#!/usr/bin/python
# -*- coding: UTF-8 -*-

import sys
import lev2mdapi

Front_Address = "tcp://10.0.1.101:6900"
Multicast_Address = "udp://224.224.2.19:7889"
Multicast_Address2 = "udp://224.224.224.234:7890"
Local_Interface_Address = "192.168.84.75"
Sender_Interface_Address = "10.0.1.101"

g_SubMarketData = True;
g_SubTransaction = True;
g_SubOrderDetail = True;
g_SubXTSTick = True;
g_SubXTSMarketData = True;
g_SubNGTSTick = True;
g_SubBondMarketData = True;
g_SubBondTransaction = True;
g_SubBondOrderDetail = True;

SH_Securities = [b"600035", b"510050", b"600000"];
SH_XTS_Securities = [b"018003", b"113565"];

SZ_Securities = [b"000001", b"128048", b"128125"];
SZ_Bond_Securities = [b"100303", b"109559", b"112617"];


class Lev2MdSpi(lev2mdapi.CTORATstpLev2MdSpi):
    def __init__(self, api):
        lev2mdapi.CTORATstpLev2MdSpi.__init__(self)
        self.__api = api

    def OnFrontConnected(self):
        print("OnFrontConnected")
        # 请求登录
        login_req = lev2mdapi.CTORATstpReqUserLoginField()
        self.__api.ReqUserLogin(login_req, 1)

    def OnRspUserLogin(self, pRspUserLogin, pRspInfo, nRequestID, bIsLast):
        print("OnRspUserLogin: ErrorID[%d] ErrorMsg[%s] RequestID[%d] IsLast[%d]" % (
        pRspInfo['ErrorID'], pRspInfo['ErrorMsg'], nRequestID, bIsLast))
        if pRspInfo['ErrorID'] == 0:
            if g_SubMarketData:
                self.__api.SubscribeMarketData(SH_Securities, lev2mdapi.TORA_TSTP_EXD_SSE);
                self.__api.SubscribeMarketData(SZ_Securities, lev2mdapi.TORA_TSTP_EXD_SZSE);

            if g_SubTransaction:
                self.__api.SubscribeTransaction(SH_Securities, lev2mdapi.TORA_TSTP_EXD_SSE);
                self.__api.SubscribeTransaction(SZ_Securities, lev2mdapi.TORA_TSTP_EXD_SZSE);

            if g_SubOrderDetail:
                self.__api.SubscribeOrderDetail(SH_Securities, lev2mdapi.TORA_TSTP_EXD_SSE);
                self.__api.SubscribeOrderDetail(SZ_Securities, lev2mdapi.TORA_TSTP_EXD_SZSE);

            if g_SubXTSTick:
                self.__api.SubscribeXTSTick(SH_XTS_Securities, lev2mdapi.TORA_TSTP_EXD_SSE);

            if g_SubXTSMarketData:
                self.__api.SubscribeXTSMarketData(SH_XTS_Securities, lev2mdapi.TORA_TSTP_EXD_SSE);

            if g_SubBondMarketData:
                self.__api.SubscribeBondMarketData(SZ_Bond_Securities, lev2mdapi.TORA_TSTP_EXD_SZSE);

            if g_SubBondTransaction:
                self.__api.SubscribeBondTransaction(SZ_Bond_Securities, lev2mdapi.TORA_TSTP_EXD_SZSE);

            if g_SubBondOrderDetail:
                self.__api.SubscribeBondOrderDetail(SZ_Bond_Securities, lev2mdapi.TORA_TSTP_EXD_SZSE);
            # 4.0.5版本接口
            if g_SubNGTSTick:
                self.__api.SubscribeNGTSTick(SH_Securities, lev2mdapi.TORA_TSTP_EXD_SSE);

    def OnRspSubMarketData(self, pSpecificSecurity, pRspInfo, nRequestID, bIsLast):
        print("OnRspSubMarketData")

    def OnRspSubIndex(self, pSpecificSecurity, pRspInfo, nRequestID, bIsLast):
        print("OnRspSubIndex")

    def OnRspSubTransaction(self, pSpecificSecurity, pRspInfo, nRequestID, bIsLast):
        print("OnRspSubTransaction")

    def OnRspSubOrderDetail(self, pSpecificSecurity, pRspInfo, nRequestID, bIsLast):
        print("OnRspSubOrderDetail")

    def OnRspSubBondMarketData(self, pSpecificSecurity, pRspInfo, nRequestID, bIsLast):
        print("OnRspSubBondMarketData")

    def OnRspSubBondTransaction(self, pSpecificSecurity, pRspInfo, nRequestID, bIsLast):
        print("OnRspSubBondTransaction")

    def OnRspSubBondOrderDetail(self, pSpecificSecurity, pRspInfo, nRequestID, bIsLast):
        print("OnRspSubBondOrderDetail")

    def OnRspSubXTSMarketData(self, pSpecificSecurity, pRspInfo, nRequestID, bIsLast):
        print("OnRspSubXTSMarketData")

    def OnRspSubXTSTick(self, pSpecificSecurity, pRspInfo, nRequestID, bIsLast):
        print("OnRspSubXTSTick")

