def send_new_order(socket, msg):
custom_log.log_debug_task("Send NewOrder")
msg_str = msg.SerializeToString()
msg_type = const.MSG_TYPEID_ENUMS.NewOrder
msg_list = [six.int2byte(msg_type), msg_str]
socket.send_multipart(msg_list)
def socket_init(server_name):
context = zmq.Context().instance()
custom_log.log_debug_task("Connecting to server:%s" % server_name)
socket = context.socket(zmq.DEALER)
socket.setsockopt(
zmq.IDENTITY, b'172.16.11.127-eod-%s' %
date_utils.get_now().strftime("%Y/%m/%d %H:%M:%S.%f"))
socket.connect(server_constant.get_connect_address(server_name))
return socket
def send_login_msg(socket, user_name='eod'):
msg = AllProtoMsg_pb2.LoginMsg()
msg.UserName = user_name
custom_log.log_debug_task("Send LoginMsg")
msg_str = msg.SerializeToString()
msg_type = const.MSG_TYPEID_ENUMS.Login
msg_list = [six.int2byte(msg_type), msg_str]
socket.send_multipart(msg_list)
recv_message = socket.recv_multipart()
print recv_message
def send_tradeserverinfo_request_msg(socket):
msg = AllProtoMsg_pb2.TradeServerInfoRequestMsg()
custom_log.log_debug_task("Send TradeServerInfoRequestMsg")
msg_str = msg.SerializeToString()
msg_type = const.MSG_TYPEID_ENUMS.TradeServerInfoRequest
msg_list = [six.int2byte(msg_type), msg_str]
socket.send_multipart(msg_list)
recv_message = socket.recv_multipart()
custom_log.log_debug_task("Recv TradeServerInfoResponseMsg.")
tradeserverinfo_msg = AllProtoMsg_pb2.TradeServerInfoResponseMsg()
tradeserverinfo_msg.ParseFromString(zlib.decompress(recv_message[1]))
return tradeserverinfo_msg
def send_cancel_order_msg(socket, order_id):
msg = AllProtoMsg_pb2.CancelOrderMsg()
msg.SysOrdID = order_id
# A: mark as canceled
msg.MarkAsCanceled = True
# B: mark as fill canceled
# msg.MarkAsFillCanceled = True
custom_log.log_debug_task("Send CancelOrderMsg:%s" % msg)
msg_str = msg.SerializeToString()
msg_type = const.MSG_TYPEID_ENUMS.CancelOrder
msg_list = [six.int2byte(msg_type), msg_str]
socket.send_multipart(msg_list)
def send_position_risk_request_msg2(socket):
msg = AllProtoMsg_pb2.PositionRiskRequestMsg()
custom_log.log_debug_task("Send PositionRiskRequestMsg")
msg_str = msg.SerializeToString()
msg_type = const.MSG_TYPEID_ENUMS.PositionRiskRequest
msg_list = [six.int2byte(msg_type), msg_str]
socket.send_multipart(msg_list)
recv_message = socket.recv_multipart()
custom_log.log_debug_task("Recv PositionRiskResponseMsg.")
position_risk_msg = AllProtoMsg_pb2.PositionRiskResponseMsg()
position_risk_msg.ParseFromString(zlib.decompress(recv_message[1]))
return position_risk_msg
def send_server_parameter_change_request_msg(socket, command, location,
service_name):
msg = AllProtoMsg_pb2.ServerParameterChangeRequestMsg()
msg.Command = command
msg.Location = location
msg.ServiceName = service_name
custom_log.log_debug_task("Send ServerParameterChangeRequestMsg")
msg_str = msg.SerializeToString()
msg_list = [six.int2byte(13), msg_str]
socket.send_multipart(msg_list)
recv_message = socket.recv_multipart()
custom_log.log_debug_task("Recv Msg.")
recv_result = six.byte2int(recv_message[0])
return recv_result
def send_strategy_info_request_msg(socket, is_first_request=True):
msg = AllProtoMsg_pb2.StrategyInfoRequestMsg()
msg.IsFirstRequest = is_first_request
custom_log.log_debug_task("Send StrategyInfoRequestMsg")
msg_str = msg.SerializeToString()
msg_type = const.MSG_TYPEID_ENUMS.StrategyInfoRequest
msg_list = [six.int2byte(msg_type), msg_str]
socket.send_multipart(msg_list)
recv_message = socket.recv_multipart()
custom_log.log_debug_task("Recv StrategyInfoResponseMsg.")
