def Test15(self):
# 创建ITrade char * path指xxx.exe同级子目录中的xxx.dll文件
self.trade = XFinApi_TradeApi.XFinApi_CreateTradeApi(
"XTA_W32/Api/CTP_v6.3.15_20190220/XFinApi.CTPTradeApiSE.dll")
if isinstance(self.trade, int):
print("* Trade XFinApiCreateError={};".format(
StrCreateErrors[self.trade]))
return
else:
self.trade = self.trade[0]
self.tradeEvent = TradeEvent(self.trade, self.cfgSE)
self.trade.SetListener(self.tradeEvent)
openParams = XFinApi_TradeApi.OpenParams()
openParams.HostAddress = self.cfgSE.TradeAddress
openParams.BrokerID = self.cfgSE.BrokerID
openParams.UserID = self.cfgSE.UserName
openParams.Password = self.cfgSE.Password
openParams.Configs["AppID"] = self.cfgSE.AppID
openParams.Configs["AuthCode"] = self.cfgSE.AuthCode
openParams.IsUTF8 = True
self.trade.Open(openParams)
self.QryAndOrder(self.cfgSE)
def QryAndOrder(self, cfg):
# 连接成功后才能执行查询、委托等操作，检测方法有两种：
# 1、self.trade.IsOpened() == 1
# 2、TradeEvent的OnNotify中
# XFinApi_TradeApi.ActionKind_Open == notifyParams.ActionType and XFinApi_TradeApi.ResultKind_Success == notifyParams.ResultType
while self.trade.IsOpened() != 1:
time.sleep(1)
qryParam = XFinApi_TradeApi.QueryParams()
qryParam.InstrumentID = cfg.InstrumentID
# 查询委托单 有些接口查询有间隔限制，如：CTP查询间隔为1秒
time.sleep(1)
print("Press any key to QueryOrder.")
input()
self.trade.QueryOrder(qryParam)
# 查询成交单
time.sleep(3)
print("Press any key to QueryTradeOrder.")
input()
self.trade.QueryTradeOrder(qryParam)
# 查询合约
time.sleep(3)
print("Press any key to QueryInstrument.")
input()
self.trade.QueryInstrument(qryParam)
# 查询持仓
time.sleep(3)
print("Press any key to QueryPosition.")
input()
self.trade.QueryPosition(qryParam)
# 查询账户
time.sleep(3)
print("Press any key to QueryAccount.")
input()
self.trade.QueryAccount(qryParam)
# 委托下单
time.sleep(1)
print("Press any key to OrderAction.")
input()
order = XFinApi_TradeApi.Order()
order.InstrumentID = cfg.InstrumentID
order.Price = cfg.AskPrice1
order.Volume = 1
order.Direction = XFinApi_TradeApi.DirectionKind_Buy
order.OpenCloseType = XFinApi_TradeApi.OpenCloseKind_Open
# 下单高级选项，可选择性设置
order.ActionType = XFinApi_TradeApi.OrderActionKind_Insert # 下单
order.OrderType = XFinApi_TradeApi.OrderKind_Order # 标准单
order.PriceCond = XFinApi_TradeApi.PriceConditionKind_LimitPrice # 限价
order.VolumeCond = XFinApi_TradeApi.VolumeConditionKind_AnyVolume # 任意数量
order.TimeCond = XFinApi_TradeApi.TimeConditionKind_GFD # 当日有效
order.ContingentCond = XFinApi_TradeApi.ContingentCondKind_Immediately # 立即
order.HedgeType = XFinApi_TradeApi.HedgeKind_Speculation # 投机
self.trade.OrderAction(order)
def OnQueryPosition(self,poss):
print("- OnQueryPosition")
for pos in poss:
postoday = 0
posyesterday = 0
if XFinApi_TradeApi.IsDefaultValue(pos.PositionToday) == False:
postoday = pos.PositionToday
if XFinApi_TradeApi.IsDefaultValue(pos.PositionYesterday) == False:
posyesterday = pos.PositionYesterday
print(" InstID={}, Direction={}, PosToday={}, PosYesterday={}".format(pos.InstrumentID, pos.Direction,postoday, posyesterday))
def OnQueryPosition(self,poss):
print("- OnQueryPosition")
for pos in poss:
buyposition = 0
sellposition = 0
netposition = 0
if XFinApi_TradeApi.IsDefaultValue(pos.BuyPosition) == False:
buyposition = pos.BuyPosition
if XFinApi_TradeApi.IsDefaultValue(pos.SellPosition) == False:
sellposition = pos.SellPosition
if XFinApi_TradeApi.IsDefaultValue(pos.NetPosition) == False:
netposition = pos.NetPosition
