import hashlib
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import json
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import logging
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import socket
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import socketserver
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import sys
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import time
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from huaxin import traderapi, log
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from huaxin.log import logger
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UserID = '00043201'
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# 登陆密码
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Password = '45249973'
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# 投资者账户
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InvestorID = '11160150'
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# 经济公司部门代码
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DepartmentID = '0003'
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# 资金账户
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AccountID = '00043201'
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# 沪市股东账号
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SSE_ShareHolderID = 'A00043201'
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# 深市股东账号
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SZSE_ShareHolderID = '700043201'
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# # 登录用户
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# UserID = '00572083'
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# # 登陆密码
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# Password = '16121950'
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# # 投资者账户
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# InvestorID = '11160150'
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# # 经济公司部门代码
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# DepartmentID = '0057'
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# # 资金账户
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# AccountID = '00572083'
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# # 沪市股东账号
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# SSE_ShareHolderID = 'A00572083'
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# # 深市股东账号
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# SZSE_ShareHolderID = '700572083'
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TYPE_BUY = 0
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TYPE_CANCEL_BUY = 1
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TYPE_LIST_DELEGATE = 2
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TYPE_LIST_TRADED = 3
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TYPE_LIST_POSITION = 4
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class TradeSimpleApi:
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req_id = 0
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__buy_sinfo_set = set()
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__cancel_buy_sinfo_set = set()
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# sinfo char(32)
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def buy(self, code, count, price, sinfo):
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if sinfo in self.__buy_sinfo_set:
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raise Exception(f'下单请求已经提交：{sinfo}')
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self.__buy_sinfo_set.add(sinfo)
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self.req_id += 1
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# 请求报单
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req_field = traderapi.CTORATstpInputOrderField()
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# TORA_TSTP_EXD_COMM(0): 通用(内部使用)
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# TORA_TSTP_EXD_SSE(1): 上海交易所
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# TORA_TSTP_EXD_SZSE(2): 深圳交易所
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# TORA_TSTP_EXD_HK(3): 香港交易所
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# TORA_TSTP_EXD_BSE(4): 北京证券交易所
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if code.find('00') == 0:
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req_field.ExchangeID = traderapi.TORA_TSTP_EXD_SZSE
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req_field.ShareholderID = SZSE_ShareHolderID
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elif code.find('60') == 0:
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req_field.ExchangeID = traderapi.TORA_TSTP_EXD_SSE
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req_field.ShareholderID = SSE_ShareHolderID
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# 证券代码
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req_field.SecurityID = code
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req_field.Direction = traderapi.TORA_TSTP_D_Buy
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req_field.VolumeTotalOriginal = count
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req_field.SInfo = sinfo
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'''
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上交所支持限价指令和最优五档剩撤、最优五档剩转限两种市价指令，对于科创板额外支持本方最优和对手方最优两种市价指令和盘后固定价格申报指令
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深交所支持限价指令和立即成交剩余撤销、全额成交或撤销、本方最优、对手方最优和最优五档剩撤五种市价指令
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限价指令和上交所科创板盘后固定价格申报指令需填写报单价格，其它市价指令无需填写报单价格
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以下以上交所限价指令为例，其它指令参考开发指南相关说明填写OrderPriceType、TimeCondition和VolumeCondition三个字段:
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'''
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req_field.LimitPrice = price
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req_field.OrderPriceType = traderapi.TORA_TSTP_OPT_LimitPrice
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req_field.TimeCondition = traderapi.TORA_TSTP_TC_GFD
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req_field.VolumeCondition = traderapi.TORA_TSTP_VC_AV
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'''
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OrderRef为报单引用，类型为整型，该字段报单时为选填
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若不填写，则系统会为每笔报单自动分配一个报单引用
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若填写，则需保证同一个TCP会话下报单引用严格单调递增，不要求连续递增，至少需从1开始编号
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'''
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# req_field.OrderRef = 1
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'''
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InvestorID为选填，若填写则需保证填写正确
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Operway为委托方式，根据券商要求填写，无特殊说明置空即可
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终端自定义字段，终端可根据需要填写如下字段的值，该字段值不会被柜台系统修改，在报单回报和查询报单时返回给终端
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'''
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# req_field.SInfo = 'sinfo'
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# req_field.IInfo = 123
