def OnRtnOrder(self, pOrder):
print 'ks_OnRtnOrder:', repr(pOrder)
#报单操作请求
pOrder = KSUserApiStruct.CThostFtdcOrderField()
if pOrder.OrderStatus == KSUserApiType.THOST_FTDC_OST_NoTradeQueueing and int(
PyString_AsString(pOrder.OrderSysID)) != 0:
ord = KSUserApiStruct.CThostFtdcInputOrderActionField()
# broker id
ord.BrokerID = broker_id
# investor ID
ord.InvestorID = investor_id
# order action refernce
ord.OrderActionRef = 000000000001
# order reference
ord.OrderRef = pOrder.OrderRef # *必传1
# front id
ord.FrontID = pOrder.FrontID # *必传2
# session id
ord.SessionID = pOrder.SessionID # *必传3
# 或者
# exchange ID
ord.ExchangeID = pOrder.ExchangeID # *必传1
# action order ID
ord.OrderSysID = pOrder.OrderSysID # *必传2
# action order num(unavailable yet)
ord.VolumeChange = 0
# instrument ID
ord.InstrumentID = pOrder.InstrumentID
# user id
ord.UserID = investor_id
self.requestid
r = self.api.ReqOrderAction(ord, self.requestid)
if r == 0: print u"报单操作请求: 成功\n"
else: print u"报单操作请求: 失败\n"
def OnRtnOrder(self, pOrder):
print 'ks_OnRtnOrder:', repr(pOrder)
#插入报单数据库
'''
connection=pymongo.Connection('localhost',27017)
db=connection.commodityTrading
res={"CombOffsetFlag":pOrder.CombOffsetFlag,"CombHedgeFlag":pOrder.CombHedgeFlag,"InstrumentID":pOrder.InstrumentID,"OrderPriceType":pOrder.OrderPriceType,"Direction":pOrder.Direction,"OrderRef":pOrder.OrderRef,"LimitPrice":pOrder.LimitPrice,"VolumeTotalOriginal":pOrder.VolumeTotalOriginal,"RequestID":pOrder.RequestID,"InsertTime":pOrder.InsertTime,"InsertDate":pOrder.InsertDate}
db.RtnOrder.insert(res)
'''
#报单操作请求
pOrder = KSUserApiStruct.CThostFtdcOrderField()
if pOrder.OrderStatus == KSUserApiType.THOST_FTDC_OST_NoTradeQueueing and int(
str(pOrder.OrderSysID)) != 0:
ord = KSUserApiStruct.CThostFtdcInputOrderActionField()
# broker id
ord.BrokerID = self.broker_id
# investor ID
ord.InvestorID = self.investor_id
# order action refernce
ord.OrderActionRef = 000000000001
# order reference
ord.OrderRef = pOrder.OrderRef # *必传1
# front id
ord.FrontID = pOrder.FrontID # *必传2
# session id
ord.SessionID = pOrder.SessionID # *必传3
# 或者
# exchange ID
ord.ExchangeID = pOrder.ExchangeID # *必传1
# action order ID
ord.OrderSysID = pOrder.OrderSysID # *必传2
# action order num(unavailable yet)
ord.VolumeChange = 0
# instrument ID
ord.InstrumentID = pOrder.InstrumentID
# user id
ord.UserID = investor_id
self.requestid
r = self.api.ReqOrderAction(ord, self.requestid)
if r == 0: print u"报单操作请求: 成功\n"
else: print u"报单操作请求: 失败\n"