def onRspAuthenticate(self, data, error, n, last):
"""
服务端返回的身份认证的响应
:param data:
:param error:
:param n:
:param last:
:return:
"""
if error['ErrorID'] == 0:
self.authStatus = True
log = Log()
log.gatewayName = self.gatewayName
log.content = u"交易服务器认证完成"
self.gateway.onLog(log)
# 登录
self.login()
else:
err = Error()
err.gatewayName = self.gatewayName
err.errorID = error['ErrorID']
err.errorMsg = error['ErrorMsg'].decode('gbk')
self.gateway.onError(err)
def writeDrLog(self, content):
"""快速发出日志事件"""
log = Log()
log.content = content
event = Event(type_=EVENT_DATARECORDER_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
def onRspUserLogin(self, data, error, n, last):
"""登录回报"""
# 如果登录成功，推送日志信息
if error['ErrorID'] == 0:
self.frontID = str(data['FrontID'])
self.sessionID = str(data['SessionID'])
self.loginStatus = True
self.gateway.tdConnected = True
log = Log()
log.gatewayName = self.gatewayName
log.content = u'交易服务器登录完成'
self.gateway.onLog(log)
# 确认结算信息
req = {}
req['BrokerID'] = self.brokerID
req['InvestorID'] = self.userID
self.reqID += 1
self.reqSettlementInfoConfirm(req, self.reqID)
# 否则，推送错误信息
else:
err = Error()
err.gatewayName = self.gatewayName
err.errorID = error['ErrorID']
err.errorMsg = error['ErrorMsg'].decode('gbk')
self.gateway.onError(err)
def on_get_position(self):
self.engine.qryPosition()
# socketio.emit('update_position', positions.__dict__)
log = Log()
log.content = u"已经开始查询持仓信息"
self.emit('log', log.__dict__, namespace='/system')
def writeRiskLog(self, content):
"""快速发出日志事件"""
# 发出日志事件
log = Log()
log.content = content
log.gatewayName = self.name
event = Event(type_=EVENT_LOG)
event.dict_['data'] = log
self.eventEngine.put(event)
def onFrontConnected(self):
"""服务器连接"""
self.connectionStatus = True
log = Log()
log.gatewayName = self.gatewayName
log.content = u'行情服务器连接成功'
self.gateway.onLog(log)
self.login()
def onFrontDisconnected(self, n):
"""服务器断开"""
self.connectionStatus = False
self.loginStatus = False
self.gateway.tdConnected = False
log = Log()
log.gatewayName = self.gatewayName
log.content = u'交易服务器连接断开'
self.gateway.onLog(log)
def onRspSettlementInfoConfirm(self, data, error, n, last):
"""确认结算信息回报"""
log = Log()
log.gatewayName = self.gatewayName
log.content = u'结算信息确认完成'
self.gateway.onLog(log)
# 查询合约代码
self.reqID += 1
self.reqQryInstrument({}, self.reqID)
def on_start(self, config):
# todo 依据传入的柜台服务器地址建立连接
self.engine.connect('CTP', config)
# connect Database
self.engine.dbConnect()
log = Log()
log.content = "system starting"
self.emit('log', log.__dict__)
def onFrontConnected(self):
"""服务器连接"""
self.connectionStatus = True
log = Log()
log.gatewayName = self.gatewayName
log.content = u'交易服务器连接成功'
self.gateway.onLog(log)
# 服务器连接之后进行身份认证
if not self.authStatus:
self.auth()
elif not self.loginStatus:
self.login()
def onRspUserLogout(self, data, error, n, last):
"""登出回报"""
# 如果登出成功，推送日志信息
if error['ErrorID'] == 0:
self.loginStatus = False
self.gateway.tdConnected = False
log = Log()
log.gatewayName = self.gatewayName
log.content = u'交易服务器登出完成'
self.gateway.onLog(log)
# 否则，推送错误信息
else:
err = Error()
err.gatewayName = self.gatewayName
err.errorID = error['ErrorID']
err.errorMsg = error['ErrorMsg'].decode('gbk')
self.gateway.onError(err)
def onRspUserLogin(self, data, error, n, last):
"""登陆回报"""
# 如果登录成功，推送日志信息
if error['ErrorID'] == 0:
self.loginStatus = True
self.gateway.mdConnected = True
log = Log()
log.gatewayName = self.gatewayName
log.content = u'行情服务器登录完成'
self.gateway.onLog(log)
# 重新订阅之前订阅的合约
for subscribeReq in self.subscribedSymbols:
self.subscribe(subscribeReq)
# 否则，推送错误信息
else:
err = Error()
err.gatewayName = self.gatewayName
err.errorID = error['ErrorID']
err.errorMsg = error['ErrorMsg'].decode('gbk')
self.gateway.onError(err)
def onRspQryInstrument(self, data, error, n, last):
"""合约查询回报"""
contract = Contract()
contract.gatewayName = self.gatewayName
contract.symbol = data['InstrumentID']
contract.exchange = exchangeMapReverse[data['ExchangeID']]
contract.vtSymbol = contract.symbol # '.'.join([contract.symbol, contract.exchange])
contract.name = data['InstrumentName'].decode('GBK')
# 合约数值
contract.size = data['VolumeMultiple']
contract.priceTick = data['PriceTick']
contract.strikePrice = data['StrikePrice']
contract.underlyingSymbol = data['UnderlyingInstrID']
contract.productClass = productClassMapReverse.get(
data['ProductClass'], PRODUCT_UNKNOWN)
# 期权类型
if data['OptionsType'] == '1':
contract.optionType = OPTION_CALL
elif data['OptionsType'] == '2':
contract.optionType = OPTION_PUT
# 缓存代码和交易所的印射关系
self.symbolExchangeDict[contract.symbol] = contract.exchange
self.symbolSizeDict[contract.symbol] = contract.size
# 推送
self.gateway.onContract(contract)
if last:
log = Log()
log.gatewayName = self.gatewayName
log.content = u'交易合约信息获取完成'
self.gateway.onLog(log)
def on_close(self):
self.engine.exit()
log = Log()
log.content = "system closed"
self.emit('log', log.__dict__)