    # 4.0.5版本接口
    def OnRspSubNGTSTick(self, pSpecificSecurity, pRspInfo, nRequestID, bIsLast):
        print("OnRspSubNGTSTick")

    def OnRtnMarketData(self, pDepthMarketData, FirstLevelBuyNum, FirstLevelBuyOrderVolumes, FirstLevelSellNum,
                        FirstLevelSellOrderVolumes):
        # 输出行情快照数据
        print(
            "OnRtnMarketData SecurityID[%s] LastPrice[%.2f] TotalVolumeTrade[%d] TotalValueTrade[%.2f] BidPrice1[%.2f] BidVolume1[%d] AskPrice1[%.2f] AskVolume1[%d]" % (
            pDepthMarketData['SecurityID'],
            pDepthMarketData['LastPrice'],
            pDepthMarketData['TotalValueTrade'],
            pDepthMarketData['TotalValueTrade'],
            pDepthMarketData['BidPrice1'],
            pDepthMarketData['BidVolume1'],
            pDepthMarketData['AskPrice1'],
            pDepthMarketData['AskVolume1']))
        # 输出一档价位买队列前50笔委托数量
        for buy_index in range(0, FirstLevelBuyNum):
            print("first level buy  [%d] : [%d]" % (buy_index, FirstLevelBuyOrderVolumes[buy_index]))

        # 输出一档价位卖队列前50笔委托数量
        for sell_index in range(0, FirstLevelSellNum):
            print("first level sell [%d] : [%d]" % (sell_index, FirstLevelSellOrderVolumes[sell_index]))

    def OnRtnIndex(self, pIndex):
        # 输出指数行情数据
        print(
            "OnRtnIndex SecurityID[%s] LastIndex[%.2f] LowIndex[%.2f] HighIndex[%.2f] TotalVolumeTraded[%d] Turnover[%.2f]" % (
            pIndex['SecurityID'],
            pIndex['LastIndex'],
            pIndex['LowIndex'],
            pIndex['HighIndex'],
            pIndex['TotalVolumeTraded'],
            pIndex['Turnover']))

    def OnRtnTransaction(self, pTransaction):
        # 输出逐笔成交数据
        print(
            "OnRtnTransaction SecurityID[%s] TradePrice[%.2f] TradeVolume[%d] TradeTime[%d] MainSeq[%d] SubSeq[%d] BuyNo[%d] SellNo[%d]" % (
            pTransaction['SecurityID'],
            pTransaction['TradePrice'],
            pTransaction['TradeVolume'],
            pTransaction['TradeTime'],
            pTransaction['MainSeq'],
            pTransaction['SubSeq'],
            pTransaction['BuyNo'],
            pTransaction['SellNo']))

    def OnRtnOrderDetail(self, pOrderDetail):
        # 输出逐笔委托数据
        print(
            "OnRtnOrderDetail SecurityID[%s] Price[%.2f] Volume[%d] Side[%s] OrderType[%s] OrderTime[%d] MainSeq[%d] SubSeq[%d]" % (
            pOrderDetail['SecurityID'],
            pOrderDetail['Price'],
            pOrderDetail['Volume'],
            pOrderDetail['Side'],
            pOrderDetail['OrderType'],
            pOrderDetail['OrderTime'],
            pOrderDetail['MainSeq'],
            pOrderDetail['SubSeq']))

    def OnRtnBondMarketData(self, pDepthMarketData, FirstLevelBuyNum, FirstLevelBuyOrderVolumes, FirstLevelSellNum,
                            FirstLevelSellOrderVolumes):
        # 输出行情快照数据
        print(
            "OnRtnBondMarketData SecurityID[%s] LastPrice[%.2f] TotalVolumeTrade[%d] TotalValueTrade[%.2f] BidPrice1[%.2f] BidVolume1[%d] AskPrice1[%.2f] AskVolume1[%d]" % (
                pDepthMarketData['SecurityID'],
                pDepthMarketData['LastPrice'],
                pDepthMarketData['TotalValueTrade'],
                pDepthMarketData['TotalValueTrade'],
                pDepthMarketData['BidPrice1'],
                pDepthMarketData['BidVolume1'],
                pDepthMarketData['AskPrice1'],
                pDepthMarketData['AskVolume1']))

        # 输出一档价位买队列前50笔委托数量
        for buy_index in range(0, FirstLevelBuyNum):
            print("first level buy  [%d] : [%d]" % (buy_index, FirstLevelBuyOrderVolumes[buy_index]))

