>true</ConformanceMode>
<ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles> <ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
<MultiProcessorCompilation>true</MultiProcessorCompilation>
</ClCompile> </ClCompile>
<Link> <Link>
<SubSystem>Console</SubSystem> <SubSystem>Console</SubSystem>
@ -145,6 +147,9 @@
<ConformanceMode>true</ConformanceMode> <ConformanceMode>true</ConformanceMode>
<ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles> <ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
<RuntimeLibrary>MultiThreaded</RuntimeLibrary> <RuntimeLibrary>MultiThreaded</RuntimeLibrary>
<MultiProcessorCompilation>true</MultiProcessorCompilation>
<InlineFunctionExpansion>AnySuitable</InlineFunctionExpansion>
<FavorSizeOrSpeed>Speed</FavorSizeOrSpeed>
</ClCompile> </ClCompile>
<Link> <Link>
<SubSystem>Console</SubSystem> <SubSystem>Console</SubSystem>
@ -167,6 +172,9 @@
</AdditionalIncludeDirectories> </AdditionalIncludeDirectories>
<ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles> <ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
<RuntimeLibrary>MultiThreaded</RuntimeLibrary> <RuntimeLibrary>MultiThreaded</RuntimeLibrary>
<MultiProcessorCompilation>true</MultiProcessorCompilation>
<InlineFunctionExpansion>AnySuitable</InlineFunctionExpansion>
<FavorSizeOrSpeed>Speed</FavorSizeOrSpeed>
</ClCompile> </ClCompile>
<Link> <Link>
<SubSystem>Console</SubSystem> <SubSystem>Console</SubSystem>

24
vnpy/api/femas/vnfemas/vnfemasmd/vnfemasmd.vcxproj.filters
View File

@ -21,24 +21,24 @@
<ClInclude Include="targetver.h"> <ClInclude Include="targetver.h">
<Filter>头文件</Filter> <Filter>头文件</Filter>
</ClInclude> </ClInclude>
<ClInclude Include="..\..\include\ctp\USTPFtdcMduserApi.h">
<Filter>头文件</Filter>
</ClInclude>
<ClInclude Include="..\..\include\ctp\USTPFtdcTraderApi.h">
<Filter>头文件</Filter>
</ClInclude>
<ClInclude Include="..\..\include\ctp\USTPFtdcUserApiDataType.h">
<Filter>头文件</Filter>
</ClInclude>
<ClInclude Include="..\..\include\ctp\USTPFtdcUserApiStruct.h">
<Filter>头文件</Filter>
</ClInclude>
<ClInclude Include="vnfemasmd.h"> <ClInclude Include="vnfemasmd.h">
<Filter>头文件</Filter> <Filter>头文件</Filter>
</ClInclude> </ClInclude>
<ClInclude Include="..\vnfemas.h"> <ClInclude Include="..\vnfemas.h">
<Filter>头文件</Filter> <Filter>头文件</Filter>
</ClInclude> </ClInclude>
<ClInclude Include="..\..\include\femas\USTPFtdcMduserApi.h">
<Filter>头文件</Filter>
</ClInclude>
<ClInclude Include="..\..\include\femas\USTPFtdcTraderApi.h">
<Filter>头文件</Filter>
</ClInclude>
<ClInclude Include="..\..\include\femas\USTPFtdcUserApiDataType.h">
<Filter>头文件</Filter>
</ClInclude>
<ClInclude Include="..\..\include\femas\USTPFtdcUserApiStruct.h">
<Filter>头文件</Filter>
</ClInclude>
</ItemGroup> </ItemGroup>
<ItemGroup> <ItemGroup>
<ClCompile Include="stdafx.cpp"> <ClCompile Include="stdafx.cpp">

4
vnpy/api/femas/vnfemas/vnfemasmd/vnfemasmd.vcxproj.user
View File

@ -1,4 +1,6 @@
<?xml version="1.0" encoding="utf-8"?> <?xml version="1.0" encoding="utf-8"?>
<Project ToolsVersion="15.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003"> <Project ToolsVersion="15.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
<PropertyGroup /> <PropertyGroup>
<ShowAllFiles>false</ShowAllFiles>
</PropertyGroup>
</Project> </Project>

7
vnpy/api/femas/vnfemas/vnfemastd/vnfemastd.cpp
View File

@ -91,11 +91,8 @@ void TdApi::OnRspUserLogin(CUstpFtdcRspUserLoginField *pRspUserLogin, CUstpFtdcR
} }
if (pRspInfo) if (pRspInfo)
{ {
cout << "td OnRspUserLogin pRspInfo" << endl;
CUstpFtdcRspInfoField *task_error = new CUstpFtdcRspInfoField(); CUstpFtdcRspInfoField *task_error = new CUstpFtdcRspInfoField();
*task_error = *pRspInfo; *task_error = *pRspInfo;
cout << "td OnRspUserLogin pRspInfo errorid" <<endl;
cout << pRspInfo->ErrorID << endl;
task.task_error = task_error; task.task_error = task_error;
} }
task.task_id = nRequestID; task.task_id = nRequestID;
@ -630,15 +627,12 @@ void TdApi::OnRspQryInvestorAccount(CUstpFtdcRspInvestorAccountField *pRspInvest
task.task_name = ONRSPQRYINVESTORACCOUNT; task.task_name = ONRSPQRYINVESTORACCOUNT;
if (pRspInvestorAccount) if (pRspInvestorAccount)
{ {
cout << "OnRspQryInvestorAccount" << endl;
cout << pRspInvestorAccount->AccountID << endl;
CUstpFtdcRspInvestorAccountField *task_data = new CUstpFtdcRspInvestorAccountField(); CUstpFtdcRspInvestorAccountField *task_data = new CUstpFtdcRspInvestorAccountField();
