def OnFrontConnected(self):
self.mdlogger.info('OnFrontConnected: Connect...')
req = ApiStruct.ReqUserLogin(BrokerID=self.brokerID,
UserID=self.userID,
Password=self.password)
self.requestID += 1
self.ReqUserLogin(req, self.requestID)
def OnFrontConnected(self):
print('OnFrontConnected: Login...')
req = ApiStruct.ReqUserLogin(BrokerID=self.brokerID,
UserID=self.userID,
Password=self.password)
self.requestID += 1
self.ReqUserLogin(req, self.requestID)
def query_position(self, instrument_id=None, timeout=3):
req = ApiStruct.QryInvestorPosition(BrokerID=self.broker_id,
InvestorID=self.user_id)
if instrument_id:
req.InstrumentID = instrument_id
self.request_id += 1
request_id = self.request_id
ret = self.api.ReqQryInvestorPosition(req, request_id)
if ret != 0:
print 'query position failed', ret
return None
results = self._get_results(timeout, request_id)
if results is None:
return None
self.position_dict = {}
for result in results:
if result.InstrumentID is None or result.PosiDirection is None or result.Position is None:
continue
if (result.InstrumentID,
result.PosiDirection) not in self.position_dict:
self.position_dict[(result.InstrumentID,
result.PosiDirection)] = []
self.position_dict[(result.InstrumentID,
result.PosiDirection)].append(result)
return self.position_dict
def OnFrontConnected(self):
print('OnFrontConnected: Login...')
requestid = self.get_requestid()
req = ApiStruct.ReqUserLogin(BrokerID=self.broker_id, \
UserID=self.investor_id, \
Password=self.password)
self.ReqUserLogin(req, requestid)
def order_insert(self,
orderref,
tkr,
side,
ocflag,
qty,
prc,
hedging,
pct=1):
reqid = self.get_requestid()
qty = int(max(qty * pct, 1))
ocflag = ApiStruct.OF_Open if ocflag == 'O' else (
ApiStruct.OF_Close if ocflag == 'C' else ApiStruct.OF_CloseToday)
side = ApiStruct.D_Buy if side == 'B' else ApiStruct.D_Sell
hedging = ApiStruct.HF_Hedge if hedging == 'hedging' else ApiStruct.HF_Speculation
req = ApiStruct.InputOrder(BrokerID=self.broker_id, InvestorID=self.investor_id, \
InstrumentID=tkr, \
OrderRef=orderref, \
OrderPriceType=ApiStruct.OPT_AnyPrice, \
Direction=side, \
CombOffsetFlag=ocflag, \
LimitPrice=0.0, \
VolumeTotalOriginal=qty, \
TimeCondition=ApiStruct.TC_IOC, \
MinVolume=1, \
CombHedgeFlag=hedging, \
RequestID=reqid)
self.order_status[orderref] = ''
self.order_eqty[orderref] = 0
print("OrderInsert: ", req)
self.ReqOrderInsert(req, reqid)
def user_login(self, broker_id, investor_id, passwd):
req = ApiStruct.ReqUserLogin(BrokerID=broker_id,
UserID=investor_id,
Password=passwd)
self.requestid += 1
r = self.ReqUserLogin(req, self.requestid)
def test_insert_one_2_db(self):
price = np.random.random(1)[0] * 10000
p_struct = ApiStruct.InputOrder(
BrokerID=b'123', # 这一项作为标示，用于完成assert后的删除操作，因此要前后一致
InvestorID=b'',
InstrumentID=b'rb1710',
UserID=b'asdf',
OrderPriceType=ApiStruct.OPT_LimitPrice,
Direction=ApiStruct.D_Buy,
CombOffsetFlag=ApiStruct.OF_Open,
CombHedgeFlag=ApiStruct.HF_Speculation,
LimitPrice=price,
VolumeTotalOriginal=1,
TimeCondition=ApiStruct.TC_GFD)
with_mongo_collection(lambda c: c.delete_many({'BrokerID': '123'}),
'InputOrder')
dic = ApiBase.insert_one_2_db(p_struct)
# deal_with_mongo_collection(lambda c:c.insert_one(json_str),'InputOrder')
with_mongo_collection(
lambda c: self.assertEqual(
