def OnFrontConnected(self):
print('*************** OnFrontConnected')
self.ReqUserLogin(
ApiStruct.ReqUserLogin(BrokerID=self._broker,
UserID=self._investor,
Password=self._password),
self.req_id,
)
def OnFrontConnected(self):
print('*************** OnFrontConnected')
self.ReqAuthenticate(
ApiStruct.ReqAuthenticate(BrokerID=self._broker,
UserID=self._investor,
AppID=self._app_id,
AuthCode=self._auth_code),
self.req_id,
)
def OnRspSettlementInfoConfirm(self, pSettlementInfoConfirm, pRspInfo,
nRequestID, bIsLast):
if pRspInfo.ErrorID > 0:
print(
'*************** OnRspSettlementInfoConfirm ERROR: {}'.format(
pRspInfo.ErrorMsg.decode(encoding='gb2312')))
else:
print('*************** OnRspSettlementInfoConfirm')
self.ReqQryInstrument(
ApiStruct.QryInstrument(),
self.req_id,
)
def OnRspAuthenticate(self, pRspAuthenticate, pRspInfo, nRequestID,
bIsLast):
if pRspInfo is not None and pRspInfo.ErrorID > 0:
print('*************** OnRspAuthenticate ERROR: {}'.format(
pRspInfo.ErrorMsg.decode(encoding='gb2312')))
return
print('*************** OnRspAuthenticate')
self.ReqUserLogin(
ApiStruct.ReqUserLogin(BrokerID=self._broker,
UserID=self._investor,
Password=self._password),
self.req_id,
)
def OnRspUserLogin(self, pRspUserLogin, pRspInfo, nRequestID, bIsLast):
if pRspInfo.ErrorID > 0:
print('*************** OnRspUserLogin ERROR: {}'.format(
pRspInfo.ErrorMsg.decode(encoding='gb2312')))
else:
print('*************** OnRspUserLogin')
self._front_id, self._session_id = pRspUserLogin.FrontID, pRspUserLogin.SessionID
if pRspUserLogin.MaxOrderRef:
self._order_ref = int(
pRspUserLogin.MaxOrderRef.decode(encoding='gb2312'))
self.ReqSettlementInfoConfirm(
ApiStruct.SettlementInfoConfirm(BrokerID=self._broker,
InvestorID=self._investor),
self.req_id,
)
def send_order(self, code, direction, volume, price, offset_flag):
order = ApiStruct.InputOrder(
BrokerID=self._broker,
InvestorID=self._investor,
UserID=self._investor,
OrderRef=bytes(self.order_ref, encoding='gb2312'),
InstrumentID=bytes(code, encoding='gb2312'),
Direction=direction,
VolumeTotalOriginal=volume,
LimitPrice=price,
CombOffsetFlag=offset_flag,
OrderPriceType=b'2',
VolumeCondition=b'1',
MinVolume=1,
ForceCloseReason=b'0',
IsAutoSuspend=0,
UserForceClose=0,
CombHedgeFlag=b'1',
ContingentCondition=b'1',
TimeCondition=b'3',
)
self.ReqOrderInsert(order, self.req_id)