def ReqOrderInsert(self,
instrumentid,
comboffsetflag,
direction,
limitprice,
volumetotaloriginal=1):
#instrumentid = raw_input('请输入合约号:')
#orderpricetype = raw_input('任意价1 限价2 最优价3 最新价4:')
#comboffsetflag = raw_input('开仓0平仓1平今3平昨4：')
#direction = raw_input('买0 卖1:')
#limitprice = input('价格：')
#volumetotaloriginal = raw_input('数量:')
req = ApiStruct.InputOrder(
BrokerID=self.brokerID,
InvestorID=self.userID,
InstrumentID=instrumentid,
UserID=self.userID,
OrderPriceType=str(2),
Direction=str(direction),
CombOffsetFlag=str(comboffsetflag),
CombHedgeFlag='1',
LimitPrice=float(limitprice),
VolumeTotalOriginal=int(volumetotaloriginal),
TimeCondition='3',
VolumeCondition='1',
MinVolume=0,
ContingentCondition='1',
StopPrice=0.0,
ForceCloseReason='0',
IsAutoSuspend=0)
self.requestID += 1
TraderApi.ReqOrderInsert(self, req, self.requestID)
def ReqQrySettlementInfo(self):
req = ApiStruct.SettlementInfo(BrokerID=self.brokerID,
UserID=self.userID)
self.requestID += 1
answer = TraderApi.ReqQrySettlementInfo(self, req, self.requestID)
if answer == 0:
print "结算查询发送成功"
pass
def ReqUserPasswordUpdate(self, oldpass, newpass):
req = ApiStruct.UserPasswordUpdate(BrokerID=self.brokerID,
InvestorID=self.userID,
OldPassword=oldpass,
NewPassword=newpass)
self.requestID += 1
answer = TraderApi.ReqUserPasswordUpdate(self, req, self.requestID)
print 'UserPasswordUpdate...' if answer == 0 else 'error on UserPasswordUpdate'
def ReqSettlementInfoConfirm(self):
req = ApiStruct.SettlementInfoConfirm(BrokerID=self.brokerID,
InvestorID=self.userID)
self.requestID += 1
answer = TraderApi.ReqSettlementInfoConfirm(self, req, self.requestID)
if answer == 0:
print '结算单确认成功'
else:
'结算单确认错误'
def ReqOrderAction(self, ordersysid, exchangeid):
#ordersysid = raw_input("请输入系统报单号：")
#exchangeid = raw_input("请输入交易所SHFE/DCE/CFFE/CZCE：")
#req = ApiStruct.OrderAction(InstrumentID=self.instrumentIDs, BrokerID=self.brokerID, InvestorID=self.userID, ActionFlag=b'0', FrontID=1, SessionID=865534192, OrderRef=' 2', ExchangeID='SHFE', LimitPrice=52100.0, RequestID=65537, OrderSysID=' 1036148')
req = ApiStruct.OrderAction(BrokerID=self.brokerID,
InvestorID=self.userID,
ActionFlag=b'0',
OrderSysID=str(ordersysid).rjust(12),
ExchangeID=str(exchangeid).upper())
self.requestID += 1
TraderApi.ReqOrderAction(self, req, self.requestID)
def RegisterFront(self, front):
if isinstance(front, bytes):
return TraderApi.RegisterFront(self, front)
for front in front:
TraderApi.RegisterFront(self, front)
def Create(self):
TraderApi.Create(self)
def ReqQryExchange(self):
req = ApiStruct.QryExchange(ExchageID='SHFE')
self.requestID += 1
TraderApi.ReqQryExchange(self, req, self.requestID)
def ReqQryTrade(self):
req = ApiStruct.QryTrade(BrokerID=self.brokerID,
InvestorID=self.userID)
self.requestID += 1
TraderApi.ReqQryTrade(self, req, self.requestID)
def ReqQryTradingAccount(self):
#print self.brokerID, self.userID
req = ApiStruct.QryTradingAccount(BrokerID=self.brokerID,
InvestorID=self.userID)
self.requestID += 1
TraderApi.ReqQryTradingAccount(self, req, self.requestID)
def ReqQryInvestorPositionDetail(self):
req = ApiStruct.QryInvestorPositionDetail(BrokerID=self.brokerID,
InvestorID=self.userID)
self.requestID += 1
TraderApi.ReqQryInvestorPositionDetail(self, req, self.requestID)
def ReqQryDepthMarketData(self):
pInstrumentID = raw_input('输入合约名称:')
req = ApiStruct.QryDepthMarketData(InstrumentID=pInstrumentID)
self.requestID += 1
answer = TraderApi.ReqQryDepthMarketData(self, req, self.requestID)
print 'ReqQryDepthMarketData...' if answer == 0 else 'error on ReqQryDepthMarketData'