print(" InstID={} {} {}, BuyPosition={},SellPosition={}, NetPosition={}".format(pos.ExchangeID, pos.ProductID, pos.InstrumentID, buyposition, sellposition, netposition))
def test(self):
self.market = XFinApi_TradeApi.XFinApi_CreateMarketApi("XTA_W32/Api/ESITap_v9.3.0.1_20160406/XFinApi.ESITapTradeApi.dll")
if isinstance(self.market,int):
print("* Market XFinApiCreateError={};".format(StrCreateErrors[self.market]))
return
else:
self.market = self.market[0]
self.marketEvent = MarketEvent(self.market,self.cfg)
self.market.SetListener(self.marketEvent)
openParams = XFinApi_TradeApi.OpenParams()
openParams.HostAddress = self.cfg.MarketAddress
openParams.UserID = self.cfg.MarketUserName
openParams.Password = self.cfg.MarketPassword
openParams.IsUTF8 = True
self.market.Open(openParams)
def test15(self):
self.market = XFinApi_TradeApi.XFinApi_CreateMarketApi(
"XTA_W32/Api/CTP_v6.3.15_20190220/XFinApi.CTPTradeApiSE.dll")
if isinstance(self.market, int):
print("* Market XFinApiCreateError={};".format(
StrCreateErrors[self.market]))
return
else:
self.market = self.market[0]
self.marketEvent = MarketEvent(self.market, self.cfgSE)
self.market.SetListener(self.marketEvent)
openParams = XFinApi_TradeApi.OpenParams()
openParams.HostAddress = self.cfgSE.MarketAddress
openParams.BrokerID = self.cfgSE.BrokerID
openParams.UserID = self.cfgSE.UserName
openParams.Password = self.cfgSE.Password
openParams.IsUTF8 = True
self.market.Open(openParams)
def test(self):
self.market = XFinApi_TradeApi.XFinApi_CreateMarketApi(
"XTA_W32/Api/ZDCTP_v20180404/XFinApi.ZDCTPTradeApi.dll")
if isinstance(self.market, int):
print("* Market XFinApiCreateError={};".format(
StrCreateErrors[self.market]))
return
else:
self.market = self.market[0]
self.marketEvent = MarketEvent(self.market, self.cfg)
self.market.SetListener(self.marketEvent)
openParams = XFinApi_TradeApi.OpenParams()
openParams.HostAddress = self.cfg.MarketAddress
openParams.Configs["LoginAddress"] = self.cfg.TradeAddress
openParams.UserID = self.cfg.UserName
openParams.Password = self.cfg.Password
openParams.IsUTF8 = True
self.market.Open(openParams)
def OnQueryPosition(self, poss):
print("- OnQueryPosition:")
for pos in poss:
positionTotal = 0
posSellable = 0
posYestoday = 0
avgPrice = 0
if XFinApi_TradeApi.IsDefaultValue(pos.PositionTotal) == False:
positionTotal = pos.PositionTotal
if XFinApi_TradeApi.IsDefaultValue(pos.PositionSellable) == False:
posSellable = pos.PositionSellable
if XFinApi_TradeApi.IsDefaultValue(pos.PositionYesterday) == False:
posYestoday = pos.PositionYesterday
if XFinApi_TradeApi.IsDefaultValue(pos.AvgPrice) == False:
avgPrice = pos.AvgPrice
print(
" InstID={} {}, Direction={}, PositionTotal={}, PositionSellable={}, PositionYesterday={}, AvgPrice={}"
.format(pos.ExchangeID, pos.InstrumentID, pos.Direction,
positionTotal, posSellable, posYestoday, avgPrice))
def test(self):
self.market = XFinApi_TradeApi.XFinApi_CreateMarketApi(
"XTA_W32/Api/XTP_v1.1.18.13_20180516/XFinApi.XTPTradeApi.dll")
if isinstance(self.market, int):
print("* Market XFinApiCreateError={};".format(
StrCreateErrors[self.market]))
return
else:
self.market = self.market[0]
self.marketEvent = MarketEvent(self.market, self.cfg)
self.market.SetListener(self.marketEvent)
openParams = XFinApi_TradeApi.OpenParams()
openParams.HostAddress = self.cfg.MarketAddress
openParams.UserID = self.cfg.UserName
openParams.Password = self.cfg.Password
openParams.Configs["AuthCode"] = self.cfg.AuthCode
openParams.Configs["ClientID"] = self.cfg.ClientID #可选
