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补充新的CTP接口中未实现的callback函数

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chenxy123 2016-07-25 22:32:55 +08:00
parent e7582dd01f
commit e36bd4a3f2
1 changed files with 189 additions and 133 deletions
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322
vn.trader/ctpGateway/ctpGateway.py
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@ -56,6 +56,14 @@ posiDirectionMap[DIRECTION_LONG] = defineDict["THOST_FTDC_PD_Long"]
posiDirectionMap[DIRECTION_SHORT] = defineDict["THOST_FTDC_PD_Short"] posiDirectionMap[DIRECTION_SHORT] = defineDict["THOST_FTDC_PD_Short"]
posiDirectionMapReverse = {v:k for k,v in posiDirectionMap.items()} posiDirectionMapReverse = {v:k for k,v in posiDirectionMap.items()}
# 产品类型映射
productClassMap = {}
productClassMap[PRODUCT_FUTURES] = defineDict["THOST_FTDC_PC_Futures"]
productClassMap[PRODUCT_OPTION] = defineDict["THOST_FTDC_PC_Options"]
productClassMap[PRODUCT_COMBINATION] = defineDict["THOST_FTDC_PC_Combination"]
productClassMapReverse = {v:k for k,v in productClassMap.items()}
######################################################################## ########################################################################
class CtpGateway(VtGateway): class CtpGateway(VtGateway):
@ -443,36 +451,36 @@ class CtpTdApi(TdApi):
def onFrontConnected(self): def onFrontConnected(self):
"""服务器连接""" """服务器连接"""
self.connectionStatus = True self.connectionStatus = True
log = VtLogData() log = VtLogData()
log.gatewayName = self.gatewayName log.gatewayName = self.gatewayName
log.logContent = u'交易服务器连接成功' log.logContent = u'交易服务器连接成功'
self.gateway.onLog(log) self.gateway.onLog(log)
self.login()
self.login()
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onFrontDisconnected(self, n): def onFrontDisconnected(self, n):
"""服务器断开""" """服务器断开"""
self.connectionStatus = False self.connectionStatus = False
self.loginStatus = False self.loginStatus = False
self.gateway.tdConnected = False self.gateway.tdConnected = False
log = VtLogData() log = VtLogData()
log.gatewayName = self.gatewayName log.gatewayName = self.gatewayName
log.logContent = u'交易服务器连接断开' log.logContent = u'交易服务器连接断开'
self.gateway.onLog(log) self.gateway.onLog(log)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onHeartBeatWarning(self, n): def onHeartBeatWarning(self, n):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspAuthenticate(self, data, error, n, last): def onRspAuthenticate(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspUserLogin(self, data, error, n, last): def onRspUserLogin(self, data, error, n, last):
"""登陆回报""" """登陆回报"""
@ -502,7 +510,7 @@ class CtpTdApi(TdApi):
err.errorID = error['ErrorID'] err.errorID = error['ErrorID']
err.errorMsg = error['ErrorMsg'].decode('gbk') err.errorMsg = error['ErrorMsg'].decode('gbk')
self.gateway.onError(err) self.gateway.onError(err)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspUserLogout(self, data, error, n, last): def onRspUserLogout(self, data, error, n, last):
"""登出回报""" """登出回报"""
@ -523,17 +531,17 @@ class CtpTdApi(TdApi):
err.errorID = error['ErrorID'] err.errorID = error['ErrorID']
err.errorMsg = error['ErrorMsg'].decode('gbk') err.errorMsg = error['ErrorMsg'].decode('gbk')
self.gateway.onError(err) self.gateway.onError(err)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspUserPasswordUpdate(self, data, error, n, last): def onRspUserPasswordUpdate(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspTradingAccountPasswordUpdate(self, data, error, n, last): def onRspTradingAccountPasswordUpdate(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspOrderInsert(self, data, error, n, last): def onRspOrderInsert(self, data, error, n, last):
"""发单错误（柜台）""" """发单错误（柜台）"""
@ -542,17 +550,17 @@ class CtpTdApi(TdApi):
err.errorID = error['ErrorID'] err.errorID = error['ErrorID']
err.errorMsg = error['ErrorMsg'].decode('gbk') err.errorMsg = error['ErrorMsg'].decode('gbk')
self.gateway.onError(err) self.gateway.onError(err)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspParkedOrderInsert(self, data, error, n, last): def onRspParkedOrderInsert(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspParkedOrderAction(self, data, error, n, last): def onRspParkedOrderAction(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspOrderAction(self, data, error, n, last): def onRspOrderAction(self, data, error, n, last):
"""撤单错误（柜台）""" """撤单错误（柜台）"""
@ -561,12 +569,12 @@ class CtpTdApi(TdApi):
err.errorID = error['ErrorID'] err.errorID = error['ErrorID']
err.errorMsg = error['ErrorMsg'].decode('gbk') err.errorMsg = error['ErrorMsg'].decode('gbk')
