def pack_req(cls, trd_side, order_type, price, qty,
code, adjust_limit, trd_env, sec_mkt_str, acc_id, trd_mkt, conn_id):
"""Convert from user request for place order to PLS request"""
from futuquant.common.pb.Trd_PlaceOrder_pb2 import Request
req = Request()
serial_no = get_unique_id32()
req.c2s.packetID.serialNo = serial_no
req.c2s.packetID.connID = conn_id
req.c2s.header.trdEnv = TRD_ENV_MAP[trd_env]
req.c2s.header.accID = acc_id
req.c2s.header.trdMarket = TRD_MKT_MAP[trd_mkt]
req.c2s.trdSide = TRD_SIDE_MAP[trd_side]
req.c2s.orderType = ORDER_TYPE_MAP[order_type]
req.c2s.code = code
req.c2s.qty = qty
req.c2s.price = price
req.c2s.adjustPrice = adjust_limit != 0
req.c2s.adjustSideAndLimit = adjust_limit
proto_qot_mkt = MKT_MAP.get(sec_mkt_str, Qot_Common_pb2.QotMarket_Unknown)
proto_trd_sec_mkt = QOT_MARKET_TO_TRD_SEC_MARKET_MAP.get(proto_qot_mkt,
Trd_Common_pb2.TrdSecMarket_Unknown)
req.c2s.secMarket = proto_trd_sec_mkt
return pack_pb_req(req, ProtoId.Trd_PlaceOrder, conn_id, serial_no)
def pack_req(cls, acc_id_list, conn_id):
from futuquant.common.pb.Trd_SubAccPush_pb2 import Request
req = Request()
for x in acc_id_list:
req.c2s.accIDList.append(x)
return pack_pb_req(req, ProtoId.Trd_SubAccPush, conn_id)
def pack_req(cls, order_type, code, price, order_id, adjust_limit, sec_mkt_str, trd_env, acc_id, trd_mkt, conn_id):
from futuquant.common.pb.Trd_GetMaxTrdQtys_pb2 import Request
req = Request()
req.c2s.header.trdEnv = TRD_ENV_MAP[trd_env]
req.c2s.header.accID = acc_id
req.c2s.header.trdMarket = TRD_MKT_MAP[trd_mkt]
req.c2s.orderType = ORDER_TYPE_MAP[order_type]
req.c2s.code = code
req.c2s.price = price
if order_id is not None:
req.c2s.orderID = int(order_id)
if adjust_limit == 0:
req.c2s.adjustPrice = False
else:
req.c2s.adjustPrice = True
req.c2s.adjustSideAndLimit = adjust_limit
proto_qot_mkt = MKT_MAP.get(sec_mkt_str, Qot_Common_pb2.QotMarket_Unknown)
proto_trd_sec_mkt = QOT_MARKET_TO_TRD_SEC_MARKET_MAP.get(proto_qot_mkt,
Trd_Common_pb2.TrdSecMarket_Unknown)
req.c2s.secMarket = proto_trd_sec_mkt
return pack_pb_req(req, ProtoId.Trd_GetAccTradingInfo, conn_id)
def pack_req(cls, is_unlock, password_md5, conn_id):
"""Convert from user request for trading days to PLS request"""
from futuquant.common.pb.Trd_UnlockTrade_pb2 import Request
req = Request()
req.c2s.unlock = is_unlock
req.c2s.pwdMD5 = password_md5
return pack_pb_req(req, ProtoId.Trd_UnlockTrade, conn_id)
def pack_req(cls, acc_id, trd_market, trd_env, conn_id):
from futuquant.common.pb.Trd_GetFunds_pb2 import Request
req = Request()
req.c2s.header.trdEnv = TRD_ENV_MAP[trd_env]
req.c2s.header.accID = acc_id
req.c2s.header.trdMarket = TRD_MKT_MAP[trd_market]
return pack_pb_req(req, ProtoId.Trd_GetFunds, conn_id)
def pack_req(cls, code, trd_env, acc_id, trd_mkt, conn_id):
"""Convert from user request for place order to PLS request"""
from futuquant.common.pb.Trd_GetOrderFillList_pb2 import Request
req = Request()
req.c2s.header.trdEnv = TRD_ENV_MAP[trd_env]
req.c2s.header.accID = acc_id
req.c2s.header.trdMarket = TRD_MKT_MAP[trd_mkt]
