curTrans["price"] = realTrans.price curTrans["volume"] = realTrans.volume curTrans["askorder"] = realTrans.askorder curTrans["bidorder"] = realTrans.bidorder if ctx is not None: ctx.on_get_transaction(bytes.decode(stdCode), curTrans, isLast) ''' 将回调函数转换成C接口识别的函数类型 ''' cb_strategy_init = CB_STRATEGY_INIT(on_strategy_init) cb_strategy_tick = CB_STRATEGY_TICK(on_strategy_tick) cb_strategy_calc = CB_STRATEGY_CALC(on_strategy_calc) cb_strategy_bar = CB_STRATEGY_BAR(on_strategy_bar) cb_strategy_get_bar = CB_STRATEGY_GET_BAR(on_strategy_get_bar) cb_strategy_get_tick = CB_STRATEGY_GET_TICK(on_strategy_get_tick) cb_stra_get_position = CB_STRATEGY_GET_POSITION(on_stra_get_position) cb_session_event = CB_SESSION_EVENT(on_session_event) cb_hftstra_ordque = CB_HFTSTRA_ORDQUE(on_hftstra_order_queue) cb_hftstra_get_ordque = CB_HFTSTRA_GET_ORDQUE(on_hftstra_order_queue) cb_hftstra_orddtl = CB_HFTSTRA_ORDDTL(on_hftstra_order_detail) cb_hftstra_get_orddtl = CB_HFTSTRA_GET_ORDDTL(on_hftstra_order_queue) cb_hftstra_trans = CB_HFTSTRA_TRANS(on_hftstra_transaction) cb_hftstra_get_trans = CB_HFTSTRA_GET_TRANS(on_hftstra_order_queue) cb_hftstra_chnl_evt = CB_HFTSTRA_CHNL_EVT(on_hftstra_channel_evt) cb_hftstra_order = CB_HFTSTRA_ORD(on_hftstra_order)
stdCode = bytes.decode(stdCode) message = bytes.decode(message) engine = theEngine ctx = engine.get_context(id) ctx.on_entrust(localid, stdCode, bSucc, message) ''' 将回调函数转换成C接口识别的函数类型 ''' cb_engine_event = CB_ENGINE_EVENT(on_engine_event) cb_stra_init = CB_STRATEGY_INIT(on_stra_init) cb_stra_tick = CB_STRATEGY_TICK(on_stra_tick) cb_stra_calc = CB_STRATEGY_CALC(on_stra_calc) cb_stra_bar = CB_STRATEGY_BAR(on_stra_bar) cb_stra_get_bar = CB_STRATEGY_GET_BAR(on_stra_get_bar) cb_stra_get_tick = CB_STRATEGY_GET_TICK(on_stra_get_tick) cb_hftstra_chnl_evt = CB_HFTSTRA_CHNL_EVT(on_hftstra_channel_evt) cb_hftstra_order = CB_HFTSTRA_ORD(on_hftstra_order) cb_hftstra_trade = CB_HFTSTRA_TRD(on_hftstra_trade) cb_hftstra_entrust = CB_HFTSTRA_ENTRUST(on_hftstra_entrust) # Python对接C接口的库 class WtWrapper: ''' Wt平台C接口底层对接模块 '''