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'''
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其它字段置空
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'''
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ret = api.ReqOrderInsert(req_field, self.req_id)
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if ret != 0:
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raise Exception('ReqOrderInsert fail, ret[%d]' % ret)
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return
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def cancel_buy(self, code, order_sys_id, sinfo):
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if sinfo in self.__cancel_buy_sinfo_set:
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raise Exception(f'撤单请求已经提交：{sinfo}')
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self.__cancel_buy_sinfo_set.add(sinfo)
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self.req_id += 1
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# 请求撤单
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req_field = traderapi.CTORATstpInputOrderActionField()
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if code.find('00') == 0:
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req_field.ExchangeID = traderapi.TORA_TSTP_EXD_SZSE
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elif code.find('60') == 0:
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req_field.ExchangeID = traderapi.TORA_TSTP_EXD_SSE
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req_field.ActionFlag = traderapi.TORA_TSTP_AF_Delete
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# 撤单支持以下两种方式定位原始报单：
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# （1）报单引用方式
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# req_field.FrontID = self.__front_id
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# req_field.SessionID = self.__session_id
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# req_field.OrderRef = 1
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# （2）系统报单编号方式
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req_field.OrderSysID = order_sys_id
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# OrderActionRef报单操作引用，用法同报单引用，可根据需要选填
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'''
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终端自定义字段，终端可根据需要填写如下字段的值，该字段值不会被柜台系统修改，在查询撤单时返回给终端
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'''
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req_field.SInfo = sinfo
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# req_field.IInfo = 123
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'''
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委托方式字段根据券商要求填写，无特殊说明置空即可
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其它字段置空
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'''
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ret = api.ReqOrderAction(req_field, self.req_id)
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if ret != 0:
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raise Exception('ReqOrderAction fail, ret[%d]' % ret)
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return
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# 查询当日可撤销的委托
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def list_delegate_orders(self):
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self.req_id += 1
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req_id = self.req_id
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req_field = traderapi.CTORATstpQryOrderField()
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# 以下字段不填表示不设过滤条件，即查询所有报单
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# req_field.SecurityID = '600000'
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# req_field.InsertTimeStart = '09:35:00'
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# req_field.InsertTimeEnd = '10:00:00'
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# IsCancel字段填1表示只查询可撤报单
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req_field.IsCancel = 1
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# req_field.SInfo = sinfo
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ret = api.ReqQryOrder(req_field, req_id)
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if ret != 0:
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raise Exception('ReqQryOrder fail, ret[%d]' % ret)
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return req_id
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# 查询当日成交的订单
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def list_traded_orders(self):
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self.req_id += 1
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req_id = self.req_id
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req_field = traderapi.CTORATstpQryTradeField()
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ret = api.ReqQryTrade(req_field, req_id)
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if ret != 0:
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raise Exception('ReqQryTrade fail, ret[%d]' % ret)
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return req_id
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# 查询持仓
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def list_positions(self):
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self.req_id += 1
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req_id = self.req_id
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req_field = traderapi.CTORATstpQryPositionField()
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ret = api.ReqQryPosition(req_field, req_id)
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if ret != 0:
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print('ReqQryPosition fail, ret[%d]' % ret)
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return req_id
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def login(self):
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# 请求登录
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login_req = traderapi.CTORATstpReqUserLoginField()
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# 支持以用户代码、资金账号和股东账号方式登录
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# （1）以用户代码方式登录
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login_req.LogInAccount = UserID
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login_req.LogInAccountType = traderapi.TORA_TSTP_LACT_UserID
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# （2）以资金账号方式登录
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# login_req.DepartmentID = DepartmentID
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# login_req.LogInAccount = AccountID
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# login_req.LogInAccountType = traderapi.TORA_TSTP_LACT_AccountID
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# （3）以上海股东账号方式登录
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# login_req.LogInAccount = SSE_ShareHolderID
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# login_req.LogInAccountType = traderapi.TORA_TSTP_LACT_SHAStock
