def handler(pdata, pRspInfo):
d = struct_format(pdata)
e = struct_format(pRspInfo)
if log:
logger.error(f'<错误回报处理>信息:{d}')
logger.error(f'<错误回报处理>错误:{e}')
handle(pdata)
def register_rsp_callback(self, func_name, log=False):
if getattr(self, func_name, None) == None:
logger.error(f'<回调>不存在该回调函数')
raise Exception(f'<回调>不存在该回调函数')
def wrapper(handle):
def handler(pdata, pRspInfo, nRequestID, bIsLast):
if pdata:
d = struct_format(pdata)
if log:
logger.info(f'<回调处理>信息:{d}')
handle(pdata)
if pRspInfo and pRspInfo.ErrorID != 0:
RspInfo = struct_format(pRspInfo)
logger.error(
f'<ReqID: {nRequestID}>ErrorID:{RspInfo["ErrorID"]} ErrorMsg:{RspInfo["ErrorMsg"]}'
)
if bIsLast:
logger.info(f'<回调处理>信息推送完毕')
setattr(self, func_name, handler)
return wrapper
def OnRspTradingAccountPasswordUpdate(self, pTradingAccountPasswordUpdate,
pRspInfo, nRequestID, bIsLast):
if pRspInfo.ErrorID == 0:
accID = pTradingAccountPasswordUpdate.AccountID.decode()
logger.info(f'<密码>账户：{ accID} 修改密码成功')
else:
RspInfo = struct_format(pRspInfo)
logger.error(
f'<ReqID: {nRequestID}>ErrorID:{RspInfo["ErrorID"]} ErrorMsg:{RspInfo["ErrorMsg"]}'
)
def OnRspUserPasswordUpdate(self, pUserPasswordUpdate, pRspInfo,
nRequestID, bIsLast):
if pRspInfo.ErrorID == 0:
userID = pUserPasswordUpdate.UserID.decode()
logger.info(f'<密码>账户：{ userID} 修改密码成功')
else:
RspInfo = struct_format(pRspInfo)
logger.error(
f'<ReqID: {nRequestID}>ErrorID:{RspInfo["ErrorID"]} ErrorMsg:{RspInfo["ErrorMsg"]}'
)
def OnRspUserLogout(self, pUserLogout, pRspInfo, nRequestID, bIsLast):
if pRspInfo.ErrorID == 0:
self.loginStatus = False
UserLogout = struct_format(pUserLogout)
logger.info(f'<登出>交易接口：{UserLogout["UserID"]} 登出成功')
else:
RspInfo = struct_format(pRspInfo)
logger.error(
f'<ReqID: {nRequestID}>ErrorID:{RspInfo["ErrorID"]} ErrorMsg:{RspInfo["ErrorMsg"]}'
)
def OnRspUnSubMarketData(self, pSpecificInstrument, pRspInfo, nRequestID,
bIsLast):
if pRspInfo.ErrorID == 0:
self.loginStatus = False
SpecificInstrument = struct_format(pSpecificInstrument)
logger.info(f'<订阅>产品:{SpecificInstrument["InstrumentID"]} 取消订阅成功')
else:
RspInfo = struct_format(pRspInfo)
logger.error(
f'<ReqID: {nRequestID}>ErrorID:{RspInfo["ErrorID"]} ErrorMsg:{RspInfo["ErrorMsg"]}'
)
def OnRspOrderInsert(self, pInputOrder, pRspInfo, nRequestID, bIsLast):
if pInputOrder:
order = struct_format(pInputOrder)
logger.info(f'<订单>报单插入:{order}')
if pRspInfo and pRspInfo.ErrorID != 0:
RspInfo = struct_format(pRspInfo)
logger.error(
f'<ReqID: {nRequestID}>ErrorID:{RspInfo["ErrorID"]} ErrorMsg:{RspInfo["ErrorMsg"]}'
)
if bIsLast:
logger.info(f'<订单>报单插入信息推送完毕')
def OnRspQryOrder(self, pOrder, pRspInfo, nRequestID, bIsLast):
if pOrder:
o = struct_format(pOrder)
logger.info(f'<订单>订单信息:{o}')
if pRspInfo and pRspInfo.ErrorID != 0:
RspInfo = struct_format(pRspInfo)