self.gateway.onError(err) self.gateway.onError(err)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQueryMaxOrderVolume(self, data, error, n, last): def onRspQueryMaxOrderVolume(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspSettlementInfoConfirm(self, data, error, n, last): def onRspSettlementInfoConfirm(self, data, error, n, last):
"""确认结算信息回报""" """确认结算信息回报"""
@ -574,7 +582,7 @@ class CtpTdApi(TdApi):
log.gatewayName = self.gatewayName log.gatewayName = self.gatewayName
log.logContent = u'结算信息确认完成' log.logContent = u'结算信息确认完成'
self.gateway.onLog(log) self.gateway.onLog(log)
# 查询合约代码 # 查询合约代码
self.reqID += 1 self.reqID += 1
self.reqQryInstrument({}, self.reqID) self.reqQryInstrument({}, self.reqID)
@ -583,47 +591,57 @@ class CtpTdApi(TdApi):
def onRspRemoveParkedOrder(self, data, error, n, last): def onRspRemoveParkedOrder(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspRemoveParkedOrderAction(self, data, error, n, last): def onRspRemoveParkedOrderAction(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspExecOrderInsert(self, data, error, n, last): def onRspExecOrderInsert(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspExecOrderAction(self, data, error, n, last): def onRspExecOrderAction(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspForQuoteInsert(self, data, error, n, last): def onRspForQuoteInsert(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQuoteInsert(self, data, error, n, last): def onRspQuoteInsert(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQuoteAction(self, data, error, n, last): def onRspQuoteAction(self, data, error, n, last):
"""""" """"""
pass pass
#----------------------------------------------------------------------
def onRspLockInsert(self, data, error, n, last):
""""""
pass
#----------------------------------------------------------------------
def onRspCombActionInsert(self, data, error, n, last):
""""""
pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryOrder(self, data, error, n, last): def onRspQryOrder(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryTrade(self, data, error, n, last): def onRspQryTrade(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryInvestorPosition(self, data, error, n, last): def onRspQryInvestorPosition(self, data, error, n, last):
"""持仓查询回报""" """持仓查询回报"""
@ -644,17 +662,17 @@ class CtpTdApi(TdApi):
else: else:
pos = posBuffer.updateBuffer(data, size) pos = posBuffer.updateBuffer(data, size)
self.gateway.onPosition(pos) self.gateway.onPosition(pos)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryTradingAccount(self, data, error, n, last): def onRspQryTradingAccount(self, data, error, n, last):
"""资金账户查询回报""" """资金账户查询回报"""
account = VtAccountData() account = VtAccountData()
account.gatewayName = self.gatewayName account.gatewayName = self.gatewayName
# 账户代码 # 账户代码
account.accountID = data['AccountID'] account.accountID = data['AccountID']
account.vtAccountID = '.'.join([self.gatewayName, account.accountID]) account.vtAccountID = '.'.join([self.gatewayName, account.accountID])
# 数值相关 # 数值相关
account.preBalance = data['PreBalance'] account.preBalance = data['PreBalance']
account.available = data['Available'] account.available = data['Available']
@ -662,46 +680,46 @@ class CtpTdApi(TdApi):
account.margin = data['CurrMargin'] account.margin = data['CurrMargin']
account.closeProfit = data['CloseProfit'] account.closeProfit = data['CloseProfit']
account.positionProfit = data['PositionProfit'] account.positionProfit = data['PositionProfit']
# 这里的balance和快期中的账户不确定是否一样，需要测试 # 这里的balance和快期中的账户不确定是否一样，需要测试
account.balance = (data['PreBalance'] - data['PreCredit'] - data['PreMortgage'] + account.balance = (data['PreBalance'] - data['PreCredit'] - data['PreMortgage'] +
data['Mortgage'] - data['Withdraw'] + data['Deposit'] + data['Mortgage'] - data['Withdraw'] + data['Deposit'] +
data['CloseProfit'] + data['PositionProfit'] + data['CashIn'] - data['CloseProfit'] + data['PositionProfit'] + data['CashIn'] -
data['Commission']) data['Commission'])
# 推送 # 推送
self.gateway.onAccount(account) self.gateway.onAccount(account)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryInvestor(self, data, error, n, last): def onRspQryInvestor(self, data, error, n, last):
"""投资者查询回报""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryTradingCode(self, data, error, n, last): def onRspQryTradingCode(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryInstrumentMarginRate(self, data, error, n, last): def onRspQryInstrumentMarginRate(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryInstrumentCommissionRate(self, data, error, n, last): def onRspQryInstrumentCommissionRate(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryExchange(self, data, error, n, last): def onRspQryExchange(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryProduct(self, data, error, n, last): def onRspQryProduct(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryInstrument(self, data, error, n, last): def onRspQryInstrument(self, data, error, n, last):