openParams.IsUTF8 = True
self.market.Open(openParams)
def OnQueryPosition(self, poss):
print("- OnQueryPosition")
for pos in poss:
buyposition = 0
sellposition = 0
positioNet = 0
posyesterday = 0
if XFinApi_TradeApi.IsDefaultValue(pos.BuyPosition) == False:
buyposition = pos.BuyPosition
if XFinApi_TradeApi.IsDefaultValue(pos.SellPosition) == False:
sellposition = pos.SellPosition
if XFinApi_TradeApi.IsDefaultValue(pos.NetPosition) == False:
positioNet = pos.NetPosition
if XFinApi_TradeApi.IsDefaultValue(pos.PositionYesterday) == False:
posyesterday = pos.PositionYesterday
print(
" InstID={}, PositionYesterdayDirection={}, PositionYesterday={}, BuyPosition={}, SellPosition={}, NetPosition={}"
.format(pos.InstrumentID, pos.PositionYesDirection,
posyesterday, buyposition, sellposition,
positioNet))
def test(self):
self.market = XFinApi_TradeApi.XFinApi_CreateMarketApi(
"XTA_W32/Api/UFX_V1.0.0.100/XFinApi.UFXTradeApi.dll")
if isinstance(self.market, int):
print("* Market XFinApiCreateError={};".format(
StrCreateErrors[self.market]))
return
else:
self.market = self.market[0]
self.marketEvent = MarketEvent(self.market, self.cfg)
self.market.SetListener(self.marketEvent)
openParams = XFinApi_TradeApi.OpenParams()
openParams.HostAddress = self.cfg.HostAddress
openParams.UserID = self.cfg.UserName
openParams.Password = self.cfg.Password
openParams.Configs["LicenseFile"] = self.cfg.LicenseFile
openParams.Configs["LicensePwd"] = self.cfg.LicensePwd
openParams.Configs["SendQueueSize"] = self.cfg.SendQueueSize
openParams.IsUTF8 = True
self.market.Open(openParams)
def OnQueryPosition(self, poss):
print("- OnQueryPosition")
for pos in poss:
buyposition = 0
sellposition = 0
postoday = 0
posyesterday = 0
if XFinApi_TradeApi.IsDefaultValue(pos.BuyPosition) == False:
buyposition = pos.BuyPosition
if XFinApi_TradeApi.IsDefaultValue(pos.SellPosition) == False:
sellposition = pos.SellPosition
if XFinApi_TradeApi.IsDefaultValue(pos.PositionToday) == False:
postoday = pos.PositionToday
if XFinApi_TradeApi.IsDefaultValue(pos.PositionYesterday) == False:
posyesterday = pos.PositionYesterday
print(
" InstID={}, Direction={}, Price={}, PosToday={}, PosYesterday={}, BuyPosition={},SellPosition={}"
.format(pos.InstrumentID, pos.Direction,
pos.PreSettlementPrice, postoday, posyesterday,
buyposition, sellposition))
def OnNotify(self, notifyParams: 'NotifyParams'):
print("* Market")
str = ""
for codeinfo in notifyParams.CodeInfos:
str += "(Code={};LowerCode={};LowerMessage={})".format(
codeinfo.Code, codeinfo.LowerCode, codeinfo.LowerMessage)
print(" OnNotify: Action={}, Result={}{}".format(
notifyParams.ActionType, notifyParams.ResultType, str))
if XFinApi_TradeApi.ActionKind_Open == notifyParams.ActionType and XFinApi_TradeApi.ResultKind_Success == notifyParams.ResultType:
# 订阅
param = XFinApi_TradeApi.QueryParams()
param.InstrumentID = self.cfg.InstrumentID
self.market.Subscribe(param)
def __del__(self):
if isinstance(self.marketEvent, MarketEvent):
del self.marketEvent
if isinstance(self.market, XFinApi_TradeApi.IMarket):
XFinApi_TradeApi.XFinApi_ReleaseMarketApi(self.market)
def Test(self):
# 创建ITrade char * path指xxx.exe同级子目录中的xxx.dll文件
self.trade = XFinApi_TradeApi.XFinApi_CreateTradeApi(
"XTA_W32/Api/CTP_v6.3.6_20160606/XFinApi.CTPTradeApi.dll")
if isinstance(self.trade, int):
print("* Trade XFinApiCreateError={};".format(
StrCreateErrors[self.trade]))
return
else:
self.trade = self.trade[0]
