def OnRtnTrade(self, pTrade):
"""成交通知"""
redis.publish("Trader:OnRtnTrade",
ujson.dumps({"pTrade": struct_to_dict(pTrade)}))
# super().OnRtnTrade(pTrade)
TradingAPI.insert_ctp_trade(self.account_name, pTrade)
self.getPosition()
self.getAccount()
self.getInvestor()
def OnRspQryInvestor(self, pInvestor, pRspInfo, nRequestID, bIsLast):
"""请求查询投资者响应"""
data = {
"pInvestor": struct_to_dict(pInvestor),
"pRspInfo": struct_to_dict(pRspInfo),
"nRequestID": nRequestID,
"bIsLast": bIsLast,
}
redis.publish(f"Trader:{self.account_name}:OnRspQryInvestor",
ujson.dumps(data))
super().OnRspQryInvestor(pInvestor, pRspInfo, nRequestID, bIsLast)
def OnRspQryTradingAccount(self, pTradingAccount, pRspInfo, nRequestID,
bIsLast):
"""请求查询资金账户响应"""
data = {
"pTradingAccount": struct_to_dict(pTradingAccount),
"pRspInfo": struct_to_dict(pRspInfo),
"nRequestID": nRequestID,
"bIsLast": bIsLast,
}
redis.publish(f"Trader:{self.account_name}:OnRspQryTradingAccount",
ujson.dumps(data))
super().OnRspQryTradingAccount(pTradingAccount, pRspInfo, nRequestID,
bIsLast)
def OnRspOrderAction(self, pInputOrderAction, pRspInfo, nRequestID,
bIsLast):
"""报单操作请求响应"""
data = {
"pInputOrderAction": struct_to_dict(pInputOrderAction),
"pRspInfo": struct_to_dict(pRspInfo),
"nRequestID": nRequestID,
"bIsLast": bIsLast,
}
redis.publish(f"Trader:{self.account_name}:OnRspOrderAction",
ujson.dumps(data))
super().OnRspOrderAction(pInputOrderAction, pRspInfo, nRequestID,
bIsLast)
def dump(self):
if CLOSE_PERIOD[
0] <= self.data['timestamp'] % HOUR_UNIT < CLOSE_PERIOD[1]:
return
# 把时间戳对齐到整数
remainder = self.period[0] - (self.data['timestamp'] -
self.period[1]) % self.period[0]
bar = {
'pre_settlement_price': self.data['pre_settlement_price'],
'pre_close_price': self.data['pre_close_price'],
'pre_open_interest': self.data['pre_open_interest'],
'open_interest': self.data['open_interest'],
'open': self.data['open'],
'close': self.data['close'],
'high': self.data['high'],
'low': self.data['low'],
'volume': self.data['end_volume'] - self.data['start_volume'],
'timestamp': self.data['timestamp'] + remainder
}
redis.publish(f"BAR:{self.name}:{self.instrument}", ujson.dumps(bar))
logger.info(f"dump {self.name} {self.instrument} @ {bar['timestamp']}")
self.new()
def OnRtnTradingNotice(self, pTradingNoticeInfo):
"""交易通知"""
redis.publish(f"Trader:{self.account_name}:OnRtnTradingNotice",
ujson.dumps(struct_to_dict(pTradingNoticeInfo)))
super().OnRtnTradingNotice(pTradingNoticeInfo)