def _OnErrOrder(self, pInputOrder: CThostFtdcInputOrderField, pRspInfo: CThostFtdcRspInfoField):
""""""
id = '{0}|{1}|{2}'.format(self.session, '0', pInputOrder.getOrderRef())
of = self.orders.get(id)
info = InfoField()
info.ErrorID = pRspInfo.getErrorID()
info.ErrorMsg = pRspInfo.getErrorMsg()
if of and of.IsLocal:
of.Status = OrderStatus.Error
of.StatusMsg = '{0}:{1}'.format(pRspInfo.getErrorID(), pRspInfo.getErrorMsg())
_thread.start_new_thread(self.OnErrOrder, (self, of, info))
def _OnRspOrder(self, pInputOrder: CThostFtdcInputOrderField, pRspInfo: CThostFtdcRspInfoField, nRequestID: int, bIsLast: bool):
""""""
info = InfoField()
info.ErrorID = pRspInfo.getErrorID()
info.ErrorMsg = pRspInfo.getErrorMsg()
id = '{0}|{1}|{2}'.format(self.session, '0', pInputOrder.getOrderRef())
of = self.orders.get(id)
if not of:
of = OrderField()
l = int(pInputOrder.getOrderRef())
of.Custom = l % 1000000
of.InstrumentID = pInputOrder.getInstrumentID()
of.InsertTime = time.strftime('%H:%M:%S', time.localtime())
# 对direction需特别处理（具体见ctp_struct）
of.Direction = DirectType.Buy if DirectionType(pInputOrder.getDirection()) == DirectionType.Buy else DirectType.Sell
ot = OffsetFlagType(ord(pInputOrder.getCombOffsetFlag()[0]))
of.Offset = OffsetType.Open if ot == OffsetFlagType.Open else (OffsetType.CloseToday if ot == OffsetFlagType.CloseToday else OffsetType.Close)
# of.Status = OrderStatus.Normal
# of.StatusMsg = f.getStatusMsg()
of.IsLocal = True
of.LimitPrice = pInputOrder.getLimitPrice()
of.OrderID = id
of.Volume = pInputOrder.getVolumeTotalOriginal()
of.VolumeLeft = of.Volume
self.orders[id] = of
of.Status = OrderStatus.Error
of.StatusMsg = '{0}:{1}'.format(info.ErrorID, info.ErrorMsg)
_thread.start_new_thread(self.OnErrOrder, (self, of, info))
def OnRspOrderInsert(self, pInputOrder: ctp.CThostFtdcInputOrderField,
pRspInfo: ctp.CThostFtdcRspInfoField, nRequestID: int,
bIsLast: bool):
print("---------报单应答---------")
print(pRspInfo)
print(pInputOrder)
print(pRspInfo.getErrorMsg())
def OnRspUserLogin(self, rsp: ctp.CThostFtdcRspUserLoginField, info: ctp.CThostFtdcRspInfoField, req: int, last: bool):
print(info.getErrorMsg())
if info.getErrorID() == 0:
self.Session = rsp.getSessionID()
self.t.ReqSettlementInfoConfirm(BrokerID=self.broker, InvestorID=self.investor)
else:
self.RelogEnable = False
def _OnRspUserLogin(self, pRspUserLogin: CThostFtdcRspUserLoginField,
pRspInfo: CThostFtdcRspInfoField, nRequestID: int,
bIsLast: bool):
""""""
info = InfoField()
info.ErrorID = pRspInfo.getErrorID()
info.ErrorMsg = pRspInfo.getErrorMsg()
self.logined = True
_thread.start_new_thread(self.OnUserLogin, (self, info))
def OnRspAuthenticate(
self, pRspAuthenticateField: ctp.CThostFtdcRspAuthenticateField,
pRspInfo: ctp.CThostFtdcRspInfoField, nRequestID: int,
bIsLast: bool):
print('auth：{0}:{1}'.format(pRspInfo.getErrorID(),
pRspInfo.getErrorMsg()))
self.t.ReqUserLogin(BrokerID=self.broker,
UserID=self.investor,
Password=self.pwd,
UserProductInfo='@haifeng')
def _OnRspUserLogin(self, pRspUserLogin: CThostFtdcRspUserLoginField(), pRspInfo: CThostFtdcRspInfoField, nRequestID: int, bIsLast: bool):
""""""
if pRspInfo.getErrorID() == 0:
self.session = pRspUserLogin.getSessionID()
self.tradingday = pRspUserLogin.getTradingDay()
self.t.ReqSettlementInfoConfirm(self.broker, self.investor)
elif self.logined:
_thread.start_new_thread(self._relogin, ())
else:
info = InfoField()
info.ErrorID = pRspInfo.getErrorID()
info.ErrorMsg = pRspInfo.getErrorMsg()
_thread.start_new_thread(self.OnUserLogin, (self, info))