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XApi.py
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368 lines (313 loc) · 13.8 KB
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#!/usr/bin/env python
# -*- coding: utf-8 -*-
from .XQueueEnum import *
from .XSpi import *
import threading
import queue
import time
import logging
logger = logging.getLogger("XApi")
# function
fnOnRespone = WINFUNCTYPE(c_void_p, c_char, c_void_p, c_void_p, c_double, c_double, c_void_p, c_int, c_void_p, c_int,
c_void_p, c_int)
# fnOnRespone = CFUNCTYPE(c_void_p, c_char, c_void_p, c_void_p, c_double, c_double, c_void_p, c_int, c_void_p, c_int,
# c_void_p, c_int)
class XApi(object):
def __init__(self, xapi_path, name=""):
self._lib = None
self._fun = None
self._api = None
self._spi = None
self._log = None
self._status = ConnectionStatus.Uninitialized
self.name = name
self.subscribed = {}
self.orders_map = {}
self.q_check = queue.Queue()
self.t = None
self.ServerInfo = ServerInfoField()
self.UserInfo = UserInfoField()
# 加载XAPI_CPP_x86.dll，使用它来加载其它的API的C封装
self._cdll_api = CDLL(xapi_path)
# 记录回调函数
self._response = fnOnRespone(self._on_response)
# 记录回调dispatcher,将一个回调函数的请求分解为多个函数
self._response_type_dict = {
ResponseType.OnConnectionStatus: self._OnConnectionStatus,
ResponseType.OnRtnError: self._OnRtnError,
ResponseType.OnLog: self._OnLog,
ResponseType.OnRspQryInstrument: self._OnRspQryInstrument,
ResponseType.OnRspQryOrder: self._OnRspQryOrder,
ResponseType.OnRspQryInvestorPosition: self._OnRspQryInvestorPosition,
ResponseType.OnRspQryInvestor: self._OnRspQryInvestor,
ResponseType.OnRtnOrder: self._OnRtnOrder,
ResponseType.OnRtnTrade: self._OnRtnTrade,
ResponseType.OnRtnDepthMarketData: self._OnRtnDepthMarketData,
ResponseType.OnRspQryTradingAccount: self._OnRspQryTradingAccount,
ResponseType.OnRtnInstrumentStatus: self._OnRtnInstrumentStatus,
ResponseType.OnRspQrySettlementInfo: self._OnRspQrySettlementInfo,
}
def __str__(self):
return self.name or "XApi"
def init(self, lib_path):
func = self._cdll_api.X_LoadLib
func.restype = c_void_p
func.argtypes = [c_char_p]
self._lib = func(lib_path)
if self._lib is None:
return False
func = self._cdll_api.X_GetFunction
func.restype = c_void_p
func.argtypes = [c_void_p, c_char_p]
self._fun = func(self._lib, b"XRequest")
return True
def get_last_error(self):
func = self._cdll_api.X_GetLastError
func.restype = c_char_p
func.argtypes = []
ptr = func()
return ptr.decode('GBK')
def get_api_type(self):
func = self._cdll_api.X_GetApiTypes
func.restype = c_char
func.argtypes = [c_void_p]
ret = func(self._fun)
return ret
def get_api_version(self):
func = self._cdll_api.X_GetApiVersion
func.restype = c_char_p
func.argtypes = [c_void_p]
ptr = func(self._fun)
return ptr.decode('GBK')
def get_api_name(self):
func = self._cdll_api.X_GetApiName
func.restype = c_char_p
func.argtypes = [c_void_p]
ptr = func(self._fun)
return ptr.decode('GBK')
def register_spi(self, spi):
self._spi = spi
def connect(self):
if self.is_connected():
return
if self.is_connecting():
return
self._status = ConnectionStatus.Connecting
func = self._cdll_api.X_Create
func.restype = c_void_p
func.argtypes = [c_void_p]
self._api = func(self._fun)
func = self._cdll_api.X_Register
func.restype = None
func.argtypes = [c_void_p, c_void_p, c_void_p, c_void_p]
func(self._fun, self._api, self._response, id(self))
func = self._cdll_api.X_Connect
func.restype = None
func.argtypes = [c_void_p, c_void_p, c_char_p, POINTER(ServerInfoField), POINTER(UserInfoField), c_int]
func(self._fun, self._api, b'tmp', byref(self.ServerInfo), byref(self.UserInfo), 1)
if self.t is None:
self.t = threading.Thread(target=self._t_check)
self.t.daemon = True
self.t.start()
def _t_check(self):
while True:
try:
q = self.q_check.get(timeout=2)
if q is None:
break
except:
pass
if self.is_connected():
time.sleep(30)
continue
if self.is_connecting():
# 正在连接中，会收到回报，致时间有点久
time.sleep(30)
if self.is_connected():
continue
# N秒还没连上，销毁重连
self.disconnect(exit=False)
time.sleep(2)
continue
logger.info('%s:重连中...', self.name)
self.connect()
time.sleep(10)
def disconnect(self, exit=True):
# 退出重连
if exit:
self.q_check.put(None)
func = self._cdll_api.X_Disconnect
func.restype = None
func.argtypes = [c_void_p, c_void_p]
func(self._fun, self._api)
if exit:
func = self._cdll_api.X_FreeLib
func.restype = None
func.argtypes = [c_void_p]
func(self._lib)
self._api = None
def is_connected(self):
return self._status == ConnectionStatus.Done
def is_connecting(self):
return self._status not in [ConnectionStatus.Disconnected,
ConnectionStatus.Done,
ConnectionStatus.Uninitialized]
def req_query(self, query_type, query):
func = self._cdll_api.X_ReqQuery
func.restype = None
func.argtypes = [c_void_p, c_void_p, c_char, POINTER(ReqQueryField)]
# c_char(query_type) python3中可用
# c_char(chr(query_type)) python2中可用
# query_type是int
func(self._fun, self._api, c_char(b'%c' % query_type), byref(query))
def send_order(self, order):
_cnt = 1
_orders = (OrderField * _cnt)()
_orderids = (OrderIDTypeField * _cnt)()
local_ids = []
for i, o in enumerate([order]):
_orders[i].from_dict(o)
_orderids[i].OrderIDType = b''
# 记下转入的数据，后要映射用
local_ids.append(_orders[i].LocalID)
func = self._cdll_api.X_SendOrder
func.restype = c_char_p
func.argtypes = [c_void_p, c_void_p, POINTER(OrderField), c_int, POINTER(OrderIDTypeField)]
p1 = POINTER(OrderField)()
p1.contents = _orders
p2 = POINTER(OrderIDTypeField)()
p2.contents = _orderids
p3 = func(self._fun, self._api, p1, _cnt, p2)
for i in local_ids:
self.orders_map[p3] = i
return p3.decode('gbk')
def cancel_order(self, id):
p_in = OrderIDTypeField()
p_out = OrderIDTypeField()
p_out.OrderIDType = b''
p_in.OrderIDType = id.encode('gbk')
func = self._cdll_api.X_CancelOrder
func.restype = c_char_p
func.argtypes = [c_void_p, c_void_p, POINTER(OrderIDTypeField), c_int, POINTER(OrderIDTypeField)]
p1 = POINTER(OrderIDTypeField)()
p1.contents = p_in
p2 = POINTER(OrderIDTypeField)()
p2.contents = p_out
p3 = func(self._fun, self._api, p1, 1, p2)
return p3.decode('gbk')
def subscribe(self, instruments, exchange):
"""
订阅行情
:param instruments: 字符串列表
:param exchange: 字符串
:return:
"""
func = self._cdll_api.X_Subscribe
func.restype = None
func.argtypes = [c_void_p, c_void_p, c_char_p, c_char_p]
instruments_str = ';'.join(instruments)
func(self._fun, self._api, c_char_p(instruments_str.encode('gbk')), c_char_p(exchange.encode('gbk')))
self.subscribed.update({i: exchange for i in instruments})
def unsubscribe(self, instruments, exchange):
func = self._cdll_api.X_Unsubscribe
func.restype = None
func.argtypes = [c_void_p, c_void_p, c_char_p, c_char_p]
instruments_str = ';'.join(instruments)
func(self._fun, self._api, c_char_p(instruments_str.encode('gbk')), c_char_p(exchange.encode('gbk')))
for k in instruments:
self.subscribed.pop(k)
def _on_response(self, response_type, p_api1, p_api2, double1, double2, ptr1, size1, ptr2, size2, ptr3, size3):
# 解决在回调函数中断点不生效的问题，把这行代码放在要断的地方的前面
# http://stackoverflow.com/questions/34299082/not-working-python-breakpoints-in-c-thread-in-pycharm-or-eclipsepydev
# import pydevd
# pydevd.settrace(suspend=True, trace_only_current_thread=True)
self._response_type_dict.get(ord(response_type), self._on_default)(response_type, p_api1, p_api2, double1,
double2,
