def OnRspQryInvestor(self, pInvestor, pRspInfo, nRequestID, bIsLast):
"""请求查询投资者响应"""
data = {
"pInvestor": struct_to_dict(pInvestor),
"pRspInfo": struct_to_dict(pRspInfo),
"nRequestID": nRequestID,
"bIsLast": bIsLast,
}
redis.publish(f"Trader:{self.account_name}:OnRspQryInvestor",
ujson.dumps(data))
super().OnRspQryInvestor(pInvestor, pRspInfo, nRequestID, bIsLast)
def OnRspQryTradingAccount(self, pTradingAccount, pRspInfo, nRequestID,
bIsLast):
"""请求查询资金账户响应"""
data = {
"pTradingAccount": struct_to_dict(pTradingAccount),
"pRspInfo": struct_to_dict(pRspInfo),
"nRequestID": nRequestID,
"bIsLast": bIsLast,
}
redis.publish(f"Trader:{self.account_name}:OnRspQryTradingAccount",
ujson.dumps(data))
super().OnRspQryTradingAccount(pTradingAccount, pRspInfo, nRequestID,
bIsLast)
def OnRspOrderAction(self, pInputOrderAction, pRspInfo, nRequestID,
bIsLast):
"""报单操作请求响应"""
data = {
"pInputOrderAction": struct_to_dict(pInputOrderAction),
"pRspInfo": struct_to_dict(pRspInfo),
"nRequestID": nRequestID,
"bIsLast": bIsLast,
}
redis.publish(f"Trader:{self.account_name}:OnRspOrderAction",
ujson.dumps(data))
super().OnRspOrderAction(pInputOrderAction, pRspInfo, nRequestID,
bIsLast)
def OnRtnTrade(self, pTrade):
"""成交通知"""
redis.publish("Trader:OnRtnTrade",
ujson.dumps({"pTrade": struct_to_dict(pTrade)}))
# super().OnRtnTrade(pTrade)
TradingAPI.insert_ctp_trade(self.account_name, pTrade)
self.getPosition()
self.getAccount()
self.getInvestor()
def OnRspQryInvestorPosition(self, pInvestorPosition, pRspInfo, nRequestID,
bIsLast):
"""请求查询投资者持仓响应"""
if pInvestorPosition is None:
return
data = struct_to_dict(pInvestorPosition)
D = "L" if data['PosiDirection'] == '2' else 'S'
position = ujson.loads(
redis.hget("Position", data['InstrumentID']) or "{}")
position[f'Total{D}Position'] = data['Position']
position[f'Yd{D}Position'] = data['YdPosition']
position[f'Today{D}Position'] = data['TodayPosition']
position['NetAmount'] = position.get(
'TotalLPosition', 0) - position.get('TotalSPosition', 0)
redis.hset(f"Position:{self.account_name}", data['InstrumentID'],
ujson.dumps(position))
def handler_data(self, data):
try:
instrument_id = data.InstrumentID.decode()
except UnicodeDecodeError:
return
data = struct_to_dict(data)
# hour = int(data['UpdateTime'].split(":")[0])
if "03:00" <= data['UpdateTime'] <= "09:00" or "15:00" < data[
'UpdateTime'] <= "20:59":
return
del data["ExchangeID"], data["ExchangeInstID"], data["PreDelta"], \
data["CurrDelta"], data["BidPrice2"], data["BidPrice3"], \
data["BidPrice4"], data["BidPrice5"], \
data["BidVolume2"], data["BidVolume3"], \
data["BidVolume4"], data["BidVolume5"], \
data["AskPrice2"], data["AskPrice3"], \
data["AskPrice4"], data["AskPrice5"], \
data["AskVolume2"], data["AskVolume3"], \
data["AskVolume4"], data["AskVolume5"], data["ClosePrice"], \
data["SettlementPrice"]
data["InstrumentID"] = instrument_id
data[
'TickTime'] = f"{date.today()} {data['UpdateTime']}.{data['UpdateMillisec']}"
try:
data['Timestamp'] = int(
datetime.strptime(data['TickTime'],
"%Y-%m-%d %H:%M:%S.%f").timestamp() *
SECOND_UNIT)
except ValueError:
logger.error(
f"time format error {date.today()} {data['UpdateTime']} {data['UpdateMillisec']}"
)
raise
channel = f"TICK:{instrument_id}"
data = ujson.dumps(data)
redis.publish(channel, data)
redis.hset("Price", instrument_id, data)
def OnRtnTradingNotice(self, pTradingNoticeInfo):
"""交易通知"""
redis.publish(f"Trader:{self.account_name}:OnRtnTradingNotice",
ujson.dumps(struct_to_dict(pTradingNoticeInfo)))
super().OnRtnTradingNotice(pTradingNoticeInfo)