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snowtigersoftsnowtigersoft
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xapi python implement
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‎.gitignore‎

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# Windows shortcuts
231231
*.lnk
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Python/.idea/

‎Python/base/__init__.py‎

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# -*- coding: utf-8 -*-
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__author__ = 'Chunyou<[email protected]>'

‎Python/base/abstract_xapi.py‎

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# -*- coding: utf-8 -*-
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__author__ = 'Chunyou<[email protected]>'
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from .comm import *
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class AbstractXApi(object):
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is_connected = False
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user_login_field = None
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_lib_path = None
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_callbacks = []
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_is_market = True
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_xapi = None
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debug = False
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def __init__(self, xapi_lib_path, lib_path, is_market=True):
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"""
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create api from the lib_path
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:param lib_path:
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:return:
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"""
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self._lib_path = lib_path
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self._is_market = is_market
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if xapi_lib_path:
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self._xapi = CDLL(xapi_lib_path)
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def init(self):
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"""
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load the lib
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:return:
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"""
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pass
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def get_last_error(self):
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pass
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def get_api_type(self):
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return Nono
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def get_api_version(self):
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return "0.1"
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def get_api_name(self):
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return 'AbstractXApi'
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def set_callbacks(self, callbacks):
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if not isinstance(callbacks, list):
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callbacks = [callbacks]
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self._callbacks = callbacks
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def connect(self, path, server_info, user_info, count):
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"""
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Connect to the server.
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:param path:
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:param server_info:
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:param user_info:
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:param count:
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:return:
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"""
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pass
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def disconnect(self):
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pass
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def subscribe(self, instrument_ids, exchange_id=b''):
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"""
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Subscribe market data for the given instruments.
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:param instrument_ids: [string], list of instrument ids.
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:param exchange_id: string, exchange id
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"""
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pass
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def unsubscribe(self, instrument_ids, exchange_id=b''):
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"""
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Un-subscribe market data for the given instruments.
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:param instrument_ids: [string], list of instrument ids.
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:param exchange_id: string, exchange id
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"""
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pass
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def subscribe_quote(self, instrument_ids, exchange_id=b''):
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"""
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Subscribe market data for the given instruments.
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:param instrument_ids: [string], list of instrument ids.
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:param exchange_id: string, exchange id
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"""
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pass
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def unsubscribe_quote(self, instrument_ids, exchange_id=b''):
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"""
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Un-subscribe market data for the given instruments.
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:param instrument_ids: [string], list of instrument ids.
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:param exchange_id: string, exchange id
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"""
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pass
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def req_qry_instrument(self, instrument_id, exchange_id):
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"""
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get instrument info
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:param instrument_id: string
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:param exchange_id: string, exchange id
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:return:
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"""
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pass
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def req_qry_investor_position(self, instrument_id, exchange_id):
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"""
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get investor position
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:param instrument_id: string
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:param exchange_id: string
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:return:
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"""
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pass
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def req_qry_trading_account(self):
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"""
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get trading account info
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:return:
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"""
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pass
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def send_order(self, p_order, p_in_out, count):
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"""
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create a new order
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:param p_order:
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:param p_in_out:
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:param count:
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:return:
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"""
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pass
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def cancel_order(self, p_in, p_out, count):
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"""
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cancel an order
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:param p_in:
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:param p_out:
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:param count:
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:return:
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"""
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pass
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def send_quote(self, p_quote, p_ask_out, p_bid_out, count):
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"""
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create a new quote
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:param p_quote:
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:param p_ask_out:
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:param p_bid_out:
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:param count:
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:return:
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"""
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pass
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def cancel_quote(self, p_in, p_out, count):
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"""
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cancel a quote
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:param p_in:
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:param p_out:
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:param count:
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:return:
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"""
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pass
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def _on_response(self, response_type, p_api1, p_api2, double1, double2, ptr1, size1, ptr2, size2, ptr3, size3):
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"""
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callback from the queue
