def Order(self, f: ctp.CThostFtdcMarketDataField):
print("报单")
self.req += 1
self.t.ReqOrderInsert(
BrokerID=self.broker,
InvestorID=self.investor,
InstrumentID=f.getInstrumentID(),
OrderRef='{0:>12}'.format(self.req),
UserID=self.investor,
OrderPriceType=ctp.OrderPriceTypeType.LimitPrice,
Direction=ctp.DirectionType.Buy,
CombOffsetFlag=ctp.OffsetFlagType.Open.__char__(),
CombHedgeFlag=ctp.HedgeFlagType.Speculation.__char__(),
LimitPrice=f.getLastPrice() - 50,
VolumeTotalOriginal=1,
TimeCondition=ctp.TimeConditionType.GFD,
# GTDDate=''
VolumeCondition=ctp.VolumeConditionType.AV,
MinVolume=1,
ContingentCondition=ctp.ContingentConditionType.Immediately,
StopPrice=0,
ForceCloseReason=ctp.ForceCloseReasonType.NotForceClose,
IsAutoSuspend=0,
IsSwapOrder=0,
UserForceClose=0)
def q_OnTick(self, tick: ctp.CThostFtdcMarketDataField):
print("----enter q_OnTick---------", tick.getUpdateTime(),
tick.getInstrumentID(), tick.getLastPrice())
instrustmentId = tick.getInstrumentID()
OrderDict[instrustmentId].lastPrice = tick.getLastPrice()
OrderDict[instrustmentId].attr = tick
print(OrderDict[instrustmentId].lastPrice)
def Order(self, f: ctp.CThostFtdcMarketDataField):
print("报单")
self.req += 1
self.t.ReqOrderInsert(
BrokerID=self.broker,
InvestorID=self.investor,
InstrumentID=f.getInstrumentID(),
OrderRef='{0:>12}'.format(self.req),
UserID=self.investor,
OrderPriceType=ctp.TThostFtdcOrderPriceTypeType.THOST_FTDC_OPT_LimitPrice,
Direction=ctp.TThostFtdcDirectionType.THOST_FTDC_D_Buy,
CombOffsetFlag=chr(ctp.TThostFtdcOffsetFlagType.THOST_FTDC_OF_Open.value),
CombHedgeFlag=chr(ctp.TThostFtdcHedgeFlagType.THOST_FTDC_HF_Speculation.value),
LimitPrice=f.getLastPrice() - 50,
VolumeTotalOriginal=1,
TimeCondition=ctp.TThostFtdcTimeConditionType.THOST_FTDC_TC_GFD,
# GTDDate=''
VolumeCondition=ctp.TThostFtdcVolumeConditionType.THOST_FTDC_VC_AV,
MinVolume=1,
ContingentCondition=ctp.TThostFtdcContingentConditionType.THOST_FTDC_CC_Immediately,
StopPrice=0,
ForceCloseReason=ctp.TThostFtdcForceCloseReasonType.THOST_FTDC_FCC_NotForceClose,
IsAutoSuspend=0,
IsSwapOrder=0,
UserForceClose=0)
def q_OnTick(self, tick: ctp.CThostFtdcMarketDataField):
print("----enter q_OnTick---------", tick.getUpdateTime(),
tick.getInstrumentID(), tick.getLastPrice())
f = tick
# print(tick)
if not self.ordered:
_thread.start_new_thread(self.Order, (f, ))
self.ordered = True