"""合约查询回报""" """合约查询回报"""
@ -712,147 +730,179 @@ class CtpTdApi(TdApi):
contract.exchange = exchangeMapReverse[data['ExchangeID']] contract.exchange = exchangeMapReverse[data['ExchangeID']]
contract.vtSymbol = contract.symbol #'.'.join([contract.symbol, contract.exchange]) contract.vtSymbol = contract.symbol #'.'.join([contract.symbol, contract.exchange])
contract.name = data['InstrumentName'].decode('GBK') contract.name = data['InstrumentName'].decode('GBK')
# 合约数值 # 合约数值
contract.size = data['VolumeMultiple'] contract.size = data['VolumeMultiple']
contract.priceTick = data['PriceTick'] contract.priceTick = data['PriceTick']
contract.strikePrice = data['StrikePrice'] contract.strikePrice = data['StrikePrice']
contract.underlyingSymbol = data['UnderlyingInstrID'] contract.underlyingSymbol = data['UnderlyingInstrID']
# 合约类型 contract.productClass = productClassMapReverse.get(data['ProductClass'], PRODUCT_UNKNOWN)
if data['ProductClass'] == '1':
contract.productClass = PRODUCT_FUTURES
elif data['ProductClass'] == '2':
contract.productClass = PRODUCT_OPTION
elif data['ProductClass'] == '3':
contract.productClass = PRODUCT_COMBINATION
else:
contract.productClass = PRODUCT_UNKNOWN
# 期权类型 # 期权类型
if data['OptionsType'] == '1': if data['OptionsType'] == '1':
contract.optionType = OPTION_CALL contract.optionType = OPTION_CALL
elif data['OptionsType'] == '2': elif data['OptionsType'] == '2':
contract.optionType = OPTION_PUT contract.optionType = OPTION_PUT
# 缓存代码和交易所的印射关系 # 缓存代码和交易所的印射关系
self.symbolExchangeDict[contract.symbol] = contract.exchange self.symbolExchangeDict[contract.symbol] = contract.exchange
self.symbolSizeDict[contract.symbol] = contract.size self.symbolSizeDict[contract.symbol] = contract.size
# 推送 # 推送
self.gateway.onContract(contract) self.gateway.onContract(contract)
if last: if last:
log = VtLogData() log = VtLogData()
log.gatewayName = self.gatewayName log.gatewayName = self.gatewayName
log.logContent = u'交易合约信息获取完成' log.logContent = u'交易合约信息获取完成'
self.gateway.onLog(log) self.gateway.onLog(log)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryDepthMarketData(self, data, error, n, last): def onRspQryDepthMarketData(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQrySettlementInfo(self, data, error, n, last): def onRspQrySettlementInfo(self, data, error, n, last):
"""查询结算信息回报""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryTransferBank(self, data, error, n, last): def onRspQryTransferBank(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryInvestorPositionDetail(self, data, error, n, last): def onRspQryInvestorPositionDetail(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryNotice(self, data, error, n, last): def onRspQryNotice(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQrySettlementInfoConfirm(self, data, error, n, last): def onRspQrySettlementInfoConfirm(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryInvestorPositionCombineDetail(self, data, error, n, last): def onRspQryInvestorPositionCombineDetail(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryCFMMCTradingAccountKey(self, data, error, n, last): def onRspQryCFMMCTradingAccountKey(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryEWarrantOffset(self, data, error, n, last): def onRspQryEWarrantOffset(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryInvestorProductGroupMargin(self, data, error, n, last): def onRspQryInvestorProductGroupMargin(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryExchangeMarginRate(self, data, error, n, last): def onRspQryExchangeMarginRate(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryExchangeMarginRateAdjust(self, data, error, n, last): def onRspQryExchangeMarginRateAdjust(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryExchangeRate(self, data, error, n, last): def onRspQryExchangeRate(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQrySecAgentACIDMap(self, data, error, n, last): def onRspQrySecAgentACIDMap(self, data, error, n, last):
"""""" """"""
pass pass
#----------------------------------------------------------------------
def onRspQryProductExchRate(self, data, error, n, last):
""""""
pass
#----------------------------------------------------------------------
def onRspQryProductGroup(self, data, error, n, last):
""""""
pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryOptionInstrTradeCost(self, data, error, n, last): def onRspQryOptionInstrTradeCost(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryOptionInstrCommRate(self, data, error, n, last): def onRspQryOptionInstrCommRate(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryExecOrder(self, data, error, n, last): def onRspQryExecOrder(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryForQuote(self, data, error, n, last): def onRspQryForQuote(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryQuote(self, data, error, n, last): def onRspQryQuote(self, data, error, n, last):
