class AccModelHandler(QAWebSocketHandler):
port=QA_Portfolio()
def open(self):
self.client.add(self)
self.write_message('realtime socket start')
def on_message(self, message):
#assert isinstance(message,str)
try:
if message =='create_account':
account=self.port.new_account()
#account = self.port.add_account()
self.write_message('CREATE ACCOUNT: {}'.format(account.account_cookie))
except Exception as e:
print(e)
def on_close(self):
print('connection close')
class AccModelHandler(QAWebSocketHandler):
port = QA_Portfolio()
def open(self):
self.write_message('realtime socket start')
def on_message(self, message):
try:
message = message.split('_')
self.write_message({'input_param': message})
if message[0] == 'create':
if message[1] == 'account':
self.account = self.port.new_account()
self.write_message('CREATE ACCOUNT: {}'.format(
self.account.account_cookie))
self.write_message(self.account.init_assets)
elif message[0] == 'query':
if message[1] == 'portfolio':
self.write_message(
{'result': list(self.port.accounts.keys())})
elif message[1] == 'history':
self.write_message({'result': self.account.history})
elif message[0] == 'trade':
"""code/price/amount/towards/time
"""
self.account.receive_simpledeal(code=str(message[1]),
trade_price=float(message[2]),
trade_amount=int(message[3]),
trade_towards=int(message[4]),
trade_time=str(message[5]))
except Exception as e:
print(e)
def on_close(self):
print('connection close')
class AccModelHandler(QAWebSocketHandler):
port = QA_Portfolio()
broker = ['haitong', 'ths_moni', 'tdx_moni',
'quantaxis_backtest', 'ctp', 'ctp_min']
Broker = QA_BacktestBroker()
systime = False
def open(self):
self.write_message({
'data': 'QUANTAXIS BACKEND: realtime socket start',
'topic': 'open',
'status': 200})
def on_message(self, message):
"""
返回值需要带上
1. topic
2. status
3. mes 用于客户端记录log
"""
try:
message = message.split('$')
# self.write_message({'topic':'receive', 'status': 304, 'input_param': message})
if message[0] == 'create':
if message[1] == 'account':
self.account = self.port.new_account()
self.write_message(
'CREATE ACCOUNT: {}'.format(self.account.account_cookie))
self.write_message(self.account.init_assets)
elif message[0] == 'query':
if message[1] == 'portfolio':
self.write_message(
{'result': list(self.port.accounts.keys())})
elif message[1] == 'history':
self.write_message({
'topic': 'history',
'status': 200,
'data': self.port.get_account_by_cookie(message[2]).history})
elif message[1] == 'filled_order':
self.write_message({
'topic': 'filled_orders',
'status': 200
})
elif message[1] == 'available_account':
self.write_message({'status': 200,
'topic': 'query_account',
'data': list(self.port.accounts.keys())})
elif message[1] == 'info':
ac = self.port.get_account_by_cookie(message[2])
self.write_message({
'topic': 'account_info',
'status': 200,
'data': {'hold': ac.hold.to_dict(), 'cash': ac.cash_available},
'mes': 'QAT: get account {} info successfully'.format(ac.account_cookie)
})
elif message[0] == 'login':
"""
login$account$broker$password$tpassword$serverip
"""
account, broker, password, tpassword, serverip = message[
1], message[2], message[3], message[4], message[5]
if broker == 'quantaxis_backtest':
self.account = self.port.new_account(
account_cookie=account)
self.write_message({'topic': 'login',
'status': 200,
'account_cookie': self.account.account_cookie,
'mes': 'QAT: success login QUANTAXIS_BACKTEST welcome {}'.format(self.account.account_cookie)})
elif broker in ['ths_moni', 'tdx_moni']:
self.account = self.port.new_account(
account_cookie=account
)
elif message[0] == 'trade':
"""account/code/price/amount/towards/time
先给个简易版本
"""
print(message)
ac = self.port.get_account_by_cookie(message[1])
self.systime= self.systime if self.systime else str(message[6])
if self.systime < str(message[6]):
ac.settle()
order = ac.send_order(
code=str(message[2]),
time=str(message[6]),
amount=int(message[4]),
towards=int(message[5]),
price=float(message[3]),
order_model=ORDER_MODEL.MARKET,
amount_model=AMOUNT_MODEL.BY_AMOUNT
)
try:
self.Broker.receive_order(QA_Event(order=order))
trade_mes = self.Broker.query_orders(
ac.account_cookie, 'filled')
# print(trade_mes)
res = trade_mes.loc[order.account_cookie, order.realorder_id]
order.trade(res.trade_id, res.trade_price,
res.trade_amount, res.trade_time)
# TODO: market_engine
self.write_message({
'topic': 'trade',
'status': 200,
'order_id': order.realorder_id,