*task_data = *pRspInvestorAccount; *task_data = *pRspInvestorAccount;
task.task_data = task_data; task.task_data = task_data;
} }
if (pRspInfo) if (pRspInfo)
{ {
cout << pRspInfo->ErrorMsg << endl;
CUstpFtdcRspInfoField *task_error = new CUstpFtdcRspInfoField(); CUstpFtdcRspInfoField *task_error = new CUstpFtdcRspInfoField();
*task_error = *pRspInfo; *task_error = *pRspInfo;
task.task_error = task_error; task.task_error = task_error;
@ -1427,7 +1421,6 @@ void TdApi::processRspUserLogin(Task *task)
dict error; dict error;
if (task->task_error) if (task->task_error)
{ {
cout << "td processRspUserLogin task_error" << endl;
CUstpFtdcRspInfoField *task_error = (CUstpFtdcRspInfoField*)task->task_error; CUstpFtdcRspInfoField *task_error = (CUstpFtdcRspInfoField*)task->task_error;
error["ErrorID"] = task_error->ErrorID; error["ErrorID"] = task_error->ErrorID;
error["ErrorMsg"] = toUtf(task_error->ErrorMsg); error["ErrorMsg"] = toUtf(task_error->ErrorMsg);

16
vnpy/api/femas/vnfemas/vnfemastd/vnfemastd.vcxproj
View File

@ -80,8 +80,8 @@
</PropertyGroup> </PropertyGroup>
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'"> <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'">
<LinkIncremental>true</LinkIncremental> <LinkIncremental>true</LinkIncremental>
<IncludePath>C:\ProgramData\VNConda\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\femas;$(IncludePath)</IncludePath> <IncludePath>C:\Python37\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\femas;$(IncludePath)</IncludePath>
<LibraryPath>C:\ProgramData\VNConda\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath> <LibraryPath>C:\Python37\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
<TargetExt>.pyd</TargetExt> <TargetExt>.pyd</TargetExt>
<OutDir>$(SolutionDir)..\</OutDir> <OutDir>$(SolutionDir)..\</OutDir>
</PropertyGroup> </PropertyGroup>
@ -95,8 +95,8 @@
<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'"> <PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'">
<LinkIncremental>false</LinkIncremental> <LinkIncremental>false</LinkIncremental>
<TargetExt>.pyd</TargetExt> <TargetExt>.pyd</TargetExt>
<IncludePath>C:\ProgramData\VNConda\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\femas;$(IncludePath)</IncludePath> <IncludePath>C:\Python37\include;$(SolutionDir);$(SolutionDir)..\include;$(SolutionDir)..\include\femas;$(IncludePath)</IncludePath>
<LibraryPath>C:\ProgramData\VNConda\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath> <LibraryPath>C:\Python37\libs;$(SolutionDir)..\libs;$(LibraryPath)</LibraryPath>
<OutDir>$(SolutionDir)..\</OutDir> <OutDir>$(SolutionDir)..\</OutDir>
</PropertyGroup> </PropertyGroup>
<ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'"> <ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
@ -108,6 +108,7 @@
<PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;WIN32;_DEBUG;VNFEMASTD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions> <PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;WIN32;_DEBUG;VNFEMASTD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
<ConformanceMode>true</ConformanceMode> <ConformanceMode>true</ConformanceMode>
<ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles> <ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
<MultiProcessorCompilation>true</MultiProcessorCompilation>
</ClCompile> </ClCompile>
<Link> <Link>
<SubSystem>Console</SubSystem> <SubSystem>Console</SubSystem>
@ -123,6 +124,7 @@
<PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;_DEBUG;VNFEMASTD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions> <PreprocessorDefinitions>NOMINMAX;_CRT_SECURE_NO_WARNINGS;_DEBUG;VNFEMASTD_EXPORTS;_WINDOWS;_USRDLL;%(PreprocessorDefinitions)</PreprocessorDefinitions>
<ConformanceMode>true</ConformanceMode> <ConformanceMode>true</ConformanceMode>
<ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles> <ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
<MultiProcessorCompilation>true</MultiProcessorCompilation>
</ClCompile> </ClCompile>
<Link> <Link>
<SubSystem>Console</SubSystem> <SubSystem>Console</SubSystem>
@ -142,6 +144,9 @@
<ConformanceMode>true</ConformanceMode> <ConformanceMode>true</ConformanceMode>
<ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles> <ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
<RuntimeLibrary>MultiThreaded</RuntimeLibrary> <RuntimeLibrary>MultiThreaded</RuntimeLibrary>
<MultiProcessorCompilation>true</MultiProcessorCompilation>