logger.error(
f'<ReqID: {nRequestID}>ErrorID:{RspInfo["ErrorID"]} ErrorMsg:{RspInfo["ErrorMsg"]}'
)
if bIsLast:
logger.info(f'<订单>信息推送完毕')
def OnRspAuthenticate(self, pRspAuthenticate, pRspInfo, nRequestID,
bIsLast):
if pRspInfo.ErrorID == 0:
self.authStatus = True
logger.info(LogInfo.T_AUTHENTICATED)
self.login()
else:
RspInfo = struct_format(pRspInfo)
logger.error(
f'<ReqID: {nRequestID}>ErrorID:{RspInfo["ErrorID"]} ErrorMsg:{RspInfo["ErrorMsg"]}'
)
def OnRspQryTrade(self, pTrade, pRspInfo, nRequestID, bIsLast):
if pTrade:
t = struct_format(pTrade)
logger.info(f'<成交>成交信息:{t}')
if pRspInfo and pRspInfo.ErrorID != 0:
RspInfo = struct_format(pRspInfo)
logger.error(
f'<ReqID: {nRequestID}>ErrorID:{RspInfo["ErrorID"]} ErrorMsg:{RspInfo["ErrorMsg"]}'
)
if bIsLast:
logger.info(f'<成交>信息推送完毕')
def OnRspQryProduct(self, pProduct, pRspInfo, nRequestID, bIsLast):
if pProduct:
t = struct_format(pProduct)
logger.info(f'<产品>产品信息:{t}')
if pRspInfo and pRspInfo.ErrorID != 0:
RspInfo = struct_format(pRspInfo)
logger.error(
f'<ReqID: {nRequestID}>ErrorID:{RspInfo["ErrorID"]} ErrorMsg:{RspInfo["ErrorMsg"]}'
)
if bIsLast:
logger.info(f'<产品>信息推送完毕')
def OnRspQryInstrument(self, pInstrument, pRspInfo, nRequestID, bIsLast):
if pInstrument:
i = struct_format(pInstrument)
logger.info(f'<合约>合约信息:{i}')
if pRspInfo and pRspInfo.ErrorID != 0:
RspInfo = struct_format(pRspInfo)
logger.error(
f'<ReqID: {nRequestID}>ErrorID:{RspInfo["ErrorID"]} ErrorMsg:{RspInfo["ErrorMsg"]}'
)
if bIsLast:
logger.info('<合约>信息推送完毕')
def OnRspParkedOrderAction(self, pParkedOrderAction, pRspInfo, nRequestID,
bIsLast):
if pParkedOrderAction:
order = struct_format(pParkedOrderAction)
logger.info(f'<预埋订单>报单操作:{order}')
if pRspInfo and pRspInfo.ErrorID != 0:
RspInfo = struct_format(pRspInfo)
logger.error(
f'<ReqID: {nRequestID}>ErrorID:{RspInfo["ErrorID"]} ErrorMsg:{RspInfo["ErrorMsg"]}'
)
if bIsLast:
logger.info(f'<预埋订单>报单操作信息推送完毕')
def OnRspQueryMaxOrderVolume(self, pQueryMaxOrderVolume, pRspInfo,
nRequestID, bIsLast):
if pQueryMaxOrderVolume:
order_volumn = struct_format(pQueryMaxOrderVolume)
logger.info(f'<订单>最大报单量:{order_volumn}')
if pRspInfo and pRspInfo.ErrorID != 0:
RspInfo = struct_format(pRspInfo)
logger.error(
f'<ReqID: {nRequestID}>ErrorID:{RspInfo["ErrorID"]} ErrorMsg:{RspInfo["ErrorMsg"]}'
)
if bIsLast:
logger.info(f'<订单>最大报单量信息推送完毕')
def OnRspQryCFMMCTradingAccountKey(self, pCFMMCTradingAccountKey, pRspInfo,
nRequestID, bIsLast):
if pCFMMCTradingAccountKey:
p = struct_format(pCFMMCTradingAccountKey)
logger.info(f'<CFMMCTradingAccountKey>信息:{p}')
if pRspInfo and pRspInfo.ErrorID != 0:
RspInfo = struct_format(pRspInfo)
logger.error(
f'<ReqID: {nRequestID}>ErrorID:{RspInfo["ErrorID"]} ErrorMsg:{RspInfo["ErrorMsg"]}'
)
if bIsLast:
logger.info(f'<CFMMCTradingAccountKey>信息推送完毕')