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:param response_type:
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:param p_api1:
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:param p_api2:
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:param double1:
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:param double2:
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:param ptr1:
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:param size1:
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:param ptr2:
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:param size2:
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:param ptr3:
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:param size3:
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:return:
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"""
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if self.debug:
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print "Response: ", ord(response_type)
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if response_type == OnConnectionStatus.value:
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self._on_connect_status(p_api2, chr(int(double1)), ptr1, size1)
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elif self._callbacks:
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for callback in self._callbacks:
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if response_type == OnRtnDepthMarketData.value:
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obj = cast(ptr1, POINTER(DepthMarketDataField)).contents
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if self._is_market:
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callback.on_market_rtn_depth_market_data(p_api2, obj)
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elif response_type == OnRspQryInstrument.value:
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obj = cast(ptr1, POINTER(InstrumentField)).contents
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callback.on_trading_rsp_qry_instrument(p_api2, obj, bool(double1))
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elif response_type == OnRspQryTradingAccount.value:
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obj = cast(ptr1, POINTER(AccountField)).contents
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callback.on_trading_rsp_qry_trading_account(p_api2, obj, bool(double1))
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elif response_type == OnRspQryInvestorPosition.value:
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obj = cast(ptr1, POINTER(PositionField)).contents
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callback.on_trading_rsp_qry_investor_position(p_api2, obj, bool(double1))
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elif response_type == OnRspQrySettlementInfo.value:
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obj = cast(ptr1, POINTER(SettlementInfoField)).contents
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callback.on_trading_rsp_qry_settlement_info(p_api2, obj, bool(double1))
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elif response_type == OnRtnOrder.value:
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obj = cast(ptr1, POINTER(OrderField)).contents
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callback.on_trading_rtn_order(p_api2, obj)
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elif response_type == OnRtnTrade.value:
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obj = cast(ptr1, POINTER(TradeField)).contents
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callback.on_trading_rtn_trade(p_api2, obj)
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elif response_type == OnRtnQuote.value:
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obj = cast(ptr1, POINTER(QuoteField)).contents
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callback.on_trading_rtn_quote(p_api2, obj)
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elif response_type == OnRtnQuoteRequest.value:
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obj = cast(ptr1, POINTER(QuoteRequestField)).contents
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callback.on_trading_rtn_quote_request(p_api2, obj)
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elif response_type == OnRspQryHistoricalTicks.value:
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obj = cast(ptr1, POINTER(TickField)).contents
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obj2 = cast(ptr2, POINTER(HistoricalDataRequestField)).contents
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callback.on_trading_rsp_qry_historical_ticks(p_api2, obj, obj2, bool(double1))
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elif response_type == OnRspQryHistoricalBars.value:
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obj = cast(ptr1, POINTER(BarField)).contents
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obj2 = cast(ptr2, POINTER(HistoricalDataRequestField)).contents
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callback.on_trading_rsp_qry_historical_bars(p_api2, obj, obj2, bool(double1))
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elif response_type == OnRspQryInvestor.value:
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obj = cast(ptr1, POINTER(InvestorField)).contents
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callback.on_trading_rsp_qry_investor(p_api2, obj)
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elif response_type == OnFilterSubscribe.value:
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instrument = c_char_p(ptr1).value
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callback.on_trading_filter_subscribe(p_api2, ExchangeType(double1), size1, size2, size3, instrument)
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elif response_type == OnRtnError.value:
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obj = cast(ptr1, POINTER(ErrorField)).contents
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if self._is_market:
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callback.on_market_rsp_error(p_api2, obj, bool(double1))
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else:
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callback.on_trading_rsp_error(p_api2, obj, bool(double1))
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def _on_connect_status(self, p_api, status, p_user_login_field, size):
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"""
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callback on connect status
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:param p_api: int
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:param status:
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:param p_user_login_field: POINT of RspUserLoginField
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:return:
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"""
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# 连接状态更新
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self.is_connected = Done.value == status
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obj = RspUserLoginField()
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if status in [Logined.value, Disconnected.value, Doing.value] and size > 0:
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obj = cast(p_user_login_field, POINTER(RspUserLoginField)).contents
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self.user_login_field = obj
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if self._callbacks:
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for callback in self._callbacks:
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if self._is_market:
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callback.on_market_connected(p_api, obj, status)
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else:
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callback.on_trading_connected(p_api, obj, status)
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def invoke_log(self, func_name, **kwargs):
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for callback in self._callbacks:
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if getattr(callback, func_name, None):
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getattr(callback, func_name)(kwargs)
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def make_response(self, response_type, p_api1=None, p_api2=None, double1=0, double2=0, ptr1=None, size1=0, ptr2=None, size2=0, ptr3=None, size3=0):
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"""
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Make a response manually, useful in backtesting class
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:param response_type:
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:param p_api1:
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:param p_api2:
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:param double1:
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:param double2:
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:param ptr1:
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:param size1:
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:param ptr2:
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:param size2:
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:param ptr3:
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:param size3:
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:return:
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"""
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if p_api1:
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p_api1 = id(p_api1)
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if p_api2:
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p_api2 = id(p_api2)
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if ptr1:
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ptr1 = byref(ptr1)
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if size1 == 0:
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size1 = 1
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if ptr2:
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ptr2 = byref(ptr2)
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if size2 == 0:
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size2 = 1
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if ptr3:
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ptr3 = byref(ptr3)
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if size3 == 0:
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size3 = 1
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return self._on_response(response_type.value, p_api1, p_api2, double1, double2, ptr1, size1, ptr2, size2, ptr3, size3)

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