'mes': 'trade success TradeID: {} | Trade_Price: {} | Trade_Amount: {} | Trade_Time: | {}'.format(res.trade_id, res.trade_price, res.trade_amount, res.trade_time),
})
except Exception as e:
self.write_message({
'topic':'trade',
'status': 400,
'mes': str(e)
})
except Exception as e:
print(e)
def on_close(self):
print('connection close')
class AccModelHandler(QAWebSocketHandler):
port = QA_Portfolio(portfolio_cookie='trade_special')
broker = [
'haitong', 'ths_moni', 'tdx_moni', 'quantaxis_backtest', 'ctp',
'ctp_min'
]
Broker = QA_BacktestBroker()
systime = False
def open(self):
self.write_message({
'data': 'QUANTAXIS BACKEND: realtime socket start',
'topic': 'open',
'mes': 'QUANTAXIS BACKEND: realtime socket start',
'status': 200
})
def on_message(self, message):
"""
返回值需要带上
1. topic
2. status
3. mes 用于客户端记录log
"""
try:
message = eval(message)
# self.write_message({'topic':'receive', 'status': 304, 'input_param': message})
if message['topic'] == 'query':
"""
{
'topic' : 'query',
'subtopic': 'xxxx',
}
"""
if message['subtopic'] == 'portfolio':
self.write_message({
'topic':
'query_portfolio',
'status':
200,
'mes':
'QAT: get_query_portfolio',
'result':
list(self.port.accounts.keys()),
})
elif message['subtopic'] == 'history':
self.write_message({
'topic':
'history',
'status':
200,
'mes':
'QAT: get_query_history',
'data':
self.port.get_account_by_cookie(
message['account_cookie']).history
})
elif message['subtopic'] == 'filled_order':
self.write_message({
'topic': 'filled_orders',
'mes': 'QAT: get_filled_order_query',
'status': 200
})
elif message['subtopic'] == 'available_account':
self.write_message({
'status': 200,
'topic': 'query_account',
'mes': 'QAT: get_query_account_command',
'data': list(self.port.accounts.keys())
})
elif message['subtopic'] == 'info':
ac = self.port.get_account_by_cookie(
message['account_cookie'])
self.write_message({
'topic':
'account_info',
'status':
200,
'data': {
'hold': ac.hold.to_dict(),
'cash': ac.cash_available
},
'mes':
'QAT: get account {} info successfully'.format(
ac.account_cookie)
})
elif message['topic'] == 'login':
"""
login$account$broker$password$tpassword$serverip
"""
account, broker, password, tpassword, serverip = message[
'account_cookie'], message['broker'], message[
'password'], message['tpassword'], message['server_ip']
if broker == 'quantaxis_backtest':
self.account = self.port.new_account(
account_cookie=account)
print(self.account.account_cookie)
z = {
'topic':
'login',
'status':
200,
'account_cookie':
self.account.account_cookie,
'mes':
'QAT: success login QUANTAXIS_BACKTEST welcome {}'.
format(self.account.account_cookie)
}
print(z)
self.write_message(z)
print('fin write')
elif broker in ['ths_moni', 'tdx_moni']:
self.account = self.port.new_account(
account_cookie=account)
elif broker in ['simnow']:
pass
elif message['topic'] == 'trade':
"""account/code/price/amount/towards/time
先给个简易版本
websocket 请求
{
'topic': 'trade',
'code' : code,
'account': xxxx,
'price': price,
'amount' : amount,
'time' : time,
'towards': towards
}
topic: trade
status: 200/304/404/500
mes: xxxx
data: xxxx
"""
self.write_message({
'topic':
'mes',
'status':
200,
'mes':
'QAtrader:get_{}_{}_{}_{}_{}'.format(
message['account'], message['code'], message['price'],
message['amount'], message['time'])
})
ac = self.port.get_account_by_cookie(message['account'])
self.systime = self.systime if self.systime else str(
message['time'])
if self.systime < str(message['time']):
ac.settle()
order = ac.send_order(code=str(message['code']),
time=str(message['time']),
amount=int(message['amount']),
towards=int(message['towards']),
price=float(message['price']),
order_model=ORDER_MODEL.MARKET,
amount_model=AMOUNT_MODEL.BY_AMOUNT)
if order:
try:
self.Broker.receive_order(QA_Event(order=order))
trade_mes = self.Broker.query_orders(
ac.account_cookie, 'filled')
# print(trade_mes)
res = trade_mes.loc[order.account_cookie,
order.realorder_id]
order.trade(res.trade_id, res.trade_price,
res.trade_amount, res.trade_time)
# TODO: market_engine
self.write_message({
'topic':
'trade',
'status':
200,
'order_id':
order.realorder_id,
'mes':
'trade success TradeID: {} | Trade_Price: {} | Trade_Amount: {} | Trade_Time: | {}'
.format(res.trade_id, res.trade_price,
res.trade_amount, res.trade_time),
})
except Exception as e:
self.write_message({
'topic': 'trade',
'status': 400,
'mes': str(e)
})
else:
self.write_message({
'topic':
'trade',
'status':
500,
'mes':
'QATrader: Failed to create order'
})
except Exception as e:
print(e)
def on_close(self):
print('connection close')