        # 输出一档价位卖队列前50笔委托数量
        for sell_index in range(0, FirstLevelSellNum):
            print("first level sell [%d] : [%d]" % (sell_index, FirstLevelSellOrderVolumes[sell_index]))

    def OnRtnBondTransaction(self, pTransaction):
        # 输出逐笔成交数据
        print(
            "OnRtnBondTransaction SecurityID[%s] TradePrice[%.2f] TradeVolume[%d] TradeTime[%d] MainSeq[%d] SubSeq[%d] BuyNo[%d] SellNo[%d]" % (
                pTransaction['SecurityID'],
                pTransaction['TradePrice'],
                pTransaction['TradeVolume'],
                pTransaction['TradeTime'],
                pTransaction['MainSeq'],
                pTransaction['SubSeq'],
                pTransaction['BuyNo'],
                pTransaction['SellNo']))

    def OnRtnBondOrderDetail(self, pOrderDetail):
        # 输出逐笔委托数据
        print(
            "OnRtnBondOrderDetail SecurityID[%s] Price[%.2f] Volume[%d] Side[%s] OrderType[%s] OrderTime[%d] MainSeq[%d] SubSeq[%d]" % (
                pOrderDetail['SecurityID'],
                pOrderDetail['Price'],
                pOrderDetail['Volume'],
                pOrderDetail['Side'],
                pOrderDetail['OrderType'],
                pOrderDetail['OrderTime'],
                pOrderDetail['MainSeq'],
                pOrderDetail['SubSeq']))

    def OnRtnXTSMarketData(self, pDepthMarketData, FirstLevelBuyNum, FirstLevelBuyOrderVolumes, FirstLevelSellNum,
                           FirstLevelSellOrderVolumes):
        # 输出行情快照数据
        print(
            "OnRtnXTSMarketData SecurityID[%s] LastPrice[%.2f] TotalVolumeTrade[%d] TotalValueTrade[%.2f] BidPrice1[%.2f] BidVolume1[%d] AskPrice1[%.2f] AskVolume1[%d]" % (
                pDepthMarketData['SecurityID'],
                pDepthMarketData['LastPrice'],
                pDepthMarketData['TotalValueTrade'],
                pDepthMarketData['TotalValueTrade'],
                pDepthMarketData['BidPrice1'],
                pDepthMarketData['BidVolume1'],
                pDepthMarketData['AskPrice1'],
                pDepthMarketData['AskVolume1']))

        # 输出一档价位买队列前50笔委托数量
        for buy_index in range(0, FirstLevelBuyNum):
            print("first level buy  [%d] : [%d]" % (buy_index, FirstLevelBuyOrderVolumes[buy_index]))

        # 输出一档价位卖队列前50笔委托数量
        for sell_index in range(0, FirstLevelSellNum):
            print("first level sell [%d] : [%d]" % (sell_index, FirstLevelSellOrderVolumes[sell_index]))

    def OnRtnXTSTick(self, pTick):
        # 输出上海债券逐笔数据’
        print(
            "OnXTSTick TickType[%s] SecurityID[%s] Price[%.2f] Volume[%d] TickTime[%d] MainSeq[%d] SubSeq[%d] BuyNo[%d] SellNo[%d]" % (
                pTick['TickType'],
                pTick['SecurityID'],
                pTick['Price'],
                pTick['Volume'],
                pTick['TickTime'],
                pTick['MainSeq'],
                pTick['SubSeq'],
                pTick['BuyNo'],
                pTick['SellNo']))

    def OnRtnNGTSTick(self, pTick):
        # 输出上海股基逐笔数据’
        print(
            "OnRtnNGTSTick TickType[%s] SecurityID[%s] Price[%.2f] Volume[%d] TickTime[%d] MainSeq[%d] SubSeq[%d] BuyNo[%d] SellNo[%d]" % (
                pTick['TickType'],
                pTick['SecurityID'],
                pTick['Price'],
                pTick['Volume'],
                pTick['TickTime'],
                pTick['MainSeq'],
                pTick['SubSeq'],
                pTick['BuyNo'],
                pTick['SellNo']))


if __name__ == "__main__":
    print(lev2mdapi.CTORATstpLev2MdApi_GetApiVersion())
    # case 1: Tcp方式
    # g_SubMode=lev2mdapi.TORA_TSTP_MST_TCP
    # case 2: 组播方式
    g_SubMode = lev2mdapi.TORA_TSTP_MST_MCAST

    # case 1缓存模式
    global api
    api = lev2mdapi.CTORATstpLev2MdApi_CreateTstpLev2MdApi(g_SubMode, True)
    # case 2非缓存模式
    # api = lev2mdapi.CTORATstpLev2MdApi_CreateTstpLev2MdApi(g_SubMode, False)
    global spi
    spi = Lev2MdSpi(api)
    api.RegisterSpi(spi)

    if g_SubMode != lev2mdapi.TORA_TSTP_MST_MCAST:
        api.RegisterFront(Front_Address)
    else:
        # case 1 从一个组播地址收取行情
        api.RegisterMulticast(Multicast_Address, Local_Interface_Address, "")

    # case 2:注册多个组播地址同时收行情
    # api.RegisterMulticast(Multicast_Address, Local_Interface_Address, Sender_Interface_Address);
    # api.RegisterMulticast(Multicast_Address2, Local_Interface_Address, Sender_Interface_Address);

    # case 3:efvi模式收行情
    # api.RegisterMulticast(Multicast_Address, Local_Interface_Address, Sender_Interface_Address, "enp101s0f0",4096, True);

    # case 1 不绑核运行
    api.Init()
    # case 2 绑核运行
    # api.Init("2,17")
    str = input("\n")