def initialize(self):
self.set_header('content-type', 'text/event-stream')
self.set_header('cache-control', 'no-cache')
self.set_header('Connection', 'keep-alive')
user_id = str(self.get_argument('user_id'))
password = str(self.get_argument('password'))
broker_id = str(self.get_argument('broker_id', '9999'))
address = str(self.get_argument('address', 'tcp://180.168.146.187:10003'))
logger.info('address: %s', address)
self.trader = NewTrader(user_id, password, broker_id, address)
self.trader.start()
def initialize(self):
self.set_header('content-type', 'text/event-stream')
self.set_header('cache-control', 'no-cache')
self.set_header('Connection', 'keep-alive')
self.body = escape.json_decode(self.request.body)
user_id = str(self.body.get('user_id'))
password = str(self.body.get('password'))
broker_id = str(self.body.get('broker_id', '9999'))
address = str(self.body.get('address', 'tcp://180.168.146.187:10003'))
self.trader = NewTrader(user_id, password, broker_id, address)
self.trader.start()
class AccountHandler(web.RequestHandler):
def initialize(self):
self.set_header('content-type', 'text/event-stream')
self.set_header('cache-control', 'no-cache')
self.set_header('Connection', 'keep-alive')
user_id = str(self.get_argument('user_id'))
password = str(self.get_argument('password'))
broker_id = str(self.get_argument('broker_id', '9999'))
address = str(self.get_argument('address', 'tcp://180.168.146.187:10003'))
logger.info('address: %s', address)
self.trader = NewTrader(user_id, password, broker_id, address)
self.trader.start()
@gen.coroutine
def get(self, *args, **kwargs):
try:
while not self._finished:
yield gen.sleep(1)
self.trader.query_account()
try:
msg = self.trader.get_account()
msg = json.loads(msg)
account = json.dumps(msg['data'])
yield self.publish(account)
except Empty:
continue
except Exception as exp:
logger.error('catch exception {}.'.format(exp))
raise web.HTTPError(500)
finally:
if self.trader.connecting:
self.trader.close()
logger.info('finally close trader connection!')
@gen.coroutine
def publish(self, message):
"""Pushes data to a listener."""
try:
self.write('{}\n\n'.format(message))
yield self.flush()
except StreamClosedError:
self._finished = True
def on_connection_close(self):
logger.info('>>>>>>>>>>>>>into on_connection_close')
self._finished = True
if self.trader.connecting:
self.trader.close()
def on_finish(self):
logger.info('>>>>>>>>>>>>>into on_finish')
self._finished = True
if self.trader.connecting:
self.trader.close()
class SendOrderHandler(web.RequestHandler):
def initialize(self):
self.set_header('content-type', 'text/event-stream')
self.set_header('cache-control', 'no-cache')
self.set_header('Connection', 'keep-alive')
self.body = escape.json_decode(self.request.body)
user_id = str(self.body.get('user_id'))
password = str(self.body.get('password'))
broker_id = str(self.body.get('broker_id', '9999'))
address = str(self.body.get('address', 'tcp://180.168.146.187:10003'))
self.trader = NewTrader(user_id, password, broker_id, address)
self.trader.start()
# self.db_conn = pymysql.connect(
# host=db_config['host'], user=db_config['user'],
# password=db_config['passwd'], db=db_config['db'],
# charset='utf8', cursorclass=pymysql.cursors.DictCursor
# )
# self.cursor = self.db_conn.cursor()
@gen.coroutine
def post(self, *args, **kwargs):
symbol = str(self.body.get('symbol'))
price = float(self.body.get('price'))
volume = int(self.body.get('volume'))
price_type = str(self.body.get('price_type'))
order_type = str(self.body.get('order_type'))
trade_date = self.body.get('trade_date', '')
if price_type not in PriceType.accept_type:
# 检查可接受的价格类型
msg = {'code': 4000, 'msg': u'price_type should be [limit|market]'}
self.write(json.dumps(msg))
self.finish()
if order_type not in OrderType.accept_type:
# 检查可接受的订单类型
msg = {
'code': 4000,
'msg': u'order_type should be [buy|sell|short|cover].'
