def main():
json_file = open("config.json")
config = json.load(json_file)
json_file.close()
print(config)
investor_id = config["investor_id"]
broker_id = config["broker_id"]
password = config["password"]
server = config["trader_server"]
app_id = config["app_id"]
auth_code = config["auth_code"]
if check_address_port(server):
user_trader = Trader(broker_id=broker_id,
app_id=app_id,
auth_code=auth_code,
investor_id=investor_id,
password=password)
user_trader.Create()
user_trader.RegisterFront(server)
user_trader.SubscribePrivateTopic(2) # 只传送登录后的流内容
user_trader.SubscribePrivateTopic(2) # 只传送登录后的流内容
user_trader.Init()
print("trader api started")
print("trading day:", user_trader.GetTradingDay())
if user_trader.login:
investor = ApiStructure.QryInvestorField(broker_id, investor_id)
user_trader.ReqQryInvestor(investor, user_trader.request_id)
# position = ApiStructure.QryInvestorPositionField.from_dict({"BrokerID": broker_id,
# "InvestorID": investor_id})
# user_trader.ReqQryInvestorPosition(position, user_trader.request_id)
settlement_info = ApiStructure.SettlementInfoConfirmField.from_dict(
{
"BrokerID": broker_id,
"InvestorID": investor_id
})
user_trader.ReqSettlementInfoConfirm(settlement_info,
user_trader.request_id)
trader_account = ApiStructure.QryTradingAccountField(
BrokerID=broker_id, InvestorID=investor_id)
user_trader.ReqQryTradingAccount(trader_account,
user_trader.request_id)
user_trader.Join()
else:
print("trader server down")
def OnRspAuthenticate(self, pRspAuthenticateField, pRspInfo, nRequestID,
bIsLast):
logger.info('OnRspAuthenticate')
req = ApiStructure.ReqUserLoginField(BrokerID=self.broker_id,
UserID=self.investor_id,
Password=self.passwd)
self.ReqUserLogin(req, self.inc_request_id())
def OnFrontConnected(self):
req = ApiStructure.ReqUserLoginField(BrokerID=self.broker_id,
UserID=self.investor_id,
Password=self.password)
self.ReqUserLogin(req, self.request_id)
print("trader on front connection")
def reqQryInvestorPosition(self, event): # 可用
"""查询持仓请求"""
pQryInvestorPosition = ApiStructure.QryInvestorPositionDetailField(
BrokerID=self.broker_id, InvestorID=self.investor_id)
reqID = self.inc_request_id()
if reqID % 2 == 0: # 每秒只支持一次查询,故和资金查询错开.
self.ReqQryInvestorPosition(pQryInvestorPosition, reqID)
def get_ins_list(self, ):
self.td = td = Trader(self.broker_id, self.investor_id, self.password)
td.Create()
td.RegisterFront(self.td_front)
td.SubscribePublicTopic(2)
td.SubscribePrivateTopic(2)
td.Init()
col = self._db.get_collection('Instruments')
col.create_index([('InstrumentID', pm.ASCENDING)], unique=True)
while True:
ins = td._ins_queue.get(timeout=10)
if ins:
ins_ = ins.to_dict()
ins_['CreateDate'] = parser.parse(ins_['CreateDate'])
ins_['OpenDate'] = parser.parse(ins_['OpenDate'])
ins_['ExpireDate'] = parser.parse(ins_['ExpireDate'])
ins_['StartDelivDate'] = parser.parse(ins_['StartDelivDate'])
ins_['EndDelivDate'] = parser.parse(ins_['EndDelivDate'])
col.replace_one({'InstrumentID': ins_['InstrumentID']},
ins_,
upsert=True)
self._sub_list[ins.InstrumentID] = ins
else:
userlogout = ApiStructure.UserLogoutField(
self.broker_id, self.investor_id)
td.ReqUserLogout(userlogout, td.inc_request_id())
break
return self._sub_list
def OnFrontConnected(self):
logger.info('OnFrontConnected')
req = ApiStructure.ReqAuthenticateField(BrokerID=self.broker_id,
UserID=self.investor_id,
AuthCode=self.auth_code,
AppID=self.app_id)
self.ReqAuthenticate(req, self.inc_request_id())
def get_investor_position(instrument_id):
structure = ApiStructure.QryInvestorPositionField(
BrokerID=CONST.BORDKER_ID,
InvestorID=CONST.INVESTOR_ID,
InstrumentID=instrument_id)
req_id, future = create_trader_future()
ctp_handle(trader.ReqQryInvestorPosition(structure, req_id))
return future
def OnFrontConnected(self):
"""
:return:
"""
user_login = ApiStructure.ReqUserLoginField(BrokerID=self.broker_id,
UserID=self.investor_id,
Password=self.password)
self.ReqUserLogin(user_login, self.request_id)
def OnFrontConnected(self):
"""
当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。
:return:
"""
logger.info('OnFrontConnected')
req = ApiStructure.ReqUserLoginField(BrokerID=self.broker_id, UserID=self.investor_id, Password=self.passwd)
self.requestid += 1