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# （4）以深圳股东账号方式登录
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# login_req.LogInAccount = SZSE_ShareHolderID
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# login_req.LogInAccountType = traderapi.TORA_TSTP_LACT_SZAStock
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# 支持以密码和指纹(移动设备)方式认证
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# （1）密码认证
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# 密码认证时AuthMode可不填
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# login_req.AuthMode = traderapi.TORA_TSTP_AM_Password
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login_req.Password = Password
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# （2）指纹认证
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# 非密码认证时AuthMode必填
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# login_req.AuthMode = traderapi.TORA_TSTP_AM_FingerPrint
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# login_req.DeviceID = '03873902'
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# login_req.CertSerial = '9FAC09383D3920CAEFF039'
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# 终端信息采集
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# UserProductInfo填写终端名称
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login_req.UserProductInfo = 'jiabei'
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# 按照监管要求填写终端信息
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login_req.TerminalInfo = 'PC;IIP=123.112.154.118;IPORT=50361;LIP=192.168.118.107;MAC=54EE750B1713FCF8AE5CBD58;HD=TF655AY91GHRVL'
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# 以下内外网IP地址若不填则柜台系统自动采集，若填写则以终端填值为准报送
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# login_req.MacAddress = '5C-87-9C-96-F3-E3'
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# login_req.InnerIPAddress = '10.0.1.102'
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# login_req.OuterIPAddress = '58.246.43.50'
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TradeSimpleApi.req_id += 1
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ret = api.ReqUserLogin(login_req, TradeSimpleApi.req_id)
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if ret != 0:
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raise Exception('ReqUserLogin fail, ret[%d]' % ret)
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class TraderSpi(traderapi.CTORATstpTraderSpi):
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def __init__(self, callback):
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traderapi.CTORATstpTraderSpi.__init__(self)
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self.__front_id = 0
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self.__session_id = 0
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self.__data_callback = callback
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self.__temp_order_list_dict = {}
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self.__temp_position_list_dict = {}
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def OnFrontConnected(self) -> "void":
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logger.info('OnFrontConnected')
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# 获取终端信息
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TradeSimpleApi.req_id += 1
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ret = api.ReqGetConnectionInfo(TradeSimpleApi.req_id)
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if ret != 0:
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logger.info('ReqGetConnectionInfo fail, ret[%d]' % ret)
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def OnFrontDisconnected(self, nReason: "int") -> "void":
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logger.info('OnFrontDisconnected: [%d]' % nReason)
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def OnRspGetConnectionInfo(self, pConnectionInfoField: "CTORATstpConnectionInfoField",
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pRspInfoField: "CTORATstpRspInfoField", nRequestID: "int") -> "void":
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if pRspInfoField.ErrorID == 0:
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logger.info('inner_ip_address[%s]' % pConnectionInfoField.InnerIPAddress)
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logger.info('inner_port[%d]' % pConnectionInfoField.InnerPort)
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logger.info('outer_ip_address[%s]' % pConnectionInfoField.OuterIPAddress)
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logger.info('outer_port[%d]' % pConnectionInfoField.OuterPort)
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logger.info('mac_address[%s]' % pConnectionInfoField.MacAddress)
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# 请求登录
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login_req = traderapi.CTORATstpReqUserLoginField()
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# 支持以用户代码、资金账号和股东账号方式登录
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# （1）以用户代码方式登录
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login_req.LogInAccount = UserID
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login_req.LogInAccountType = traderapi.TORA_TSTP_LACT_UserID
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# （2）以资金账号方式登录
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# login_req.DepartmentID = DepartmentID
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# login_req.LogInAccount = AccountID
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# login_req.LogInAccountType = traderapi.TORA_TSTP_LACT_AccountID
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# （3）以上海股东账号方式登录
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# login_req.LogInAccount = SSE_ShareHolderID
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# login_req.LogInAccountType = traderapi.TORA_TSTP_LACT_SHAStock
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# （4）以深圳股东账号方式登录
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# login_req.LogInAccount = SZSE_ShareHolderID
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# login_req.LogInAccountType = traderapi.TORA_TSTP_LACT_SZAStock
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# 支持以密码和指纹(移动设备)方式认证
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# （1）密码认证
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# 密码认证时AuthMode可不填
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# login_req.AuthMode = traderapi.TORA_TSTP_AM_Password
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login_req.Password = Password
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# （2）指纹认证
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# 非密码认证时AuthMode必填
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# login_req.AuthMode = traderapi.TORA_TSTP_AM_FingerPrint
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# login_req.DeviceID = '03873902'
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# login_req.CertSerial = '9FAC09383D3920CAEFF039'
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# 终端信息采集