ptr1, size1, ptr2, size2, ptr3, size3)
def _on_default(self, response_type, p_api1, p_api2, double1, double2, ptr1, size1, ptr2, size2, ptr3, size3):
logger.warning("功能还没实现:%d" % ord(response_type))
def _OnConnectionStatus(self, response_type, p_api1, p_api2, double1, double2, ptr1, size1, ptr2, size2, ptr3,
size3):
if size1 > 0:
obj = cast(ptr1, POINTER(RspUserLoginField)).contents
else:
obj = RspUserLoginField()
self._status = int(double1)
self._spi.OnConnectionStatus(self, self._status, obj, size1)
if self.is_connected():
_subscribed = self.subscribed.copy()
for k, v in _subscribed.items():
self.subscribe(k, v)
def _OnRtnInstrumentStatus(self, response_type, p_api1, p_api2, double1, double2, ptr1, size1, ptr2, size2, ptr3,
size3):
if size1 <= 0:
return
obj = cast(ptr1, POINTER(InstrumentStatusField)).contents
self._spi.OnRtnInstrumentStatus(self, obj)
def _OnRtnError(self, response_type, p_api1, p_api2, double1, double2, ptr1, size1, ptr2, size2, ptr3, size3):
if size1 <= 0:
return
obj = cast(ptr1, POINTER(ErrorField)).contents
self._spi.OnRtnError(self, obj)
def _OnLog(self, response_type, p_api1, p_api2, double1, double2, ptr1, size1, ptr2, size2, ptr3, size3):
if size1 <= 0:
return
obj = cast(ptr1, POINTER(LogField)).contents
self._spi.OnLog(self, obj)
def _OnRspQryOrder(self, response_type, p_api1, p_api2, double1, double2, ptr1, size1, ptr2, size2, ptr3, size3):
if size1 > 0:
obj = cast(ptr1, POINTER(OrderField)).contents
else:
obj = OrderField()
self._spi.OnRspQryOrder(self, obj, size1, bool(double1))
def _OnRspQryInvestorPosition(self, response_type, p_api1, p_api2, double1, double2, ptr1, size1, ptr2, size2, ptr3,
size3):
if size1 > 0:
obj = cast(ptr1, POINTER(PositionField)).contents
else:
obj = PositionField()
self._spi.OnRspQryInvestorPosition(self, obj, size1, bool(double1))
def _OnRspQrySettlementInfo(self, response_type, p_api1, p_api2, double1, double2, ptr1, size1, ptr2, size2, ptr3,
size3):
# 同行情一样，也是一个大内存块
self._spi.OnRspQrySettlementInfo(self, ptr1, size1, bool(double1))
def _OnRspQryInstrument(self, response_type, p_api1, p_api2, double1, double2, ptr1, size1, ptr2, size2, ptr3,
size3):
if size1 > 0:
obj = cast(ptr1, POINTER(InstrumentField)).contents
else:
obj = InstrumentField()
self._spi.OnRspQryInstrument(self, obj, size1, bool(double1))
def _OnRspQryInvestor(self, response_type, p_api1, p_api2, double1, double2, ptr1, size1, ptr2, size2, ptr3, size3):
if size1 > 0:
obj = cast(ptr1, POINTER(InvestorField)).contents
else:
obj = InvestorField()
self._spi.OnRspQryInvestor(self, obj, size1, bool(double1))
def _OnRtnOrder(self, response_type, p_api1, p_api2, double1, double2, ptr1, size1, ptr2, size2, ptr3, size3):
if size1 <= 0:
return
obj = cast(ptr1, POINTER(OrderField)).contents
# 将用户指定的id进行映射
_uuid = self.orders_map.get(obj.LocalID, None)
if _uuid is not None:
obj.LocalID = _uuid
self._spi.OnRtnOrder(self, obj)
def _OnRtnTrade(self, response_type, p_api1, p_api2, double1, double2, ptr1, size1, ptr2, size2, ptr3, size3):
if size1 <= 0:
return
obj = cast(ptr1, POINTER(TradeField)).contents
# _uuid = self.orders_map[obj.LocaID]
# obj.LocalID = _uuid
self._spi.OnRtnTrade(self, obj)
def _OnRtnDepthMarketData(self, response_type, p_api1, p_api2, double1, double2, ptr1, size1, ptr2, size2, ptr3,
size3):
# 由于这个结构体比较特殊，内存区域需要解析，所以直接传回去
self._spi.OnRtnDepthMarketData(self, ptr1, size1)
def _OnRspQryTradingAccount(self, response_type, p_api1, p_api2, double1, double2, ptr1, size1, ptr2, size2, ptr3,
size3):
if size1 > 0:
obj = cast(ptr1, POINTER(AccountField)).contents
else:
obj = AccountField()
self._spi.OnRspQryTradingAccount(self, obj, size1, bool(double1))