def onRspOrderInsert(self, data, error, n, last):
"""发单错误（柜台）"""
event = Event(type_=EventType.EVENT_LOG)
log = u' 发单错误回报，错误代码：' + \
unicode(error['ErrorID']) + u',' + u'错误信息：' + \
error['ErrorMsg'].decode('gbk')
event.dict_['log'] = log
self.__event_engine.put(event)
def onErrRtnOrderAction(self, data, error):
"""撤单错误回报（交易所）"""
event = Event(type_=EventType.EVENT_LOG)
log = u'撤单错误回报，错误代码：' + \
unicode(error['ErrorID']) + u',' + u'错误信息：' + \
error['ErrorMsg'].decode('gbk')
event.dict_['log'] = log
self.__event_engine.put(event)
def onRspError(self, error, n, last):
"""错误回报"""
event = Event(type_=EventType.EVENT_LOG)
log = u'交易错误回报，错误代码：' + \
unicode(error['ErrorID']) + u',' + u'错误信息：' + \
error['ErrorMsg'].decode('gbk')
event.dict_['log'] = log
self.__event_engine.put(event)
def onRspSettlementInfoConfirm(self, data, error, n, last):
"""确认结算信息回报"""
event = Event(type_=EventType.EVENT_LOG)
log = u"结算信息确认完成"
event.dict_["log"] = log
self.__event_engine.put(event)
event = Event(type_=EventType.EVENT_TDLOGIN)
self.__event_engine.put(event)
def onRspSettlementInfoConfirm(self, data, error, n, last):
"""确认结算信息回报"""
event = Event(type_=EventType.EVENT_LOG)
log = u'结算信息确认完成'
event.dict_['log'] = log
self.__event_engine.put(event)
event = Event(type_=EventType.EVENT_TDLOGIN)
self.__event_engine.put(event)
def onRspQrySettlementInfo(self, data, error, n, last):
"""查询结算信息回报"""
if last:
event = Event(type_=EventType.EVENT_LOG)
log = u"结算信息查询完成"
event.dict_["log"] = log
self.__event_engine.put(event)
self.confirmSettlement() # 查询完成后立即确认结算信息
def onRspQrySettlementInfo(self, data, error, n, last):
"""查询结算信息回报"""
if last:
event = Event(type_=EventType.EVENT_LOG)
log = u'结算信息查询完成'
event.dict_['log'] = log
self.__event_engine.put(event)
self.confirmSettlement() # 查询完成后立即确认结算信息
def onRtnTrade(self, data):
"""成交回报"""
# 常规成交事件
event1 = Event(type_=EventType.EVENT_TRADE)
event1.dict_["data"] = data
self.__event_engine.put(event1)
# 特定合约成交事件
event2 = Event(type_=(EventType.EVENT_TRADE_CONTRACT + data["InstrumentID"]))
event2.dict_["data"] = data
self.__event_engine.put(event2)
def on_front_connected(self):
"""服务器连接"""
event = Event(type_=EventType.EVENT_TYPE.EVENT_LOG)
event.dict_["log"] = u"行情服务器连接成功"
self.__event_engine.put(event)
# 如果用户已经填入了用户名等等，则自动尝试连接
if self.__user_id:
req = {"UserID": self.__user_id, "Password": self.__password, "BrokerID": self.__broker_id}
self.__req_id += 1
self.reqUserLogin(req, self.__req_id)
def onRspUserLogout(self, data, error, n, last):
"""登出回报"""
event = Event(type_=EventType.EVENT_LOG)
if error["ErrorID"] == 0:
log = u"交易服务器登出成功"
else:
log = u"登出回报，错误代码：" + unicode(error["ErrorID"]) + u"," + u"错误信息：" + error["ErrorMsg"].decode("gbk")
event.dict_["log"] = log
self.__event_engine.put(event)
def onRspQryInvestor(self, data, error, n, last):
"""投资者查询回报"""
if error["ErrorID"] == 0:
event = Event(type_=EventType.EVENT_INVESTOR)
event.dict_["data"] = data
self.__event_engine.put(event)
else:
event = Event(type_=EventType.EVENT_LOG)
log = u"合约投资者回报，错误代码：" + unicode(error["ErrorID"]) + u"," + u"错误信息：" + error["ErrorMsg"].decode("gbk")
event.dict_["log"] = log
self.__event_engine.put(event)
def on_rsp_user_login(self, data, error, n, last):
"""登陆回报"""
event = Event(type_=EventType.EVENT_LOG)
if error["ErrorID"] == 0:
log = u"行情服务器登陆成功"
else:
log = u"登陆回报，错误代码：" + unicode(error["ErrorID"]) + u"," + u"错误信息：" + error["ErrorMsg"].decode("gbk")
event.dict_["log"] = log
self.__event_engine.put(event)