<InlineFunctionExpansion>AnySuitable</InlineFunctionExpansion>
<FavorSizeOrSpeed>Speed</FavorSizeOrSpeed>
</ClCompile> </ClCompile>
<Link> <Link>
<SubSystem>Console</SubSystem> <SubSystem>Console</SubSystem>
@ -164,6 +169,9 @@
</AdditionalIncludeDirectories> </AdditionalIncludeDirectories>
<ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles> <ForcedIncludeFiles>stdafx.h</ForcedIncludeFiles>
<RuntimeLibrary>MultiThreaded</RuntimeLibrary> <RuntimeLibrary>MultiThreaded</RuntimeLibrary>
<MultiProcessorCompilation>true</MultiProcessorCompilation>
<InlineFunctionExpansion>AnySuitable</InlineFunctionExpansion>
<FavorSizeOrSpeed>Speed</FavorSizeOrSpeed>
</ClCompile> </ClCompile>
<Link> <Link>
<SubSystem>Console</SubSystem> <SubSystem>Console</SubSystem>

24
vnpy/api/femas/vnfemas/vnfemastd/vnfemastd.vcxproj.filters
View File

@ -21,21 +21,21 @@
<ClInclude Include="targetver.h"> <ClInclude Include="targetver.h">
<Filter>头文件</Filter> <Filter>头文件</Filter>
</ClInclude> </ClInclude>
<ClInclude Include="..\..\include\ctp\USTPFtdcMduserApi.h">
<Filter>头文件</Filter>
</ClInclude>
<ClInclude Include="..\..\include\ctp\USTPFtdcTraderApi.h">
<Filter>头文件</Filter>
</ClInclude>
<ClInclude Include="..\..\include\ctp\USTPFtdcUserApiDataType.h">
<Filter>头文件</Filter>
</ClInclude>
<ClInclude Include="..\..\include\ctp\USTPFtdcUserApiStruct.h">
<Filter>头文件</Filter>
</ClInclude>
<ClInclude Include="vnfemastd.h"> <ClInclude Include="vnfemastd.h">
<Filter>头文件</Filter> <Filter>头文件</Filter>
</ClInclude> </ClInclude>
<ClInclude Include="..\..\include\femas\USTPFtdcMduserApi.h">
<Filter>头文件</Filter>
</ClInclude>
<ClInclude Include="..\..\include\femas\USTPFtdcTraderApi.h">
<Filter>头文件</Filter>
</ClInclude>
<ClInclude Include="..\..\include\femas\USTPFtdcUserApiDataType.h">
<Filter>头文件</Filter>
</ClInclude>
<ClInclude Include="..\..\include\femas\USTPFtdcUserApiStruct.h">
<Filter>头文件</Filter>
</ClInclude>
</ItemGroup> </ItemGroup>
<ItemGroup> <ItemGroup>
<ClCompile Include="stdafx.cpp"> <ClCompile Include="stdafx.cpp">

4
vnpy/api/femas/vnfemas/vnfemastd/vnfemastd.vcxproj.user
View File

@ -1,4 +1,6 @@
<?xml version="1.0" encoding="utf-8"?> <?xml version="1.0" encoding="utf-8"?>
<Project ToolsVersion="15.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003"> <Project ToolsVersion="15.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
<PropertyGroup /> <PropertyGroup>
<ShowAllFiles>false</ShowAllFiles>
</PropertyGroup>
</Project> </Project>

BIN
vnpy/api/femas/vnfemasmd.pyd
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vnpy/api/femas/vnfemastd.pyd
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283
vnpy/gateway/femas/femas_gateway.py
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@ -14,7 +14,7 @@ from vnpy.api.femas import (
USTP_FTDC_OS_PartTradedQueueing, USTP_FTDC_OS_PartTradedQueueing,
USTP_FTDC_OS_AllTraded, USTP_FTDC_OS_AllTraded,
USTP_FTDC_OS_Canceled, USTP_FTDC_OS_Canceled,
USTP_FTDC_D_Buy, USTP_FTDC_D_Buy,
USTP_FTDC_D_Sell, USTP_FTDC_D_Sell,
USTP_FTDC_OPT_LimitPrice, USTP_FTDC_OPT_LimitPrice,
USTP_FTDC_OPT_AnyPrice, USTP_FTDC_OPT_AnyPrice,
@ -30,7 +30,7 @@ from vnpy.api.femas import (
USTP_FTDC_VC_AV, USTP_FTDC_VC_AV,
USTP_FTDC_TC_IOC, USTP_FTDC_TC_IOC,
USTP_FTDC_VC_CV, USTP_FTDC_VC_CV,
USTP_FTDC_AF_Delete USTP_FTDC_AF_Delete,
) )
from vnpy.trader.constant import ( from vnpy.trader.constant import (
Direction, Direction,
@ -39,7 +39,7 @@ from vnpy.trader.constant import (
OrderType, OrderType,
Product, Product,
Status, Status,
OptionType OptionType,
) )
from vnpy.trader.gateway import BaseGateway from vnpy.trader.gateway import BaseGateway
from vnpy.trader.object import ( from vnpy.trader.object import (
@ -56,8 +56,8 @@ from vnpy.trader.object import (
from vnpy.trader.utility import get_folder_path from vnpy.trader.utility import get_folder_path
from vnpy.trader.event import EVENT_TIMER from vnpy.trader.event import EVENT_TIMER
USTP_FTDC_PD_Long = '2' USTP_FTDC_PD_Long = "2"
USTP_FTDC_PD_Short = '3' USTP_FTDC_PD_Short = "3"
STATUS_FEMAS2VT = { STATUS_FEMAS2VT = {
USTP_FTDC_CAS_Submitted: Status.SUBMITTING, USTP_FTDC_CAS_Submitted: Status.SUBMITTING,
@ -66,21 +66,21 @@ STATUS_FEMAS2VT = {
USTP_FTDC_OS_NoTradeQueueing: Status.NOTTRADED, USTP_FTDC_OS_NoTradeQueueing: Status.NOTTRADED,
USTP_FTDC_OS_PartTradedQueueing: Status.PARTTRADED, USTP_FTDC_OS_PartTradedQueueing: Status.PARTTRADED,
USTP_FTDC_OS_AllTraded: Status.ALLTRADED, USTP_FTDC_OS_AllTraded: Status.ALLTRADED,
