def cancelOrder(orderId=None, originOrderId=None, reqId=None, sync=False):
if not reqId:
reqId = str(uuid.uuid4())
operatorId = Config.operatorId
sourceNodeId = Config.nodeId
commonReq = CommonReqField()
commonReq.sourceNodeId = sourceNodeId
commonReq.targetNodeId = 0
commonReq.operatorId = operatorId
commonReq.reqId = reqId
cancelOrderReq = CancelOrderReqField()
if not orderId and not originOrderId:
logger.error("定单ID和原始定单ID不可同时为空")
return False
if originOrderId:
cancelOrderReq.originOrderId = originOrderId
if orderId:
cancelOrderReq.orderId = orderId
rpcCancelOrderReq = RpcCancelOrderReq()
rpcCancelOrderReq.commonReq.CopyFrom(commonReq)
rpcCancelOrderReq.cancelOrderReq.CopyFrom(cancelOrderReq)
if sync:
RpcClientRspHandler.registerWaitReqId(reqId)
sendResult = RpcClientProcessService.sendCoreRpc(0, rpcCancelOrderReq.SerializeToString(), reqId,
RpcId.CANCEL_ORDER_REQ)
if sync and not sendResult:
RpcClientRspHandler.unregisterWaitReqId(reqId)
return False
if sync:
startTime = time.time()
while True:
if time.time() - startTime < Config.rpcTimeOut:
rpcCancelOrderRsp = RpcClientRspHandler.getAndRemoveRpcCancelOrderRsp(reqId)
if not rpcCancelOrderRsp:
rpcExceptionRsp = RpcClientRspHandler.getAndRemoveRpcExceptionRsp(reqId);
if rpcExceptionRsp:
logger.error("撤销定单错误,请求ID: %s, 远程错误回报 %s", reqId, rpcExceptionRsp.info)
return False
time.sleep(0.02)
else:
commonRsp = rpcCancelOrderRsp.commonRsp
errorId = commonRsp.errorId
if errorId == 0:
return True
else:
logger.error("撤销定单错误,请求ID:%s,错误ID:%s,远程错误回报:%s", reqId, errorId, commonRsp.errorMsg)
return False
else:
RpcClientRspHandler.unregisterWaitReqId(reqId)
logger.error("撤销定单错误,请求ID: %s,等待回报超时", reqId)
return False
def subscribe(contract, reqId=None, sync=False):
if not reqId:
reqId = str(uuid.uuid4())
operatorId = RtConfig.operatorId
sourceNodeId = RtConfig.nodeId
commonReq = CommonReqField()
commonReq.sourceNodeId = sourceNodeId
commonReq.targetNodeId = 0
commonReq.operatorId = operatorId
commonReq.reqId = reqId
rpcSubscribeReq = RpcSubscribeReq()
rpcSubscribeReq.commonReq.CopyFrom(commonReq)
rpcSubscribeReq.contract.CopyFrom(contract)
if sync:
RpcClientRspHandler.registerWaitReqId(reqId)
sendResult = RpcClientProcessService.sendCoreRpc(
0, rpcSubscribeReq.SerializeToString(), reqId, RpcId.SUBSCRIBE_REQ)
if sync and not sendResult:
RpcClientRspHandler.unregisterWaitReqId(reqId)
return False
if sync:
startTime = time.time()
while True:
if time.time() - startTime < RtConfig.rpcTimeOut:
rpcSubscribeRsp = RpcClientRspHandler.getAndRemoveRpcSubscribeRsp(
reqId)
if not rpcSubscribeRsp:
rpcExceptionRsp = RpcClientRspHandler.getAndRemoveRpcExceptionRsp(
reqId)
if rpcExceptionRsp:
logger.error("订阅错误,请求ID: %s, 远程错误回报 %s", reqId,
rpcExceptionRsp.info)
return False
time.sleep(0.02)
else:
commonRsp = rpcSubscribeRsp.commonRsp
errorId = commonRsp.errorId
if errorId == 0:
RpcClientApiService.subscribedContractDict[
