def connect_tcp_channel(self):
""""""
MdsApi_SetThreadUsername(self.username)
MdsApi_SetThreadPassword(self.password)
info = MdsMktDataRequestReqBufT()
info.mktDataRequestReq.subMode = eMdsSubscribeModeT.MDS_SUB_MODE_SET
info.mktDataRequestReq.tickType = eMdsSubscribedTickTypeT.MDS_TICK_TYPE_LATEST_SIMPLIFIED
info.mktDataRequestReq.isRequireInitialMktData = True
info.mktDataRequestReq.tickExpireType = eMdsSubscribedTickExpireTypeT.MDS_TICK_EXPIRE_TYPE_TIMELY
info.mktDataRequestReq.dataTypes = (
eMdsSubscribeDataTypeT.MDS_SUB_DATA_TYPE_L1_SNAPSHOT
| eMdsSubscribeDataTypeT.MDS_SUB_DATA_TYPE_L2_SNAPSHOT
| eMdsSubscribeDataTypeT.MDS_SUB_DATA_TYPE_L2_BEST_ORDERS
| eMdsSubscribeDataTypeT.MDS_SUB_DATA_TYPE_L2_TRADE
| eMdsSubscribeDataTypeT.MDS_SUB_DATA_TYPE_L2_ORDER)
info.mktDataRequestReq.beginTime = 0
info.mktDataRequestReq.subSecurityCnt = 0
if not MdsApi_InitTcpChannel2(
self._env.tcpChannel,
create_remote_config(server=self.tcp_server,
username=self.username,
password=self.password), info):
return False
return True
def connect_tcp_channel(self):
""""""
MdsApi_SetThreadUsername(self.username)
MdsApi_SetThreadPassword(self.password)
info = MdsMktDataRequestReqBufT()
info.mktDataRequestReq.subMode = eMdsSubscribeModeT.MDS_SUB_MODE_SET
info.mktDataRequestReq.tickType = eMdsSubscribedTickTypeT.MDS_TICK_TYPE_LATEST_SIMPLIFIED
info.mktDataRequestReq.isRequireInitialMktData = True
info.mktDataRequestReq.tickExpireType = eMdsSubscribedTickExpireTypeT.MDS_TICK_EXPIRE_TYPE_TIMELY
info.mktDataRequestReq.dataTypes = (eMdsSubscribeDataTypeT.MDS_SUB_DATA_TYPE_L1_SNAPSHOT
| eMdsSubscribeDataTypeT.MDS_SUB_DATA_TYPE_L2_SNAPSHOT
| eMdsSubscribeDataTypeT.MDS_SUB_DATA_TYPE_L2_BEST_ORDERS
| eMdsSubscribeDataTypeT.MDS_SUB_DATA_TYPE_L2_TRADE
| eMdsSubscribeDataTypeT.MDS_SUB_DATA_TYPE_L2_ORDER
)
info.mktDataRequestReq.beginTime = 0
info.mktDataRequestReq.subSecurityCnt = 0
if not MdsApi_InitTcpChannel2(self._env.tcpChannel,
create_remote_config(server=self.tcp_server,
username=self.username,
password=self.password),
info):
return False
return True
def _connect_qry_channel(self):
OesApi_SetThreadUsername(self.username)
OesApi_SetThreadPassword(self.password)
return OesApi_InitQryChannel2(self._env.qryChannel,
create_remote_config(self.qry_server,
self.username,
self.password))
def _connect_qry_channel(self):
OesApi_SetThreadUsername(self.username)
OesApi_SetThreadPassword(self.password)
return OesApi_InitQryChannel2(self._env.qryChannel,
create_remote_config(self.qry_server,
self.username,
self.password))
def _connect_ord_channel(self):
OesApi_SetThreadUsername(self.username)
OesApi_SetThreadPassword(self.password)
if not OesApi_InitOrdChannel2(self._env.ordChannel,
create_remote_config(self.ord_server,
self.username,
self.password),
0):
return False
self._last_seq_index = max(self._last_seq_index, self._env.ordChannel.lastOutMsgSeq + 1)
return True
def _connect_ord_channel(self):
OesApi_SetThreadUsername(self.username)
OesApi_SetThreadPassword(self.password)
if not OesApi_InitOrdChannel2(self._env.ordChannel,
create_remote_config(self.ord_server,
self.username,
self.password),
0):
return False
self._last_seq_index = max(self._last_seq_index, self._env.ordChannel.lastOutMsgSeq + 1)
return True
def connect_rpt_channel(self):
OesApi_SetThreadUsername(self.username)
OesApi_SetThreadPassword(self.password)
subscribe_info = OesApiSubscribeInfoT()
subscribe_info.clEnvId = 0
subscribe_info.rptTypes = (
eOesSubscribeReportTypeT.OES_SUB_RPT_TYPE_BUSINESS_REJECT
| eOesSubscribeReportTypeT.OES_SUB_RPT_TYPE_ORDER_INSERT
| eOesSubscribeReportTypeT.OES_SUB_RPT_TYPE_ORDER_REPORT
| eOesSubscribeReportTypeT.OES_SUB_RPT_TYPE_TRADE_REPORT
| eOesSubscribeReportTypeT.OES_SUB_RPT_TYPE_FUND_TRSF_REPORT
| eOesSubscribeReportTypeT.OES_SUB_RPT_TYPE_CASH_ASSET_VARIATION
| eOesSubscribeReportTypeT.OES_SUB_RPT_TYPE_HOLDING_VARIATION)
return OesApi_InitRptChannel2(
self._env.rptChannel,
create_remote_config(self.rpt_server, self.username,
self.password), subscribe_info, 0)
def connect_rpt_channel(self):
OesApi_SetThreadUsername(self.username)
OesApi_SetThreadPassword(self.password)
subscribe_info = OesApiSubscribeInfoT()
subscribe_info.clEnvId = 0
subscribe_info.rptTypes = (eOesSubscribeReportTypeT.OES_SUB_RPT_TYPE_BUSINESS_REJECT
| eOesSubscribeReportTypeT.OES_SUB_RPT_TYPE_ORDER_INSERT
| eOesSubscribeReportTypeT.OES_SUB_RPT_TYPE_ORDER_REPORT
| eOesSubscribeReportTypeT.OES_SUB_RPT_TYPE_TRADE_REPORT
| eOesSubscribeReportTypeT.OES_SUB_RPT_TYPE_FUND_TRSF_REPORT
| eOesSubscribeReportTypeT.OES_SUB_RPT_TYPE_CASH_ASSET_VARIATION
| eOesSubscribeReportTypeT.OES_SUB_RPT_TYPE_HOLDING_VARIATION
)
return OesApi_InitRptChannel2(self._env.rptChannel,
create_remote_config(self.rpt_server,
self.username,
self.password),
subscribe_info,
0)