"""""" """"""
pass pass
#----------------------------------------------------------------------
def onRspQryLock(self, data, error, n, last):
""""""
pass
#----------------------------------------------------------------------
def onRspQryLockPosition(self, data, error, n, last):
""""""
pass
#----------------------------------------------------------------------
def onRspQryInvestorLevel(self, data, error, n, last):
""""""
pass
#----------------------------------------------------------------------
def onRspQryExecFreeze(self, data, error, n, last):
""""""
pass
#----------------------------------------------------------------------
def onRspQryCombInstrumentGuard(self, data, error, n, last):
""""""
pass
#----------------------------------------------------------------------
def onRspQryCombAction(self, data, error, n, last):
""""""
pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryTransferSerial(self, data, error, n, last): def onRspQryTransferSerial(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryAccountregister(self, data, error, n, last): def onRspQryAccountregister(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspError(self, error, n, last): def onRspError(self, error, n, last):
"""错误回报""" """错误回报"""
@ -861,7 +911,7 @@ class CtpTdApi(TdApi):
err.errorID = error['ErrorID'] err.errorID = error['ErrorID']
err.errorMsg = error['ErrorMsg'].decode('gbk') err.errorMsg = error['ErrorMsg'].decode('gbk')
self.gateway.onError(err) self.gateway.onError(err)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnOrder(self, data): def onRtnOrder(self, data):
"""报单回报""" """报单回报"""
@ -925,7 +975,7 @@ class CtpTdApi(TdApi):
# 推送 # 推送
self.gateway.onOrder(order) self.gateway.onOrder(order)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnTrade(self, data): def onRtnTrade(self, data):
"""成交回报""" """成交回报"""
@ -957,7 +1007,7 @@ class CtpTdApi(TdApi):
# 推送 # 推送
self.gateway.onTrade(trade) self.gateway.onTrade(trade)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onErrRtnOrderInsert(self, data, error): def onErrRtnOrderInsert(self, data, error):
"""发单错误回报（交易所）""" """发单错误回报（交易所）"""
@ -966,7 +1016,7 @@ class CtpTdApi(TdApi):
err.errorID = error['ErrorID'] err.errorID = error['ErrorID']
err.errorMsg = error['ErrorMsg'].decode('gbk') err.errorMsg = error['ErrorMsg'].decode('gbk')
self.gateway.onError(err) self.gateway.onError(err)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onErrRtnOrderAction(self, data, error): def onErrRtnOrderAction(self, data, error):
"""撤单错误回报（交易所）""" """撤单错误回报（交易所）"""
@ -975,227 +1025,233 @@ class CtpTdApi(TdApi):
err.errorID = error['ErrorID'] err.errorID = error['ErrorID']
err.errorMsg = error['ErrorMsg'].decode('gbk') err.errorMsg = error['ErrorMsg'].decode('gbk')
self.gateway.onError(err) self.gateway.onError(err)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnInstrumentStatus(self, data): def onRtnInstrumentStatus(self, data):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnTradingNotice(self, data): def onRtnTradingNotice(self, data):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnErrorConditionalOrder(self, data): def onRtnErrorConditionalOrder(self, data):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnExecOrder(self, data): def onRtnExecOrder(self, data):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onErrRtnExecOrderInsert(self, data, error): def onErrRtnExecOrderInsert(self, data, error):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onErrRtnExecOrderAction(self, data, error): def onErrRtnExecOrderAction(self, data, error):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onErrRtnForQuoteInsert(self, data, error): def onErrRtnForQuoteInsert(self, data, error):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnQuote(self, data): def onRtnQuote(self, data):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onErrRtnQuoteInsert(self, data, error): def onErrRtnQuoteInsert(self, data, error):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onErrRtnQuoteAction(self, data, error): def onErrRtnQuoteAction(self, data, error):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnForQuoteRsp(self, data): def onRtnForQuoteRsp(self, data):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnCFMMCTradingAccountToken(self, data): def onRtnCFMMCTradingAccountToken(self, data):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnLock(self, data): def onRtnLock(self, data):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onErrRtnLockInsert(self, data, error): def