len([raw for raw in c.find({'LimitPrice': price})]), 1),
'InputOrder')
with_mongo_collection(lambda c: c.delete_many({'BrokerID': '123'}),
'InputOrder')
def ReqOrderInsert(self,
instrumentid,
comboffsetflag,
direction,
limitprice,
volumetotaloriginal=1):
#instrumentid = raw_input('请输入合约号:')
#orderpricetype = raw_input('任意价1 限价2 最优价3 最新价4:')
#comboffsetflag = raw_input('开仓0平仓1平今3平昨4：')
#direction = raw_input('买0 卖1:')
#limitprice = input('价格：')
#volumetotaloriginal = raw_input('数量:')
req = ApiStruct.InputOrder(
BrokerID=self.brokerID,
InvestorID=self.userID,
InstrumentID=instrumentid,
UserID=self.userID,
OrderPriceType=str(2),
Direction=str(direction),
CombOffsetFlag=str(comboffsetflag),
CombHedgeFlag='1',
LimitPrice=float(limitprice),
VolumeTotalOriginal=int(volumetotaloriginal),
TimeCondition='3',
VolumeCondition='1',
MinVolume=0,
ContingentCondition='1',
StopPrice=0.0,
ForceCloseReason='0',
IsAutoSuspend=0)
self.requestID += 1
TraderApi.ReqOrderInsert(self, req, self.requestID)
def test_insert_one_2_db_2(self):
price = np.random.random(1)[0] * 10000
p_struct = ApiStruct.InputOrder(
BrokerID=b'123', # 这一项作为标示，用于完成assert后的删除操作，因此要前后一致
InvestorID=b'',
InstrumentID=b'rb1710',
UserID=b'asdf',
OrderPriceType=ApiStruct.OPT_LimitPrice,
Direction=ApiStruct.D_Buy,
CombOffsetFlag=ApiStruct.OF_Open,
CombHedgeFlag=ApiStruct.HF_Speculation,
LimitPrice=price,
VolumeTotalOriginal=1,
TimeCondition=ApiStruct.TC_GFD)
with_mongo_collection(lambda c: c.delete_many({'BrokerID': '123'}),
'InputOrder')
dic = ApiBase.insert_one_2_db(p_struct, **{
'FrontID': 1,
'SessionID': 423
})
def check(collection):
n = -1
for n, raw in enumerate(collection.find({'LimitPrice': price})):
print(raw)
self.assertEqual(raw['FrontID'], 1)
self.assertEqual(raw['SessionID'], 423)
self.assertEqual(n, 0)
with_mongo_collection(check, 'InputOrder')
with_mongo_collection(lambda c: c.delete_many({'BrokerID': '123'}),
'InputOrder')
def ReqQrySettlementInfo(self):
req = ApiStruct.SettlementInfo(BrokerID=self.brokerID,
UserID=self.userID)
self.requestID += 1
answer = TraderApi.ReqQrySettlementInfo(self, req, self.requestID)
if answer == 0:
print "结算查询发送成功"
pass
def ReqUserPasswordUpdate(self, oldpass, newpass):
req = ApiStruct.UserPasswordUpdate(BrokerID=self.brokerID,
InvestorID=self.userID,
OldPassword=oldpass,
NewPassword=newpass)
self.requestID += 1
answer = TraderApi.ReqUserPasswordUpdate(self, req, self.requestID)
print 'UserPasswordUpdate...' if answer == 0 else 'error on UserPasswordUpdate'
def ReqSettlementInfoConfirm(self):
req = ApiStruct.SettlementInfoConfirm(BrokerID=self.brokerID,
InvestorID=self.userID)
self.requestID += 1
answer = TraderApi.ReqSettlementInfoConfirm(self, req, self.requestID)
if answer == 0:
print '结算单确认成功'
else:
'结算单确认错误'
def qry_accounts(self):
""" 查询账户 """
print('ReqQryTradingAccount')
self._qry_lock = True
reqid = self.get_requestid()
req = ApiStruct.QryTradingAccount(BrokerID=self.broker_id,
InvestorID=self.investor_id)
self.ReqQryTradingAccount(req, reqid)
self.wait_qry_finish(message='ReqQryTradingAccount')
def settlement_confirm(self):
""" 结算单确认 """
print('ReqSettlementInfoConfirm')
self._qry_lock = True
reqid = self.get_requestid()
req = ApiStruct.SettlementInfoConfirm(BroketID=self.broker_id,
InvestorID=self.investor_id)
