def sendOrder(self, symbol, direction, priceType, offset, price, volume):
"""发单"""
self.reqID += 1
self.orderRef += 1
req = dict()
req['InstrumentID'] = symbol
req['LimitPrice'] = price
req['VolumeTotalOriginal'] = volume
req['OrderPriceType'] = priceType
req['Direction'] = direction
req['CombOffsetFlag'] = offset
req['OrderRef'] = str(self.orderRef)
req['InvestorID'] = self.userID
req['UserID'] = self.userID
req['BrokerID'] = self.brokerID
req['CombHedgeFlag'] = defineDict['THOST_FTDC_HF_Speculation'] # 投机单
req['ContingentCondition'] = defineDict['THOST_FTDC_CC_Immediately'] # 立即发单
req['ForceCloseReason'] = defineDict['THOST_FTDC_FCC_NotForceClose'] # 非强平
req['IsAutoSuspend'] = 0 # 非自动挂起
req['TimeCondition'] = defineDict['THOST_FTDC_TC_GFD'] # 今日有效
req['VolumeCondition'] = defineDict['THOST_FTDC_VC_AV'] # 任意成交量
req['MinVolume'] = 1 # 最小成交量为1
self.reqOrderInsert(req, self.reqID)
logger.debug('insert new order:%s'%req)
return str(self.orderRef)
def onRtnTrade(self, data):
"""成交回报"""
logger.debug(u'成交回报， onRtnTrade,%s'%data.get('StatusMsg', '').decode('gbk'))
self._server.onTrade(data)