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# UserProductInfo填写终端名称
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login_req.UserProductInfo = 'jiabei'
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# 按照监管要求填写终端信息
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login_req.TerminalInfo = 'PC;IIP=123.112.154.118;IPORT=50361;LIP=192.168.118.107;MAC=54EE750B1713FCF8AE5CBD58;HD=TF655AY91GHRVL'
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# 以下内外网IP地址若不填则柜台系统自动采集，若填写则以终端填值为准报送
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# login_req.MacAddress = '5C-87-9C-96-F3-E3'
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# login_req.InnerIPAddress = '10.0.1.102'
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# login_req.OuterIPAddress = '58.246.43.50'
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TradeSimpleApi.req_id += 1
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ret = api.ReqUserLogin(login_req, TradeSimpleApi.req_id)
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if ret != 0:
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logger.info('ReqUserLogin fail, ret[%d]' % ret)
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else:
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logger.info('GetConnectionInfo fail, [%d] [%d] [%s]!!!' % (
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nRequestID, pRspInfoField.ErrorID, pRspInfoField.ErrorMsg))
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def OnRspUserLogin(self, pRspUserLoginField: "CTORATstpRspUserLoginField", pRspInfoField: "CTORATstpRspInfoField",
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nRequestID: "int") -> "void":
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if pRspInfoField.ErrorID == 0:
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logger.info('Login success! [%d]' % nRequestID)
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self.__front_id = pRspUserLoginField.FrontID
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self.__session_id = pRspUserLoginField.SessionID
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if 1:
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# 查询股东账号
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req_field = traderapi.CTORATstpQryShareholderAccountField()
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# 以下字段不填表示不设过滤条件，即查询所有股东账号
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# req_field.ExchangeID = traderapi.TORA_TSTP_EXD_SSE
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TradeSimpleApi.req_id += 1
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ret = api.ReqQryShareholderAccount(req_field, TradeSimpleApi.req_id)
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if ret != 0:
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logger.info('ReqQryShareholderAccount fail, ret[%d]' % ret)
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else:
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logger.info('Login fail!!! [%d] [%d] [%s]'
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% (nRequestID, pRspInfoField.ErrorID, pRspInfoField.ErrorMsg))
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def OnRspUserPasswordUpdate(self, pUserPasswordUpdateField: "CTORATstpUserPasswordUpdateField",
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pRspInfoField: "CTORATstpRspInfoField", nRequestID: "int") -> "void":
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if pRspInfoField.ErrorID == 0:
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logger.info('OnRspUserPasswordUpdate: OK! [%d]' % nRequestID)
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else:
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logger.info('OnRspUserPasswordUpdate: Error! [%d] [%d] [%s]'
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% (nRequestID, pRspInfoField.ErrorID, pRspInfoField.ErrorMsg))
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def OnRspOrderInsert(self, pInputOrderField: "CTORATstpInputOrderField", pRspInfoField: "CTORATstpRspInfoField",
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nRequestID: "int") -> "void":
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if pRspInfoField.ErrorID == 0:
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logger.info('[%d] OnRspOrderInsert: OK! [%d]' % (round(time.time() * 1000), nRequestID))
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else:
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logger.info('OnRspOrderInsert: Error! [%d] [%d] [%s]'
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% (nRequestID, pRspInfoField.ErrorID, pRspInfoField.ErrorMsg))
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self.__data_callback(TYPE_BUY, nRequestID, {"sinfo": pInputOrderField.SInfo, "orderStatus": -1,
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"orderStatusMsg": pRspInfoField.ErrorMsg})
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def OnRspOrderAction(self, pInputOrderActionField: "CTORATstpInputOrderActionField",
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pRspInfoField: "CTORATstpRspInfoField", nRequestID: "int") -> "void":
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if pRspInfoField.ErrorID == 0:
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logger.info('OnRspOrderAction: OK! [%d]' % nRequestID)
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self.__data_callback(TYPE_CANCEL_BUY, nRequestID, {"sinfo": pInputOrderActionField.SInfo,
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"orderSysID": pInputOrderActionField.OrderSysID,
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"cancel": 1})
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else:
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logger.info('OnRspOrderAction: Error! [%d] [%d] [%s]'
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% (nRequestID, pRspInfoField.ErrorID, pRspInfoField.ErrorMsg))
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self.__data_callback(TYPE_CANCEL_BUY, nRequestID, {"sinfo": pInputOrderActionField.SInfo,
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"orderSysID": pInputOrderActionField.OrderSysID,
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"cancel": 0, "errorID": pRspInfoField.ErrorID,
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"errorMsg": pRspInfoField.ErrorMsg})
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def OnRspInquiryJZFund(self, pRspInquiryJZFundField: "CTORATstpRspInquiryJZFundField",
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pRspInfoField: "CTORATstpRspInfoField", nRequestID: "int") -> "void":
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if pRspInfoField.ErrorID == 0:
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logger.info('OnRspInquiryJZFund: OK! [%d] [%.2f] [%.2f]'
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% (nRequestID, pRspInquiryJZFundField.UsefulMoney, pRspInquiryJZFundField.FetchLimit))
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else:
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logger.info('OnRspInquiryJZFund: Error! [%d] [%d] [%s]'
