补充新的CTP接口中未实现的callback函数

This commit is contained in:
chenxy123 2016-07-25 22:32:55 +08:00
parent e7582dd01f
commit e36bd4a3f2

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