USTP_FTDC_OS_Canceled: Status.CANCELLED USTP_FTDC_OS_Canceled: Status.CANCELLED,
} }
DIRECTION_VT2FEMAS = { DIRECTION_VT2FEMAS = {
Direction.LONG: USTP_FTDC_D_Buy, Direction.LONG: USTP_FTDC_D_Buy,
Direction.SHORT: USTP_FTDC_D_Sell Direction.SHORT: USTP_FTDC_D_Sell,
} }
ORDERTYPE_VT2FEMAS = { ORDERTYPE_VT2FEMAS = {
OrderType.LIMIT: USTP_FTDC_OPT_LimitPrice, OrderType.LIMIT: USTP_FTDC_OPT_LimitPrice,
OrderType.MARKET: USTP_FTDC_OPT_AnyPrice OrderType.MARKET: USTP_FTDC_OPT_AnyPrice,
} }
OFFSET_VT2FEMAS = { OFFSET_VT2FEMAS = {
Offset.OPEN: USTP_FTDC_OF_Open, Offset.OPEN: USTP_FTDC_OF_Open,
Offset.CLOSE: USTP_FTDC_OF_Close, Offset.CLOSE: USTP_FTDC_OF_Close,
Offset.CLOSETODAY: USTP_FTDC_OF_CloseYesterday, Offset.CLOSETODAY: USTP_FTDC_OF_CloseYesterday,
Offset.CLOSEYESTERDAY: USTP_FTDC_OF_CloseToday, Offset.CLOSEYESTERDAY: USTP_FTDC_OF_CloseToday,
@ -92,18 +92,17 @@ DIRECTION_FEMAS2VT[USTP_FTDC_PD_Long] = Direction.LONG
DIRECTION_FEMAS2VT[USTP_FTDC_PD_Short] = Direction.SHORT DIRECTION_FEMAS2VT[USTP_FTDC_PD_Short] = Direction.SHORT
EXCHANGE_FEMAS2VT = { EXCHANGE_FEMAS2VT = {
"CFFEX": Exchange.CFFEX, "CFFEX": Exchange.CFFEX,
"SHFE": Exchange.SHFE, "SHFE": Exchange.SHFE,
"CZCE": Exchange.CZCE, "CZCE": Exchange.CZCE,
"DCE": Exchange.DCE, "DCE": Exchange.DCE,
"INE": Exchange.INE "INE": Exchange.INE,
} }
OPTIONTYPE_FEMAS2VT = { OPTIONTYPE_FEMAS2VT = {
USTP_FTDC_OT_CallOptions: OptionType.CALL, USTP_FTDC_OT_CallOptions: OptionType.CALL,
USTP_FTDC_OT_PutOptions: OptionType.PUT USTP_FTDC_OT_PutOptions: OptionType.PUT,
} }
@ -122,7 +121,7 @@ class FemasGateway(BaseGateway):
"password": "", "password": "",
"brokerid": "", "brokerid": "",
"td_address": "", "td_address": "",
"md_address": "" "md_address": "",
} }
def __init__(self, event_engine): def __init__(self, event_engine):
@ -140,15 +139,14 @@ class FemasGateway(BaseGateway):
td_address = setting["td_address"] td_address = setting["td_address"]
md_address = setting["md_address"] md_address = setting["md_address"]
if not td_address.startswith("tcp://"): if not td_address.startswith("tcp://"):
td_address = "tcp://" + td_address td_address = "tcp://" + td_address
if not md_address.startswith("tcp://"): if not md_address.startswith("tcp://"):
md_address = "tcp://" + md_address md_address = "tcp://" + md_address
self.td_api.connect(td_address, userid, password, brokerid) self.td_api.connect(td_address, userid, password, brokerid)
self.md_api.connect(md_address, userid, password, brokerid) self.md_api.connect(md_address, userid, password, brokerid)
self.init_query() self.init_query()
def subscribe(self, req: SubscribeRequest): def subscribe(self, req: SubscribeRequest):
@ -176,24 +174,31 @@ class FemasGateway(BaseGateway):
self.td_api.close() self.td_api.close()
self.md_api.close() self.md_api.close()
def write_error(self, msg: str, error: dict): def write_error(self, msg: str, error_id: int, error_msg: str):
""""""
error_id = error["ErrorID"]
error_msg = error["ErrorMsg"]
msg = f"{msg}，代码：{error_id}，信息：{error_msg}" msg = f"{msg}，代码：{error_id}，信息：{error_msg}"
self.write_log(msg) self.write_log(msg)
def if_error_write_error(self, msg: str, error: dict):
"""
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): def process_timer_event(self, event):
"""""" """"""
self.count += 1 self.count += 1
if self.count < 2: if self.count < 2:
return return
self.count = 0 self.count = 0
func = self.query_functions.pop(0) func = self.query_functions.pop(0)
func() func()
self.query_functions.append(func) self.query_functions.append(func)
def init_query(self): def init_query(self):
"""""" """"""
self.count = 0 self.count = 0
@ -207,20 +212,20 @@ class FemasMdApi(MdApi):
def __init__(self, gateway): def __init__(self, gateway):
"""Constructor""" """Constructor"""
super(FemasMdApi, self).__init__() super(FemasMdApi, self).__init__()
self.gateway = gateway self.gateway = gateway
self.gateway_name = gateway.gateway_name self.gateway_name = gateway.gateway_name
self.reqid = 0 self.reqid = 0
self.connect_status = False self.connect_status = False
self.login_status = False self.login_status = False
self.subscribed = set() self.subscribed = set()
self.userid = "" self.userid = ""
self.password = "" self.password = ""
self.brokerid = 0 self.brokerid = 0
def onFrontConnected(self): def onFrontConnected(self):
""" """
Callback when front server is connected. Callback when front server is connected.
