def connectTrade(self):
"""连接交易功能"""
# 连接交易接口
if self.market == 'US':
self.tradeCtx = OpenUSTradeContext(self.host, self.port)
else:
self.tradeCtx = OpenHKTradeContext(self.host, self.port)
# 继承实现处理器类
class OrderHandler(TradeOrderHandlerBase):
"""委托处理器"""
gateway = self # 缓存Gateway对象
def on_recv_rsp(self, rsp_str):
ret_code, content = super(OrderHandler,
self).on_recv_rsp(rsp_str)
if ret_code != RET_OK:
return RET_ERROR, content
self.gateway.processOrder(content)
return RET_OK, content
class DealHandler(TradeDealHandlerBase):
"""订单簿处理器"""
gateway = self
def on_recv_rsp(self, rsp_str):
ret_code, content = super(DealHandler,
self).on_recv_rsp(rsp_str)
if ret_code != RET_OK:
return RET_ERROR, content
self.gateway.processDeal(content)
return RET_OK, content
# 只有港股实盘交易才需要解锁
code, data = self.tradeCtx.unlock_trade(self.password)
if code == RET_OK:
self.writeLog(u'交易接口解锁成功')
else:
self.writeLog(u'交易接口解锁失败，原因：%s' % data)
# 设置回调处理对象
self.tradeCtx.set_handler(OrderHandler())
self.tradeCtx.set_handler(DealHandler())
# 启动交易接口
self.tradeCtx.start()
self.writeLog(u'交易接口连接成功')
def __init__(self, host, port, trd_env, market, unlock_path=ct.FUTU_PATH):
if market != ct.CN_MARKET_SYMBOL and market != ct.US_MARKET_SYMBOL and market != ct.HK_MARKET_SYMBOL:
raise Exception("not supported market:%s" % market)
if ct.CN_MARKET_SYMBOL == market:
self.trd_ctx = OpenCNTradeContext(host, port)
elif ct.US_MARKET_SYMBOL == market:
self.trd_ctx = OpenUSTradeContext(host, port)
else:
self.trd_ctx = OpenHKTradeContext(host, port)
self.trd_env = trd_env
self.acc_id = self.get_acc_id()
self.unlock_pwd = self.get_unlock_pwd(fpath=unlock_path)
if self.trd_env == TrdEnv.REAL:
self.trd_ctx.unlock_trade(password_md5=self.unlock_pwd)
self._status = True
self._lock = threading.Lock()
def connect_trade(self):
"""
Connect to trade server.
"""
# Initialize context according to market.
if self.market == "US":
self.trade_ctx = OpenUSTradeContext(self.host, self.port)
else:
self.trade_ctx = OpenHKTradeContext(self.host, self.port)
# Implement handlers.
class OrderHandler(TradeOrderHandlerBase):
gateway = self
def on_recv_rsp(self, rsp_str):
ret_code, content = super(OrderHandler, self).on_recv_rsp(
rsp_str
)
if ret_code != RET_OK:
return RET_ERROR, content
self.gateway.process_order(content)
return RET_OK, content
class DealHandler(TradeDealHandlerBase):
gateway = self
def on_recv_rsp(self, rsp_str):
ret_code, content = super(DealHandler, self).on_recv_rsp(
rsp_str
)
if ret_code != RET_OK:
return RET_ERROR, content
self.gateway.process_deal(content)
return RET_OK, content
# Unlock to allow trading.
code, data = self.trade_ctx.unlock_trade(self.password)
if code == RET_OK:
self.write_log("交易接口解锁成功")
else:
self.write_log(f"交易接口解锁失败，原因：{data}")
# Start context.
self.trade_ctx.set_handler(OrderHandler())
self.trade_ctx.set_handler(DealHandler())
self.trade_ctx.start()
self.write_log("交易接口连接成功")