Merge pull request ctpbee#151 from ctpbee/dev

Dev

ctpbee/__init__.py

@@ -1,7 +1,7 @@
 """
     for the future of  life
 """
-__version__ = '1.4.2'
+__version__ = '1.4.3'
 __status__ = 'release level'
 
 # Here are pre import

ctpbee/interface/ctp/__init__.py

@@ -1,6 +1,4 @@
 from .md_api import BeeMdApi
-from .md_api import BeeMdApiApp
 from .td_api import BeeTdApi
-from .td_api import BeeTdApiApp
 
-__all__ = [BeeMdApiApp, BeeMdApi, BeeTdApi, BeeTdApiApp]
+__all__ = [BeeMdApi, BeeTdApi]

ctpbee/interface/ctp/md_api.py

@@ -195,176 +195,3 @@ def close(self):
         """
         if self.connect_status:
             self.exit()
-
-
-class BeeMdApiApp(MdApiApp):
-    """"""
-
-    def __init__(self, app_signal):
-        """Constructor"""
-        super(BeeMdApiApp, self).__init__()
-
-        self.gateway_name = "ctp"
-
-        self.reqid = 0
-        self.app_signal = app_signal
-        self.connect_status = False
-        self.login_status = False
-        self.subscribed = set()
-
-        self.userid = ""
-        self.password = ""
-        self.brokerid = 0
-
-    @property
-    def md_status(self):
-        return self.login_status
-
-    def on_event(self, type, data):
-        if type == EVENT_TICK:
-            event = Event(type=type, data=data)
-            signal = getattr(ctpbee.signals.common_signals, f"{type}_signal")
-            signal.send(event)
-        else:
-            event = Event(type=type, data=data)
-            signal = getattr(self.app_signal, f"{type}_signal")
-            signal.send(event)
-
-    def onFrontConnected(self):
-        """
-        Callback when front server is connected.
-        """
-        self.connect_status = True
-        self.on_event(type=EVENT_LOG, data="行情服务器连接成功")
-        self.login()
-
-    def onFrontDisconnected(self, reason: int):
-        """
-        Callback when front server is disconnected.
-        """
-        self.connect_status = False
-        self.login_status = False
-        self.on_event(type=EVENT_LOG, data=f"行情连接断开，原因{reason}")
-
-    def onRspUserLogin(self, data: dict, error: dict, reqid: int, last: bool):
-        """
-        Callback when user is logged in.
-        """
-        if not error["ErrorID"]:
-            self.login_status = True
-            self.on_event(type=EVENT_LOG, data="行情服务器登录成功")
-
-            for symbol in self.subscribed:
-                self.subscribeMarketData(symbol)
-        else:
-            error["detail"] = "行情登录失败"
-            self.on_event(type=EVENT_ERROR, data=error)
-
-    def onRspError(self, error: dict, reqid: int, last: bool):
-        """
-        Callback when error occured.
-        """
-        error['detail'] = "行情接口报错"
-        self.on_event(type=EVENT_ERROR, data=error)
-
-    def onRspSubMarketData(self, data: dict, error: dict, reqid: int, last: bool):
-        """"""
-        if not error or not error["ErrorID"]:
-            return
-        error['detail'] = "行情订阅失败"
-        self.on_event(type=EVENT_ERROR, data=error)
-
-    def onRtnDepthMarketData(self, data: dict):
-        """
-        Callback of tick data update.
-        """
-        symbol = data["InstrumentID"]
-        exchange = symbol_exchange_map.get(symbol, "")
-        if not exchange:
-            return
-
-        timestamp = f"{data['ActionDay']} {data['UpdateTime']}.{int(data['UpdateMillisec'] / 100)}"
-        try:
-            datetimed = datetime.strptime(timestamp, "%Y%m%d %H:%M:%S.%f")
-        except ValueError as e:
-            datetimed = datetime.strptime(str(date.today()) + " " + timestamp, "%Y-%m-%d %H:%M:%S.%f")
-
-        tick = TickData(
-            symbol=symbol,
-            exchange=exchange,
-            datetime=datetimed,
-            name=symbol_name_map[symbol],
-            volume=data["Volume"],
-            last_price=data["LastPrice"],
-            limit_up=data["UpperLimitPrice"],
-            limit_down=data["LowerLimitPrice"],
-            open_interest=data['OpenInterest'],
-            open_price=data["OpenPrice"],
-            high_price=data["HighestPrice"],
-            low_price=data["LowestPrice"],
-            pre_close=data["PreClosePrice"],
-            bid_price_1=data["BidPrice1"],
-            ask_price_1=data["AskPrice1"],
-            bid_volume_1=data["BidVolume1"],
-            ask_volume_1=data["AskVolume1"],
-            average_price=data['AveragePrice'],
-            pre_settlement_price=data['PreSettlementPrice'],
-            gateway_name=self.gateway_name
-        )
-        self.on_event(type=EVENT_TICK, data=tick)
-
-    def connect(self, info: dict):
-        """
-        Start connection to server.
-        """
-        self.userid = info['userid']
-        self.password = info['password']
-        self.brokerid = info['brokerid']
-
-        # If not connected, then start connection first.
-        if not self.connect_status:
-            path = get_folder_path(self.gateway_name.lower() + f"/{self.userid}")
-            self.createFtdcMdApi(str(path) + "\\Md")
-            self.registerFront(info['md_address'])
-            self.init()
-        # If already connected, then login immediately.
-        elif not self.login_status:
-            self.login()
-
-    def login(self):
-        """
-        Login onto server.
-        """
-        req = {
-            "UserID": self.userid,
-            "Password": self.password,
-            "BrokerID": self.brokerid
-        }
-
-        self.reqid += 1
-        self.reqUserLogin(req, self.reqid)
-
-    def subscribe(self, symbol):
-        """
-        Subscribe to tick data update.
-        """
-        result = None
-        if self.login_status:
-            result = self.subscribeMarketData(symbol)
-        self.subscribed.add(symbol)
-        return result
-
-    def unsubscribe(self, symbol):
-        result = None
-        if self.login_status and symbol in self.subscribed:
-            result = self.unSubscribeMarketData(symbol)
-        if symbol in self.subscribed:
-            self.subscribed.remove(symbol)
-        return result
-
-    def close(self):
-        """
-        Close the connection.
-        """
-        if self.connect_status:
-            self.exit()