Skip to content
Open
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
18 changes: 9 additions & 9 deletions pyfutures/futuresDemo.py
Original file line number Diff line number Diff line change
Expand Up @@ -14,22 +14,22 @@ def __init__(self, instruments, broker_id,
self.passwd = passwd

def OnRspError(self, info, RequestId, IsLast):
print " Error"
print(" Error")
self.isErrorRspInfo(info)

def isErrorRspInfo(self, info):
if info.ErrorID !=0:
print "ErrorID=", info.ErrorID, ", ErrorMsg=", info.ErrorMsg
print("ErrorID=", info.ErrorID, ", ErrorMsg=", info.ErrorMsg)
return info.ErrorID !=0

def OnFrontDisConnected(self, reason):
print "onFrontDisConnected:", reason
print("onFrontDisConnected:", reason)

def OnHeartBeatWarning(self, time):
print "onHeartBeatWarning", time
print("onHeartBeatWarning", time)

def OnFrontConnected(self):
print "OnFrontConnected:"
print("OnFrontConnected:")
self.user_login(self.broker_id, self.investor_id, self.passwd)

def user_login(self, broker_id, investor_id, passwd):
Expand All @@ -39,9 +39,9 @@ def user_login(self, broker_id, investor_id, passwd):
r=self.ReqUserLogin(req, self.requestid)

def OnRspUserLogin(self, userlogin, info, rid, is_last):
print "OnRspUserLogin", is_last, info
print("OnRspUserLogin", is_last, info)
if is_last and not self.isErrorRspInfo(info):
print "get today's trading day:", repr(self.GetTradingDay())
print("get today's trading day:", repr(self.GetTradingDay()))
self.subscribe_market_data(self.instruments)

def subscribe_market_data(self, instruments):
Expand All @@ -54,8 +54,8 @@ def subscribe_market_data(self, instruments):
# print "OnRspUnSubMarketData"

def OnRtnDepthMarketData(self, depth_market_data):
print "OnRtnDepthMarketData"
print depth_market_data.BidPrice1,depth_market_data.BidVolume1,depth_market_data.AskPrice1,depth_market_data.AskVolume1,depth_market_data.LastPrice,depth_market_data.Volume,depth_market_data.UpdateTime,depth_market_data.UpdateMillisec,depth_market_data.InstrumentID
print("OnRtnDepthMarketData")
print(depth_market_data.BidPrice1,depth_market_data.BidVolume1,depth_market_data.AskPrice1,depth_market_data.AskVolume1,depth_market_data.LastPrice,depth_market_data.Volume,depth_market_data.UpdateTime,depth_market_data.UpdateMillisec,depth_market_data.InstrumentID)

#inst=[u'al1008', u'al1009', u'al1010', u'al1011', u'al1012', u'al1101', u'al1102', u'al1103', u'al1104', u'al1105', u'al1106', u'al1107', u'au1008', u'au1009', u'au1010', u'au1011', u'au1012', u'au1101', u'au1102', u'au1103', u'au1104', u'au1105', u'au1106', u'au1107', u'cu1008', u'cu1009', u'cu1010', u'cu1011', u'cu1012', u'cu1101', u'cu1102', u'cu1103', u'cu1104', u'cu1105', u'cu1106', u'cu1107', u'fu1009', u'fu1010', u'fu1011', u'fu1012', u'fu1101', u'fu1103', u'fu1104', u'fu1105', u'fu1106', u'fu1107', u'fu1108', u'rb1008', u'rb1009', u'rb1010', u'rb1011', u'rb1012', u'rb1101', u'rb1102', u'rb1103', u'rb1104', u'rb1105', u'rb1106', u'rb1107', u'ru1008', u'ru1009', u'ru1010', u'ru1011', u'ru1101', u'ru1103', u'ru1104', u'ru1105', u'ru1106', u'ru1107', u'wr1008', u'wr1009', u'wr1010', u'wr1011', u'wr1012', u'wr1101', u'wr1102', u'wr1103', u'wr1104', u'wr1105', u'wr1106', u'wr1107', u'zn1008', u'zn1009', u'zn1010', u'zn1011', u'zn1012', u'zn1101', u'zn1102', u'zn1103', u'zn1104', u'zn1105', u'zn1106']
inst = [u'AU0']
Expand Down
Loading