contract.unifiedSymbol + "@" +
str(contract.gatewayId)] = contract
return True
else:
logger.error("订阅错误,请求ID:%s,错误ID:%s,远程错误回报:%s",
reqId, errorId, commonRsp.errorMsg)
return False
else:
RpcClientRspHandler.unregisterWaitReqId(reqId)
logger.error("订阅错误,请求ID: %s,等待回报超时", reqId)
return False
def queryDBBarList(startTimestamp, endTimestamp, unifiedSymbol, barCycle, marketDataDBType, reqId=None, timeoutSeconds=None):
if not reqId:
reqId = str(uuid.uuid4())
if not timeoutSeconds:
timeoutSeconds = Config.rpcTimeOut
operatorId = Config.operatorId
sourceNodeId = Config.nodeId
commonReq = CommonReqField()
commonReq.sourceNodeId = sourceNodeId
commonReq.targetNodeId = 0
commonReq.operatorId = operatorId
commonReq.reqId = reqId
rpcQueryDBBarListReq = RpcQueryDBBarListReq()
rpcQueryDBBarListReq.commonReq.CopyFrom(commonReq)
rpcQueryDBBarListReq.startTimestamp = startTimestamp
rpcQueryDBBarListReq.endTimestamp = endTimestamp
rpcQueryDBBarListReq.unifiedSymbol = unifiedSymbol
rpcQueryDBBarListReq.barCycle = barCycle
rpcQueryDBBarListReq.marketDataDBType = marketDataDBType
RpcClientRspHandler.registerWaitReqId(reqId)
sendResult = RpcClientProcessService.sendCoreRpc(0, rpcQueryDBBarListReq.SerializeToString(), reqId,
RpcId.QUERY_DB_BAR_LIST_REQ)
if not sendResult:
RpcClientRspHandler.unregisterWaitReqId(reqId)
return None
startTime = time.time()
while True:
if time.time() - startTime < timeoutSeconds:
rpcQueryDBBarListRsp = RpcClientRspHandler.getAndRemoveRpcQueryDBBarListRsp(reqId)
if not rpcQueryDBBarListRsp:
rpcExceptionRsp = RpcClientRspHandler.getAndRemoveRpcExceptionRsp(reqId)
if rpcExceptionRsp:
logger.error("获取Bar列表错误,请求ID: %s, 远程错误回报 %s", reqId, rpcExceptionRsp.info)
return None
time.sleep(0.02)
else:
commonRsp = rpcQueryDBBarListRsp.commonRsp
errorId = commonRsp.errorId
if errorId == 0:
return rpcQueryDBBarListRsp.bar
else:
logger.error("获取Bar列表错误,请求ID:%s,错误ID:%s,远程错误回报:%s", reqId, errorId, commonRsp.errorMsg)
return None
else:
RpcClientRspHandler.unregisterWaitReqId(reqId)
logger.error("获取Bar列表错误,请求ID: %s,等待回报超时", reqId)
return None
def getTickList(reqId=None, sync=False):
if not reqId:
reqId = str(uuid.uuid4())
operatorId = RtConfig.operatorId
sourceNodeId = RtConfig.nodeId
commonReq = CommonReqField()
commonReq.sourceNodeId = sourceNodeId
commonReq.targetNodeId = 0
commonReq.operatorId = operatorId
commonReq.reqId = reqId
rpcGetTickListReq = RpcGetTickListReq()
rpcGetTickListReq.commonReq.CopyFrom(commonReq)
if sync:
RpcClientRspHandler.registerWaitReqId(reqId)
sendResult = RpcClientProcessService.sendCoreRpc(
0, rpcGetTickListReq.SerializeToString(), reqId,
RpcId.GET_TICK_LIST_REQ)
if sync and not sendResult:
RpcClientRspHandler.unregisterWaitReqId(reqId)
return None
if sync:
startTime = time.time()
while True:
if time.time() - startTime < RtConfig.rpcTimeOut:
rpcGetTickListRsp = RpcClientRspHandler.getAndRemoveRpcGetTickListRsp(
