class MdApi:
"""
Demo中的行情API封装
封装后所有数据自动推送到事件驱动引擎中，由其负责推送到各个监听该事件的回调函数上
对用户暴露的主动函数包括:
登陆 login
订阅合约 subscribe
"""
#----------------------------------------------------------------------
def __init__(self, eventEngine):
"""
API对象的初始化函数
"""
# 事件引擎，所有数据都推送到其中，再由事件引擎进行分发
self.__eventEngine = eventEngine
self.q = Quote()
# 请求编号，由api负责管理
self.__reqid = 0
# 以下变量用于实现连接和重连后的自动登陆
self.__userid = cf.userid
self.__password = cf.password
self.__brokerid = cf.brokerid
api = self.q.CreateApi()
spi = self.q.CreateSpi()
self.q.RegisterSpi(spi)
self.q.OnFrontConnected = self.onFrontConnected # 交易服务器登陆相应
self.q.OnRspUserLogin = self.onRspUserLogin # 用户登陆
self.q.OnFrontDisconnected = self.onFrontDisconnected
self.q.OnRspError = self.onRspError
self.q.OnRspSubMarketData = self.OnRspSubMarketData
self.q.OnRtnDepthMarketData = self.onRtnDepthMarketData
self.q.OnRspUserLogout = self.OnRspUserLogout
self.q.RegCB()
self.login_status = False #登录状态
def login(self):
if self.login_status == False:
self.q.RegisterFront('tcp://180.168.146.187:10010')
self.q.Init()
def logout(self):
if self.login_status == True:
self.q.ReqUserLogout(self.__brokerid, self.__userid)
def release(self):
self.q.Release()
self.q = None
def put_log_event(self, log): # log事件注册
event = Event(type_=EVENT_LOG)
event.dict_['log'] = log
self.__eventEngine.put(event)
def onFrontConnected(self):
"""服务器连接"""
lc.loger.info(threading.current_thread())
self.put_log_event('行情服务器连接成功')
time.sleep(3)
self.q.ReqUserLogin(BrokerID=self.__brokerid,
UserID=self.__userid,
Password=self.__password)
def onFrontDisconnected(self, n):
"""服务器断开"""
lc.loger.info(threading.current_thread())
self.put_log_event('行情服务器连接断开')
time.sleep(3)
self.login_status = False
def onRspError(self, error, n, last):
"""错误回报"""
log = '行情错误回报，错误代码：' + str(error.__dict__['ErrorID']) + '错误信息：' + +str(
error.__dict__['ErrorMsg'])
self.put_log_event(log)
def onRspUserLogin(self, data, error, n, last):
"""登陆回报"""
if error.__dict__['ErrorID'] == 0:
self.login_status = True
log = '行情服务器登陆成功'
else:
self.login_status = False
log = '登陆回报，错误代码：' + str(
error.__dict__['ErrorID']) + ', 错误信息：' + str(
error.__dict__['ErrorMsg'])
self.put_log_event(log)
def OnRspUserLogout(self, data, error, n, last):
"""登出回报"""
lc.loger.info(threading.current_thread())
if error.__dict__['ErrorID'] == 0:
self.login_status = False
log = '行情服务器登出成功'
else:
self.login_status = True
log = '登出回报，错误代码：' + str(
error.__dict__['ErrorID']) + ', 错误信息：' + str(
error.__dict__['ErrorMsg'])
self.put_log_event(log)
def OnRspSubMarketData(self, data, info, n, last):
pass
def onRtnDepthMarketData(self, data):
"""行情推送"""
# 特定合约行情事件
#lc.loger.info(threading.current_thread())
#lc.loger.info("get")
event2 = Event(type_=(EVENT_MARKETDATA_CONTRACT +
data.__dict__['InstrumentID']))
event2.dict_['data'] = data.__dict__
self.__eventEngine.put(event2)
# ----------------------------------------------------------------------
def subscribe(self, instrumentid):
"""订阅合约"""
self.q.SubscribeMarketData(pInstrumentID=instrumentid)
def unsubscribe(self, instrumentid):
"""退订合约"""
self.q.UnSubscribeMarketData(pInstrumentID=instrumentid)
class MdApi:
"""
Demo中的行情API封装
封装后所有数据自动推送到事件驱动引擎中，由其负责推送到各个监听该事件的回调函数上
对用户暴露的主动函数包括:
登陆 login
订阅合约行情 subscribe
行情数据导向rabbitmq
"""
logging.getLogger().setLevel(logging.INFO)
#----------------------------------------------------------------------
def __init__(self):
"""
API对象的初始化函数
"""
self.q = Quote()
# 请求编号，由api负责管理
self.__reqid = 0
# 以下变量用于实现连接和重连后的自动登陆
self.__userid = '123'
self.__password = '******'
self.__brokerid = '9999'
def login(self):
api = self.q.CreateApi()
spi = self.q.CreateSpi()
self.q.RegisterSpi(spi)
self.q.OnFrontConnected = self.onFrontConnected # 行情服务器登陆相应
self.q.OnRspUserLogin = self.onRspUserLogin # 用户登陆
self.q.OnRspSubMarketData=self.onRspSubMarketData #tick返回调用
self.q.OnRtnDepthMarketData = self.onRtnDepthMarketData
self.q.RegCB()
self.q.RegisterFront('tcp://180.168.146.187:10010')
self.q.Init()
def onFrontConnected(self):
"""服务器连接"""
logging.info("行情服务器连接成功")
self.q.ReqUserLogin(BrokerID=self.__brokerid, UserID=self.__userid, Password=self.__password) #登录请求
def onRspUserLogin(self, data, error, n, last): #登录请求返回信息
"""登陆回报"""
if error.__dict__['ErrorID'] == 0:
log = '行情服务器登陆成功'
self.subscribe('IF1809')
else:
log = '登陆回报，错误代码：' + str(error.__dict__['ErrorID']) + ', 错误信息：' + str(error.__dict__['ErrorMsg'])
logging.info(log)
def onRspSubMarketData(self, data, info, n, last):
pass
def onRtnDepthMarketData(self, data):
"""行情推送"""
# 特定合约行情事件
event = Event(type_=EVENT_MARKETDATA_CONTRACT)
event.symbol= data.__dict__['InstrumentID']
event.dict_['data'] = data.__dict__
print(event.dict_['data'])
def subscribe(self, instrumentid):
"""订阅合约"""
self.q.SubscribeMarketData(pInstrumentID=instrumentid)
def unsubscribe(self, instrumentid):
"""退订合约"""
self.q.UnSubscribeMarketData(pInstrumentID=instrumentid)
