def handle_sync_response(self, api_id, sync=False):
waited_time = 0
while waited_time < REQUEST_TIMEOUT:
try:
report_header = self._sync_req_resp_channel.recv(
flags=zmq.NOBLOCK)
report_body = self._sync_req_resp_channel.recv(
flags=zmq.NOBLOCK)
except zmq.ZMQError as e:
time.sleep(0.1)
waited_time += 0.1
else:
header = dtp_struct.ResponseHeader()
header.ParseFromString(report_header)
api_id = header.api_id
rsp_type = DTPType.get_proto_type(api_id)
body = rsp_type()
body.ParseFromString(report_body)
payload = Payload(header, body)
mail = Mail(api_id=api_id,
api_type='rsp',
sync=sync,
content=payload)
self.logger.info('{}, {}'.format(message2dict(header),
message2dict(body)))
if sync:
return mail
return self.dispatcher.put(mail)
mail = Mail(api_id=api_id,
api_type='rsp',
sync=sync,
ret_code=-1,
err_message='请求超时')
self.logger.error('请求超时 api_id={}'.format(api_id))
if sync:
return mail
return self.dispatcher.put(mail)
def send_order(self,
order_original_id,
exchange,
code,
price,
quantity,
order_side,
order_type=dtp_type.ORDER_TYPE_LIMIT):
"""
报单委托
"""
mail = Mail(api_type='req',
api_id=PLACE_ORDER,
account=self._account,
token=self._token,
order_original_id=order_original_id,
exchange=exchange,
code=code,
price=price,
quantity=quantity,
order_side=order_side,
order_type=order_type)
self.dispatcher.put(mail)
self.logger.info('报单委托 {}'.format(mail))
def handle_counter_response(self):
sock = self._async_resp_channel
while self._running:
topic = sock.recv()
report_header = sock.recv()
report_body = sock.recv()
self.logger.debug('topic: {}'.format(topic))
header = dtp_struct.ReportHeader()
header.ParseFromString(report_header)
rsp_type = DTPType.get_proto_type(header.api_id)
try:
body = rsp_type()
body.ParseFromString(report_body)
except Exception:
self.logger.warning('未知响应 api_id={}, {}'.format(
header.api_id, header.message))
continue
self.logger.info('{}, {}'.format(message2dict(header),
message2dict(body)))
self.dispatcher.put(
Mail(api_id=header.api_id,
api_type='rsp',
content=Payload(header, body)))
def query_ration(self, **kw):
"""
查询配售权益
"""
mail = Mail(api_type='req',
api_id=QUERY_RATION_REQUEST,
sync=kw.get('sync', False),
account=self._account,
token=self._token)
return self.dispatcher.put(mail)
def query_capital(self, **kw):
"""
查询账户资金
"""
mail = Mail(api_type='req',
api_id=QUERY_CAPITAL_REQUEST,
sync=kw.get('sync', False),
account=self._account,
token=self._token)
return self.dispatcher.put(mail)
def query_trades(self, **kw):
"""
查询成交
"""
mail = Mail(api_type='req',
api_id=QUERY_FILLS_REQUEST,
sync=kw.get('sync', False),
account=self._account,
token=self._token)
return self.dispatcher.put(mail)
def cancel_order(self, **kw):
"""
撤单
"""
mail = Mail(api_type='req',
api_id=CANCEL_ORDER,
account=self._account,
token=self._token,
exchange=kw['exchange'],
order_exchange_id=kw['order_exchange_id'])
self.dispatcher.put(mail)
def place_order_batch(self, orders):
"""
批量下单
"""
mail = Mail(api_type='req',
api_id=PLACE_BATCH_ORDER,
account=self._account,
token=self._token,
order_list=orders)
self.dispatcher.put(mail)
self.logger.info('批量买入委托 {}'.format(mail))
def login_account(self, **kw):
mail = Mail(api_type='req', api_id=LOGIN_ACCOUNT_REQUEST, **kw)
return self.dispatcher.put(mail)
def logout(self, **kw):
mail = Mail(api_type='req',
api_id=LOGOUT_ACCOUNT_REQUEST,
account=self._account,
token=self._token)
self.dispatcher.put(mail)
def on_data(self, data):
for listener in self._listeners:
listener.put(Mail(api_id=self.name, api_type='rsp', content=data))