self.ReqSettlementInfoConfirm(req, reqid)
self.wait_qry_finish(message='ReqSettlementInfoConfirm')
def order_action(self, orderref):
reqid = self.get_requestid()
req = ApiStruct.InputOrderAction(BrokerID=self.broker_id,\
InvestorID=self.investor_id,\
OrderRef=orderref,\
ActionFlag=ApiStruct.AF_Delete,\
RequestID=reqid)
print("OrderAction: ", req)
self.ReqOrderAction(req, reqid)
def qry_holdings(self):
""" 查询持仓 """
print('ReqQryInvestorPosition')
self._qry_lock = True
reqid = self.get_requestid()
req = ApiStruct.QryInvestorPosition(BrokerID=self.broker_id,
InvestorID=self.investor_id,
InstrumentID='')
self.ReqQryInvestorPosition(req, reqid)
self.wait_qry_finish(message='ReqQryInvestorPosition')
def OnRspUserLogin(self, pRspUserLogin, pRspInfo, nRequestID, bIsLast):
print('OnRspUserLogin:'******'GetTradingDay:', self.GetTradingDay())
print('ReqQryInstrument')
requestid = self.get_requestid()
self.ReqQryInstrument(ApiStruct.Instrument(''), requestid)
else:
print('login failed:', pRspInfo.ErrorID)
sys.exit(-1)
def qry_settlement_info(self):
""" 查询结算单 """
print('ReqQrySettlementInfo')
self._qry_lock = True
reqid = self.get_requestid()
req = ApiStruct.QrySettlementInfo(BroketID=self.broker_id,
InvestorID=self.investor_id,
TradingDay=self._trading_day)
self.ReqQrySettlementInfo(req, reqid)
self.wait_qry_finish(message='ReqQrySettlementInfo')
def refer(self, instrument_id, exchange_id, order_sys_id):
order_action = ApiStruct.InputOrderAction(
BrokerID=self.broker_id,
InvestorID=self.user_id,
InstrumentID=instrument_id,
ActionFlag=ApiStruct.AF_Delete,
ExchangeID=exchange_id,
OrderSysID=order_sys_id)
self.request_id += 1
return self.api.ReqOrderAction(order_action, self.request_id) == 0
def query_settlement_info(self, timeout=3):
req = ApiStruct.QrySettlementInfo(BrokerID=self.broker_id,
InvestorID=self.user_id)
self.request_id += 1
request_id = self.request_id
ret = self.api.ReqQrySettlementInfo(req, request_id)
if ret != 0:
print 'query settlement info failed', ret
return None
results = self._get_results(timeout, request_id)
return results
def query_position_detail(self, timeout=3):
req = ApiStruct.QryInvestorPositionDetail(BrokerID=self.broker_id,
InvestorID=self.user_id)
self.request_id += 1
request_id = self.request_id
ret = self.api.ReqQryInvestorPositionDetail(req, request_id)
if ret != 0:
print 'query position detail failed', ret
return None
results = self._get_results(timeout, request_id)
return results
def ReqOrderAction(self, ordersysid, exchangeid):
#ordersysid = raw_input("请输入系统报单号：")
#exchangeid = raw_input("请输入交易所SHFE/DCE/CFFE/CZCE：")
#req = ApiStruct.OrderAction(InstrumentID=self.instrumentIDs, BrokerID=self.brokerID, InvestorID=self.userID, ActionFlag=b'0', FrontID=1, SessionID=865534192, OrderRef=' 2', ExchangeID='SHFE', LimitPrice=52100.0, RequestID=65537, OrderSysID=' 1036148')
req = ApiStruct.OrderAction(BrokerID=self.brokerID,
InvestorID=self.userID,
ActionFlag=b'0',
OrderSysID=str(ordersysid).rjust(12),
ExchangeID=str(exchangeid).upper())
self.requestID += 1
TraderApi.ReqOrderAction(self, req, self.requestID)
def refer_local(self, instrument_id, order_ref):
order_action = ApiStruct.InputOrderAction(
BrokerID=self.broker_id,
InvestorID=self.user_id,
InstrumentID=instrument_id,
ActionFlag=ApiStruct.AF_Delete,
