完善vn.trader中的sgitGateway

vnpy · Nov 20, 2016 · 9e789af · 9e789af
1 parent 76cbeba
commit 9e789af
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Showing 3 changed files with 20 additions and 9 deletions.
diff --git a/vn.trader/ctpGateway/ctpGateway.py b/vn.trader/ctpGateway/ctpGateway.py
@@ -1259,6 +1259,10 @@ def connect(self, userID, password, brokerID, address):
                 os.makedirs(path)
             self.createFtdcTraderApi(path)
 
+            # 设置数据同步模式为推送从今日开始所有数据
+            self.subscribePrivateTopic(0)
+            self.subscribePublicTopic(0)            
+
             # 注册服务器地址
             self.registerFront(self.address)
 

diff --git a/vn.trader/sgitGateway/SGIT_connect.json b/vn.trader/sgitGateway/SGIT_connect.json
@@ -1,7 +1,7 @@
 {
     "brokerID": "9999", 
-    "tdAddress": "tcp://180.168.146.187:10000", 
-    "password": "simnow申请", 
-    "mdAddress": "tcp://180.168.212.228:41213", 
-    "userID": "simnow申请"
+    "tdAddress": "tcp://140.206.81.6:37776", 
+    "password": "888888", 
+    "mdAddress": "tcp://140.206.81.6:37777", 
+    "userID": "0600035"
 }
diff --git a/vn.trader/sgitGateway/sgitGateway.py b/vn.trader/sgitGateway/sgitGateway.py
@@ -46,7 +46,7 @@
 exchangeMap[EXCHANGE_SHFE] = 'SHFE'
 exchangeMap[EXCHANGE_CZCE] = 'CZCE'
 exchangeMap[EXCHANGE_DCE] = 'DCE'
-exchangeMap[EXCHANGE_SSE] = 'SSE'
+exchangeMap[EXCHANGE_SGE] = 'SGE'
 exchangeMap[EXCHANGE_UNKNOWN] = ''
 exchangeMapReverse = {v:k for k,v in exchangeMap.items()}
 
@@ -477,6 +477,10 @@ def connect(self, userID, password, brokerID, address):
                 os.makedirs(path)
             self.createFtdcTraderApi(path)
 
+            # 设置数据同步模式为推送从今日开始所有数据
+            self.subscribePrivateTopic(0)
+            self.subscribePublicTopic(0)            
+
             # 注册服务器地址
             self.registerFront(self.address)
 
@@ -520,6 +524,7 @@ def sendOrder(self, orderReq):
         """发单"""
         self.reqID += 1
         self.orderRef += 1
+        orderRef = str(self.orderRef).rjust(10, '0')
 
         req = {}
 
@@ -532,7 +537,7 @@ def sendOrder(self, orderReq):
         req['Direction'] = directionMap.get(orderReq.direction, '')
         req['CombOffsetFlag'] = offsetMap.get(orderReq.offset, '')
 
-        req['OrderRef'] = str(self.orderRef)
+        req['OrderRef'] = orderRef
         req['InvestorID'] = self.userID
         req['UserID'] = self.userID
         req['BrokerID'] = self.brokerID
@@ -558,7 +563,8 @@ def sendOrder(self, orderReq):
         self.reqOrderInsert(req, self.reqID)
 
         # 返回订单号（字符串），便于某些算法进行动态管理
-        vtOrderID = '.'.join([self.gatewayName, str(self.orderRef)])
+        vtOrderID = '.'.join([self.gatewayName, orderRef])
+
         return vtOrderID
 
     #----------------------------------------------------------------------
@@ -577,6 +583,7 @@ def cancelOrder(self, cancelOrderReq):
         req['ActionFlag'] = defineDict['THOST_FTDC_AF_Delete']
         req['BrokerID'] = self.brokerID
         req['InvestorID'] = self.userID
+        req['UserID'] = self.userID
 
         self.reqOrderAction(req, self.reqID)
 
@@ -1033,7 +1040,7 @@ def onRspError(self, error, id, last):
         err.gatewayName = self.gatewayName
         err.errorID = error['ErrorID']
         err.errorMsg = error['ErrorMsg'].decode('gbk')
-        self.gateway.onError(err)
+        self.gateway.onError(err)    
 
     #----------------------------------------------------------------------
     def onRtnOrder(self, data):
@@ -1115,7 +1122,7 @@ def onErrRtnOrderAction(self, data, error):
         err.gatewayName = self.gatewayName
         err.errorID = error['ErrorID']
         err.errorMsg = error['ErrorMsg'].decode('gbk')
-        self.gateway.onError(err)
+        self.gateway.onError(err)      
 
     #----------------------------------------------------------------------
     def onRtnInstrumentStatus(self, data):