def OnRspQryTransferBank(self, pTransferBank, pRspInfo, nRequestID,
bIsLast):
if pTransferBank:
transferBank = struct_format(pTransferBank)
logger.info(f'<转账>信息:{transferBank}')
if pRspInfo and pRspInfo.ErrorID != 0:
RspInfo = struct_format(pRspInfo)
logger.error(
f'<ReqID: {nRequestID}>ErrorID:{RspInfo["ErrorID"]} ErrorMsg:{RspInfo["ErrorMsg"]}'
)
if bIsLast:
logger.info(f'<转账>信息推送完毕')
def OnRspQryInvestorPositionDetail(self, pInvestorPositionDetail, pRspInfo,
nRequestID, bIsLast):
if pInvestorPositionDetail:
p = struct_format(pInvestorPositionDetail)
logger.info(f'<持仓明细>信息:{p}')
if pRspInfo and pRspInfo.ErrorID != 0:
RspInfo = struct_format(pRspInfo)
logger.error(
f'<ReqID: {nRequestID}>ErrorID:{RspInfo["ErrorID"]} ErrorMsg:{RspInfo["ErrorMsg"]}'
)
if bIsLast:
logger.info(f'<持仓明细>信息推送完毕')
def OnRspQryInstrumentCommissionRate(self, pInstrumentCommissionRate,
pRspInfo, nRequestID, bIsLast):
if pInstrumentCommissionRate:
t = struct_format(pInstrumentCommissionRate)
logger.info(f'<手续费>手续费信息:{t}')
if pRspInfo and pRspInfo.ErrorID != 0:
RspInfo = struct_format(pRspInfo)
logger.error(
f'<ReqID: {nRequestID}>ErrorID:{RspInfo["ErrorID"]} ErrorMsg:{RspInfo["ErrorMsg"]}'
)
if bIsLast:
logger.info(f'<手续费>信息推送完毕')
def OnRspQrySettlementInfoConfirm(self, pSettlementInfoConfirm, pRspInfo,
nRequestID, bIsLast):
if pSettlementInfoConfirm:
pSettlementInfo = struct_format(pSettlementInfoConfirm)
logger.info(f'<结算>信息:{pSettlementInfo}')
if pRspInfo and pRspInfo.ErrorID != 0:
RspInfo = struct_format(pRspInfo)
logger.error(
f'<ReqID: {nRequestID}>ErrorID:{RspInfo["ErrorID"]} ErrorMsg:{RspInfo["ErrorMsg"]}'
)
if bIsLast:
logger.info(f'<结算>信息推送完毕')
def OnRspQryDepthMarketData(self, pDepthMarketData, pRspInfo, nRequestID,
bIsLast):
if pDepthMarketData:
pSettlementInfo = struct_format(pDepthMarketData)
logger.info(f'<深度>信息:{pSettlementInfo}')
if pRspInfo and pRspInfo.ErrorID != 0:
RspInfo = struct_format(pRspInfo)
logger.error(
f'<ReqID: {nRequestID}>ErrorID:{RspInfo["ErrorID"]} ErrorMsg:{RspInfo["ErrorMsg"]}'
)
if bIsLast:
logger.info(f'<深度>信息推送完毕')
def OnRspQryInstrumentMarginRate(self, pInstrumentMarginRate, pRspInfo,
nRequestID, bIsLast):
if pInstrumentMarginRate:
m = struct_format(pInstrumentMarginRate)
logger.info(f'<保证金率>信息:{m}')
if pRspInfo and pRspInfo.ErrorID != 0:
RspInfo = struct_format(pRspInfo)
logger.error(
f'<ReqID: {nRequestID}>ErrorID:{RspInfo["ErrorID"]} ErrorMsg:{RspInfo["ErrorMsg"]}'
)
if bIsLast:
logger.info(f'<保证金率>信息推送完毕')
def OnRspQryTradingAccount(self, pTradingAccount, pRspInfo, nRequestID,
bIsLast):
if pTradingAccount:
t = struct_format(pTradingAccount)
logger.info(f'<账户>账户信息:{t}')
if pRspInfo and pRspInfo.ErrorID != 0:
RspInfo = struct_format(pRspInfo)
logger.error(
f'<ReqID: {nRequestID}>ErrorID:{RspInfo["ErrorID"]} ErrorMsg:{RspInfo["ErrorMsg"]}'