@ -241,28 +246,25 @@ class FemasMdApi(MdApi):
""" """
Callback when user is logged in. Callback when user is logged in.
""" """
if not error["ErrorID"]: if self.gateway.if_error_write_error("行情登录失败", error):
self.login_status = True return
self.gateway.write_log("onRspUserLogin行情服务器登录成功") self.login_status = True
self.gateway.write_log("行情服务器登录成功") 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) for symbol in self.subscribed:
else: self.subMarketData(symbol)
self.gateway.write_error("行情登录失败", error)
def onRspError(self, error: dict, reqid: int, last: bool): def onRspError(self, error: dict, reqid: int, last: bool):
""" """
Callback when error occured. 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): 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 return
self.gateway.write_error("行情订阅失败", error)
def onRtnDepthMarketData(self, data: dict): def onRtnDepthMarketData(self, data: dict):
""" """
@ -274,7 +276,7 @@ class FemasMdApi(MdApi):
return return
timestamp = f"{data['TradingDay']} {data['UpdateTime']}.{int(data['UpdateMillisec']/100)}" timestamp = f"{data['TradingDay']} {data['UpdateTime']}.{int(data['UpdateMillisec']/100)}"
tick = TickData( tick = TickData(
symbol=symbol, symbol=symbol,
exchange=exchange, exchange=exchange,
@ -292,9 +294,9 @@ class FemasMdApi(MdApi):
ask_price_1=data["AskPrice1"], ask_price_1=data["AskPrice1"],
bid_volume_1=data["BidVolume1"], bid_volume_1=data["BidVolume1"],
ask_volume_1=data["AskVolume1"], 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): def connect(self, address: str, userid: str, password: str, brokerid: int):
""" """
@ -303,7 +305,7 @@ class FemasMdApi(MdApi):
self.userid = userid self.userid = userid
self.password = password self.password = password
self.brokerid = brokerid self.brokerid = brokerid
# If not connected, then start connection first. # If not connected, then start connection first.
if not self.connect_status: if not self.connect_status:
path = get_folder_path(self.gateway_name.lower()) path = get_folder_path(self.gateway_name.lower())
@ -315,7 +317,7 @@ class FemasMdApi(MdApi):
# If already connected, then login immediately. # If already connected, then login immediately.
elif not self.login_status: elif not self.login_status:
self.login() self.login()
def login(self): def login(self):
""" """
Login onto server. Login onto server.
@ -323,12 +325,12 @@ class FemasMdApi(MdApi):
req = { req = {
"UserID": self.userid, "UserID": self.userid,
"Password": self.password, "Password": self.password,
"BrokerID": self.brokerid "BrokerID": self.brokerid,
} }
self.reqid += 1 self.reqid += 1
self.reqUserLogin(req, self.reqid) self.reqUserLogin(req, self.reqid)
def subscribe(self, req: SubscribeRequest): def subscribe(self, req: SubscribeRequest):
""" """
Subscribe to tick data update. Subscribe to tick data update.
@ -336,7 +338,7 @@ class FemasMdApi(MdApi):
if self.login_status: if self.login_status:
self.subMarketData(req.symbol) self.subMarketData(req.symbol)
self.subscribed.add(req.symbol) self.subscribed.add(req.symbol)
def close(self): def close(self):
""" """
Close the connection. Close the connection.