strategy_info_response_msg = AllProtoMsg_pb2.StrategyInfoResponseMsg()
strategy_info_response_msg.ParseFromString(zlib.decompress(
recv_message[1]))
return strategy_info_response_msg
def send_strategy_parameter_change_request_msg(socket, strategy_name, location,
control_flag):
msg = AllProtoMsg_pb2.StrategyParameterChangeRequestMsg()
msg.Name = strategy_name
msg.IsEnable = control_flag
msg.Location = location
custom_log.log_debug_task("Send StrategyParameterChangeRequestMsg")
msg_str = msg.SerializeToString()
msg_type = const.MSG_TYPEID_ENUMS.StrategyParameterChangeRequest
msg_list = [six.int2byte(msg_type), msg_str]
socket.send_multipart(msg_list)
recv_message = socket.recv_multipart()
custom_log.log_debug_task("Recv Msg.")
recv_result = six.byte2int(recv_message[0])
return recv_result
def send_trade_info_request_msg2(socket, last_update=None):
msg = AllProtoMsg_pb2.TradeInfoRequestMsg()
if last_update is not None:
msg.LastUpdateTime.scale = last_update.scale
msg.LastUpdateTime.value = last_update.value
custom_log.log_debug_task("Send TradeInfoRequestMsg")
msg_str = msg.SerializeToString()
msg_type = const.MSG_TYPEID_ENUMS.TradeInfoRequest
msg_list = [six.int2byte(msg_type), msg_str]
socket.send_multipart(msg_list)
recv_message = socket.recv_multipart()
custom_log.log_debug_task("Recv TradeInfoResponseMsg.")
tradeinfo_msg = AllProtoMsg_pb2.TradeInfoResponseMsg()
tradeinfo_msg.ParseFromString(zlib.decompress(recv_message[1]))
return tradeinfo_msg
def send_strategy_account_change_request_msg(socket, strategy_name):
msg = AllProtoMsg_pb2.StrategyParameterChangeRequestMsg()
msg.Name = strategy_name
# msg.Parameter.append('{"Account": "steady_return"}')
parameter_item = msg.Parameter.add()
parameter_item.Key = "Account"
parameter_item.Value = "steady_return;huize01;hongyuan01"
custom_log.log_debug_task("Send StrategyParameterChangeRequestMsg")
msg_str = msg.SerializeToString()
msg_type = const.MSG_TYPEID_ENUMS.StrategyParameterChangeRequest
msg_list = [six.int2byte(msg_type), msg_str]
socket.send_multipart(msg_list)
recv_message = socket.recv_multipart()
custom_log.log_debug_task("Recv Msg.")
recv_result = six.byte2int(recv_message[0])
return recv_result
def send_order_info_request_msg(socket):
msg = AllProtoMsg_pb2.OrderInfoRequestMsg()
msg.IsAll = False
custom_log.log_debug_task("Send OrderInfoRequestMsg")
msg_str = msg.SerializeToString()
msg_type = const.MSG_TYPEID_ENUMS.OrderInfoRequest
msg_list = [six.int2byte(msg_type), msg_str]
socket.send_multipart(msg_list)
recv_message = socket.recv_multipart()
custom_log.log_debug_task("Recv OrderInfoResponseMsg.")
orderinfo_msg = AllProtoMsg_pb2.OrderInfoResponseMsg()
orderinfo_msg.ParseFromString(zlib.decompress(recv_message[1]))
order_msg_list = []
for order_info in orderinfo_msg.Orders:
order_msg_list.append(order_info)
return order_msg_list
def send_subscribetradeserverinfo_request_msg(socket, tradeserver_info_list):
msg = AllProtoMsg_pb2.SubscribeTradeServerInfoRequestMsg()
# msg.TradeServerInfo = tradeserver_info_list
for tradeserver_info in tradeserver_info_list:
msg.TradeServerInfo.append(tradeserver_info)
custom_log.log_debug_task("Send SubscribeTradeServerInfoRequestMsg")
msg_str = msg.SerializeToString()
msg_type = const.MSG_TYPEID_ENUMS.SubscribeTradeServerInfoRequest
msg_list = [six.int2byte(msg_type), msg_str]
socket.send_multipart(msg_list)
recv_message = socket.recv_multipart()
custom_log.log_debug_task("Recv SubscribeTradeServerInfoResponseMsg.")