self.tradeEvent = TradeEvent(self.trade, self.cfg)
self.trade.SetListener(self.tradeEvent)
openParams = XFinApi_TradeApi.OpenParams()
openParams.HostAddress = self.cfg.TradeAddress
openParams.BrokerID = self.cfg.BrokerID
openParams.UserID = self.cfg.UserName
openParams.Password = self.cfg.Password
openParams.IsUTF8 = True
self.trade.Open(openParams)
# 连接服务器 Cfg.SetNonTradeTime(); 非交易时段
# 连接成功后才能执行查询、委托等操作，检测方法有两种：
# 1、ITrade.IsOpened() = true
# 2、TradeListener.OnNotify中
# XFinApi_TradeApi.ActionKind_Open == notifyParams.ActionType and XFinApi_TradeApi.ResultKind_Success == notifyParams.ResultType
while self.trade.IsOpened() != 1:
time.sleep(1)
qryParam = XFinApi_TradeApi.QueryParams()
qryParam.InstrumentID = self.cfg.InstrumentID
# 查询委托单 有些接口查询有间隔限制，如：CTP查询间隔为1秒
time.sleep(1)
print("Press any key to QueryOrder.")
input()
self.trade.QueryOrder(qryParam)
# 查询成交单
time.sleep(3)
print("Press any key to QueryTradeOrder.")
input()
self.trade.QueryTradeOrder(qryParam)
# 查询合约
time.sleep(3)
print("Press any key to QueryInstrument.")
input()
self.trade.QueryInstrument(qryParam)
# 查询持仓
time.sleep(3)
print("Press any key to QueryPosition.")
input()
self.trade.QueryPosition(qryParam)
# 查询账户
time.sleep(3)
print("Press any key to QueryAccount.")
input()
self.trade.QueryAccount(qryParam)
# 委托下单
time.sleep(1)
print("Press any key to OrderAction.")
input()
order = XFinApi_TradeApi.Order()
order.InstrumentID = self.cfg.InstrumentID
order.Price = self.cfg.BidPrice1
order.Volume = 1
order.Direction = XFinApi_TradeApi.DirectionKind_Buy
order.OpenCloseType = XFinApi_TradeApi.OpenCloseKind_Open
# 下单高级选项，可选择性设置
order.ActionType = XFinApi_TradeApi.OrderActionKind_Insert # 下单
order.OrderType = XFinApi_TradeApi.OrderKind_Order # 标准单
order.PriceCond = XFinApi_TradeApi.PriceConditionKind_LimitPrice # 限价
order.VolumeCond = XFinApi_TradeApi.VolumeConditionKind_AnyVolume # 任意数量
order.TimeCond = XFinApi_TradeApi.TimeConditionKind_GFD # 当日有效
order.ContingentCond = XFinApi_TradeApi.ContingentCondKind_Immediately # 立即
order.HedgeType = XFinApi_TradeApi.HedgeKind_Speculation # 投机
self.trade.OrderAction(order)
def __del__(self):
if isinstance(self.tradeEvent, TradeEvent):
del self.tradeEvent
if isinstance(self.trade, XFinApi_TradeApi.ITrade):
XFinApi_TradeApi.XFinApi_ReleaseTradeApi(self.trade)
def Test(self):
# 创建ITrade char * path指xxx.exe同级子目录中的xxx.dll文件
self.trade = XFinApi_TradeApi.XFinApi_CreateTradeApi(
"XTA_W32/Api/XTP_v1.1.18.13_20180516/XFinApi.XTPTradeApi.dll")
if isinstance(self.trade, int):
print("* Trade XFinApiCreateError={};".format(
StrCreateErrors[self.trade]))
return
else:
self.trade = self.trade[0]
self.tradeEvent = TradeEvent(self.trade, self.cfg)
self.trade.SetListener(self.tradeEvent)
openParams = XFinApi_TradeApi.OpenParams()
openParams.HostAddress = self.cfg.TradeAddress
openParams.UserID = self.cfg.UserName
openParams.Password = self.cfg.Password
openParams.Configs["AuthCode"] = self.cfg.AuthCode
openParams.Configs["ClientID"] = self.cfg.ClientID #可选
openParams.IsUTF8 = True
self.trade.Open(openParams)
# 连接成功后才能执行查询、委托等操作，检测方法有两种：
# 1、self.trade.IsOpened() == 1
# 2、TradeEvent的OnNotify中
# XFinApi_TradeApi.ActionKind_Open == notifyParams.ActionType and XFinApi_TradeApi.ResultKind_Success == notifyParams.ResultType
while self.trade.IsOpened() != 1:
time.sleep(1)
qryParam = XFinApi_TradeApi.QueryParams()
# 查询委托单 有些接口查询有间隔限制，如：CTP查询间隔为1秒
time.sleep(1)
print("Press any key to QueryOrder.")
