def GET_TRADERS_INFO(self):
request = broker_pb2.TraderRequest(trader_id=self.trader_id,
trader_pin=self.trader_pin,
request_type="FULL_INFO")
return self.stub.get_traders_info(request)
def CANCEL_ORDER(self, order_id):
request = broker_pb2.TraderRequest(trader_id=self.trader_id,
trader_pin=self.trader_pin,
request_type="CANCEL_ORDER",
order_id=order_id)
return self.stub.cancel_order(request)
def CancelOrder(self, order_id):
ret = self.stub.cancel_order(
broker_pb2.TraderRequest(trader_id=id,
trader_pin=pin,
request_type='CANCEL_ORDER',
order_id=order_id))
print(ret)
def TraderRequest_cancel_order(order_id, *args, **kw):
return broker_pb2.TraderRequest(trader_id=ID,
trader_pin=PIN,
request_type=1,
order_id=order_id,
*args,
**kw)
def GetTrader(self, request_type='INCREMENTAL_INFO'):
ret = self.stub.get_trader(
broker_pb2.TraderRequest(trader_id=id,
trader_pin=pin,
request_type=request_type))
print('Get Trader ret:')
for rec in ret.market_records:
print(rec.symbol)
print(rec.percent)
print(ret)
def NEW_ORDER(self, SYMBAL, SIDE, VOL, PRICE, POS_TYPE, IS_MARKET=False):
request = broker_pb2.TraderRequest(trader_id=self.trader_id,
trader_pin=self.trader_pin,
request_type="NEW_ORDER",
side=SIDE,
symbol=SYMBAL,
volume=VOL,
price=PRICE,
pos_type=POS_TYPE,
is_market=IS_MARKET)
return self.stub.new_order(request)
def TraderRequest_new_order(symbol,
side,
pos_type,
volume,
price=None,
is_market=False,
*args,
**kw):
return broker_pb2.TraderRequest(trader_id=ID,
trader_pin=PIN,
request_type=0,
side=side,
symbol=symbol,
pos_type=pos_type,
volume=volume,
price=price,
is_market=is_market,
*args,
**kw)
def NewOrder(self,
side='BID',
symbol=stocks_A[0],
volume=1,
price=100,
is_market=False,
pos_type='LONG'):
ret = self.stub.new_order(
broker_pb2.TraderRequest(trader_id=id,
trader_pin=pin,
request_type='NEW_ORDER',
side=side,
symbol=symbol,
volume=volume,
price=price,
is_market=is_market,
pos_type=pos_type))
print('New Order ret:-----------------------------------------------')
print(ret)
return ret
import tradingObjects
"""
配置背景参数。
"""
ID = 3
PIN = 'jY0RyHyK9'
CHANNEL_BROKER = grpc.insecure_channel('113.208.112.25:57503')
CHANNEL_DATA = grpc.insecure_channel('113.208.112.25:57600')
broker_stub = broker_pb2_grpc.BrokerStub(CHANNEL_BROKER)
data_stub = broker_pb2_grpc.MarketDataStub(CHANNEL_DATA)
#//创建客户端
data_stream = data_stub.subscribe(
broker_pb2.TraderRequest(trader_id=ID, trader_pin=PIN))
#//获取行情流对象
api.set_stub(broker_stub, data_stub)
api.set_stream(data_stream)
#//设置api客户端
def initStrategy(runtime):
"""
初始化策略。
"""
#api.cancel_all()
#api.close_all_at_market()
runtime['trader_info_full'] = api.get_trader_full()
import tradingObjects
"""
配置背景参数。
"""
ID = 33
PIN = 'jY0RyHyK9'
CHANNEL_BROKER = grpc.insecure_channel('113.208.112.25:57503')
CHANNEL_DATA = grpc.insecure_channel('113.208.112.25:57600')
broker_stub = broker_pb2_grpc.BrokerStub(CHANNEL_BROKER)
data_stub = broker_pb2_grpc.MarketDataStub(CHANNEL_DATA)
#//创建客户端
data_stream = data_stub.subscribe(broker_pb2.TraderRequest(trader_id = ID, trader_pin = PIN))
#//获取行情流对象
api.set_stub(broker_stub, data_stub)
api.set_stream(data_stream)
#//设置api客户端
def initStrategy(runtime):
"""
初始化策略。
"""
#api.cancel_all()
#api.close_all_at_market()
runtime['trader_info_full'] = api.get_trader_full()
runtime['account_info'] = runtime['trader_info_full'].account
# with grpc.insecure_channel('113.208.112.25:57600') as channel:
# stub = broker_pb2_grpc.MarketDataStub(channel)
# response = stub.list_instruments(common_pb2.Empty())
# print("Instruments received: " )
# print(response)
# for data in stub.subscribe(common_pb2.Empty()):
#
# print("Subscription received: ")
# print(data)
#
# =============================================================================
with grpc.insecure_channel('113.208.112.25:57500') as channel:
stub = broker_pb2_grpc.BrokerStub(channel)
response = stub.get_trader(
broker_pb2.TraderRequest(trader_id=42,
trader_pin='NrojE4oZH',
request_type='FULL_INFO'))
print("Instruments received: ")
print(response)
# =============================================================================
# for data in stub.subscribe(common_pb2.Empty()):
# # =============================================================================
# # response=stub.subscribe(common_pb2.Empty())
# # =============================================================================
# print("Subscription received: ")
# print(data)
#
# =============================================================================
# =============================================================================
# trader_id=42,trader_pin='NrojE4oZH'
#Create channel
broker_channel = grpc.insecure_channel('113.208.112.25:57503')
data_channel = grpc.insecure_channel('113.208.112.25:57600')
#create stub
broker_stub = broker_pb2_grpc.BrokerStub(broker_channel)
md_stub = broker_pb2_grpc.MarketDataStub(data_channel)
api.set_stub(broker_stub, md_stub)
"""
Demo: 下单
"""
TraderRequest_new_order = broker_pb2.TraderRequest(trader_id=ID,
trader_pin=PIN,
request_type=0,
order_id=0,
side=0,
symbol='A000.PSE',
volume=1,
is_market=True,
pos_type=1)
TraderRequest_new_order_test = proto_wrapper.TraderRequest_new_order(
"A000.PSE", side=0, pos_type=0, volume=1, is_market=False, price=90)
response_new_order = broker_stub.new_order(TraderRequest_new_order_test)
print(response_new_order)
print("##########################################")
"""
Demo: 撤单
"""
TraderRequest_cancel_order = proto_wrapper.TraderRequest_cancel_order(
order_id=tuple(response_new_order.orders.orders.keys())[0])
response_cancel_order = broker_stub.cancel_order(TraderRequest_cancel_order)
def TraderRequest_get_trader_inc():
return broker_pb2.TraderRequest(trader_id=ID,
trader_pin=PIN,
request_type=3)
def TraderRequest(*args, **kw):
return broker_pb2.TraderRequest(trader_id=ID, trader_pin=PIN, *args, **kw)
