class TqdataGateway(BaseGateway):
"""
Tqdata Gateway.
"""
default_setting = {
"主动请求地址": "tcp://127.0.0.1:12914",
"推送订阅地址": "tcp://127.0.0.1:41921"
}
exchanges = list(Exchange)
def __init__(self, event_engine):
"""Constructor"""
super().__init__(event_engine, "Tqdata")
self.symbol_gateway_map = {}
self.client = RpcClient()
self.client.callback = self.client_callback
def connect(self, setting: dict):
""""""
req_address = setting["主动请求地址"]
pub_address = setting["推送订阅地址"]
self.client.subscribe_topic("")
self.client.start(req_address, pub_address)
self.write_log("服务器连接成功，开始初始化查询")
self.query_all()
def subscribe(self, req: SubscribeRequest):
""""""
pass
def get_bar(self,
vt_symbol: str,
bar_type: str,
interval: Interval,
size: int = 200):
""""""
self.client.get_bar(vt_symbol, bar_type, interval, size)
print(vt_symbol, bar_type, interval, size)
print('histroy request sended.')
def start_tq_pub(self):
""""""
self.client.start_tq_pub()
def send_order(self, req: OrderRequest):
""""""
pass
def cancel_order(self, req: CancelRequest):
""""""
pass
def query_account(self):
""""""
pass
def query_position(self):
""""""
pass
def query_all(self):
""""""
pass
def close(self):
""""""
self.client.stop()
self.client.join()
def client_callback(self, topic: str, event: Event):
""""""
if event is None:
print("none event", topic, event)
return
data = event.data
# print(event.type)
# print(data)
if hasattr(data, "gateway_name"):
data.gateway_name = self.gateway_name
self.event_engine.put(event)
class RpcGateway(BaseGateway):
"""
VN Trader Gateway for RPC service.
"""
default_setting = {
"主动请求地址": "tcp://127.0.0.1:2014",
"推送订阅地址": "tcp://127.0.0.1:4102"
}
exchanges = list(Exchange)
def __init__(self, event_engine):
"""Constructor"""
super().__init__(event_engine, "RPC")
self.symbol_gateway_map = {}
self.client = RpcClient()
self.client.callback = self.client_callback
def connect(self, setting: dict):
""""""
req_address = setting["主动请求地址"]
pub_address = setting["推送订阅地址"]
self.client.subscribe_topic("")
self.client.start(req_address, pub_address)
self.write_log("服务器连接成功，开始初始化查询")
self.query_all()
def subscribe(self, req: SubscribeRequest):
""""""
gateway_name = self.symbol_gateway_map.get(req.vt_symbol, "")
self.client.subscribe(req, gateway_name)
def send_order(self, req: OrderRequest):
""""""
gateway_name = self.symbol_gateway_map.get(req.vt_symbol, "")
return self.client.send_order(req, gateway_name)
def cancel_order(self, req: CancelRequest):
""""""
gateway_name = self.symbol_gateway_map.get(req.vt_symbol, "")
self.client.cancel_order(req, gateway_name)
def query_account(self):
""""""
pass
def query_position(self):
""""""
pass
def query_all(self):
""""""
contracts = self.client.get_all_contracts()
for contract in contracts:
self.symbol_gateway_map[contract.vt_symbol] = contract.gateway_name
contract.gateway_name = self.gateway_name
self.on_contract(contract)
self.write_log("合约信息查询成功")
accounts = self.client.get_all_accounts()
for account in accounts:
account.gateway_name = self.gateway_name
self.on_account(account)
self.write_log("资金信息查询成功")
positions = self.client.get_all_positions()
for position in positions:
position.gateway_name = self.gateway_name
self.on_position(position)
self.write_log("持仓信息查询成功")
orders = self.client.get_all_orders()
for order in orders:
order.gateway_name = self.gateway_name
self.on_order(order)
self.write_log("委托信息查询成功")
trades = self.client.get_all_trades()
for trade in trades:
trade.gateway_name = self.gateway_name
self.on_trade(trade)
self.write_log("成交信息查询成功")
def close(self):
""""""
self.client.stop()
def client_callback(self, topic: str, event: Event):
""""""
if event is None:
print("none event", topic, event)
return
data = event.data
if hasattr(data, "gateway_name"):
data.gateway_name = self.gateway_name
self.event_engine.put(event)
class RpcGateway(BaseGateway):
"""
VN Trader Gateway for RPC service.
"""
default_setting = {
" initiative to request address ": "tcp://127.0.0.1:2014",
" push subscription address ": "tcp://127.0.0.1:4102"
}
exchanges = list(Exchange)
def __init__(self, event_engine):
"""Constructor"""
super().__init__(event_engine, "RPC")
self.symbol_gateway_map = {}
self.client = RpcClient()
self.client.callback = self.client_callback
def connect(self, setting: dict):
""""""
req_address = setting[" initiative to request address "]
pub_address = setting[" push subscription address "]
self.client.subscribe_topic("")
self.client.start(req_address, pub_address)
self.write_log(" servers were successfully connected ， start initialization query ")
self.query_all()
def subscribe(self, req: SubscribeRequest):
""""""
gateway_name = self.symbol_gateway_map.get(req.vt_symbol, "")
self.client.subscribe(req, gateway_name)
def send_order(self, req: OrderRequest):
""""""
gateway_name = self.symbol_gateway_map.get(req.vt_symbol, "")
return self.client.send_order(req, gateway_name)
def cancel_order(self, req: CancelRequest):
""""""
gateway_name = self.symbol_gateway_map.get(req.vt_symbol, "")
self.client.cancel_order(req, gateway_name)
def query_account(self):
""""""
pass
def query_position(self):
""""""
pass
def query_all(self):
""""""
contracts = self.client.get_all_contracts()
for contract in contracts:
self.symbol_gateway_map[contract.vt_symbol] = contract.gateway_name
contract.gateway_name = self.gateway_name
self.on_contract(contract)
self.write_log(" contract information inquiry succeed ")
accounts = self.client.get_all_accounts()
for account in accounts:
account.gateway_name = self.gateway_name
self.on_account(account)
self.write_log(" financial information query success ")
positions = self.client.get_all_positions()
for position in positions:
position.gateway_name = self.gateway_name
self.on_position(position)
self.write_log(" position information query success ")
orders = self.client.get_all_orders()
for order in orders:
order.gateway_name = self.gateway_name
self.on_order(order)
self.write_log(" information inquiry commissioned successfully ")
trades = self.client.get_all_trades()
for trade in trades:
trade.gateway_name = self.gateway_name
self.on_trade(trade)
self.write_log(" transaction information query success ")
def close(self):
""""""
self.client.stop()
self.client.join()
def client_callback(self, topic: str, event: Event):
""""""
if event is None:
print("none event", topic, event)
return
data = event.data
if hasattr(data, "gateway_name"):
data.gateway_name = self.gateway_name
self.event_engine.put(event)