def OnFrontConnected(self):
logger.info('OnFrontConnected')
req = ApiStructure.ReqAuthenticateField(BrokerID=self.broker_id,
UserID=self.investor_id,
AuthCode=self.auth_code,
AppID=self.app_id)
self.ReqAuthenticate(req, self.inc_request_id())
def OnRspAuthenticate(self, pRspAuthenticateField, pRspInfo, nRequestID,
bIsLast):
logger.info('OnRspAuthenticate')
req = ApiStructure.ReqUserLoginField(BrokerID=self.broker_id,
UserID=self.investor_id,
Password=self.passwd)
self.ReqUserLogin(req, self.inc_request_id())
def OnHeartBeatWarning(self, nTimeLapse):
"""
心跳超时警告。当长时间未收到报文时，该方法被调用。
:param nTimeLapse: 距离上次接收报文的时间
:return:
"""
logger.info('OnHeartBeatWarning, nTimeLapse = %s' % nTimeLapse)
def OnFrontConnected(self):
"""
当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。
:return:
"""
logger.info('OnFrontConnected')
req = ApiStructure.ReqUserLoginField(BrokerID=self.broker_id, UserID=self.investor_id, Password=self.passwd)
self.requestid += 1
r = self.ReqUserLogin(req, self.requestid)
def OnFrontDisconnected(self, nReason):
"""
当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。
@param nReason 错误原因
4097 0x1001 网络读失败
4098 0x1002 网络写失败
8193 0x2001 读心跳超时
8194 0x2002 发送心跳超时
8195 0x2003 收到不能识别的错误消息
客户端与服务端的连接断开有两种情况：
网络原因导致连接断开
服务端主动断开连接
服务器主动断开连接有两种可能：
客户端长时间没有从服务端接收报文，时间超时
客户端建立的连接数超过限制
:param nReason:
"""
logger.info('onFrontDisConnected, nReason = %d' % nReason)
def OnHeartBeatWarning(self, nTimeLapse):
logger.info('OnHeartBeatWarning, nTimeLapse = %s' % nTimeLapse)
def OnFrontDisconnected(self, nReason):
logger.info('OnFrontDisconnected, nReason = %d' % nReason)
def OnRtnTrade(self, pTrade):
logger.info('OnRtnTrade %s' % str(pTrade))
DatabaseController.insert_RtnOrder(pTrade)
def OnRtnTrade(self, pTrade):
logger.info('OnRtnTrade %s' % pTrade.to_dict())
DatabaseController.insert_RtnOrder(
pTrade.to_dict()) # dict will change bytes to str
def OnFrontConnected(self):
logger.info('OnFrontConnected')
req = ApiStruct.ReqUserLogin(BrokerID=self.broker_id, UserID=self.investor_id, Password=self.passwd)
self.ReqUserLogin(req, self.inc_request_id())
def OnHeartBeatWarning(self, time):
logger.info('OnHeartBeatWarning, time = %s' % time)
def OnFrontDisConnected(self, reason):
logger.info('onFrontDisConnected, reason = %d' % reason)
def isErrorRspInfo(self, info):
if info.ErrorID !=0:
logger.info('ErrorID=%d, ErrorMsg=%s' % (info.ErrorID, info.ErrorMsg.decode('gbk')))
return info.ErrorID !=0
def OnRspOrderInsert(self, pInputOrder, pRspInfo, nRequestID, bIsLast):
print('报单回报。', pInputOrder)
if bIsLast and not self.isErrorRspInfo(pRspInfo):
print('报单回报：', pInputOrder)
logger.info('OnRspOrderInsert %s' % pInputOrder.InstrumentID)
def OnRspUserLogin(self, pRspUserLogin, pRspInfo, nRequestID, bIsLast):
if bIsLast and not self.isErrorRspInfo(pRspInfo):
logger.info('OnRspUserLogin %s' % bIsLast)
req = ApiStructure.SettlementInfoConfirmField(
BrokerID=self.broker_id, InvestorID=self.investor_id)
self.ReqSettlementInfoConfirm(req, self.inc_request_id())
def OnRspOrderInsert(self, pInputOrder, pRspInfo, nRequestID, bIsLast):
if bIsLast and not self.isErrorRspInfo(pRspInfo):
logger.info('OnRspOrderInsert %s' % pInputOrder['InstrumentID'])
def OnRspUserLogin(self, userlogin, info, rid, is_last):
if is_last and not self.isErrorRspInfo(info):
logger.info('OnRspUserLogin %s' % is_last)
req = ApiStruct.SettlementInfoConfirm(BrokerID=self.broker_id, InvestorID=self.investor_id)
self.ReqSettlementInfoConfirm(req, self.inc_request_id())
def isErrorRspInfo(self, info):
if info.ErrorID != 0:
logger.info('ErrorID=%d, ErrorMsg=%s' % info.ErrorID %
info.ErrorMsg.decode('gbk'))
return info.ErrorID != 0
def OnRspOrderInsert(self, pInputOrder, pRspInfo, nRequestID, bIsLast):
if bIsLast and not self.isErrorRspInfo(pRspInfo):
logger.info('OnRspOrderInsert %s' % pInputOrder.InstrumentID)