@ -351,58 +353,59 @@ class FemasTdApi(TdApi):
def __init__(self, gateway): def __init__(self, gateway):
"""Constructor""" """Constructor"""
super(FemasTdApi, self).__init__() super(FemasTdApi, self).__init__()
self.gateway = gateway self.gateway = gateway
self.gateway_name = gateway.gateway_name self.gateway_name = gateway.gateway_name
self.reqid = 0 self.reqid = int(10e5)
self.localID = 0 self.localID = int(10e5 + 8888)
self.connect_status = False self.connect_status = False
self.login_status = False self.login_status = False
self.login_failed = False self.login_failed = False
self.userid = "" self.userid = ""
self.password = "" self.password = ""
self.brokerid = 0 self.brokerid = 0
self.order_data = [] self.order_data = []
self.trade_data = [] self.trade_data = []
self.positions = {} self.positions = {}
self.sysid_orderid_map = {} self.sysid_orderid_map = {}
def onFrontConnected(self): def onFrontConnected(self):
"""""" """"""
self.connect_status = True self.connect_status = True
self.gateway.write_log("onFrontConnected交易连接成功") self.gateway.write_log("onFrontConnected交易连接成功")
self.login() self.login()
def onFrontDisconnected(self, reason: int): def onFrontDisconnected(self, reason: int):
"""""" """"""
self.connect_status = False self.connect_status = False
self.login_status = False self.login_status = False
self.gateway.write_log(f"交易连接断开，原因{reason}") 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): def onRspUserLogin(self, data: dict, error: dict, reqid: int, last: bool):
"""""" """"""
if not error["ErrorID"]: if not error["ErrorID"]:
for k, v in data.items(): if data["MaxOrderLocalID"]:
print(k, ':', v) self.localID = max(
self.localID, int(data["MaxOrderLocalID"])
if data['MaxOrderLocalID']: ) # 目前最大本地报单号
self.localID = int(data['MaxOrderLocalID']) # 目前最大本地报单号
self.login_status = True self.login_status = True
self.gateway.write_log("onRspUserLogin交易登录成功") self.gateway.write_log("onRspUserLogin交易登录成功")
self.reqid += 1 self.reqid += 1
self.reqQryInstrument({}, self.reqid) self.reqQryInstrument({}, self.reqid)
else: else:
self.login_failed = True 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): 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"] orderid = data["UserOrderLocalID"]
symbol = data["InstrumentID"] symbol = data["InstrumentID"]
@ -416,34 +419,35 @@ class FemasTdApi(TdApi):
price=data["LimitPrice"], price=data["LimitPrice"],
volume=data["Volume"], volume=data["Volume"],
status=Status.REJECTED, status=Status.REJECTED,
gateway_name=self.gateway_name gateway_name=self.gateway_name,
) )
self.gateway.on_order(order) 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): 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): def onRspQueryMaxOrderVolume(self, data: dict, error: dict, reqid: int, last: bool):
"""""" """"""
pass 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. Callback of settlment info confimation.
""" """
self.gateway.write_log("结算信息确认成功") self.gateway.write_log("结算信息确认成功")
self.reqid += 1 self.reqid += 1
self.reqQryInstrument({}, self.reqid) self.reqQryInstrument({}, self.reqid)
def onRspQryInvestorPosition(self, data: dict, error: dict, reqid: int, last: bool): def onRspQryInvestorPosition(self, data: dict, error: dict, reqid: int, last: bool):
"""""" """"""
if not data: if not data:
return return
# Get buffered position object # Get buffered position object
key = f"{data['InstrumentID'], data['Direction']}" key = f"{data['InstrumentID'], data['Direction']}"
position = self.positions.get(key, None) position = self.positions.get(key, None)
@ -452,50 +456,49 @@ class FemasTdApi(TdApi):
symbol=data["InstrumentID"], symbol=data["InstrumentID"],
exchange=symbol_exchange_map[data["InstrumentID"]], exchange=symbol_exchange_map[data["InstrumentID"]],
direction=DIRECTION_FEMAS2VT[data["Direction"]], direction=DIRECTION_FEMAS2VT[data["Direction"]],
gateway_name=self.gateway_name gateway_name=self.gateway_name,
) )
self.positions[key] = position self.positions[key] = position
position.yd_volume = data["YdPosition"] position.yd_volume = data["YdPosition"]
# Calculate previous position cost # Calculate previous position cost
cost = position.price * position.volume cost = position.price * position.volume
# Update new position volume # Update new position volume
position.volume += data["Position"] position.volume += data["Position"]
# Calculate average position price # Calculate average position price
if position.volume: if position.volume:
cost += data["PositionCost"] cost += data["PositionCost"]
position.price = cost / position.volume position.price = cost / position.volume
# Get frozen volume # Get frozen volume
position.frozen += data["FrozenPosition"] position.frozen += data["FrozenPosition"]
if last: if last:
for position in self.positions.values(): for position in self.positions.values():
self.gateway.on_position(position) self.gateway.on_position(position)
self.positions.clear() self.positions.clear()
def onRspQryInvestorAccount(self, data: dict, error: dict, reqid: int, last: bool): def onRspQryInvestorAccount(self, data: dict, error: dict, reqid: int, last: bool):
"""""" """"""
print ("onRspQryInvestorAccount")
account = AccountData( account = AccountData(
accountid=data["AccountID"], accountid=data["AccountID"],
frozen = data['LongMargin']+data['ShortMargin'], frozen=data["LongMargin"] + data["ShortMargin"],
balance= data['PreBalance'], balance=data["PreBalance"],
gateway_name=self.gateway_name gateway_name=self.gateway_name,
) )
# todo: check for error
self.gateway.on_account(account) self.gateway.on_account(account)
def onRspQryInstrument(self, data: dict, error: dict, reqid: int, last: bool): def onRspQryInstrument(self, data: dict, error: dict, reqid: int, last: bool):
""" """
Callback of instrument query. Callback of instrument query.