FrontID=self.front_id,
SessionID=self.session_id,
OrderRef=order_ref)
self.request_id += 1
return self.api.ReqOrderAction(order_action, self.request_id) == 0
def qry_settlement_confirm(self):
""" 查询结算单确认 """
print('ReqQrySettlementConfirm')
self._qry_lock = True
reqid = self.get_requestid()
req = ApiStruct.QrySettlementInfo(BroketID=self.broker_id,
InvestorID=self.investor_id)
self.ReqQrySettlementInfoConfirm(req, reqid)
self.wait_qry_finish(message='ReqQrySettlementInfoConfirm')
if not self._settlement_info_confirm:
self.qry_settlement_info()
self.settlement_confirm()
def query_depth_market_data(self, instrument_id, timeout=3):
req = ApiStruct.QryDepthMarketData(InstrumentID=instrument_id)
self.request_id += 1
request_id = self.request_id
ret = self.api.ReqQryDepthMarketData(req, request_id)
if ret != 0:
print 'query {} depth market data failed'.format(
instrument_id), ret
return None
results = self._get_results(timeout, request_id)
if not results:
return None
return results[0]
def query_instrument(self, instrument_id, timeout=3):
req = ApiStruct.QryInstrument(InstrumentID=instrument_id)
self.request_id += 1
request_id = self.request_id
ret = self.api.ReqQryInstrument(req, request_id)
if ret != 0:
print 'query instrument {} failed'.format(instrument_id), ret
return None
results = self._get_results(timeout, request_id)
if not results:
return None
self.instrument_dict[instrument_id] = results[0]
print results[0]
return results[0]
def query_trading_account(self, timeout=3):
req = ApiStruct.QryTradingAccount(BrokerID=self.broker_id,
InvestorID=self.user_id)
self.request_id += 1
request_id = self.request_id
ret = self.api.ReqQryTradingAccount(req, request_id)
if ret != 0:
print 'query trading account failed', ret
return None
results = self._get_results(timeout, request_id)
if not results:
return None
self.trading_account = results[0]
return self.trading_account
def query_settlement_info_confirm(self, timeout=3):
req = ApiStruct.QrySettlementInfoConfirm(BrokerID=self.broker_id,
InvestorID=self.user_id)
self.request_id += 1
request_id = self.request_id
ret = self.api.ReqQrySettlementInfoConfirm(req, request_id)
if ret != 0:
print 'query settlement info confirm failed', ret
return None
results = self._get_results(timeout, request_id)
if results:
print results[0]
print 'settlement info already confirmed.'
return results
def settlement_info_confirm(self, timeout=3):
req = ApiStruct.SettlementInfoConfirm(BrokerID=self.broker_id,
InvestorID=self.user_id)
self.request_id += 1
request_id = self.request_id
ret = self.api.ReqSettlementInfoConfirm(req, request_id)
if ret != 0:
print 'settlement info confirm failed', ret
return False
results = self._get_results(timeout, request_id)
if results is None:
return False
print results[0]
print 'settlement info confirm succeed.'
return True
def query_trade(self, timeout=3):
req = ApiStruct.QryTrade(BrokerID=self.broker_id,
InvestorID=self.user_id)
self.request_id += 1
request_id = self.request_id
ret = self.api.ReqQryTrade(req, request_id)
if ret != 0:
print 'query trade failed', ret
return None
results = self._get_results(timeout, request_id)
if results is None:
return None
self.trade_dict = {(result.ExchangeID, result.TradeID): result
for result in results}
return self.trade_dict