}
self.write(json.dumps(msg))
self.finish()
try:
yield gen.sleep(0.1)
self.trader.send_order(symbol,
price,
volume,
price_type,
order_type,
trade_date=trade_date)
while not self._finished:
result = self.trader.get_order_message()
if result is None:
logger.info('order queue is empty!')
yield gen.sleep(0.01)
continue
result = json.loads(result)
if result.get('msg_type') == 'onErrRtnOrderInsert':
logger.info('callback onErrRtnOrderInsert: %s',
result['data'])
# 报单失败
self.write('{}\n\n'.format(json.dumps(result['data'])))
self.finish()
elif result.get('msg_type') == 'onRspOrderInsert':
# 报单发生错误
logger.info('callback onRspOrderInsert: %s',
result['data'])
self.write(json.dumps(result['data']))
self.finish()
elif result.get('msg_type') == 'onRtnOrder':
logger.info('callback onRtnOrder: %s', result['data'])
if result['data'].get('OrderStatus') == '5':
# 报单被撤销
self.write('{}\n\n'.format(json.dumps(result['data'])))
self.finish()
# 报单成功，插入缓冲队列
client.lpush(ORDER_QUEUE_KEY, json.dumps(result['data']))
yield self.publish(json.dumps(result['data']))
elif result.get('msg_type') == 'onRtnTrade':
logger.info('callback onRtnTrade: %s', result['data'])
# 报单成交，插入交易缓冲队列
client.lpush(TRADE_QUEUE_KEY, json.dumps(result['data']))
yield self.publish(json.dumps(result['data']))
except Exception as exp:
logger.error('catch exception %s', exp)
logger.error('traceback: %s', traceback.print_exc())
raise web.HTTPError(500)
finally:
if self.trader.connecting:
self.trader.close()
logger.info('finally close trader connection!')
@gen.coroutine
def publish(self, message):
"""Pushes data to client."""
try:
self.write('{}\n\n'.format(message))
yield self.flush()
except StreamClosedError:
self._finished = True
def on_connection_close(self):
logger.info('>>>>>>>>>>>>>on_connection_close time: %s', time.time())
self._finished = True
if self.trader.connecting:
self.trader.close()
def on_finish(self):
logger.info('<<<<<<<<<<<<<on_finish time: %s', time.time())
self._finished = True
if self.trader.connecting:
self.trader.close()
class CalcelOrderHandler(web.RequestHandler):
def initialize(self):
self.set_header('content-type', 'text/event-stream')
self.set_header('cache-control', 'no-cache')
self.set_header('Connection', 'keep-alive')
self.body = escape.json_decode(self.request.body)
user_id = str(self.body.get('user_id'))
password = str(self.body.get('password'))
broker_id = str(self.body.get('broker_id', '9999'))
address = str(self.body.get('address', 'tcp://180.168.146.187:10003'))
self.trader = NewTrader(user_id, password, broker_id, address)
self.trader.start()
def post(self, *args, **kwargs):
symbol = self.body.get('symbol')
exchange_id = self.body.get('exchange')
order_id = self.body.get('order_id')
front_id = self.body.get('front_id')
session_id = self.body.get('session_id')
investor_id = self.body.get('user_id')
broker_id = self.body.get('broker_id')
if (symbol is None or exchange_id is None or order_id is None
or front_id is None or session_id is None
or investor_id is None or broker_id is None):
resp = {'code': 4000, 'msg': 'Params error!'}
self.write(json.dumps(resp))
self.finish()
try:
yield gen.sleep(0.1)
self.trader.cancel_order(investor_id, broker_id, front_id,
session_id, exchange_id, symbol, order_id)
while not self._finished:
result = self.trader.get_order_message()
if result is None:
yield gen.sleep(0.01)
continue
data = json.loads(result)
if data.get('callback') == 'onErrRtnOrderAction':
self.write(json.dumps(data))
self.finish()
if data.get('callback') == 'onRspOrderAction':
self.write(json.dumps(data))
self.finish()
except Exception as exp:
logger.error('catch exception %s', exp)
logger.error('traceback: %s.', traceback.print_exc())
finally:
if self.trader.connecting:
self.trader.close()
def on_connection_close(self):
logger.info('>>>>>>>>>> into on_connection_close!')
self._finished = True
if self.trader.connecting:
self.trader.close()
def on_finish(self):
logger.info('<<<<<<<<<< into on_finish!')
self._finished = True
if self.trader.connecting:
self.trader.close()