## Trader 交易员接口封装 ## Md 行情接口封装 ## struct 所有CTP结构体定义 ## callback 所有CTP的回调函数名称 from pyctp import Trader, Md, struct, callback from time import sleep ## 创建交易员接口对象 trader = Trader(frontAddress, brokerID, userID, password) ## 定义回调函数 result = [] def OnRspQryInvestor(**kwargs): # 注意:方法名称可以自由定义 result.append(kwargs) ## 绑定回调函数到交易员接口 trader.bind(callback.OnRspQryInvestor, OnRspQryInvestor) ## 准备请求数据表单 requestData = struct.CThostFtdcQryInvestorField() requestData.BrokerID = brokerID requestData.InvestorID = userID ## 调用请求API trader.ReqQryInvestor(requestData) ## 等待回调被调用 while len(result) == 0: sleep(.01) ## 查看返回数据结果 for k, v in result[0]['Data'].iteritems(): print k, ':', v