class XApi(AbstractApi):
"""
Api 基类
"""
proxy = None # Proxy
handle = None
_path1 = None
_local_path = None
_reconnectInterval = 0
server = None # ServerInfoField
user = None # UserInfoField
_x_response = None
def __init__(self, path, queue, local_path, server_address, broker_id, investor_id, password,
user_product_info, auth_code, is_market):
super(XApi, self).__init__(path, queue, local_path, server_address, broker_id, investor_id, password,
user_product_info, auth_code, is_market)
self._path1 = path
self._local_path = local_path
self._x_response = fnOnRespone(self._on_response)
self._reconnectInterval = 0
self.server = ServerInfoField()
self.server.BrokerID = broker_id
self.server.Address = server_address
self.server.UserProductInfo = user_product_info
self.server.AuthCode = auth_code
self.user = UserInfoField()
self.user.UserID = investor_id
self.user.Password = password
def connect(self):
"""
Connect to the server.
"""
if self.proxy is None:
self.proxy = Proxy(self._path1)
self.handle = self.proxy.x_request(Create)
# 将API与队列进行绑定
self.proxy.x_request(Register, self.handle, ptr1=self._queue.handle)
self._queue.register(self._x_response)
# 启动队列循环
# self._queue.start_pulling()
self.proxy.x_request(Connect, self.handle, ptr1=byref(self.server), ptr2=byref(self.user),
ptr3=self._local_path)
def disconnect(self):
self.is_connected = False
if self.proxy is not None:
self.proxy.x_request(Disconnect, self.handle)
self.proxy.x_request(Release, self.handle)
self.proxy = None
self.handle = None
def get_api_type(self):
if self.proxy is None:
self.proxy = Proxy(self._path1)
return self.proxy.x_request(GetApiType)
def get_api_version(self):
if self.proxy is None:
self.proxy = Proxy(self._path1)
ptr = self.proxy.x_request(GetApiVersion)
return c_char_p(ptr).value
def get_api_name(self):
if self.proxy is None:
self.proxy = Proxy(self._path1)
ptr = self.proxy.x_request(GetApiName)
return c_char_p(ptr).value
def subscribe(self, instrument_ids, exchange_id=b''):
"""
Subscribe market data for the given instruments.
:param instrument_ids: [string], list of instrument ids.
:param exchange_id: string, exchange id
"""
self.proxy.x_request(Subscribe, self.handle,
ptr1=c_char_p(
b','.join(instrument_ids) if isinstance(instrument_ids, list) else instrument_ids),
ptr2=c_char_p(exchange_id))
def unsubscribe(self, instrument_ids, exchange_id=b''):
"""
Un-subscribe market data for the given instruments.
:param instrument_ids: [string], list of instrument ids.
:param exchange_id: string, exchange id
"""
self.proxy.x_request(Unsubscribe, self.handle,
ptr1=b','.join(instrument_ids) if isinstance(instrument_ids, list) else instrument_ids,
ptr2=exchange_id)
def send_order(self, order_ref, future_id, exchange_id, order_type, time_in_force, side, open_close,
hedge_flag, qty, price, stop_price):
"""
create a new order
:param order_ref: int, if order ref less than 0, it will auto generate an order ref
:param future_id: string, future id
:param exchange_id: string, exchange id
:param order_type: OrderType
:param time_in_force: TimeInForce
:param side: OrderSide, Buy or Sell
:param open_close: OpenCloseType
:param hedge_flag: HedgeFlagType
:param qty: double
:param price: double, Limit price
:param stop_price: double
:return: string, order id
"""
order = OrderField()
order.InstrumentID = future_id
order.ExchangeID = exchange_id
order.Type = order_type
order.Side = side
order.OpenClose = open_close
order.HedgeFlag = hedge_flag
order.Qty = qty
order.Price = price
order.StopPx = stop_price
order.TimeInForce = time_in_force
order_id_ref = self.proxy.x_request(ReqOrderInsert, self.handle, double1=order_ref, ptr1=byref(order))
return cast(order_id_ref, POINTER(OrderIDType)).contents.value
def cancel_order(self, order):
"""
cancel an order
:param order: OrderField
:return:
"""
self.proxy.x_request(ReqOrderAction, self.handle, ptr1=order.ID)
def get_investor_position(self, future_id, exchange_id):
"""
get investor position
:param future_id: string
:param exchange_id: string
:return:
"""
self.proxy.x_request(ReqQryInvestorPosition, self.handle, ptr1=future_id, ptr2=exchange_id)
def get_trading_account(self):
"""
get trading account info
:return:
"""
self.proxy.x_request(ReqQryTradingAccount, self.handle)
def get_instrument(self, future_id, exchange_id):
"""
get future info
:param future_id: string
:param exchange_id: string, exchange id
:return:
"""
self.proxy.x_request(ReqQryInstrument, self.handle,
ptr1=b','.join(future_id) if isinstance(future_id, list) else future_id,
ptr2=exchange_id)
class Queue(object):
"""
queue service, used by api
"""
proxy = None
handle = None
def __init__(self, path):
self.proxy = Proxy(path)
self.handle = self.proxy.x_request(Create)
def start_pulling(self):
if self.proxy is not None:
# 启动消息队列循环
self.proxy.x_request(Connect, self.handle)
def disconnect(self):
if self.proxy is not None:
self.register(None)
# 停止底层线程
self.proxy.x_request(Disconnect, self.handle)
self.proxy.x_request(Release, self.handle)
self.proxy = None
self.handle = None
def process_first_message(self):
"""
Process the first message in the queue (if any).
Invoke corresponding callback function for that message.
"""
if self.proxy is not None:
return self.proxy.x_request(Process, self.handle)
return False
def register(self, ptr1):
if self.proxy is not None:
self.proxy.x_request(Register, self.handle, ptr1=ptr1)
def clear(self):
"""
Clear all messages in current message queue.
"""
if self.proxy is not None:
self.proxy.x_request(Clear, self.handle)