input()
self.trade.QueryOrder(qryParam)
# 查询成交单
time.sleep(3)
print("Press any key to QueryTradeOrder.")
input()
self.trade.QueryTradeOrder(qryParam)
# 查询合约
time.sleep(3)
print("Press any key to QueryInstrument.")
input()
self.trade.QueryInstrument(qryParam)
# 查询持仓
time.sleep(3)
print("Press any key to QueryPosition.")
input()
self.trade.QueryPosition(qryParam)
# 查询账户
time.sleep(3)
print("Press any key to QueryAccount.")
input()
self.trade.QueryAccount(qryParam)
# 委托下单
time.sleep(1)
print("Press any key to OrderAction.")
input()
order = XFinApi_TradeApi.Order()
order.ExchangeID = self.cfg.MarketID
order.InstrumentID = self.cfg.InstrumentID
order.Price = self.cfg.AskPrice1
order.Volume = 100
order.Direction = XFinApi_TradeApi.DirectionKind_Buy
# 下单高级选项，可选择性设置
order.ActionType = XFinApi_TradeApi.OrderActionKind_Insert # 下单
order.OrderType = XFinApi_TradeApi.OrderKind_Order # 标准单
order.PriceCond = XFinApi_TradeApi.PriceConditionKind_LimitPrice # 限价
self.trade.OrderAction(order)
def Test(self):
# 创建ITrade char * path指xxx.exe同级子目录中的xxx.dll文件
self.trade = XFinApi_TradeApi.XFinApi_CreateTradeApi("XTA_W32/Api/ESITap_v9.3.0.1_20160406/XFinApi.ESITapTradeApi.dll")
if isinstance(self.trade,int):
print("* Trade XFinApiCreateError={};".format(StrCreateErrors[self.trade]))
return
else:
self.trade = self.trade[0]
self.tradeEvent = TradeEvent(self.trade,self.cfg)
self.trade.SetListener(self.tradeEvent)
openParams = XFinApi_TradeApi.OpenParams()
openParams.HostAddress = self.cfg.TradeAddress
openParams.UserID = self.cfg.TradeUserName
openParams.Password = self.cfg.TradePassword
openParams.IsUTF8 = True
self.trade.Open(openParams)
# 连接成功后才能执行查询、委托等操作，检测方法有两种：
# 1、self.trade.IsOpened() == 1
# 2、TradeEvent的OnNotify中
# XFinApi_TradeApi.ActionKind_Open == notifyParams.ActionType and XFinApi_TradeApi.ResultKind_Success == notifyParams.ResultType
while self.trade.IsOpened() != 1:
time.sleep(1)
qryParam = XFinApi_TradeApi.QueryParams()
# 查询委托单 有些接口查询有间隔限制，如：CTP查询间隔为1秒
time.sleep(1)
print("Press any key to QueryOrder.")
input()
self.trade.QueryOrder(qryParam)
# 查询成交单
time.sleep(3)
print("Press any key to QueryTradeOrder.")
input()
self.trade.QueryTradeOrder(qryParam)
# 查询合约
qryParam.ExchangeID = self.cfg.ExchangeID
qryParam.ProductID = self.cfg.ProductID
time.sleep(3)
print("Press any key to QueryInstrument.")
input()
self.trade.QueryInstrument(qryParam)
# 查询持仓
time.sleep(3)
print("Press any key to QueryPosition.")
input()
self.trade.QueryPosition(qryParam)
# 查询账户
time.sleep(3)
print("Press any key to QueryAccount.")
input()
self.trade.QueryAccount(qryParam)
# 委托下单
time.sleep(1)
print("Press any key to OrderAction.");
input()
order = XFinApi_TradeApi.Order()
order.InvestorID = self.cfg.TradeUserName