def onRspQryTradingAccount(self, data, error, n, last):
"""资金账户查询回报"""
if error["ErrorID"] == 0:
event = Event(type_=EventType.EVENT_ACCOUNT)
event.dict_["data"] = data
self.__event_engine.put(event)
else:
event = Event(type_=EventType.EVENT_LOG)
log = u"账户查询回报，错误代码：" + unicode(error["ErrorID"]) + u"," + u"错误信息：" + error["ErrorMsg"].decode("gbk")
event.dict_["log"] = log
self.__event_engine.put(event)
def on_rsp_user_login(self, data, error, n, last):
"""登陆回报"""
event = Event(type_=EventType.EVENT_LOG)
if error['ErrorID'] == 0:
log = u'行情服务器登陆成功'
else:
log = u'登陆回报，错误代码：' + \
unicode(error['ErrorID']) + u',' + u'错误信息：' + \
error['ErrorMsg'].decode('gbk')
event.dict_['log'] = log
self.__event_engine.put(event)
def on_rtn_depth_market_data(self, data):
"""行情推送"""
# 行情推送收到后，同时触发常规行情事件，以及特定合约行情事件，用于满足不同类型的监听
# 常规行情事件
event1 = Event(type_=EventType.EVENT_MARKET_DATA)
event1.dict_["data"] = data
self.__event_engine.put(event1)
# 特定合约行情事件
event2 = Event(type_=(EventType.EVENT_MARKET_DATA_CONTRACT + data["InstrumentID"]))
event2.dict_["data"] = data
self.__event_engine.put(event2)
def onRspUserLogout(self, data, error, n, last):
"""登出回报"""
event = Event(type_=EventType.EVENT_LOG)
if error['ErrorID'] == 0:
log = u'交易服务器登出成功'
else:
log = u'登出回报，错误代码：' + \
unicode(error['ErrorID']) + u',' + u'错误信息：' + \
error['ErrorMsg'].decode('gbk')
event.dict_['log'] = log
self.__event_engine.put(event)
def on_front_connected(self):
"""服务器连接"""
event = Event(type_=EventType.EVENT_TYPE.EVENT_LOG)
event.dict_['log'] = u'行情服务器连接成功'
self.__event_engine.put(event)
# 如果用户已经填入了用户名等等，则自动尝试连接
if self.__user_id:
req = {
'UserID': self.__user_id,
'Password': self.__password,
'BrokerID': self.__broker_id
}
self.__req_id += 1
self.reqUserLogin(req, self.__req_id)
def onRspUserLogin(self, data, error, n, last):
"""登陆回报"""
event = Event(type_=EventType.EVENT_LOG)
if error['ErrorID'] == 0:
log = u'交易服务器登陆成功'
else:
log = u'登陆回报，错误代码：' + \
unicode(error['ErrorID']) + u',' + u'错误信息：' + \
error['ErrorMsg'].decode('gbk')
event.dict_['log'] = log
self.__event_engine.put(event)
self.getSettlement() # 登录完成后立即查询结算信息
def onRtnOrder(self, data):
"""报单回报"""
# 更新最大报单编号
newref = data["OrderRef"]
self.__order_ref = max(self.__order_ref, int(newref))
# 常规报单事件
event1 = Event(type_=EventType.EVENT_ORDER)
event1.dict_["data"] = data
self.__event_engine.put(event1)
# 特定合约行情事件
event2 = Event(type_=(EventType.EVENT_ORDER_REF + data["OrderRef"]))
event2.dict_["data"] = data
self.__event_engine.put(event2)
def onRspQryInstrument(self, data, error, n, last):
"""
合约查询回报
由于该回报的推送速度极快，因此不适合全部存入队列中处理，
选择先储存在一个本地字典中，全部收集完毕后再推送到队列中
（由于耗时过长目前使用其他进程读取）
"""
if error["ErrorID"] == 0:
event = Event(type_=EventType.EVENT_INSTRUMENT)
event.dict_["data"] = data
event.dict_["last"] = last
self.__event_engine.put(event)
else:
event = Event(type_=EventType.EVENT_LOG)
log = u"合约投资者回报，错误代码：" + unicode(error["ErrorID"]) + u"," + u"错误信息：" + error["ErrorMsg"].decode("gbk")
event.dict_["log"] = log
self.__event_engine.put(event)
def __next_bar(self):
# try:
# bar = self._next_bar()
# except StopIteration:
# pass
# else:
# self.event_engine.put(Event(EventType.EVENT_BAR_ARRIVE, bar))
# return bar
row = self.next_bar().next()
self.event_engine.put(Event(type_=EventType.EVENT_BAR_ARRIVE, dict_=row))
def run(self):
self.event_engine.start()
gen = self.__barfeed.next_bar()
try:
while True:
self.event_engine.put(
Event(EventType.EVENT_BAR_ARRIVE, gen.next()))
self.event_engine.run()
except StopIteration:
self.on_finish()
def onRtnTrade(self, data):
"""成交回报"""
# 常规成交事件
event1 = Event(type_=EventType.EVENT_TRADE)
event1.dict_['data'] = data
self.__event_engine.put(event1)
# 特定合约成交事件
event2 = Event(type_=(EventType.EVENT_TRADE_CONTRACT +
data['InstrumentID']))
event2.dict_['data'] = data
self.__event_engine.put(event2)
def onRspQryTradingAccount(self, data, error, n, last):
"""资金账户查询回报"""
if error['ErrorID'] == 0:
event = Event(type_=EventType.EVENT_ACCOUNT)
event.dict_['data'] = data
self.__event_engine.put(event)
else:
event = Event(type_=EventType.EVENT_LOG)
log = u'账户查询回报，错误代码：' + \
unicode(error['ErrorID']) + u',' + u'错误信息：' + \
error['ErrorMsg'].decode('gbk')
event.dict_['log'] = log
self.__event_engine.put(event)
def onRspQryInvestor(self, data, error, n, last):
"""投资者查询回报"""
if error['ErrorID'] == 0:
event = Event(type_=EventType.EVENT_INVESTOR)
event.dict_['data'] = data
self.__event_engine.put(event)
else:
event = Event(type_=EventType.EVENT_LOG)
log = u'合约投资者回报，错误代码：' + \
unicode(error['ErrorID']) + u',' + u'错误信息：' + \
error['ErrorMsg'].decode('gbk')
event.dict_['log'] = log
self.__event_engine.put(event)
def on_rtn_depth_market_data(self, data):
"""行情推送"""
# 行情推送收到后，同时触发常规行情事件，以及特定合约行情事件，用于满足不同类型的监听
# 常规行情事件
event1 = Event(type_=EventType.EVENT_MARKET_DATA)
event1.dict_['data'] = data
self.__event_engine.put(event1)
# 特定合约行情事件
event2 = Event(type_=(EventType.EVENT_MARKET_DATA_CONTRACT +
data['InstrumentID']))
event2.dict_['data'] = data
self.__event_engine.put(event2)
def onRtnOrder(self, data):
"""报单回报"""
# 更新最大报单编号
newref = data['OrderRef']
self.__order_ref = max(self.__order_ref, int(newref))
# 常规报单事件
event1 = Event(type_=EventType.EVENT_ORDER)
event1.dict_['data'] = data
self.__event_engine.put(event1)
# 特定合约行情事件
event2 = Event(type_=(EventType.EVENT_ORDER_REF + data['OrderRef']))
event2.dict_['data'] = data
self.__event_engine.put(event2)
def onRspQryInstrument(self, data, error, n, last):
"""
合约查询回报
由于该回报的推送速度极快，因此不适合全部存入队列中处理，
选择先储存在一个本地字典中，全部收集完毕后再推送到队列中
（由于耗时过长目前使用其他进程读取）
"""
if error['ErrorID'] == 0:
event = Event(type_=EventType.EVENT_INSTRUMENT)
event.dict_['data'] = data
event.dict_['last'] = last
self.__event_engine.put(event)
else:
event = Event(type_=EventType.EVENT_LOG)
log = u'合约投资者回报，错误代码：' + \
unicode(error['ErrorID']) + u',' + u'错误信息：' + \
error['ErrorMsg'].decode('gbk')
event.dict_['log'] = log
self.__event_engine.put(event)
def on_front_disconnected(self, n):
"""服务器断开"""
event = Event(type_=EventType.EVENT_LOG)
event.dict_["log"] = u"行情服务器连接断开"
self.__event_engine.put(event)
def onErrRtnOrderAction(self, data, error):
"""撤单错误回报（交易所）"""
event = Event(type_=EventType.EVENT_LOG)
log = u"撤单错误回报，错误代码：" + unicode(error["ErrorID"]) + u"," + u"错误信息：" + error["ErrorMsg"].decode("gbk")
event.dict_["log"] = log
self.__event_engine.put(event)
def onRspError(self, error, n, last):
"""错误回报"""
event = Event(type_=EventType.EVENT_LOG)
log = u"交易错误回报，错误代码：" + unicode(error["ErrorID"]) + u"," + u"错误信息：" + error["ErrorMsg"].decode("gbk")
event.dict_["log"] = log
self.__event_engine.put(event)
def on_front_disconnected(self, n):
"""服务器断开"""
event = Event(type_=EventType.EVENT_LOG)
event.dict_['log'] = u'行情服务器连接断开'
self.__event_engine.put(event)
def onRspOrderInsert(self, data, error, n, last):
"""发单错误（柜台）"""
event = Event(type_=EventType.EVENT_LOG)
log = u" 发单错误回报，错误代码：" + unicode(error["ErrorID"]) + u"," + u"错误信息：" + error["ErrorMsg"].decode("gbk")
event.dict_["log"] = log
self.__event_engine.put(event)