reqId)
if not rpcGetTickListRsp:
rpcExceptionRsp = RpcClientRspHandler.getAndRemoveRpcExceptionRsp(
reqId)
if rpcExceptionRsp:
logger.error("获取Tick列表错误,请求ID: %s, 远程错误回报 %s",
reqId, rpcExceptionRsp.info)
return None
time.sleep(0.02)
else:
commonRsp = rpcGetTickListRsp.commonRsp
errorId = commonRsp.errorId
if errorId == 0:
return rpcGetTickListRsp.tick
else:
logger.error(
"获取Tick列表错误,请求ID:%s,错误ID:%s,远程错误回报:%s", reqId,
errorId, commonRsp.errorMsg)
return None
else:
RpcClientRspHandler.unregisterWaitReqId(reqId)
logger.error("获取Tick列表错误,请求ID: %s,等待回报超时", reqId)
return None
def searchContract(contract, reqId=None, sync=False):
if not reqId:
reqId = str(uuid.uuid4())
operatorId = Config.operatorId
sourceNodeId = Config.nodeId
commonReq = CommonReqField()
commonReq.sourceNodeId = sourceNodeId
commonReq.targetNodeId = 0
commonReq.operatorId = operatorId
commonReq.reqId = reqId
rpcSearchContractReq = RpcSearchContractReq()
rpcSearchContractReq.commonReq.CopyFrom(commonReq)
rpcSearchContractReq.contract.CopyFrom(contract)
if sync:
RpcClientRspHandler.registerWaitReqId(reqId)
sendResult = RpcClientProcessService.sendCoreRpc(0, rpcSearchContractReq.SerializeToString(), reqId,
RpcId.SEARCH_CONTRACT_REQ)
if sync and not sendResult:
RpcClientRspHandler.unregisterWaitReqId(reqId)
return False
if sync:
startTime = time.time()
while True:
if time.time() - startTime < Config.rpcTimeOut:
rpcSearchContractRsp = RpcClientRspHandler.getAndRemoveRpcSearchContractRsp(reqId)
if not rpcSearchContractRsp:
rpcExceptionRsp = RpcClientRspHandler.getAndRemoveRpcExceptionRsp(reqId);
if rpcExceptionRsp:
logger.error("搜寻合约错误,请求ID: %s, 远程错误回报 %s", reqId, rpcExceptionRsp.info)
return False
time.sleep(0.02)
else:
commonRsp = rpcSearchContractRsp.commonRsp
errorId = commonRsp.errorId
if errorId == 0:
return True
else:
logger.error("搜寻合约错误,请求ID:%s,错误ID:%s,远程错误回报:%s", reqId, errorId, commonRsp.errorMsg)
return False
else:
RpcClientRspHandler.unregisterWaitReqId(reqId)
logger.error("搜寻合约错误,请求ID: %s,等待回报超时", reqId)
return False
def unsubscribe(contract, gatewayId=None, reqId=None, sync=False):
if not reqId:
reqId = str(uuid.uuid4())
operatorId = Config.operatorId
sourceNodeId = Config.nodeId
commonReq = CommonReqField()
commonReq.sourceNodeId = sourceNodeId
commonReq.targetNodeId = 0
commonReq.operatorId = operatorId
commonReq.reqId = reqId
rpcUnsubscribeReq = RpcUnsubscribeReq()
rpcUnsubscribeReq.commonReq.CopyFrom(commonReq)
rpcUnsubscribeReq.contract.CopyFrom(contract)
if gatewayId:
rpcUnsubscribeReq.gatewayId = gatewayId
if sync:
RpcClientRspHandler.registerWaitReqId(reqId)
sendResult = RpcClientProcessService.sendRoutineCoreRpc(
0, rpcUnsubscribeReq.SerializeToString(), reqId,
RpcId.UNSUBSCRIBE_REQ)
if sync and not sendResult:
RpcClientRspHandler.unregisterWaitReqId(reqId)
return False
if sync:
startTime = time.time()
while True:
