def OnRtnOrder(self, pOrder): print 'ks_OnRtnOrder:', repr(pOrder) #报单操作请求 pOrder = KSUserApiStruct.CThostFtdcOrderField() if pOrder.OrderStatus == KSUserApiType.THOST_FTDC_OST_NoTradeQueueing and int( PyString_AsString(pOrder.OrderSysID)) != 0: ord = KSUserApiStruct.CThostFtdcInputOrderActionField() # broker id ord.BrokerID = broker_id # investor ID ord.InvestorID = investor_id # order action refernce ord.OrderActionRef = 000000000001 # order reference ord.OrderRef = pOrder.OrderRef # *必传1 # front id ord.FrontID = pOrder.FrontID # *必传2 # session id ord.SessionID = pOrder.SessionID # *必传3 # 或者 # exchange ID ord.ExchangeID = pOrder.ExchangeID # *必传1 # action order ID ord.OrderSysID = pOrder.OrderSysID # *必传2 # action order num(unavailable yet) ord.VolumeChange = 0 # instrument ID ord.InstrumentID = pOrder.InstrumentID # user id ord.UserID = investor_id self.requestid r = self.api.ReqOrderAction(ord, self.requestid) if r == 0: print u"报单操作请求: 成功\n" else: print u"报单操作请求: 失败\n"
def OnRtnOrder(self, pOrder): print 'ks_OnRtnOrder:', repr(pOrder) #插入报单数据库 ''' connection=pymongo.Connection('localhost',27017) db=connection.commodityTrading res={"CombOffsetFlag":pOrder.CombOffsetFlag,"CombHedgeFlag":pOrder.CombHedgeFlag,"InstrumentID":pOrder.InstrumentID,"OrderPriceType":pOrder.OrderPriceType,"Direction":pOrder.Direction,"OrderRef":pOrder.OrderRef,"LimitPrice":pOrder.LimitPrice,"VolumeTotalOriginal":pOrder.VolumeTotalOriginal,"RequestID":pOrder.RequestID,"InsertTime":pOrder.InsertTime,"InsertDate":pOrder.InsertDate} db.RtnOrder.insert(res) ''' #报单操作请求 pOrder = KSUserApiStruct.CThostFtdcOrderField() if pOrder.OrderStatus == KSUserApiType.THOST_FTDC_OST_NoTradeQueueing and int( str(pOrder.OrderSysID)) != 0: ord = KSUserApiStruct.CThostFtdcInputOrderActionField() # broker id ord.BrokerID = self.broker_id # investor ID ord.InvestorID = self.investor_id # order action refernce ord.OrderActionRef = 000000000001 # order reference ord.OrderRef = pOrder.OrderRef # *必传1 # front id ord.FrontID = pOrder.FrontID # *必传2 # session id ord.SessionID = pOrder.SessionID # *必传3 # 或者 # exchange ID ord.ExchangeID = pOrder.ExchangeID # *必传1 # action order ID ord.OrderSysID = pOrder.OrderSysID # *必传2 # action order num(unavailable yet) ord.VolumeChange = 0 # instrument ID ord.InstrumentID = pOrder.InstrumentID # user id ord.UserID = investor_id self.requestid r = self.api.ReqOrderAction(ord, self.requestid) if r == 0: print u"报单操作请求: 成功\n" else: print u"报单操作请求: 失败\n"