if code:
req.c2s.filterConditions.codeList.append(code)
return pack_pb_req(req, ProtoId.Trd_GetOrderFillList, conn_id)
def pack_req(cls, code, start, end, trd_env, acc_id, trd_mkt, conn_id):
from futuquant.common.pb.Trd_GetHistoryOrderFillList_pb2 import Request
req = Request()
req.c2s.header.trdEnv = TRD_ENV_MAP[trd_env]
req.c2s.header.accID = acc_id
req.c2s.header.trdMarket = TRD_MKT_MAP[trd_mkt]
if code:
req.c2s.filterConditions.codeList.append(code)
req.c2s.filterConditions.beginTime = start
req.c2s.filterConditions.endTime = end
return pack_pb_req(req, ProtoId.Trd_GetHistoryOrderFillList, conn_id)
def pack_req(cls, code, pl_ratio_min,
pl_ratio_max, trd_env, acc_id, trd_mkt, conn_id):
"""Convert from user request for trading days to PLS request"""
from futuquant.common.pb.Trd_GetPositionList_pb2 import Request
req = Request()
req.c2s.header.trdEnv = TRD_ENV_MAP[trd_env]
req.c2s.header.accID = acc_id
req.c2s.header.trdMarket = TRD_MKT_MAP[trd_mkt]
if code:
req.c2s.filterConditions.codeList.append(code)
if pl_ratio_min is not None:
req.c2s.filterPLRatioMin = float(pl_ratio_min) / 100.0
if pl_ratio_max is not None:
req.c2s.filterPLRatioMax = float(pl_ratio_max) / 100.0
return pack_pb_req(req, ProtoId.Trd_GetPositionList, conn_id)
def pack_req(cls, modify_order_op, order_id, price, qty,
adjust_limit, trd_env, acc_id, trd_mkt, conn_id):
"""Convert from user request for place order to PLS request"""
from futuquant.common.pb.Trd_ModifyOrder_pb2 import Request
req = Request()
serial_no = get_unique_id32()
req.c2s.packetID.serialNo = serial_no
req.c2s.packetID.connID = conn_id
req.c2s.header.trdEnv = TRD_ENV_MAP[trd_env]
req.c2s.header.accID = acc_id
req.c2s.header.trdMarket = TRD_MKT_MAP[trd_mkt]
req.c2s.orderID = int(order_id)
req.c2s.modifyOrderOp = MODIFY_ORDER_OP_MAP[modify_order_op]
req.c2s.forAll = False
if modify_order_op == ModifyOrderOp.NORMAL:
req.c2s.qty = qty
req.c2s.price = price
req.c2s.adjustPrice = adjust_limit != 0
req.c2s.adjustSideAndLimit = adjust_limit
return pack_pb_req(req, ProtoId.Trd_ModifyOrder, conn_id, serial_no)
def pack_req(cls, order_id, status_filter_list, code, start, end,
trd_env, acc_id, trd_mkt, conn_id):
"""Convert from user request for trading days to PLS request"""
from futuquant.common.pb.Trd_GetOrderList_pb2 import Request
req = Request()
req.c2s.header.trdEnv = TRD_ENV_MAP[trd_env]
req.c2s.header.accID = acc_id
req.c2s.header.trdMarket = TRD_MKT_MAP[trd_mkt]
if code:
req.c2s.filterConditions.codeList.append(code)
if order_id:
req.c2s.filterConditions.idList.append(int(order_id))
if start:
req.c2s.filterConditions.beginTime = start
if end:
req.c2s.filterConditions.endTime = end
if len(status_filter_list):
for order_status in status_filter_list:
req.c2s.filterStatusList.append(ORDER_STATUS_MAP[order_status])
return pack_pb_req(req, ProtoId.Trd_GetOrderList, conn_id)
def pack_req(cls, user_id, conn_id):
from futuquant.common.pb.Trd_GetAccList_pb2 import Request
req = Request()
req.c2s.userID = user_id
return pack_pb_req(req, ProtoId.Trd_GetAccList, conn_id)