if time.time() - startTime < Config.rpcTimeOut:
rpcUnsubscribeRsp = RpcClientRspHandler.getAndRemoveRpcUnsubscribeRsp(
reqId)
if not rpcUnsubscribeRsp:
rpcExceptionRsp = RpcClientRspHandler.getAndRemoveRpcExceptionRsp(
reqId)
if rpcExceptionRsp:
logger.error("取消订阅错误,请求ID: %s, 远程错误回报 %s", reqId,
rpcExceptionRsp.info)
return False
time.sleep(0.02)
else:
commonRsp = rpcUnsubscribeRsp.commonRsp
requestStatus = commonRsp.requestStatus
if requestStatus == CommonStatusEnum.SUCCESS:
return True
elif requestStatus == CommonStatusEnum.INFO:
logger.info("取消订阅错误,请求ID:%s,远程信息回报:%s", reqId,
commonRsp.info)
return True
elif requestStatus == CommonStatusEnum.WARN:
logger.warning("取消订阅错误,请求ID:%s,远程警告回报:%s", reqId,
commonRsp.info)
return True
elif requestStatus == CommonStatusEnum.ERROR:
logger.error("取消订阅错误,请求ID:%s,远程错误回报:%s", reqId,
commonRsp.info)
return False
else:
logger.error("取消订阅错误,请求ID:%s,未知的请求状态", reqId)
return False
else:
RpcClientRspHandler.unregisterWaitReqId(reqId)
logger.error("取消订阅错误,请求ID: %s,等待回报超时", reqId)
return False
def getPositionList(reqId=None, sync=False):
if not reqId:
reqId = str(uuid.uuid4())
operatorId = Config.operatorId
sourceNodeId = Config.nodeId
commonReq = CommonReqField()
commonReq.sourceNodeId = sourceNodeId
commonReq.targetNodeId = 0
commonReq.operatorId = operatorId
commonReq.reqId = reqId
rpcGetPositionListReq = RpcGetPositionListReq()
rpcGetPositionListReq.commonReq.CopyFrom(commonReq)
if sync:
RpcClientRspHandler.registerWaitReqId(reqId)
sendResult = RpcClientProcessService.sendRoutineCoreRpc(
0, rpcGetPositionListReq.SerializeToString(), reqId,
RpcId.GET_POSITION_LIST_REQ)
if sync and not sendResult:
RpcClientRspHandler.unregisterWaitReqId(reqId)
return None
if sync:
startTime = time.time()
while True:
if time.time() - startTime < Config.rpcTimeOut:
rpcGetPositionListRsp = RpcClientRspHandler.getAndRemoveRpcGetPositionListRsp(
reqId)
if not rpcGetPositionListRsp:
rpcExceptionRsp = RpcClientRspHandler.getAndRemoveRpcExceptionRsp(
reqId)
if rpcExceptionRsp:
logger.error("获取持仓列表错误,请求ID: %s, 远程错误回报 %s", reqId,
rpcExceptionRsp.info)
return None
time.sleep(0.02)
else:
commonRsp = rpcGetPositionListRsp.commonRsp
requestStatus = commonRsp.requestStatus
if requestStatus == CommonStatusEnum.SUCCESS:
return rpcGetPositionListRsp.position
elif requestStatus == CommonStatusEnum.INFO:
logger.info("获取持仓列表错误,请求ID:%s,远程信息回报:%s", reqId,
commonRsp.info)
return rpcGetPositionListRsp.position
elif requestStatus == CommonStatusEnum.WARN:
logger.warning("获取持仓列表错误,请求ID:%s,远程警告回报:%s", reqId,
commonRsp.info)
return rpcGetPositionListRsp.position
elif requestStatus == CommonStatusEnum.ERROR:
logger.error("获取持仓列表错误,请求ID:%s,远程错误回报:%s", reqId,
commonRsp.info)
return None
else:
logger.error("获取持仓列表错误,请求ID:%s,未知的请求状态", reqId)
return None
else:
RpcClientRspHandler.unregisterWaitReqId(reqId)
logger.error("获取持仓列表错误,请求ID: %s,等待回报超时", reqId)
return None