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% (nRequestID, pRspInfoField.ErrorID, pRspInfoField.ErrorMsg))
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def OnRspTransferFund(self, pInputTransferFundField: "CTORATstpInputTransferFundField",
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pRspInfoField: "CTORATstpRspInfoField", nRequestID: "int") -> "void":
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if pRspInfoField.ErrorID == 0:
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logger.info('OnRspTransferFund: OK! [%d]' % nRequestID)
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else:
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logger.info('OnRspTransferFund: Error! [%d] [%d] [%s]'
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% (nRequestID, pRspInfoField.ErrorID, pRspInfoField.ErrorMsg))
|
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def OnRtnOrder(self, pOrderField: "CTORATstpOrderField") -> "void":
|
logger.info(
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'[%d] OnRtnOrder: SInfo[%s] InvestorID[%s] SecurityID[%s] OrderRef[%d] OrderLocalID[%s] LimitPrice[%.2f] VolumeTotalOriginal[%d] OrderSysID[%s] OrderStatus[%s]'
|
% (round(time.time() * 1000), pOrderField.SInfo, pOrderField.InvestorID, pOrderField.SecurityID,
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pOrderField.OrderRef, pOrderField.OrderLocalID,
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pOrderField.LimitPrice, pOrderField.VolumeTotalOriginal, pOrderField.OrderSysID,
|
pOrderField.OrderStatus))
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if pOrderField.OrderStatus != traderapi.TORA_TSTP_OST_Unknown:
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self.__data_callback(TYPE_BUY, 0, {"sinfo": pOrderField.SInfo, "securityId": pOrderField.SecurityID,
|
"orderLocalId": pOrderField.OrderLocalID,
|
"orderStatus": pOrderField.OrderStatus,
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"statusMsg": pOrderField.StatusMsg,
|
"orderSysID": pOrderField.OrderSysID,
|
"accountId": pOrderField.AccountID})
|
|
def OnRtnTrade(self, pTradeField: "CTORATstpTradeField") -> "void":
|
logger.info(
|
'OnRtnTrade: TradeID[%s] InvestorID[%s] SecurityID[%s] OrderRef[%d] OrderLocalID[%s] Price[%.2f] Volume[%d]'
|
% (pTradeField.TradeID, pTradeField.InvestorID, pTradeField.SecurityID,
|
pTradeField.OrderRef, pTradeField.OrderLocalID, pTradeField.Price, pTradeField.Volume))
|
|
def OnRtnMarketStatus(self, pMarketStatusField: "CTORATstpMarketStatusField") -> "void":
|
# TORA_TSTP_MKD_SHA(1): 上海A股
|
# TORA_TSTP_MKD_SZA(2): 深圳A股
|
# TORA_TSTP_MKD_BJMain(a):北京主板
|
|
# TORA_TSTP_MST_UnKnown( # ):未知
|
# TORA_TSTP_MST_BeforeTrading(0): 开盘前
|
# TORA_TSTP_MST_Continous(1): 连续交易
|
# TORA_TSTP_MST_Closed(2): 收盘
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# TORA_TSTP_MST_OpenCallAuction(3): 开盘集合竞价
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logger.info('OnRtnMarketStatus: MarketID[%s] MarketStatus[%s]'
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% (pMarketStatusField.MarketID, pMarketStatusField.MarketStatus))
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def OnRspQrySecurity(self, pSecurityField: "CTORATstpSecurityField", pRspInfoField: "CTORATstpRspInfoField",
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nRequestID: "int", bIsLast: "bool") -> "void":
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if bIsLast != 1:
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logger.info(
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'OnRspQrySecurity[%d]: SecurityID[%s] SecurityName[%s] MarketID[%s] OrderUnit[%s] OpenDate[%s] UpperLimitPrice[%.2f] LowerLimitPrice[%.2f]'
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% (nRequestID, pSecurityField.SecurityID, pSecurityField.SecurityName, pSecurityField.MarketID,
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pSecurityField.OrderUnit, pSecurityField.OpenDate, pSecurityField.UpperLimitPrice,
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pSecurityField.LowerLimitPrice))
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else:
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logger.info('查询合约结束[%d] ErrorID[%d] ErrorMsg[%s]'
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% (nRequestID, pRspInfoField.ErrorID, pRspInfoField.ErrorMsg))
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def OnRspQryInvestor(self, pInvestorField: "CTORATstpInvestorField", pRspInfoField: "CTORATstpRspInfoField",
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nRequestID: "int", bIsLast: "bool") -> "void":
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if bIsLast != 1:
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logger.info('OnRspQryInvestor[%d]: InvestorID[%s] InvestorName[%s] Operways[%s]'
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% (nRequestID, pInvestorField.InvestorID, pInvestorField.InvestorName,
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pInvestorField.Operways))
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else:
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logger.info('查询投资者结束[%d] ErrorID[%d] ErrorMsg[%s]'
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% (nRequestID, pRspInfoField.ErrorID, pRspInfoField.ErrorMsg))
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def OnRspQryShareholderAccount(self, pShareholderAccountField: "CTORATstpShareholderAccountField",
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pRspInfoField: "CTORATstpRspInfoField", nRequestID: "int",
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bIsLast: "bool") -> "void":
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if bIsLast != 1:
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logger.info('OnRspQryShareholderAccount[%d]: InvestorID[%s] ExchangeID[%s] ShareholderID[%s]'
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% (nRequestID, pShareholderAccountField.InvestorID, pShareholderAccountField.ExchangeID,
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pShareholderAccountField.ShareholderID))
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else:
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logger.info('查询股东账户结束[%d] ErrorID[%d] ErrorMsg[%s]'
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% (nRequestID, pRspInfoField.ErrorID, pRspInfoField.ErrorMsg))
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def OnRspQryTradingAccount(self, pTradingAccountField: "CTORATstpTradingAccountField",
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pRspInfoField: "CTORATstpRspInfoField", nRequestID: "int", bIsLast: "bool") -> "void":
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if bIsLast != 1:
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logger.info(
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'OnRspQryTradingAccount[%d]: DepartmentID[%s] InvestorID[%s] AccountID[%s] CurrencyID[%s] UsefulMoney[%.2f] FetchLimit[%.2f]'
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% (nRequestID, pTradingAccountField.DepartmentID, pTradingAccountField.InvestorID,
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pTradingAccountField.AccountID, pTradingAccountField.CurrencyID,
