def __init__(self,frontAddress,brokerID,userID,password,timeout=10):
"""
1.创建ctp转换器进程
2.创建和ctp通讯进程的通讯管道
3.测试ctp连接是否正常
参数:
frontAddress ctp服务器地址
brokerID 代理商Id
userID 用户Id
password 密码
"""
# 设置等待超时时间
self.timeoutMillisecond = 1000 * timeout
# 创建md转换器
self.__mdConverter = MdConverter(
frontAddress,brokerID,userID,password
)
# 创建回调链管理器
self.__callbackManager = CallbackManager()
# 创建工作线程
self.__mdWorker = MdWorker(self.__mdConverter,self.__callbackManager)
if self.__mdWorker.echo('ready') != 'ready':
self.__clean__()
raise Exception(u'监听线程无法正常启动...')
# 接口可用性测试如果失败阻止对象创建成功
if not self.__testChannel():
self.__clean__()
raise Exception(u'无法建立ctp连接,请查看ctp转换器的日志')
class Md:
"""
Md通讯管道类,该类通过和CTPConverter的Md(行情)进程通讯,实线行情数据的传送
"""
def __testChannel(self):
"""
检查和ctp md 进程是否连通
这里假设了在没有订阅的情况下调用取消订阅也能成功
"""
flag = []
def OnRspUnSubMarketData(**kwargs):
flag.append(1)
def getDefaultInstrumentID(months=1):
return datetime.strftime(datetime.now() + relativedelta(months=months),"IF%y%m")
bindId = self.bind(callback.OnRspUnSubMarketData,OnRspUnSubMarketData)
try:
data = [getDefaultInstrumentID()]
error = 0
while True:
result = self.UnSubscribeMarketData(data)
if result[0] != 0:
return False
i = 0
while len(flag) == 0:
sleep(0.01)
i += 1
if i > 100:
break
if len(flag) > 0:
return True
error += 1
if error > 3:
return False
finally:
self.unbind(bindId)
def __init__(self,frontAddress,brokerID,userID,password,timeout=10):
"""
1.创建ctp转换器进程
2.创建和ctp通讯进程的通讯管道
3.测试ctp连接是否正常
参数:
frontAddress ctp服务器地址
brokerID 代理商Id
userID 用户Id
password 密码
"""
# 设置等待超时时间
self.timeoutMillisecond = 1000 * timeout
# 创建md转换器
self.__mdConverter = MdConverter(
frontAddress,brokerID,userID,password
)
# 创建回调链管理器
self.__callbackManager = CallbackManager()
# 创建工作线程
self.__mdWorker = MdWorker(self.__mdConverter,self.__callbackManager)
if self.__mdWorker.echo('ready') != 'ready':
self.__clean__()
raise Exception(u'监听线程无法正常启动...')
# 接口可用性测试如果失败阻止对象创建成功
if not self.__testChannel():
self.__clean__()
raise Exception(u'无法建立ctp连接,请查看ctp转换器的日志')
def __clean__(self):
"""
资源释放处理
"""
attrName = '_%s__%s' % (self.__class__.__name__, 'mdWorker')
if attrName in self.__dict__.keys():
self.__mdWorker.exit()
del self.__mdWorker
def __enter__(self):
""" 让Md可以使用with语句 """
return self
def __exit__(self, type, value, tb):
""" 让Md可以使用with语句 """
pass
def __del__(self):
"""
对象移除过程,结束md转换器进程
"""
self.__clean__()
def bind(self,callbackName,funcToCall):
"""转调回调链管理器"""
return self.__callbackManager.bind(callbackName,funcToCall)
def unbind(self,bindId):
"""转调回调管理器"""
return self.__callbackManager.unbind(bindId)
def getConverterPid(self):
"""
获取转换器的进程标识
"""
return self.__mdConverter.getPid()
def requestMethod(self,requestApiName,instrumentIDList):
"""
通用请求方法,提供给SubscribeMarketData和UnSubscribeMarketData调用
"""
timeout = self.timeoutMillisecond
request = self.__mdConverter.request
# 准备调用参数
reqInfo = packageReqInfo(requestApiName,instrumentIDList)
# 发送消息
requestMessage = MdRequestMessage()
requestMessage.header = 'REQUEST'
requestMessage.apiName = requestApiName
requestMessage.reqInfo = json.dumps(reqInfo)
requestMessage.send(request)
# 等待转换器响应
poller = zmq.Poller()
poller.register(request, zmq.POLLIN)
sockets = dict(poller.poll(timeout))
if not request in sockets:
return ResponseTimeOut[:-1]
# 读取转换器响应,并返回处理结果
responseMessage = MdResponseMessage()
responseMessage.recv(request)
errorInfo = json.loads(responseMessage.errorInfo)
return errorInfo['ErrorID'], errorInfo['ErrorMsg']
def SubscribeMarketData(self,instrumentIDList):
"""
订阅行情
"""
requestApiName = 'SubscribeMarketData'
return self.requestMethod(requestApiName,instrumentIDList)
def UnSubscribeMarketData(self,instrumentIDList):
"""
取消行情订阅
"""
requestApiName = 'UnSubscribeMarketData'
return self.requestMethod(requestApiName,instrumentIDList)