def update_trader_info_looped(runtime):
"""
循环版本更新账户信息。
"""
while True:
runtime['trader_info_full'] = broker_stub.get_trader(api.TraderRequest_get_trader_full())
runtime['account_info'] = runtime['trader_info_full'].account
runtime['order_info'] = tradingObjects.order_info(runtime['trader_info_full'])
runtime['positions_info'] = tradingObjects.positions_info(runtime['trader_info_full'])
runtime['trader_info_count'] += 1
def update_trader_info(runtime):
"""
更新账户信息。
"""
#//update trader info
runtime['trader_info_full'] = broker_stub.get_trader(api.TraderRequest_get_trader_full())
runtime['account_info'] = runtime['trader_info_full'].account
runtime['order_info'] = tradingObjects.order_info(runtime['trader_info_full'])
runtime['positions_info'] = tradingObjects.positions_info(runtime['trader_info_full'])
runtime['trader_info_count'] += 1
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)
print(response_cancel_order)
print("##########################################")
"""
获取增量账户信息和完整的账户信息
"""
TraderRequest_get_trader_incremental = proto_wrapper.TraderRequest_get_trader_inc(
)
response_get_trader_incremental = broker_stub.get_trader(
TraderRequest_get_trader_incremental)
print(response_get_trader_incremental)
print("##########################################")
TraderRequest_get_trader_full = proto_wrapper.TraderRequest_get_trader_full()
response_get_trader_full = broker_stub.get_trader(
TraderRequest_get_trader_full)
print(response_get_trader_full)
print("##########################################")
#获取data流对象
market_data_stream = md_stub.subscribe(
broker_pb2.TraderRequest(trader_id=33, trader_pin='jY0RyHyK9'))
if market_data_stream.is_active:
while True:
market_data_snapshot = market_data_stream.next()
for insturment_data in market_data_snapshot.instruments:
print("[%s] GET instrument %s at timestamp %s" %
(ctime(), insturment_data.symbol, insturment_data.timestamp))
sleep(1)
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))
api.set_stub(broker=broker_stub, data=data_stub)
api.set_stream(data_stream)
print("Set up stub used %.9f" % (time_ns() - time_now))
time_now = time_ns()
#//测试行情订阅
for i in range(1000):
snapshot_new = data_stream.next()
print('Subscribe one snapshot used %.9f' % ((time_ns() - time_now) / 1000))
time_now = time_ns()
#//下单
for i in range(1000):
broker_stub.new_order(api.TraderRequest_new_order('A002', 0, 0, 1, 100))
print('Place one new order used %.9f' % ((time_ns() - time_now) / 1000))
time_now = time_ns()
#//获取用户信息
for i in range(1000):
info = broker_stub.get_trader(api.TraderRequest_get_trader_full())
print('Get my info used %.9f' % ((time_ns() - time_now) / 1000))