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api.py
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166 lines (125 loc) · 3.41 KB
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# -*- coding: utf-8 -*-
from quantdigger.event import OrderEvent
from abc import ABCMeta, abstractmethod
class Trader(object):
__metaclass__ = ABCMeta
""" 交易类，包含了回调注册等高级封装。 """
def __init__(self, arg):
pass
@abstractmethod
def connect(self):
""" 连接器 """
pass
@abstractmethod
def query_contract(self, contract, sync=False):
""" 合约查询 """
pass
@abstractmethod
def query_tick(self, contract, sync=False):
""" 深度行情数据 """
pass
@abstractmethod
def query_captital(self, sync=False):
""" 查询资金账户 """
pass
@abstractmethod
def query_position(self, sync=False):
""" 查询投资者持仓"""
pass
@abstractmethod
def order(self, order, sync=False):
""" 下单请求
:param Order order: 委托订单。
"""
pass
@abstractmethod
def cancel_order(self, orderid, sync=False):
""" 撤单操作请求 """
pass
def on_transaction(self, trans):
""" 委托成交回调 """
pass
def on_tick(self, tick):
""" tick数据回调 """
pass
def on_capital(self, tick):
""" 资金查询回调 """
pass
def on_position(self, tick):
""" 持仓查询回调 """
pass
class CtpTraderAPI(object):
""" Ctp交易类 """
def __init__(self):
pass
def connect(self):
""" 连接"""
pass
def query_contract(self, contract):
""" 合约查询 """
pass
def query_tick(self, contract):
""" 深度行情数据 """
pass
def query_captital(self):
""" 查询资金账户 """
pass
def query_position(self):
""" 查询投资者持仓"""
pass
def order(self, order):
""" 下单请求 """
pass
def cancel_order(self, orderid):
""" 撤单操作请求 """
pass
def on_transaction(self, trans):
""" 委托成交回调 """
pass
def on_tick(self, tick):
""" tick数据回调 """
pass
def on_capital(self, tick):
""" 资金查询回调 """
pass
def on_position(self, tick):
""" 持仓查询回调 """
pass
class SimulateTraderAPI(Trader):
""" 模拟交易下单接口 """
def __init__(self, blotter, events_pool):
self._blotter = blotter
self._events = events_pool
def connect(self):
""" 连接"""
pass
def query_contract(self, contract):
""" 合约查询 """
pass
def query_tick(self, contract):
""" 深度行情数据 """
pass
def query_captital(self):
""" 查询资金账户 """
pass
def query_position(self):
""" 查询投资者持仓"""
pass
def order(self, order):
""" 模拟下单 """
self._events.put(OrderEvent(order))
def cancel_order(self, orderid):
""" 撤单操作请求 """
pass
def on_transaction(self, trans):
""" 模拟委托成交回调 """
self._blotter.update_fill(trans)
def on_tick(self, tick):
""" tick数据回调 """
pass
def on_capital(self, tick):
""" 资金查询回调 """
pass
def on_position(self, tick):
""" 持仓查询回调 """
pass