def on_rsp_qry_instrument(self, instrument, rsp_err_id, rsp_err_msg,
request_id, is_last):
print(self.__class__.__name__, tdapi.get_current_function_name(),
instrument, rsp_err_id, rsp_err_msg, request_id, is_last)
inst_id = instrument['InstrumentID']
if inst_id in self._inst_info:
self._inst_info[inst_id][0] = instrument
else:
self._inst_info[inst_id] = [copy.copy(instrument), None, None]
param = {
'BrokerID': self._broker_id,
'InstrumentID': instrument['InstrumentID'],
'InvestorID': self._investor_id,
'ExchangeID': instrument['ExchangeID']
}
self._api.req_qry_otp_ins_comm_rate(param, self.get_next_id())
param['HedgeFlag'] = userapidef.KS_OTP_CIDT_UnCovered
self._api.req_qry_otp_ins_margin_rate(param, self.get_next_id())
self._instruments.append(instrument['InstrumentID'])
self._qry_inst_ok = is_last
self._isOk = is_last
def on_rsp_user_login(self, rsp_user_login, rsp_err_id, rsp_err_msg,
request_id, is_last):
if not is_last:
return
print(self.__class__.__name__, tdapi.get_current_function_name(),
rsp_user_login, rsp_err_id, rsp_err_msg, request_id, is_last)
print(rsp_err_msg.decode('GBK'))
# print("login", self._api.get_trading_day())
# print(rsp_user_login['SystemName'].decode('GBK'))
self._api.subscribe_private_topic(userapidef.KS_OTP_TERT_RESUME)
self._api.subscribe_public_topic(userapidef.KS_OTP_TERT_RESUME)
param = {'BrokerID': self._broker_id, 'InvestorID': self._investor_id}
print self._api.req_settlement_info_confirm(param, self.get_next_id())
param = {'BrokerID': self._broker_id, 'InvestorID': self._investor_id}
print self._api.req_qry_trading_account(param, self.get_next_id())
param = {'BrokerID': self._broker_id, 'InvestorID': self._investor_id}
print self._api.req_qry_investor(param, self.get_next_id())
param = {'ExchangeID': self._exchange}
print self._api.req_qry_instrument(param, self.get_next_id())
param = {'BrokerID': self._broker_id, 'InvestorID': self._investor_id}
print self._api.req_qry_investor_position(param, self.get_next_id())
param = {'BrokerID': self._broker_id, 'InvestorID': self._investor_id}
print self._api.req_qry_investor_position_detail(
param, self.get_next_id())
def on_rsp_user_login(self, rsp_user_login, rsp_err_id, rsp_err_msg, request_id, is_last):
if not is_last:
return
print(
self.__class__.__name__, tdapi.get_current_function_name(), rsp_user_login, rsp_err_id, rsp_err_msg,
request_id,
is_last)
print(rsp_err_msg.decode('GBK'))
# print("login", self._api.get_trading_day())
# print(rsp_user_login['SystemName'].decode('GBK'))
self._api.subscribe_private_topic(userapidef.KS_OTP_TERT_RESUME)
self._api.subscribe_public_topic(userapidef.KS_OTP_TERT_RESUME)
param = {'BrokerID': self._broker_id, 'InvestorID': self._investor_id}
print self._api.req_settlement_info_confirm(param, self.get_next_id())
param = {'BrokerID': self._broker_id, 'InvestorID': self._investor_id}
print self._api.req_qry_trading_account(param, self.get_next_id())
param = {'BrokerID': self._broker_id, 'InvestorID': self._investor_id}
print self._api.req_qry_investor(param, self.get_next_id())
param = {'ExchangeID': self._exchange}
print self._api.req_qry_instrument(param, self.get_next_id())
param = {'BrokerID': self._broker_id, 'InvestorID': self._investor_id}
print self._api.req_qry_investor_position(param, self.get_next_id())
param = {'BrokerID': self._broker_id, 'InvestorID': self._investor_id}
print self._api.req_qry_investor_position_detail(param, self.get_next_id())
def on_rsp_user_login(self, rsp_user_login, rsp_err_id, rsp_err_msg, request_id, is_last):
print(
self.__class__.__name__, tdapi.get_current_function_name(), rsp_user_login, rsp_err_id, rsp_err_msg,
