def __init__(self, eventEngine, gatewayName='LHANG'):
"""Constructor"""
super(LhangGateway, self).__init__(eventEngine, gatewayName)
self.api = LhangApi(self)
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self, eventEngine, gatewayName='LHANG'):
"""Constructor"""
super(LhangGateway, self).__init__(eventEngine, gatewayName)
self.api = LhangApi(self)
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
class LhangGateway(VtGateway):
"""链行接口"""
#----------------------------------------------------------------------
def __init__(self, eventEngine, gatewayName='LHANG'):
"""Constructor"""
super(LhangGateway, self).__init__(eventEngine, gatewayName)
self.api = LhangApi(self)
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
#----------------------------------------------------------------------
def connect(self):
"""连接"""
# 载入json文件
try:
f = file(self.filePath)
except IOError:
log = VtLogData()
log.gatewayName = self.gatewayName
log.logContent = '读取连接配置出错，请检查'
self.onLog(log)
return
# 解析json文件
setting = json.load(f)
try:
accessKey = str(setting['apiKey'])
secretKey = str(setting['secretKey'])
interval = setting['interval']
debug = setting['debug']
except KeyError:
log = VtLogData()
log.gatewayName = self.gatewayName
log.logContent = '连接配置缺少字段，请检查'
self.onLog(log)
return
# 初始化接口
self.api.connect(accessKey, secretKey, interval, debug)
self.writeLog('接口初始化成功')
# 启动查询
self.initQuery()
self.startQuery()
#----------------------------------------------------------------------
def writeLog(self, content):
"""发出日志"""
log = VtLogData()
log.gatewayName = self.gatewayName
log.logContent = content
self.onLog(log)
#----------------------------------------------------------------------
def subscribe(self, subscribeReq):
"""订阅行情，自动订阅全部行情，无需实现"""
pass
#----------------------------------------------------------------------
def sendOrder(self, orderReq):
"""发单"""
self.api.sendOrder(orderReq)
#----------------------------------------------------------------------
def cancelOrder(self, cancelOrderReq):
"""撤单"""
self.api.cancel(cancelOrderReq)
#----------------------------------------------------------------------
def qryAccount(self):
"""查询账户资金"""
pass
#----------------------------------------------------------------------
def qryPosition(self):
"""查询持仓"""
pass
#----------------------------------------------------------------------
def close(self):
"""关闭"""
self.api.exit()
#----------------------------------------------------------------------
def initQuery(self):
"""初始化连续查询"""
if self.qryEnabled:
self.qryFunctionList = [self.api.queryPrice,
self.api.queryWorkingOrders,
self.api.queryAccount]
self.startQuery()
#----------------------------------------------------------------------
def query(self, event):
"""注册到事件处理引擎上的查询函数"""
for function in self.qryFunctionList:
function()
#----------------------------------------------------------------------
def startQuery(self):
"""启动连续查询"""
self.eventEngine.register(EVENT_TIMER, self.query)
#----------------------------------------------------------------------
def setQryEnabled(self, qryEnabled):
"""设置是否要启动循环查询"""
self.qryEnabled = qryEnabled
def __init__(self, eventEngine, gatewayName='LHANG'):
"""Constructor"""
super(LhangGateway, self).__init__(eventEngine, gatewayName)
self.api = LhangApi(self)
class LhangGateway(VtGateway):
"""链行接口"""
#----------------------------------------------------------------------
def __init__(self, eventEngine, gatewayName='LHANG'):
"""Constructor"""
super(LhangGateway, self).__init__(eventEngine, gatewayName)
self.api = LhangApi(self)
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
#----------------------------------------------------------------------
def connect(self):
"""连接"""
# 载入json文件
try:
f = file(self.filePath)
except IOError:
log = VtLogData()
log.gatewayName = self.gatewayName
log.logContent = u'读取连接配置出错，请检查'
self.onLog(log)
return
# 解析json文件
setting = json.load(f)
try:
accessKey = str(setting['apiKey'])
secretKey = str(setting['secretKey'])
interval = setting['interval']
debug = setting['debug']
except KeyError:
log = VtLogData()
log.gatewayName = self.gatewayName
log.logContent = u'连接配置缺少字段，请检查'
self.onLog(log)
return
# 初始化接口
self.api.connect(accessKey, secretKey, interval, debug)
self.writeLog(u'接口初始化成功')
# 启动查询
self.initQuery()
self.startQuery()
#----------------------------------------------------------------------
def writeLog(self, content):
"""发出日志"""
log = VtLogData()
log.gatewayName = self.gatewayName
log.logContent = content
self.onLog(log)
#----------------------------------------------------------------------
def subscribe(self, subscribeReq):
"""订阅行情，自动订阅全部行情，无需实现"""
pass
#----------------------------------------------------------------------
def sendOrder(self, orderReq):
"""发单"""
self.api.sendOrder(orderReq)
#----------------------------------------------------------------------
def cancelOrder(self, cancelOrderReq):
"""撤单"""
self.api.cancel(cancelOrderReq)
#----------------------------------------------------------------------
def qryAccount(self):
"""查询账户资金"""
pass
#----------------------------------------------------------------------
def qryPosition(self):
"""查询持仓"""
pass
#----------------------------------------------------------------------
def close(self):
"""关闭"""
self.api.exit()
#----------------------------------------------------------------------
def initQuery(self):
"""初始化连续查询"""
if self.qryEnabled:
self.qryFunctionList = [self.api.queryPrice,
self.api.queryWorkingOrders,
self.api.queryAccount]
self.startQuery()
#----------------------------------------------------------------------
def query(self, event):
"""注册到事件处理引擎上的查询函数"""
for function in self.qryFunctionList:
function()
#----------------------------------------------------------------------
def startQuery(self):
"""启动连续查询"""
self.eventEngine.register(EVENT_TIMER, self.query)
#----------------------------------------------------------------------
def setQryEnabled(self, qryEnabled):
"""设置是否要启动循环查询"""
self.qryEnabled = qryEnabled
def __init__(self, eventEngine, gatewayName='LHANG'):
"""Constructor"""
super(LhangGateway, self).__init__(eventEngine, gatewayName)
self.api = LhangApi(self)