python，CTP接口函数调用逻辑

本文章为说明https://github.com/nicai0609/Python-CTPAPI的pythonCTP接口的使用方法。

首先我们先从下面这个图表大概了解各个函数的作用

消息	格式	实例
请求	Req------	ReqUserLogin
响应	OnRsp------	OnRspUserLogin
查询	ReqQry------	ReqQryInstrument
查询请求的响应	OnRspQry------	OnRspQryInstrument
回报	OnRtn------	OnRtnOrder
错误回报	OnErrRtn------	OnErrRtnOrderInsert

 然后看一个下单的示例代码：

# -*- coding: utf-8 -*-
import thosttraderapi as api

#Addr交易服务器地址
FrontAddr="tcp://180.168.146.187:10101"
#LoginInfo
BROKERID="9999"
USERID="070624"
PASSWORD="070624"
#OrderInfo
EXCHANGEID="CFFEX"
INSTRUMENTID="IF2012"
PRICE=50000
VOLUME=1
# 空
# DIRECTION=api.THOST_FTDC_D_Sell
# 多
DIRECTION=api.THOST_FTDC_D_Buy
# open开仓
OFFSET="0"
# #close平仓
# OFFSET="1"

def ReqorderfieldInsert(tradeapi):
	print ("ReqOrderInsert Start")
	orderfield=api.CThostFtdcInputOrderField()
	orderfield.BrokerID=BROKERID
	orderfield.ExchangeID=EXCHANGEID
	orderfield.InstrumentID=INSTRUMENTID
	orderfield.UserID=USERID
	orderfield.InvestorID=USERID
	orderfield.Direction=DIRECTION
	orderfield.LimitPrice=PRICE
	orderfield.VolumeTotalOriginal=VOLUME
	orderfield.OrderPriceType=api.THOST_FTDC_OPT_LimitPrice
	orderfield.ContingentCondition = api.THOST_FTDC_CC_Immediately
	orderfield.TimeCondition = api.THOST_FTDC_TC_GFD
	orderfield.VolumeCondition = api.THOST_FTDC_VC_AV
	orderfield.CombHedgeFlag="1"
	orderfield.CombOffsetFlag=OFFSET
	orderfield.GTDDate=""
	orderfield.OrderRef="1"
	orderfield.MinVolume = 0
	orderfield.ForceCloseReason = api.THOST_FTDC_FCC_NotForceClose
	orderfield.IsAutoSuspend = 0
	tradeapi.ReqOrderInsert(orderfield,0)
	print ("ReqOrderInsert End")
	

class CTradeSpi(api.CThostFtdcTraderSpi):
	tapi=''
	def __init__(self,tapi):
		api.CThostFtdcTraderSpi.__init__(self)
		self.tapi=tapi
		
	def OnFrontConnected(self) -> "void":
		print ("OnFrontConnected")
		loginfield = api.CThostFtdcReqUserLoginField()
		loginfield.BrokerID=BROKERID
		loginfield.UserID=USERID
		loginfield.Password=PASSWORD
		loginfield.UserProductInfo="python dll"
		self.tapi.ReqUserLogin(loginfield,0)
		print ("send login ok")
		
	def OnRspUserLogin(self, pRspUserLogin: 'CThostFtdcRspUserLoginField', pRspInfo: 'CThostFtdcRspInfoField', nRequestID: 'int', bIsLast: 'bool') -> "void":
		print ("OnRspUserLogin")
		print ("TradingDay=",pRspUserLogin.TradingDay)
		print ("SessionID=",pRspUserLogin.SessionID)
		print ("ErrorID=",pRspInfo.ErrorID)
		print ("ErrorMsg=",pRspInfo.ErrorMsg)

		qryinfofield = api.CThostFtdcQrySettlementInfoField()
		qryinfofield.BrokerID=BROKERID
		qryinfofield.InvestorID=USERID
		qryinfofield.TradingDay=pRspUserLogin.TradingDay
		self.tapi.ReqQrySettlementInfo(qryinfofield,0)
		print ("send ReqQrySettlementInfo ok")
		

	def OnRspQrySettlementInfo(self, pSettlementInfo: 'CThostFtdcSettlementInfoField', pRspInfo: 'CThostFtdcRspInfoField', nRequestID: 'int', bIsLast: 'bool') -> "void":
		print ("OnRspQrySettlementInfo")
		if  pSettlementInfo is not None :
			print ("content:",pSettlementInfo.Content)
		else :
			print ("content null")
		if bIsLast :
			pSettlementInfoConfirm=api.CThostFtdcSettlementInfoConfirmField()
			pSettlementInfoConfirm.BrokerID=BROKERID
			pSettlementInfoConfirm.InvestorID=USERID
			self.tapi.ReqSettlementInfoConfirm(pSettlementInfoConfirm,0)
			print ("send ReqSettlementInfoConfirm ok")
		
	def OnRspSettlementInfoConfirm(self, pSettlementInfoConfirm: 'CThostFtdcSettlementInfoConfirmField', pRspInfo: 'CThostFtdcRspInfoField', nRequestID: 'int', bIsLast: 'bool') -> "void":
		print ("OnRspSettlementInfoConfirm")
		print ("ErrorID=",pRspInfo.ErrorID)
		print ("ErrorMsg=",pRspInfo.ErrorMsg)
		ReqorderfieldInsert(self.tapi)
		print ("send ReqorderfieldInsert ok")


	def OnRtnOrder(self, pOrder: 'CThostFtdcOrderField') -> "void":
		print ("OnRtnOrder")
		print ("OrderStatus=",pOrder.OrderStatus)
		print ("StatusMsg=",pOrder.StatusMsg)
		print ("LimitPrice=",pOrder.LimitPrice)
		
	def OnRspOrderInsert(self, pInputOrder: 'CThostFtdcInputOrderField', pRspInfo: 'CThostFtdcRspInfoField', nRequestID: 'int', bIsLast: 'bool') -> "void":
		print ("OnRspOrderInsert")
		print ("ErrorID=",pRspInfo.ErrorID)
		print ("ErrorMsg=",pRspInfo.ErrorMsg)
		
def main():
	tradeapi=api.CThostFtdcTraderApi_CreateFtdcTraderApi()
	tradespi=CTradeSpi(tradeapi)
	tradeapi.RegisterSpi(tradespi)
	tradeapi.SubscribePrivateTopic(api.THOST_TERT_QUICK)
	tradeapi.SubscribePublicTopic(api.THOST_TERT_QUICK)
	tradeapi.RegisterFront(FrontAddr)	
	tradeapi.Init()
	tradeapi.Join()
	
if __name__ == '__main__':
	main()

然后讲下这个程序函数的调用顺序就能很清楚了。

直接来到main函数，

tradeapi.RegisterSpi(tradespi)调用登陆接口，然后会调用我们重载的OnRspUserLogin函数返回登录是否成功的信息；

在OnRspUserLogin函数下会调用self.tapi.ReqQrySettlementInfo(qryinfofield,0)查询历史结算接口，然后会调用我们重载的OnRspQrySettlementInfo

函数返回历史结算的信息；

在OnRspQrySettlementInfo函数下会调用self.tapi.ReqSettlementInfoConfirm(pSettlementInfoConfirm, 0)确认历史结算接口，然后会调用我们重载的OnRspSettlementInfoConfirm函数返回确认历史结算的信息；

在OnRspSettlementInfoConfirm函数下会调用我们自定义的ReqorderfieldInsert(self.tapi)函数，在该自定义函数下会调用CTP下单接口。

整个流程就是这样了，希望对大家有所帮助。

join函数的作用是阻塞当前线程， 直到 tradeapi 线程结束。