def _OnRspAuthenticate(
self, pRspAuthenticateField: CThostFtdcRspAuthenticateField,
pRspInfo: CThostFtdcRspInfoField, nRequestID: int, bIsLast: bool):
if pRspInfo.getErrorID() == 0:
if pRspAuthenticateField.getAppType(
) == TThostFtdcAppTypeType.THOST_FTDC_APP_TYPE_InvestorRelay:
self.t.RegisterUserSystemInfo(
self.broker, self.investor, 0, '', self.pub_ip, self.port,
time.strftime('%H:%M:%S', time.localtime()))
elif pRspAuthenticateField.getAppType(
) == TThostFtdcAppTypeType.THOST_FTDC_APP_TYPE_OperatorRelay:
self.t.SubmitUserSystemInfo(
self.broker, self.investor, 0, '', self.pub_ip, self.port,
time.strftime('%H:%M:%S', time.localtime()))
self.t.ReqUserLogin(
BrokerID=self.broker,
UserID=self.investor,
Password=self.password,
UserProductInfo=pRspAuthenticateField.getUserProductInfo())
else:
info = InfoField()
info.ErrorID = pRspInfo.getErrorID()
info.ErrorMsg = f'认证错误:{pRspInfo.getErrorMsg()}'
threading.Thread(target=self.OnUserLogin,
args=(self, info)).start()
def _OnRspUserLogin(self, pRspUserLogin: CThostFtdcRspUserLoginField, pRspInfo: CThostFtdcRspInfoField, nRequestID: int, bIsLast: bool):
""""""
info = InfoField()
info.ErrorID = pRspInfo.getErrorID()
info.ErrorMsg = pRspInfo.getErrorMsg()
self.logined = True
threading.Thread(target=self.OnUserLogin, args=(self, info)).start()
def _OnErrRtnQuote(self, pInputQuote: CThostFtdcInputQuoteField,
pRspInfo: CThostFtdcRspInfoField):
info = InfoField()
info.ErrorID = pRspInfo.getErrorID()
info.ErrorMsg = pRspInfo.getErrorMsg()
threading.Thread(target=self.OnErrRtnQuote,
args=(self, pInputQuote, info)).start()
def _OnErrOrder(self, pInputOrder: CThostFtdcInputOrderField,
pRspInfo: CThostFtdcRspInfoField):
""""""
id = '{0}|{1}|{2}'.format(self.session, '0', pInputOrder.getOrderRef())
of = self.orders.get(id)
info = InfoField()
info.ErrorID = pRspInfo.getErrorID()
info.ErrorMsg = pRspInfo.getErrorMsg()
if of and of.IsLocal:
of.Status = OrderStatus.Error
of.StatusMsg = '{0}:{1}'.format(pRspInfo.getErrorID(),
pRspInfo.getErrorMsg())
threading.Thread(target=self.OnErrOrder,
args=(self, of, info)).start()
def _OnRspOrder(self, pInputOrder: CThostFtdcInputOrderField,
pRspInfo: CThostFtdcRspInfoField, nRequestID: int,
bIsLast: bool):
""""""
info = InfoField()
info.ErrorID = pRspInfo.getErrorID()
info.ErrorMsg = pRspInfo.getErrorMsg()
id = '{0}|{1}|{2}'.format(self.session, '0', pInputOrder.getOrderRef())
of = self.orders.get(id)
if not of:
of = OrderField()
l = int(pInputOrder.getOrderRef())
of.Custom = l % 1000000
of.InstrumentID = pInputOrder.getInstrumentID()
of.InsertTime = time.strftime('%H:%M:%S', time.localtime())
# 对direction需特别处理（具体见ctp_struct）
of.Direction = DirectType.Buy if pInputOrder.getDirection(
) == TThostFtdcDirectionType.THOST_FTDC_D_Buy else DirectType.Sell
ot = TThostFtdcOffsetFlagType(
ord(pInputOrder.getCombOffsetFlag()[0]))
of.Offset = OffsetType.Open if ot == TThostFtdcOffsetFlagType.THOST_FTDC_OF_Open else OffsetType.CloseToday if ot == TThostFtdcOffsetFlagType.THOST_FTDC_OF_CloseToday else OffsetType.Close
# of.Status = OrderStatus.Normal
# of.StatusMsg = f.getStatusMsg()
of.IsLocal = True
of.LimitPrice = pInputOrder.getLimitPrice()
of.OrderID = id
of.Volume = pInputOrder.getVolumeTotalOriginal()
of.VolumeLeft = of.Volume
self.orders[id] = of
of.Status = OrderStatus.Error
of.StatusMsg = '{0}:{1}'.format(info.ErrorID, info.ErrorMsg)
threading.Thread(target=self.OnErrOrder, args=(self, of, info)).start()
def _OnRspUserLogin(self, pRspUserLogin: CThostFtdcRspUserLoginField(),
pRspInfo: CThostFtdcRspInfoField, nRequestID: int,
bIsLast: bool):
""""""
if pRspInfo.getErrorID() == 0:
self.session = pRspUserLogin.getSessionID()
self.tradingday = pRspUserLogin.getTradingDay()
self.t.ReqSettlementInfoConfirm(self.broker, self.investor)
elif self.logined:
threading.Thread(target=self._relogin).start()
else:
info = InfoField()
info.ErrorID = pRspInfo.getErrorID()
info.ErrorMsg = pRspInfo.getErrorMsg()
threading.Thread(target=self.OnUserLogin,
args=(self, info)).start()
def OnRspUserLogin(self, rsp: ctp.CThostFtdcRspUserLoginField, info: ctp.CThostFtdcRspInfoField, req: int, last: bool):
QA.QA_util_log_info(info.getErrorMsg()) # CTP:正确小于2种字符:请注意修改
if info.getErrorID() == 0:
self.Session = rsp.getSessionID()
self.t.ReqSettlementInfoConfirm(
BrokerID=self.broker, InvestorID=self.investor)
else:
self.RelogEnable = False
def OnRspAuthenticate(
self, pRspAuthenticateField: ctp.CThostFtdcRspAuthenticateField,
pRspInfo: ctp.CThostFtdcRspInfoField, nRequestID: int,
bIsLast: bool):
QA.QA_util_log_info('auth：{0}:{1}'.format(pRspInfo.getErrorID(),
pRspInfo.getErrorMsg()))
self.t.ReqUserLogin(BrokerID=self.broker,
UserID=self.investor,
Password=self.pwd,
UserProductInfo='@yutiansut')