onErrRtnLockInsert(self, data, error):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnCombAction(self, data): def onRtnCombAction(self, data):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onErrRtnCombActionInsert(self, data, error): def onErrRtnCombActionInsert(self, data, error):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryContractBank(self, data, error, n, last): def onRspQryContractBank(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryParkedOrder(self, data, error, n, last): def onRspQryParkedOrder(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryParkedOrderAction(self, data, error, n, last): def onRspQryParkedOrderAction(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryTradingNotice(self, data, error, n, last): def onRspQryTradingNotice(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryBrokerTradingParams(self, data, error, n, last): def onRspQryBrokerTradingParams(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQryBrokerTradingAlgos(self, data, error, n, last): def onRspQryBrokerTradingAlgos(self, data, error, n, last):
"""""" """"""
pass pass
#----------------------------------------------------------------------
def onRspQueryCFMMCTradingAccountToken(self, data, error, n, last):
""""""
pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnFromBankToFutureByBank(self, data): def onRtnFromBankToFutureByBank(self, data):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnFromFutureToBankByBank(self, data): def onRtnFromFutureToBankByBank(self, data):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnRepealFromBankToFutureByBank(self, data): def onRtnRepealFromBankToFutureByBank(self, data):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnRepealFromFutureToBankByBank(self, data): def onRtnRepealFromFutureToBankByBank(self, data):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnFromBankToFutureByFuture(self, data): def onRtnFromBankToFutureByFuture(self, data):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnFromFutureToBankByFuture(self, data): def onRtnFromFutureToBankByFuture(self, data):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnRepealFromBankToFutureByFutureManual(self, data): def onRtnRepealFromBankToFutureByFutureManual(self, data):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnRepealFromFutureToBankByFutureManual(self, data): def onRtnRepealFromFutureToBankByFutureManual(self, data):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnQueryBankBalanceByFuture(self, data): def onRtnQueryBankBalanceByFuture(self, data):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onErrRtnBankToFutureByFuture(self, data, error): def onErrRtnBankToFutureByFuture(self, data, error):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onErrRtnFutureToBankByFuture(self, data, error): def onErrRtnFutureToBankByFuture(self, data, error):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onErrRtnRepealBankToFutureByFutureManual(self, data, error): def onErrRtnRepealBankToFutureByFutureManual(self, data, error):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onErrRtnRepealFutureToBankByFutureManual(self, data, error): def onErrRtnRepealFutureToBankByFutureManual(self, data, error):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onErrRtnQueryBankBalanceByFuture(self, data, error): def onErrRtnQueryBankBalanceByFuture(self, data, error):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnRepealFromBankToFutureByFuture(self, data): def onRtnRepealFromBankToFutureByFuture(self, data):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnRepealFromFutureToBankByFuture(self, data): def onRtnRepealFromFutureToBankByFuture(self, data):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspFromBankToFutureByFuture(self, data, error, n, last): def onRspFromBankToFutureByFuture(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspFromFutureToBankByFuture(self, data, error, n, last): def onRspFromFutureToBankByFuture(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRspQueryBankAccountMoneyByFuture(self, data, error, n, last): def onRspQueryBankAccountMoneyByFuture(self, data, error, n, last):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnOpenAccountByBank(self, data): def onRtnOpenAccountByBank(self, data):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnCancelAccountByBank(self, data): def onRtnCancelAccountByBank(self, data):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def onRtnChangeAccountByBank(self, data): def onRtnChangeAccountByBank(self, data):
"""""" """"""
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def connect(self, userID, password, brokerID, address): def connect(self, userID, password, brokerID, address):
"""初始化连接""" """初始化连接"""