subscribetradeserverinfo_msg = AllProtoMsg_pb2.SubscribeTradeServerInfoResponseMsg(
)
subscribetradeserverinfo_msg.ParseFromString(
zlib.decompress(recv_message[1]))
return subscribetradeserverinfo_msg
def send_phone_trade_request_msg(socket, phone_trade_list):
msg = AllProtoMsg_pb2.PhoneTradeRequestMsg()
for phone_trade_info in phone_trade_list:
phone_trade_item = msg.Trades.add()
phone_trade_item.Fund = phone_trade_info.fund
phone_trade_item.Strategy1 = phone_trade_info.strategy1
phone_trade_item.Strategy2 = phone_trade_info.strategy2
phone_trade_item.Symbol = phone_trade_info.symbol
phone_trade_item.Direction = phone_trade_info.direction
phone_trade_item.TradeType = phone_trade_info.tradetype
phone_trade_item.HedgeFlag = phone_trade_info.hedgeflag
phone_trade_item.ExPrice = float(phone_trade_info.exprice)
phone_trade_item.ExQty = int(phone_trade_info.exqty)
phone_trade_item.IOType = phone_trade_info.iotype
custom_log.log_debug_task("Send PhoneTradeItem")
msg_str = msg.SerializeToString()
msg_type = 29
msg_list = [six.int2byte(msg_type), msg_str]
socket.send_multipart(msg_list)
def send_instrument_info_request_msg2(socket, last_update=None):
msg = AllProtoMsg_pb2.InstrumentInfoRequestMsg()
if last_update is not None:
msg.IsAll = False
msg.IncludeStaticInfo = True
msg.LastUpdate.scale = last_update.scale
msg.LastUpdate.value = last_update.value
else:
msg.IsAll = True
msg.IncludeStaticInfo = True
custom_log.log_debug_task("Send InstrumentInfoRequestMsg")
msg_str = msg.SerializeToString()
msg_type = const.MSG_TYPEID_ENUMS.InstrumentInfoRequest
msg_list = [six.int2byte(msg_type), msg_str]
socket.send_multipart(msg_list)
recv_message = socket.recv_multipart()
custom_log.log_debug_task("Recv InstrumentInfoResponseMsg.")
instrument_info_msg = AllProtoMsg_pb2.InstrumentInfoResponseMsg()
instrument_info_msg.ParseFromString(zlib.decompress(recv_message[1]))
return instrument_info_msg
def send_position_risk_request_msg(socket, result_type=1):
msg = AllProtoMsg_pb2.PositionRiskRequestMsg()
custom_log.log_debug_task("Send PositionRiskRequestMsg")
msg_str = msg.SerializeToString()
msg_type = const.MSG_TYPEID_ENUMS.PositionRiskRequest
msg_list = [six.int2byte(msg_type), msg_str]
socket.send_multipart(msg_list)
recv_message = socket.recv_multipart()
custom_log.log_debug_task("Recv PositionRiskResponseMsg.")
position_risk_msg = AllProtoMsg_pb2.PositionRiskResponseMsg()
position_risk_msg.ParseFromString(zlib.decompress(recv_message[1]))
if result_type == 1:
risk_msg_list = []
for holding_item in position_risk_msg.Holdings:
risk_msg_list.append(holding_item)
return risk_msg_list
elif result_type == 2:
position_msg_list = []
for holding_item in position_risk_msg.Holdings2:
position_msg_list.append(holding_item)
return position_msg_list
def send_instrument_info_request_msg(socket):
msg = AllProtoMsg_pb2.InstrumentInfoRequestMsg()
msg.IsAll = True
msg.IncludeStaticInfo = True
custom_log.log_debug_task("Send InstrumentInfoRequestMsg")
msg_str = msg.SerializeToString()
msg_type = const.MSG_TYPEID_ENUMS.InstrumentInfoRequest
msg_list = [six.int2byte(msg_type), msg_str]
socket.send_multipart(msg_list)
recv_message = socket.recv_multipart()
custom_log.log_debug_task("Recv InstrumentInfoResponseMsg.")
instrument_info_msg = AllProtoMsg_pb2.InstrumentInfoResponseMsg()
instrument_info_msg.ParseFromString(zlib.decompress(recv_message[1]))
instrument_msg_dict = dict()
for instrument_msg in instrument_info_msg.Targets:
instrument_msg_dict[instrument_msg.id] = instrument_msg
market_msg_dict = dict()
for market_msg in instrument_info_msg.Infos:
market_msg_dict[market_msg.ID] = market_msg
return instrument_msg_dict, market_msg_dict