""" """
contract = ContractData( contract = ContractData(
product = data["ProductID"], product=data["ProductID"],
symbol=data["InstrumentID"], symbol=data["InstrumentID"],
exchange=EXCHANGE_FEMAS2VT[data["ExchangeID"]], exchange=EXCHANGE_FEMAS2VT[data["ExchangeID"]],
name=data["InstrumentName"], name=data["InstrumentName"],
@ -505,15 +508,15 @@ class FemasTdApi(TdApi):
option_type=OPTIONTYPE_FEMAS2VT.get(data["OptionsType"], None), option_type=OPTIONTYPE_FEMAS2VT.get(data["OptionsType"], None),
option_strike=data["StrikePrice"], option_strike=data["StrikePrice"],
option_expiry=datetime.strptime(data["ExpireDate"], "%Y%m%d"), option_expiry=datetime.strptime(data["ExpireDate"], "%Y%m%d"),
gateway_name=self.gateway_name gateway_name=self.gateway_name,
) )
self.gateway.on_contract(contract) self.gateway.on_contract(contract)
symbol_exchange_map[contract.symbol] = contract.exchange symbol_exchange_map[contract.symbol] = contract.exchange
symbol_name_map[contract.symbol] = contract.name symbol_name_map[contract.symbol] = contract.name
symbol_size_map[contract.symbol] = contract.size symbol_size_map[contract.symbol] = contract.size
if last: if last:
self.gateway.write_log("合约信息查询成功") self.gateway.write_log("合约信息查询成功")
@ -522,7 +525,7 @@ class FemasTdApi(TdApi):
Callback of order status update. Callback of order status update.
""" """
# 更新最大报单编号 # 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"] symbol = data["InstrumentID"]
exchange = symbol_exchange_map.get(symbol, "") exchange = symbol_exchange_map.get(symbol, "")
@ -530,8 +533,7 @@ class FemasTdApi(TdApi):
self.order_data.append(data) self.order_data.append(data)
return return
orderid = data['UserOrderLocalID'] orderid = data["UserOrderLocalID"]
print ("---------onRtnOrder-----------")
order = OrderData( order = OrderData(
symbol=symbol, symbol=symbol,
exchange=exchange, exchange=exchange,
@ -543,12 +545,12 @@ class FemasTdApi(TdApi):
traded=data["VolumeTraded"], traded=data["VolumeTraded"],
status=STATUS_FEMAS2VT[data["OrderStatus"]], status=STATUS_FEMAS2VT[data["OrderStatus"]],
time=data["InsertTime"], time=data["InsertTime"],
gateway_name=self.gateway_name gateway_name=self.gateway_name,
) )
self.gateway.on_order(order) self.gateway.on_order(order)
self.sysid_orderid_map[data["OrderSysID"]] = orderid self.sysid_orderid_map[data["OrderSysID"]] = orderid
def onRtnTrade(self, data: dict): def onRtnTrade(self, data: dict):
""" """
Callback of trade status update. Callback of trade status update.
@ -560,7 +562,7 @@ class FemasTdApi(TdApi):
return return
orderid = self.sysid_orderid_map[data["OrderSysID"]] orderid = self.sysid_orderid_map[data["OrderSysID"]]
trade = TradeData( trade = TradeData(
symbol=symbol, symbol=symbol,
exchange=exchange, exchange=exchange,
@ -571,10 +573,10 @@ class FemasTdApi(TdApi):
price=data["TradePrice"], price=data["TradePrice"],
volume=data["TradeVolume"], volume=data["TradeVolume"],
time=data["TradeTime"], 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): def connect(self, address: str, userid: str, password: str, brokerid: int):
""" """
Start connection to server. Start connection to server.
@ -584,21 +586,20 @@ class FemasTdApi(TdApi):
self.brokerid = brokerid self.brokerid = brokerid
self.address = address self.address = address
if not self.connect_status: if not self.connect_status:
path = get_folder_path(self.gateway_name.lower()) path = get_folder_path(self.gateway_name.lower())
self.createFtdcTraderApi(str(path) + "\\Td") self.createFtdcTraderApi(str(path) + "\\Td")
self.subscribePrivateTopic(0) self.subscribePrivateTopic(0)
self.subscribePublicTopic(0) self.subscribePublicTopic(0)
self.subscribeUserTopic(0) self.subscribeUserTopic(0)
self.registerFront(address) self.registerFront(address)
self.init() self.init()
else: else:
if not self.login_status: if not self.login_status:
self.login() self.login()
def login(self): def login(self):
""" """
Login onto server. Login onto server.
@ -609,22 +610,21 @@ class FemasTdApi(TdApi):
req = { req = {
"UserID": self.userid, "UserID": self.userid,
"Password": self.password, "Password": self.password,
"BrokerID": self.brokerid "BrokerID": self.brokerid,
} }
self.reqid += 1 self.reqid += 1
self.reqUserLogin(req, self.reqid) self.reqUserLogin(req, self.reqid)
def send_order(self, req: OrderRequest): def send_order(self, req: OrderRequest):
""" """
Send new order. Send new order.
