227 lines
7.0 KiB
Python
227 lines
7.0 KiB
Python
# encoding: UTF-8
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import sys
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from time import sleep
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from PyQt4 import QtGui
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from vnltsl2 import *
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#----------------------------------------------------------------------
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def print_dict(d):
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"""按照键值打印一个字典"""
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for key,value in d.items():
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print key + ':' + str(value)
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#----------------------------------------------------------------------
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def simple_log(func):
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"""简单装饰器用于输出函数名"""
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def wrapper(*args, **kw):
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print ""
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print str(func.__name__)
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return func(*args, **kw)
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return wrapper
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########################################################################
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class TestL2MdApi(L2MdApi):
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"""测试用实例"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""Constructor"""
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super(TestL2MdApi, self).__init__()
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self.brokerID = None
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self.userID = None
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#----------------------------------------------------------------------
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@simple_log
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def onFrontConnected(self):
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"""服务器连接"""
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pass
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#----------------------------------------------------------------------
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@simple_log
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def onFrontDisconnected(self, n):
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"""服务器断开"""
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print n
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#----------------------------------------------------------------------
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@simple_log
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def onHeartBeatWarning(self, n):
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"""心跳报警"""
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print n
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#----------------------------------------------------------------------
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@simple_log
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def onRspError(self, error, n, last):
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"""错误"""
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print_dict(error)
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#----------------------------------------------------------------------
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def onRspUserLogin(self, data, error, n, last):
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"""登陆回报"""
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self.brokerID = data['BrokerID']
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self.userID = data['UserID']
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspUserLogout(self, data, error, n, last):
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"""登出回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspSubL2MarketData(self, data, error, n, last):
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"""订阅L2合约回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspUnSubL2MarketData(self, data, error, n, last):
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"""退订L2合约回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspSubL2Index(self, data, error, n, last):
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"""订阅L2指数回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspUnSubL2Index(self, data, error, n, last):
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"""退订L2指数回报"""
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print_dict(data)
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRtnL2MarketData(self, data):
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"""L2行情推送"""
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print_dict(data)
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#----------------------------------------------------------------------
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@simple_log
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def onRtnL2Index(self, data):
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"""L2指数行情推送"""
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print_dict(data)
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#----------------------------------------------------------------------
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@simple_log
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def onRtnL2Order(self, data):
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"""L2订单推送"""
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print_dict(data)
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#----------------------------------------------------------------------
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@simple_log
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def onRtnL2Trade(self, data):
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"""L2成交推送"""
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print_dict(data)
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#----------------------------------------------------------------------
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@simple_log
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def onRspSubL2OrderAndTrade(self, error, n, last):
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"""订阅L2订单、成交回报"""
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onRspUnSubL2OrderAndTrade(self, error, n, last):
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"""退订L2订单、成交回报"""
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print_dict(error)
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#----------------------------------------------------------------------
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@simple_log
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def onNtfCheckOrderList(self, instrumentID, functionID):
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"""通知清理SSE买卖一队列中数量为0的报单"""
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print 'instrumentID: %s' % instrumentID
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print 'functionID: %s' % functionID
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#----------------------------------------------------------------------
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def main():
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"""主测试函数，出现堵塞时可以考虑使用sleep"""
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reqid = 0
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# 创建Qt应用对象，用于事件循环
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app = QtGui.QApplication(sys.argv)
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# 创建API对象
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api = TestL2MdApi()
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# 在C++环境中创建MdApi对象，传入参数是希望用来保存.con文件的地址
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api.createFtdcL2MDUserApi('')
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# 注册前置机地址
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api.registerFront("tcp://101.231.210.2:8900") # 另一个地址tcp://222.66.55.171:8900
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# 初始化api，连接前置机
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api.init()
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sleep(0.5)
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# 登陆，测试通过
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loginReq = {} # 创建一个空字典
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loginReq['UserID'] = '' # 参数作为字典键值的方式传入
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loginReq['Password'] = '' # 键名和C++中的结构体成员名对应
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loginReq['BrokerID'] = '2011'
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loginReq['DataLevel'] = '1' # '0'全量行情 '1'10档 '2'5档
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reqid = reqid + 1 # 请求数必须保持唯一性
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i = api.reqUserLogin(loginReq, 1)
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sleep(0.5)
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## 登出，测试失败
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#reqid = reqid + 1
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#logoutReq = {}
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#logoutReq['UserID'] = api.userID
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#loginReq['BrokerID'] = api.brokerID
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#i = api.reqUserLogout(logoutReq, 1)
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#sleep(0.5)
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## 安全退出，测试通过
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#i = api.exit()
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# 获取交易日，测试通过
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#day = api.getTradingDay()
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#print 'Trading Day is:' + str(day)
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#sleep(0.5)
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# 订阅L2合约，测试通过
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subReq = {}
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subReq['InstrumentID'] = '510050'
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subReq['ExchangeID'] = 'SSE'
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i = api.subscribeL2MarketData(subReq)
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## 退订L2合约，测试通过
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#i = api.unSubscribeL2MarketData(subReq)
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## 订阅L2指数，测试通过
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#subReq = {}
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#subReq['InstrumentID'] = '000300'
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#subReq['ExchangeID'] = 'SSE'
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#i = api.subscribeL2Index(subReq)
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## 退订L2合约，测试通过
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#i = api.unSubscribeL2Index(subReq)
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# 订阅L2报单和成交，测试提示无此权限
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i = api.subscribeL2OrderAndTrade()
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# 退订L2报单和成交，测试通过
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i = api.unSubscribeL2OrderAndTrade()
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# 连续运行，用于输出行情
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app.exec_()
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if __name__ == '__main__':
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main()
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