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pTradingAccountField.UsefulMoney, pTradingAccountField.FetchLimit))
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else:
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logger.info('查询资金账号结束[%d] ErrorID[%d] ErrorMsg[%s]'
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% (nRequestID, pRspInfoField.ErrorID, pRspInfoField.ErrorMsg))
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def OnRspQryOrder(self, pOrderField: "CTORATstpOrderField", pRspInfoField: "CTORATstpRspInfoField",
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nRequestID: "int", bIsLast: "bool") -> "void":
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print('查询报单回调', bIsLast)
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if nRequestID not in self.__temp_order_list_dict:
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self.__temp_order_list_dict[nRequestID] = []
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if not bIsLast:
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logger.info(
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'OnRspQryOrder[%d]: SecurityID[%s] OrderLocalID[%s] Direction[%s] OrderRef[%d] OrderSysID[%s] VolumeTraded[%d] OrderStatus[%s] OrderSubmitStatus[%s], StatusMsg[%s]'
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% (nRequestID, pOrderField.SecurityID, pOrderField.OrderLocalID, pOrderField.Direction,
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pOrderField.OrderRef, pOrderField.OrderSysID,
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pOrderField.VolumeTraded, pOrderField.OrderStatus, pOrderField.OrderSubmitStatus,
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pOrderField.StatusMsg))
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self.__temp_order_list_dict[nRequestID].append(
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{"securityID": pOrderField.SecurityID, "orderLocalID": pOrderField.OrderLocalID,
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"direction": pOrderField.Direction, "orderSysID": pOrderField.OrderSysID,
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"insertTime": pOrderField.InsertTime, "insertDate": pOrderField.InsertDate,
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"acceptTime": pOrderField.AcceptTime, "cancelTime": pOrderField.CancelTime,
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"limitPrice": pOrderField.LimitPrice,
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"turnover": pOrderField.Turnover,
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"volume": pOrderField.VolumeTotalOriginal,
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"volumeTraded": pOrderField.VolumeTraded, "orderStatus": pOrderField.OrderStatus,
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"orderSubmitStatus": pOrderField.OrderSubmitStatus, "statusMsg": pOrderField.StatusMsg})
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else:
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logger.info('查询报单结束[%d] ErrorID[%d] ErrorMsg[%s]'
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% (nRequestID, pRspInfoField.ErrorID, pRspInfoField.ErrorMsg))
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self.__data_callback(TYPE_LIST_DELEGATE, nRequestID, self.__temp_order_list_dict[nRequestID])
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self.__temp_order_list_dict.pop(nRequestID)
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def OnRspQryPosition(self, pPositionField: "CTORATstpPositionField", pRspInfoField: "CTORATstpRspInfoField",
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nRequestID: "int", bIsLast: "bool") -> "void":
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if nRequestID not in self.__temp_position_list_dict:
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self.__temp_position_list_dict[nRequestID] = []
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if bIsLast != 1:
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self.__temp_position_list_dict[nRequestID].append(
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{"securityID": pPositionField.SecurityID, "totalPosCost": pPositionField.TotalPosCost,
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"availablePosition": pPositionField.AvailablePosition})
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else:
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logger.info('查询持仓结束[%d] ErrorID[%d] ErrorMsg[%s]'
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% (nRequestID, pRspInfoField.ErrorID, pRspInfoField.ErrorMsg))
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self.__data_callback(TYPE_LIST_POSITION, nRequestID, self.__temp_position_list_dict[nRequestID])
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self.__temp_position_list_dict.pop(nRequestID)
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# 成交回报,参数pTradeField是一个CTORATstpTradeField类对象
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def OnRtnTrade(self, pTradeField: "CTORATstpTradeField") -> "void":
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logger.info("OnRtnTrade")
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# 查询成交响应,参数pTradeField是一个CTORATstpTradeField类对象
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def OnRspQryTrade(self, pTradeField: "CTORATstpTradeField", pRspInfoField: "CTORATstpRspInfoField",
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nRequestID: "int", bIsLast: "bool") -> "void":
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logger.info("查询成交响应")
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if nRequestID not in self.__temp_order_list_dict:
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self.__temp_order_list_dict[nRequestID] = []
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if not bIsLast:
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self.__temp_order_list_dict[nRequestID].append(
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{"tradeID": pTradeField.TradeID, "securityID": pTradeField.SecurityID,
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"orderLocalID": pTradeField.OrderLocalID,
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"direction": pTradeField.Direction, "orderSysID": pTradeField.OrderSysID, "price": pTradeField.Price,
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"tradeTime": pTradeField.TradeTime,
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"volume": pTradeField.Volume, "tradeDate": pTradeField.TradeDate, "tradingDay": pTradeField.TradingDay,
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"PbuID": pTradeField.PbuID, "accountID": pTradeField.AccountID})
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else:
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self.__data_callback(TYPE_LIST_TRADED, nRequestID, self.__temp_order_list_dict[nRequestID])
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self.__temp_order_list_dict.pop(nRequestID)
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class MyTCPServer(socketserver.TCPServer):
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def __init__(self, server_address, RequestHandlerClass):