r = self.ReqUserLogin(req, self.requestid)
def OnRspUserLogin(self, pRspUserLogin, pRspInfo, nRequestID, bIsLast):
if pRspInfo.ErrorID != 0:
print("td OnRspUserLogin failed error_id=%s msg:%s",
pRspInfo.ErrorID, pRspInfo.ErrorMsg.decode('gbk'))
else:
print("td user login successfully")
qryinstrument = ApiStructure.QryInstrumentField()
self.ReqQryInstrument(qryinstrument, self.inc_request_id())
def OnRspUserLogin(self, pRspUserLogin, pRspInfo, nRequestID, bIsLast):
if pRspInfo.ErrorID != 0:
print("Trader OnRspUserLogin failed error_id=%s msg:%s",
pRspInfo.ErrorID, pRspInfo.ErrorMsg.decode('gbk'))
else:
print("Trader user login successfully")
inv = ApiStructure.QryInvestorField(BrokerID=self.broker_id,
InvestorID=self.investor_id)
self.ReqQryInvestor(inv, self.inc_request_id())
req = ApiStructure.SettlementInfoConfirmField(
BrokerID=self.broker_id, InvestorID=self.investor_id)
self.ReqSettlementInfoConfirm(req, self.inc_request_id())
self.Join()
def OnFrontConnected(self):
print("OnFrontConnected")
authenticate = ApiStructure.ReqAuthenticateField(
BrokerID=self.broker_id,
UserID=self.investor_id,
AppID=self.app_id,
AuthCode=self.auth_code)
self.ReqAuthenticate(authenticate, self.request_id)
def test_struct_missing_parameter(self):
result = {
"BrokerID": "45544",
"FromCurrencyID": "",
"FromCurrencyUnit": 0.0,
"ToCurrencyID": "4334",
"ExchangeRate": 11.0
}
field = ApiStructure.ExchangeRateField(BrokerID="45544",
ToCurrencyID="4334",
ExchangeRate=11.0)
result_dict = field.to_dict()
self.assertDictEqual(result_dict, result)
def OnRspAuthenticate(self, pRspAuthenticateField, pRspInfo, nRequestID,
bIsLast):
print("OnRspAuthenticate")
print("pRspInfo:", pRspInfo)
print("nRequestID:", nRequestID)
print("bIsLast:", bIsLast)
if pRspInfo.ErrorID == 0:
req = ApiStructure.ReqUserLoginField(BrokerID=self.broker_id,
UserID=self.investor_id,
Password=self.password)
self.ReqUserLogin(req, self.request_id)
else:
print("auth failed")
def test_to_dict(self):
result = {
"BrokerID": "45544",
"FromCurrencyID": "4343",
"FromCurrencyUnit": 19.0,
"ToCurrencyID": "4334",
"ExchangeRate": 11.0
}
field = ApiStructure.ExchangeRateField(BrokerID="45544",
FromCurrencyID="4343",
FromCurrencyUnit=19.0,
ToCurrencyID="4334",
ExchangeRate=11.0)
result_dict = field.to_dict()
self.assertDictEqual(result, result_dict)
def OnRspUserLogin(self, pRspUserLogin, pRspInfo, nRequestID, bIsLast):
"""用户登录响应"""
if pRspInfo.ErrorID != 0:
print("交易端 OnRspUserLogin failed error_id=%s msg:%s",
pRspInfo.ErrorID, pRspInfo.ErrorMsg.decode('gbk'))
else:
print("交易端 user login successfully", nRequestID)
inv = ApiStructure.QryInvestorField(BrokerID=self.broker_id,
InvestorID=self.investor_id)
self.ReqQryInvestor(inv, self.inc_request_id())
print("查询投资者信息.", "请求编号:", self.request_id)
req = ApiStructure.SettlementInfoConfirmField.from_dict({
"BrokerID":
self.broker_id,
"InvestorID":
self.investor_id
})
self.ReqSettlementInfoConfirm(req, self.inc_request_id())
def formatOrder(self, inst, direc, open_close, volume, price):
return ApiStructure.InputOrderField(
InstrumentID=inst,
BrokerID=Strategy.traderSpi.broker_id,
Direction=direc, # D_Buy or D_Sell
OrderRef=str(Strategy.traderSpi.inc_request_id()),
LimitPrice=price,
VolumeTotalOriginal=volume,
OrderPriceType=OPT_LimitPrice,
InvestorID=Strategy.traderSpi.investor_id,
CombOffsetFlag=open_close, # OF_Open, OF_Close, OF_CloseToday
CombHedgeFlag=HF_Speculation,
ExchangeID=exchange_id[inst],
VolumeCondition=VC_AV,
MinVolume=1,
ForceCloseReason=FCC_NotForceClose,
IsAutoSuspend=1,
UserForceClose=0,
TimeCondition=TC_GFD,
ContingentCondition=CC_Immediately
)
def reqQryInstrument(self):
"""查询合约"""
req = ApiStructure.QryInstrumentField()
self.ReqQryInstrument(req, self.inc_request_id())
def OnRspUserLogin(self, pRspUserLogin, pRspInfo, nRequestID, bIsLast):
if bIsLast and not self.isErrorRspInfo(pRspInfo):
logger.info('OnRspUserLogin %s' % bIsLast)
req = ApiStructure.SettlementInfoConfirmField(
BrokerID=self.broker_id, InvestorID=self.investor_id)
self.ReqSettlementInfoConfirm(req, self.inc_request_id())
def OnFrontConnected(self):
print('Td 前置机已连接')
req = ApiStructure.ReqUserLoginField(BrokerID=self.broker_id,
UserID=self.investor_id,
Password=self.password)
self.ReqUserLogin(req, self.request_id)