Exemple #1
0
 def QryMarketData(self, instrument):
     ok = self.settlementevent.wait(5)
     if ok:
         Instrument = ApiStruct.QryDepthMarketData(instrument)
         self.requestid += 1
         self.ReqQryDepthMarketData(Instrument, self.requestid)
     else:
         self.logger.error('QryMarketData timeout')
 def queryDepthMarketData(self, instrument):
     req = ApiStruct.QryDepthMarketData(InstrumentID=instrument)
     self.requestid = self.requestid + 1
     self.ReqQryDepthMarketData(req, self.requestid)
 def fetch_depth_market_data(self, instrument_id):
     ref_id = self.inc_request_id()
     req = UStruct.QryDepthMarketData(InstrumentID = instrument_id)
     ret = self.ReqQryDepthMarketData(req, ref_id)
     logging.info('A:查询合约行情, 函数发出返回值:%s' % ret)
     return ret
Exemple #4
0
 def fetch_depth_market_data(self, instrument_id):
     ref_id = self.inc_request_id()
     req = UStruct.QryDepthMarketData(InstrumentID = instrument_id.encode(encoding='utf-8', errors = 'strict'))
     ret = self.ReqQryDepthMarketData(req, ref_id)
     logging.info('A:查询合约行情, 函数发出返回值:%s' % ret)
     return ret