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socketserver.TCPServer.__init__(self, server_address, RequestHandlerClass, bind_and_activate=True)
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# 如果使用异步的形式则需要再重写ThreadingTCPServer
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class MyThreadingTCPServer(socketserver.ThreadingMixIn, MyTCPServer): pass
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class MyBaseRequestHandle(socketserver.BaseRequestHandler):
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__inited = False
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@classmethod
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def traderapi_callback(cls, type, req_id, data):
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print("回调", type, req_id, data)
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key = req_id
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if type == TYPE_BUY or type == TYPE_CANCEL_BUY:
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key = data["sinfo"]
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try:
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if cls.__req_socket_dict and key in cls.__req_socket_dict:
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cls.__req_socket_dict[key].send(json.dumps({"code": 0, "data": data}).encode('gbk'))
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cls.__req_socket_dict.pop(key)
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except Exception as e:
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logging.exception(e)
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def setup(self):
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self.__init()
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@classmethod
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def __init(cls):
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if cls.__inited:
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return True
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cls.__inited = True
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cls.__req_socket_dict = {}
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cls.__tradeSimpleApi = TradeSimpleApi()
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def __is_sign_right(self, data_json):
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list_str = []
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sign = data_json["sign"]
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data_json.pop("sign")
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for k in data_json:
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list_str.append(f"{k}={data_json[k]}")
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list_str.sort()
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__str = "&".join(list_str) + "JiaBei@!*."
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md5 = hashlib.md5(__str.encode(encoding='utf-8')).hexdigest()
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if md5 != sign:
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raise Exception("签名出错")
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def handle(self):
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host = self.client_address[0]
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super().handle()
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sk: socket.socket = self.request
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while True:
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try:
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data = sk.recv(1024 * 100)
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data_str = str(data, encoding="utf-8")
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if not data_str:
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continue
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logger.info(f"接收到数据：{data_str}")
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return_str = ''
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try:
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data_json = json.loads(data_str)
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self.__is_sign_right(data_json)
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_type = data_json["type"]
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_req_id = data_json["req_id"]
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_data = data_json.get("data")
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if _type == 0:
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# 下单
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_data = json.loads(_data)
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code = _data["code"]
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count = _data["count"]
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price = round(float(_data["price"]), 2)
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logger.info(f"下单参数：{code} {count} {price}")
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self.__tradeSimpleApi.buy(code, count, price, _req_id)
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# 下单成功
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self.__req_socket_dict[_req_id] = sk
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# 等待3s
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time.sleep(2)
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elif _type == 1:
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# 撤单
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_data = json.loads(_data)
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code = _data["code"]
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order_sys_id = _data["order_sys_id"]
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logger.info("撤单参数：{code} {order_sys_id}")
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self.__tradeSimpleApi.cancel_buy(code, order_sys_id, _req_id)
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# 撤单成功
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self.__req_socket_dict[_req_id] = sk
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time.sleep(2)
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elif _type == 2:
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# 委托列表
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local_req_id = self.__tradeSimpleApi.list_delegate_orders()
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self.__req_socket_dict[local_req_id] = sk
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time.sleep(3)
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elif _type == 3:
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# 成交列表
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local_req_id = self.__tradeSimpleApi.list_traded_orders()
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self.__req_socket_dict[local_req_id] = sk
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time.sleep(3)
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elif _type == 4:
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# 成交列表
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local_req_id = self.__tradeSimpleApi.list_positions()
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self.__req_socket_dict[local_req_id] = sk
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time.sleep(3)
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elif _type == 100:
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# 活动日志
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_data = json.loads(_data)
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start = _data["start"]
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count = _data["count"]
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total_count = len(log.log_records)
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records = log.log_records[start:start + count]
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return_str = json.dumps({"code": 0, "data": {"count": total_count, "data": records}})
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sk.send(return_str.encode())
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elif _type == 101:
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# 清除日志
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log.log_records.clear()
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return_str = json.dumps({"code": 0, "msg": "清除成功"})
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sk.send(return_str.encode())
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else:
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sk.send(return_str.encode())
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pass
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except Exception as e:
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return_str = json.dumps({"code": 1, "msg": str(e)})
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sk.send(return_str.encode())
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except:
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pass
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def finish(self):
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super().finish()
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def __init_trade_data_server():
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logger.info("初始化交易服务器")
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global api
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api = traderapi.CTORATstpTraderApi.CreateTstpTraderApi('./flow', False)
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# 创建回调对象
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global spi
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spi = TraderSpi(MyBaseRequestHandle.traderapi_callback)
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# 注册回调接口
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api.RegisterSpi(spi)
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# 注册多个交易前置服务地址，用逗号隔开
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# api.RegisterFront('tcp://10.0.1.101:6500,tcp://10.0.1.101:26500')
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# 注册名字服务器地址，支持多服务地址逗号隔开
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# api.RegisterNameServer('tcp://10.0.1.101:52370')
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# api.RegisterNameServer('tcp://10.0.1.101:52370,tcp://10.0.1.101:62370')
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if 1: # 模拟环境，TCP 直连Front方式
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# 注册单个交易前置服务地址
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TD_TCP_FrontAddress = "tcp://210.14.72.21:4400" # 仿真交易环境
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# TD_TCP_FrontAddress = "tcp://210.14.72.15:4400" # 24小时环境A套
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# TD_TCP_FrontAddress="tcp://210.14.72.16:9500" #24小时环境B套
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api.RegisterFront(TD_TCP_FrontAddress)
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# 注册多个交易前置服务地址，用逗号隔开 形如: api.RegisterFront("tcp://10.0.1.101:6500,tcp://10.0.1.101:26500")
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print("TD_TCP_FensAddress[sim or 24H]::%s\n" % TD_TCP_FrontAddress)
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else: # 模拟环境，FENS名字服务器方式
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TD_TCP_FensAddress = "tcp://210.14.72.21:42370"; # 模拟环境通用fens地址
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'''********************************************************************************
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* 注册 fens 地址前还需注册 fens 用户信息，包括环境编号、节点编号、Fens 用户代码等信息
|
* 使用名字服务器的好处是当券商系统部署方式发生调整时外围终端无需做任何前置地址修改
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* *****************************************************************************'''
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fens_user_info_field = traderapi.CTORATstpFensUserInfoField()
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fens_user_info_field.FensEnvID = "stock" # 必填项，暂时固定为“stock”表示普通现货柜台
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fens_user_info_field.FensNodeID = "sim" # 必填项，生产环境需按实际填写,仿真环境为sim
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fens_user_info_field.FensNodeID, = "24a" # 必填项，生产环境需按实际填写,24小时A套环境为24a
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# fens_user_info_field.FensNodeID="24b" #必填项，生产环境需按实际填写,24小时B套环境为24b
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api.RegisterFensUserInfo(fens_user_info_field)
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api.RegisterNameServer(TD_TCP_FensAddress)
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# 注册名字服务器地址，支持多服务地址逗号隔开 形如:api.RegisterNameServer('tcp://10.0.1.101:52370,tcp://10.0.1.101:62370')
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print("TD_TCP_FensAddress[%s]::%s\n" % (fens_user_info_field.FensNodeID, TD_TCP_FensAddress))
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# 订阅私有流
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api.SubscribePrivateTopic(traderapi.TORA_TERT_QUICK)
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# 订阅公有流
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api.SubscribePublicTopic(traderapi.TORA_TERT_QUICK)
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# 启动接口
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api.Init()
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|
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def run():
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__init_trade_data_server()
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laddr = "", 9002
|
tcpserver = MyThreadingTCPServer(laddr, MyBaseRequestHandle) # 注意：参数是MyBaseRequestHandle
|
# tcpserver.handle_request() # 只接受一个客户端连接
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tcpserver.serve_forever()
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|
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if __name__ == "__main__":
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run()
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