)
if bIsLast:
logger.info(f'<账户>信息推送完毕')
def handler(pdata, pRspInfo, nRequestID, bIsLast):
if pdata:
d = struct_format(pdata)
if log:
logger.info(f'<回调处理>信息:{d}')
handle(pdata)
if pRspInfo and pRspInfo.ErrorID != 0:
RspInfo = struct_format(pRspInfo)
logger.error(
f'<ReqID: {nRequestID}>ErrorID:{RspInfo["ErrorID"]} ErrorMsg:{RspInfo["ErrorMsg"]}'
)
if bIsLast:
logger.info(f'<回调处理>信息推送完毕')
def register_rtn_callback(self, func_name, log=False):
if getattr(self, func_name, None) == None:
logger.error(f'<回报>不存在该回报函数')
raise Exception(f'<回报>不存在该回报函数')
def wrapper(handle):
def handler(pdata):
d = struct_format(pdata)
if log:
logger.info(f'<回报处理>信息:{d}')
handle(pdata)
setattr(self, func_name, handler)
return wrapper
def OnRspUserLogin(self, pRspUserLogin, pRspInfo, nRequestID, bIsLast):
if pRspInfo.ErrorID == 0:
self.loginStatus = True
RspUserLogin = struct_format(pRspUserLogin)
logger.info(
f'<登入>行情接口：{RspUserLogin["UserID"]}于{RspUserLogin["LoginTime"]}登录成功,当前交易日为{RspUserLogin["TradingDay"]}'
)
for s in self.subscribedSymbols:
self.subcribe(s)
else:
RspInfo = struct_format(pRspInfo)
logger.error(
f'<ReqID: {nRequestID}>ErrorID:{RspInfo["ErrorID"]} ErrorMsg:{RspInfo["ErrorMsg"]}'
)
def register_errrtn_callback(self, func_name, log=False):
if getattr(self, func_name, None) == None:
logger.error(f'<错误回报>不存在该错误回报函数')
raise Exception(f'<错误回报>不存在该错误回报函数')
def wrapper(handle):
def handler(pdata, pRspInfo):
d = struct_format(pdata)
e = struct_format(pRspInfo)
if log:
logger.error(f'<错误回报处理>信息:{d}')
logger.error(f'<错误回报处理>错误:{e}')
handle(pdata)
setattr(self, func_name, handler)
return wrapper
def OnRspUserLogin(self, pRspUserLogin, pRspInfo, nRequestID, bIsLast):
if pRspInfo.ErrorID == 0:
RspUserLogin = struct_format(pRspUserLogin)
self.frontID = RspUserLogin['FrontID']
self.sessionID = RspUserLogin['SessionID']
self.loginStatus = True
logger.info(
f'<登入>交易接口：{RspUserLogin["UserID"]}于{RspUserLogin["LoginTime"]}登录成功,当前交易日为{RspUserLogin["TradingDay"]}'
)
req = ApiStruct.SettlementInfoConfirm(
BrokerID=self.brokerID.encode(),
InvestorID=self.userID.encode())
self.reqID += 1
self.ReqSettlementInfoConfirm(req, self.reqID)
else:
RspInfo = struct_format(pRspInfo)
logger.error(
f'<ReqID: {nRequestID}>ErrorID:{RspInfo["ErrorID"]} ErrorMsg:{RspInfo["ErrorMsg"]}'
)
def OnRspError(self, pRspInfo, nRequestID, bIsLast):
RspInfo = struct_format(pRspInfo)
logger.error(
f'<ReqID: {nRequestID}>ErrorID:{RspInfo["ErrorID"]} ErrorMsg:{RspInfo["ErrorMsg"]}'
)
def OnErrRtnOrderAction(self, pOrderAction, pRspInfo):
o_a = struct_format(pOrderAction)
e = struct_format(pRspInfo)
logger.error(f'<订单>撤单错误回报:{o_a} 错误:{e}')
def OnErrRtnOrderInsert(self, pInputOrder, pRspInfo):
i_o = struct_format(pInputOrder)
e = struct_format(pRspInfo)
logger.error(f'<订单>发单错误回报:{i_o} 错误:{e}')