request_id,
is_last)
print("login", self._api.get_trading_day())
print(self._api.subscribe_market_data(self._instruments))
def on_rsp_qry_order(self, order, rsp_err_id, rsp_err_msg, request_id, is_last):
global orders
if len(order) > 0:
#order['VolumeTotalOriginal'] = order['VolumeTraded']
if order['OrderSysID'] != 0:
print(
self.__class__.__name__, tdapi.get_current_function_name(), order, rsp_err_id, rsp_err_msg, request_id, is_last)
param = {'BrokerID': self._broker_id, 'InvestorID': self._investor_id, 'OrderRef': order['OrderRef'],
'FrontID': order['FrontID'], 'SessionID': order['SessionID'],
'ExchangeID': order['ExchangeID'],
'OrderSysID': order['OrderSysID']}
print(self._api.req_order_action(param, self.get_next_id()))
if order['OrderStatus'] in (userapidef.KS_OTP_OST_Canceled, userapidef.KS_OTP_OST_AllTraded):
orders.clear()
def on_rsp_qry_instrument(self, instrument, rsp_err_id, rsp_err_msg, request_id, is_last):
print(
self.__class__.__name__, tdapi.get_current_function_name(), instrument, rsp_err_id, rsp_err_msg, request_id,
is_last)
inst_id = instrument['InstrumentID']
if inst_id in self._inst_info:
self._inst_info[inst_id][0] = instrument
else:
self._inst_info[inst_id] = [copy.copy(instrument), None, None]
param = {'BrokerID': self._broker_id, 'InstrumentID': instrument['InstrumentID'],
'InvestorID': self._investor_id, 'ExchangeID': instrument['ExchangeID']}
self._api.req_qry_otp_ins_comm_rate(param, self.get_next_id())
param['HedgeFlag'] = userapidef.KS_OTP_CIDT_UnCovered
self._api.req_qry_otp_ins_margin_rate(param, self.get_next_id())
self._instruments.append(instrument['InstrumentID'])
self._qry_inst_ok = is_last
self._isOk = is_last
def on_rsp_qry_order(self, order, rsp_err_id, rsp_err_msg, request_id,
is_last):
global orders
if len(order) > 0:
#order['VolumeTotalOriginal'] = order['VolumeTraded']
if order['OrderSysID'] != 0:
print(self.__class__.__name__,
tdapi.get_current_function_name(), order, rsp_err_id,
rsp_err_msg, request_id, is_last)
param = {
'BrokerID': self._broker_id,
'InvestorID': self._investor_id,
'OrderRef': order['OrderRef'],
'FrontID': order['FrontID'],
'SessionID': order['SessionID'],
'ExchangeID': order['ExchangeID'],
'OrderSysID': order['OrderSysID']
}
print(self._api.req_order_action(param, self.get_next_id()))
if order['OrderStatus'] in (userapidef.KS_OTP_OST_Canceled,
userapidef.KS_OTP_OST_AllTraded):
orders.clear()
def on_rsp_user_login(self, rsp_user_login, rsp_err_id, rsp_err_msg,
request_id, is_last):
print(self.__class__.__name__, tdapi.get_current_function_name(),
rsp_user_login, rsp_err_id, rsp_err_msg, request_id, is_last)
print("login", self._api.get_trading_day())
print(self._api.subscribe_market_data(self._instruments))
def on_rtn_trade(self, trade):
print(self.__class__.__name__, tdapi.get_current_function_name(),
trade)
def on_rtn_order(self, order):
print(self.__class__.__name__, tdapi.get_current_function_name(),
order)
def on_rsp_order_insert(self, input_order, rsp_err_id, rsp_err_msg,
request_id, is_last):
print(rsp_err_msg.decode('GBK'))
print(self.__class__.__name__, tdapi.get_current_function_name(),
input_order, rsp_err_id, rsp_err_msg, request_id, is_last)
def on_rtn_trade(self, trade):
print(self.__class__.__name__, tdapi.get_current_function_name(), trade)
def on_rtn_order(self, order):
print(self.__class__.__name__, tdapi.get_current_function_name(), order)
def on_rsp_order_insert(self, input_order, rsp_err_id, rsp_err_msg, request_id, is_last):
print(rsp_err_msg.decode('GBK'))
print(
self.__class__.__name__, tdapi.get_current_function_name(), input_order, rsp_err_id,
rsp_err_msg, request_id, is_last)