""" """
self.localID += 1 self.localID += 1
strLocalID = str(self.localID) strLocalID = str(self.localID).rjust(12, "0")
print ('----femasgateway type' + str(req.type))
femas_req = { femas_req = {
"InstrumentID": req.symbol, "InstrumentID": req.symbol,
"ExchangeID": str(req.exchange).split('.')[1], "ExchangeID": str(req.exchange).split(".")[1],
"BrokerID": self.brokerid, "BrokerID": self.brokerid,
"InvestorID": self.userid, "InvestorID": self.userid,
"UserID": self.userid, "UserID": self.userid,
@ -639,55 +639,48 @@ class FemasTdApi(TdApi):
"IsAutoSuspend": 0, "IsAutoSuspend": 0,
"TimeCondition": USTP_FTDC_TC_GFD, "TimeCondition": USTP_FTDC_TC_GFD,
"VolumeCondition": USTP_FTDC_VC_AV, "VolumeCondition": USTP_FTDC_VC_AV,
"MinVolume": 1 "MinVolume": 1,
} }
if req.type == OrderType.FAK: if req.type == OrderType.FAK:
femas_req["OrderPriceType"] = USTP_FTDC_OPT_LimitPrice femas_req["OrderPriceType"] = USTP_FTDC_OPT_LimitPrice
femas_req["TimeCondition"] = USTP_FTDC_TC_IOC femas_req["TimeCondition"] = USTP_FTDC_TC_IOC
femas_req["VolumeCondition"] = USTP_FTDC_VC_AV femas_req["VolumeCondition"] = USTP_FTDC_VC_AV
print ("------------fak")
elif req.type == OrderType.FOK: elif req.type == OrderType.FOK:
femas_req["OrderPriceType"] = USTP_FTDC_OPT_LimitPrice femas_req["OrderPriceType"] = USTP_FTDC_OPT_LimitPrice
femas_req["TimeCondition"] = USTP_FTDC_TC_IOC femas_req["TimeCondition"] = USTP_FTDC_TC_IOC
femas_req["VolumeCondition"] = USTP_FTDC_VC_CV femas_req["VolumeCondition"] = USTP_FTDC_VC_CV
print ("------------fok")
for key in femas_req:
print(key + ':' + str(femas_req[key]))
self.reqid += 1 self.reqid += 1
self.reqOrderInsert(femas_req, self.reqid) self.reqOrderInsert(femas_req, self.reqid)
orderid = femas_req["UserOrderLocalID"] orderid = femas_req["UserOrderLocalID"]
req.volume = femas_req["Volume"] req.volume = femas_req["Volume"]
order = req.create_order_data(orderid, self.gateway_name) order = req.create_order_data(orderid, self.gateway_name)
self.gateway.on_order(order) self.gateway.on_order(order)
return order.vt_orderid return order.vt_orderid
def cancel_order(self, req: CancelRequest): def cancel_order(self, req: CancelRequest):
""" """
Cancel existing order. Cancel existing order.
""" """
self.localID += 1 self.localID += 1
strLocalID = str(self.localID) strLocalID = str(self.localID)
print ('--cancel exchange--' + str(req.exchange).split('.')[1])
print ('--cancel orderid--' + req.orderid)
femas_req = { femas_req = {
"InstrumentID": req.symbol, "InstrumentID": req.symbol,
"ExchangeID": str(req.exchange).split('.')[1], "ExchangeID": str(req.exchange).split(".")[1],
"UserOrderLocalID": req.orderid, "UserOrderLocalID": req.orderid,
"UserOrderActionLocalID": strLocalID, "UserOrderActionLocalID": strLocalID,
"ActionFlag": USTP_FTDC_AF_Delete, "ActionFlag": USTP_FTDC_AF_Delete,
"BrokerID": self.brokerid, "BrokerID": self.brokerid,
"InvestorID": self.userid, "InvestorID": self.userid,
"UserID": self.userid "UserID": self.userid,
} }
self.reqid += 1 self.reqid += 1
self.reqOrderAction(femas_req, self.reqid) self.reqOrderAction(femas_req, self.reqid)
def query_account(self): def query_account(self):
""" """
Query account balance data. Query account balance data.
@ -695,27 +688,27 @@ class FemasTdApi(TdApi):
req = { req = {
"BrokerID": self.brokerid, "BrokerID": self.brokerid,
"InvestorID": self.userid, "InvestorID": self.userid,
"UserID": self.userid "UserID": self.userid,
} }
self.reqid += 1 self.reqid += 1
self.reqQryInvestorAccount(req, self.reqid) self.reqQryInvestorAccount(req, self.reqid)
def query_position(self): def query_position(self):
""" """
Query position holding data. Query position holding data.
""" """
if not symbol_exchange_map: if not symbol_exchange_map:
return return
req = { req = {
"BrokerID": self.brokerid, "BrokerID": self.brokerid,
"InvestorID": self.userid, "InvestorID": self.userid,
"UserID": self.userid "UserID": self.userid,
} }
self.reqid += 1 self.reqid += 1
self.reqQryInvestorPosition(req, self.reqid) self.reqQryInvestorPosition(req, self.reqid)
def close(self): def close(self):
"""""" """"""
if self.connect_status: if self.connect_status: