# -*- coding: utf-8 -*-
"""
Created on Sat Jul 30 17:19:21 2016

@author: zhuolin
"""

import sys
import threading
import PyCTP
import time
import requests


class PyCTP_Market_API(PyCTP.CThostFtdcMdApi):
    TIMEOUT = 30

    __RequestID = 0
    __isLogined = False

    def __IncRequestID(self):
        """ 自增并返回请求ID """
        # self.__RequestID += 1
        return self.__RequestID

    def setInvestorID(self, InvestorID):
        self.__InvestorID = InvestorID
        return self.__InvestorID

    def Connect(self, frontAddr):
        """ 连接前置服务器 """
        self.RegisterSpi(self)
        self.RegisterFront(frontAddr)
        self.Init()
        self.__rsp_Connect = dict(event=threading.Event())
        self.__rsp_Connect['event'].clear()
        return 0 if self.__rsp_Connect['event'].wait(self.TIMEOUT) else -4

    def Login(self, BrokerID, UserID, Password):
        """ 用户登录请求 """
        reqUserLogin = dict(BrokerID=BrokerID
                            , UserID=UserID
                            , Password=Password)
        self.__rsp_Login = dict(event=threading.Event()
                                , RequestID=self.__IncRequestID())
        ret = self.ReqUserLogin(reqUserLogin, self.__rsp_Login['RequestID'])
        if ret == 0:
            self.__rsp_Login['event'].clear()
            if self.__rsp_Login['event'].wait(self.TIMEOUT):
                if self.__rsp_Login['ErrorID'] == 0:
                    self.__isLogined = True
                    self.__BrokerID = BrokerID
                    self.__UserID = UserID
                    self.__Password = Password
                else:
                    sys.stderr.write(str(self.__rsp_Login['ErrorMsg'], encoding='gb2312'))
                return self.__rsp_Login['ErrorID']
            else:
                return -4
        return ret

    def Logout(self):
        """ 登出请求 """
        reqUserLogout = dict(BrokerID=self.__BrokerID
                             , UserID=self.__UserID)
        self.__rsp_Logout = dict(event=threading.Event()
                                 , RequestID=self.__IncRequestID())
        ret = self.ReqUserLogout(reqUserLogout, self.__rsp_Logout['RequestID'])
        if ret == 0:
            self.__rsp_Logout['event'].clear()
            if self.__rsp_Logout['event'].wait(self.TIMEOUT):
                if self.__rsp_Logout['ErrorID'] == 0:
                    self.__isLogined = False
                return self.__rsp_Logout['ErrorID']
            else:
                return -4
        return ret

    def SubMarketData(self, InstrumentID):
        """ 订阅行情 """
        self.__rsp_SubMarketData = dict(results=[], ErrorID=0, event=threading.Event(), RequestID=self.__IncRequestID())
        ret = self.SubscribeMarketData(InstrumentID, len(InstrumentID))
        if ret == 0:
            self.__rsp_SubMarketData['event'].clear()
            if self.__rsp_SubMarketData['event'].wait(self.TIMEOUT):
                if self.__rsp_SubMarketData['ErrorID'] != 0:
                    return self.__rsp_SubMarketData['ErrorID']
                return self.__rsp_SubMarketData['results']
            else:
                return -4
        return ret

    def UnSubMarketData(self, InstrumentID):
        """ 退订行情 """
        self.__rsp_UnSubMarketData = dict(results=[], ErrorID=0, event=threading.Event(),
                                          RequestID=self.__IncRequestID())
        ret = self.UnSubscribeMarketData(InstrumentID, len(InstrumentID))
        if ret == 0:
            self.__rsp_UnSubMarketData['event'].clear()
            if self.__rsp_UnSubMarketData['event'].wait(self.TIMEOUT):
                if self.__rsp_UnSubMarketData['ErrorID'] != 0:
                    return self.__rsp_UnSubMarketData['ErrorID']
                return self.__rsp_UnSubMarketData['results']
            else:
                return -4
        return ret

    def OnFrontConnected(self):
        """ 当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。 """
        self.__rsp_Connect['event'].set()

    def OnFrontDisconnected(self, nReason):
        """ 当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。
        nReason 错误原因
        0x1001 网络读失败
        0x1002 网络写失败
        0x2001 接收心跳超时
        0x2002 发送心跳失败
        0x2003 收到错误报文        
        """
        sys.stderr.write('前置连接中断: %s' % hex(nReason))
        # 登陆状态时掉线, 自动重登陆
        # if self.__isLogined:
        #    self.__Inst_Interval()
        #    sys.stderr.write('自动登陆: %d' % self.Login(self.__BrokerID, self.__UserID, self.__Password))

    def OnRspUserLogin(self, RspUserLogin, RspInfo, RequestID, IsLast):
        """ 登录请求响应 """
        if RequestID == self.__rsp_Login['RequestID'] and IsLast:
            # self.__BrokerID = RspUserLogin['BrokerID']
            # self.__UserID = RspUserLogin['UserID']
            self.__SystemName = RspUserLogin['SystemName']
            self.__TradingDay = RspUserLogin['TradingDay']
            self.__DCETime = RspUserLogin['DCETime']
            self.__SessionID = RspUserLogin['SessionID']
            self.__MaxOrderRef = RspUserLogin['MaxOrderRef']
            self.__INETime = RspUserLogin['INETime']
            self.__LoginTime = RspUserLogin['LoginTime']
            self.__FrontID = RspUserLogin['FrontID']
            self.__FFEXTime = RspUserLogin['FFEXTime']
            self.__CZCETime = RspUserLogin['CZCETime']
            self.__SHFETime = RspUserLogin['SHFETime']
            self.__rsp_Login.update(RspInfo)
            self.__rsp_Login['event'].set()

    def OnRspUserLogout(self, RspUserLogout, RspInfo, RequestID, IsLast):
        """ 登出请求响应 """
        if RequestID == self.__rsp_Logout['RequestID'] and IsLast:
            self.__rsp_Logout.update(RspInfo)
            self.__rsp_Logout['event'].set()

    def OnRspError(self, RspInfo, RequestID, IsLast):
        """ 错误信息 """
        sys.stderr.write(repr(([RspInfo['ErrorID'], str(RspInfo['ErrorMsg'], encoding='gb2312')], RequestID, IsLast)))

    def OnRspSubMarketData(self, SpecificInstrument, RspInfo, RequestID, IsLast):
        """ 订阅行情应答 """
        if RequestID == self.__rsp_SubMarketData['RequestID']:
            if RspInfo is not None:
                self.__rsp_SubMarketData.update(RspInfo)
            if SpecificInstrument is not None:
                self.__rsp_SubMarketData['results'].append(SpecificInstrument)
            if IsLast:
                self.__rsp_SubMarketData['event'].set()

    def OnRspUnSubMarketData(self, SpecificInstrument, RspInfo, RequestID, IsLast):
        """ 取消订阅行情应答 """
        if RequestID == self.__rsp_UnSubMarketData['RequestID']:
            if RspInfo is not None:
                self.__rsp_UnSubMarketData.update(RspInfo)
            if SpecificInstrument is not None:
                self.__rsp_UnSubMarketData['results'].append(SpecificInstrument)
            if IsLast:
                self.__rsp_UnSubMarketData['event'].set()

    def OnRtnDepthMarketData(self, DepthMarketData):
        """ 行情推送 """
        pass


class PyCTP_Trader_API(PyCTP.CThostFtdcTraderApi):
    TIMEOUT = 30

    __RequestID = 0
    __isLogined = False

    def __IncRequestID(self):
        """ 自增并返回请求ID """
        self.__RequestID += 1
        return self.__RequestID

    def __IncOrderRef(self):
        """ 递增报单引用 """
        OrderRef = bytes('%012d' % self.__OrderRef, 'gb2312')
        self.__OrderRef += 1
        return OrderRef

    def setInvestorID(self, InvestorID):
        self.__InvestorID = InvestorID
        return self.__InvestorID

    def Connect(self, frontAddr):
        """ 连接前置服务器 """
        self.RegisterSpi(self)
        self.SubscribePrivateTopic(PyCTP.THOST_TERT_RESUME)
        self.SubscribePublicTopic(PyCTP.THOST_TERT_RESUME)
        self.RegisterFront(frontAddr)
        self.Init()
        self.__rsp_Connect = dict(event=threading.Event())
        self.__rsp_Connect['event'].clear()
        return 0 if self.__rsp_Connect['event'].wait(self.TIMEOUT) else -4

    def Login(self, BrokerID, UserID, Password):
        """ 用户登录请求 """
        reqUserLogin = dict(BrokerID=BrokerID
                            , UserID=UserID
                            , Password=Password)
        self.__rsp_Login = dict(event=threading.Event()
                                , RequestID=self.__IncRequestID())
        ret = self.ReqUserLogin(reqUserLogin, self.__rsp_Login['RequestID'])
        if ret == 0:
            self.__rsp_Login['event'].clear()
            if self.__rsp_Login['event'].wait(self.TIMEOUT):
                if self.__rsp_Login['ErrorID'] == 0:
                    self.__isLogined = True
                    self.__Password = Password
                else:
                    sys.stderr.write(str(self.__rsp_Login['ErrorMsg'], encoding='gb2312'))
                return self.__rsp_Login['ErrorID']
            else:
                return -4
        return ret

    def Logout(self):
        """ 登出请求 """
        reqUserLogout = dict(BrokerID=self.__BrokerID
                             , UserID=self.__UserID)
        self.__rsp_Logout = dict(event=threading.Event()
                                 , RequestID=self.__IncRequestID())
        ret = self.ReqUserLogout(reqUserLogout, self.__rsp_Logout['RequestID'])
        if ret == 0:
            self.__rsp_Logout['event'].clear()
            if self.__rsp_Logout['event'].wait(self.TIMEOUT):
                if self.__rsp_Logout['ErrorID'] == 0:
                    self.__isLogined = False
                return self.__rsp_Logout['ErrorID']
            else:
                return -4
        return ret

    def QryInstrument(self, ExchangeID=b'', InstrumentID=b''):
        """ 查询和约 """
        QryInstrument = dict(ExchangeID=ExchangeID
                             , InstrumentID=InstrumentID)
        self.__rsp_QryInstrument = dict(event=threading.Event()
                                        , RequestID=self.__IncRequestID()
                                        , results=[]
                                        , ErrorID=0)
        ret = self.ReqQryInstrument(QryInstrument, self.__rsp_QryInstrument['RequestID'])
        if ret == 0:
            self.__rsp_QryInstrument['event'].clear()
            if self.__rsp_QryInstrument['event'].wait(self.TIMEOUT):
                if self.__rsp_QryInstrument['ErrorID'] != 0:
                    return self.__rsp_QryInstrument['ErrorID']
                return self.__rsp_QryInstrument['results']
            else:
                return -4
        return ret

    def QryInstrumentMarginRate(self, InstrumentID):
        """ 请求查询合约保证金率 """
        QryInstrumentMarginRate = dict(BrokerID=self.__BrokerID
                                       , InvestorID=self.__InvestorID
                                       , InstrumentID=InstrumentID)
        self.__rsp_QryInstrumentMarginRate = dict(results=[]
                                                  , RequestID=self.__IncRequestID()
                                                  , ErrorID=0
                                                  , event=threading.Event())
        ret = self.ReqQryInstrumentMarginRate(QryInstrumentMarginRate, self.__rsp_QryInstrumentMarginRate['RequestID'])
        if ret == 0:
            self.__rsp_QryInstrumentMarginRate['event'].clear()
            if self.__rsp_QryInstrumentMarginRate['event'].wait(self.TIMEOUT):
                if self.__rsp_QryInstrumentMarginRate['ErrorID'] != 0:
                    return self.__rsp_QryInstrumentMarginRate['ErrorID']
                return self.__rsp_QryInstrumentMarginRate['results']
            else:
                return -4
        return ret

    def QryInstrumentCommissionRate(self, InstrumentID):
        """ 请求查询合约手续费率 """
        QryInstrumentCommissionRate = dict(BrokerID=self.__BrokerID, InvestorID=self.__InvestorID,
                                           InstrumentID=InstrumentID)
        self.__rsp_QryInstrumentCommissionRate = dict(results=[]
                                                      , RequestID=self.__IncRequestID()
                                                      , ErrorID=0
                                                      , event=threading.Event())
        ret = self.ReqQryInstrumentCommissionRate(QryInstrumentCommissionRate,
                                                  self.__rsp_QryInstrumentCommissionRate['RequestID'])
        if ret == 0:
            self.__rsp_QryInstrumentCommissionRate['event'].clear()
            if self.__rsp_QryInstrumentCommissionRate['event'].wait(self.TIMEOUT):
                if self.__rsp_QryInstrumentCommissionRate['ErrorID'] != 0:
                    return self.__rsp_QryInstrumentCommissionRate['ErrorID']
                return self.__rsp_QryInstrumentCommissionRate['results']
            else:
                return -4
        return ret

    def QryInvestorPosition(self, InstrumentID=b''):
        """ 请求查询投资者持仓 """
        QryInvestorPositionFiel = dict(BrokerID=self.__BrokerID, InvestorID=self.__InvestorID,
                                       InstrumentID=InstrumentID)
        self.__rsp_QryInvestorPosition = dict(results=[], RequestID=self.__IncRequestID(), ErrorID=0,
                                              event=threading.Event())
        ret = self.ReqQryInvestorPosition(QryInvestorPositionFiel, self.__rsp_QryInvestorPosition['RequestID'])
        if ret == 0:
            self.__rsp_QryInvestorPosition['event'].clear()
            if self.__rsp_QryInvestorPosition['event'].wait(self.TIMEOUT):
                if self.__rsp_QryInvestorPosition['ErrorID'] != 0:
                    return self.__rsp_QryInvestorPosition['ErrorID']
                return self.__rsp_QryInvestorPosition['results']
            else:
                return -4
        return ret

    def QryTradingAccount(self):
        """ 请求查询资金账户 """
        QryTradingAccountField = dict(BrokerID=self.__BrokerID, InvestorID=self.__InvestorID)
        self.__rsp_QryTradingAccount = dict(results=[], RequestID=self.__IncRequestID(), ErrorID=0,
                                            event=threading.Event())
        ret = self.ReqQryTradingAccount(QryTradingAccountField, self.__rsp_QryTradingAccount['RequestID'])
        if ret == 0:
            self.__rsp_QryTradingAccount['event'].clear()
            if self.__rsp_QryTradingAccount['event'].wait(self.TIMEOUT):
                if self.__rsp_QryTradingAccount['ErrorID'] != 0:
                    return self.__rsp_QryTradingAccount['ErrorID']
                return self.__rsp_QryTradingAccount['results']
            else:
                return -4
        return ret

    def QryInvestor(self):
        """ 请求查询投资者 """
        InvestorField = dict(BrokerID=self.__BrokerID, InvestorID=self.__InvestorID)
        self.__rsp_QryInvestor = dict(results=[], RequestID=self.__IncRequestID(), ErrorID=0, event=threading.Event())
        ret = self.ReqQryInvestor(InvestorField, self.__rsp_QryInvestor['RequestID'])
        if ret == 0:
            self.__rsp_QryInvestor['event'].clear()
            if self.__rsp_QryInvestor['event'].wait(self.TIMEOUT):
                if self.__rsp_QryInvestor['ErrorID'] != 0:
                    return self.__rsp_QryInvestor['ErrorID']
                return self.__rsp_QryInvestor['results']
            else:
                return -4
        return ret

    def QryExchange(self, ExchangeID=b''):
        """ 请求查询交易所 """
        QryExchangeField = dict(ExchangeID=ExchangeID)
        self.__rsp_QryExchange = dict(results=[], RequestID=self.__IncRequestID(), ErrorID=0, event=threading.Event())
        ret = self.ReqQryExchange(QryExchangeField, self.__rsp_QryExchange['RequestID'])
        if ret == 0:
            self.__rsp_QryExchange['event'].clear()
            if self.__rsp_QryExchange['event'].wait(self.TIMEOUT):
                if self.__rsp_QryExchange['ErrorID'] != 0:
                    return self.__rsp_QryExchange['ErrorID']
                return self.__rsp_QryExchange['results']
            else:
                return -4
        return ret

    def QryDepthMarketData(self, InstrumentID):
        """ 请求查询行情 """
        QryDepthMarketData = dict(InstrumentID=InstrumentID)
        self.__rsp_QryDepthMarketData = dict(results=[], RequestID=self.__IncRequestID(), ErrorID=0,
                                             event=threading.Event())
        ret = self.ReqQryDepthMarketData(QryDepthMarketData, self.__rsp_QryDepthMarketData['RequestID'])
        if ret == 0:
            self.__rsp_QryDepthMarketData['event'].clear()
            if self.__rsp_QryDepthMarketData['event'].wait(self.TIMEOUT):
                if self.__rsp_QryDepthMarketData['ErrorID'] != 0:
                    return self.__rsp_QryDepthMarketData['ErrorID']
                return self.__rsp_QryDepthMarketData['results']
            else:
                return -4
        return ret

    def OrderInsert(self, InstrumentID, Action, Direction, Volume, Price):
        """ 开平仓(限价挂单)申报 """
        InputOrder = {}
        InputOrder['BrokerID'] = self.__BrokerID  # 经纪公司代码
        InputOrder['InvestorID'] = self.__InvestorID  # 投资者代码
        InputOrder['InstrumentID'] = InstrumentID  # 合约代码
        InputOrder['OrderRef'] = self.__IncOrderRef()  # 报单引用
        InputOrder['UserID'] = self.__UserID  # 用户代码
        InputOrder['OrderPriceType'] = PyCTP.THOST_FTDC_OPT_LimitPrice  # 报单价格条件:限价
        InputOrder['Direction'] = Direction  # 买卖方向
        InputOrder['CombOffsetFlag'] = Action  # 组合开平标志
        InputOrder['CombHedgeFlag'] = PyCTP.THOST_FTDC_HF_Speculation  # 组合投机套保标志:投机
        InputOrder['LimitPrice'] = Price  # 价格
        InputOrder['VolumeTotalOriginal'] = Volume  # 数量
        InputOrder['TimeCondition'] = PyCTP.THOST_FTDC_TC_GFD  # 有效期类型:当日有效
        InputOrder['VolumeCondition'] = PyCTP.THOST_FTDC_VC_AV  # 成交量类型:任意数量
        InputOrder['MinVolume'] = Volume  # 最小成交量
        InputOrder['ContingentCondition'] = PyCTP.THOST_FTDC_CC_Immediately  # 触发条件:立即
        InputOrder['ForceCloseReason'] = PyCTP.THOST_FTDC_FCC_NotForceClose  # 强平原因:非强平
        self.__rsp_OrderInsert = dict(FrontID=self.__FrontID
                                      , SessionID=self.__SessionID
                                      , InputOrder=InputOrder
                                      , RequestID=self.__IncRequestID()
                                      , event=threading.Event())
        ret = self.ReqOrderInsert(InputOrder, self.__rsp_OrderInsert['RequestID'])
        if ret == 0:
            self.__rsp_OrderInsert['event'].clear()
            if self.__rsp_OrderInsert['event'].wait(self.TIMEOUT):
                if self.__rsp_OrderInsert['ErrorID'] != 0:
                    sys.stderr.write(str(self.__rsp_OrderInsert['ErrorMsg'], encoding='gb2312'))
                    return self.__rsp_OrderInsert['ErrorID']
                return self.__rsp_OrderInsert.copy()
            else:
                return -4
        return ret

    def OnFrontConnected(self):
        """ 当客户端与交易后台建立起通信连接时（还未登录前），该方法被调用。 """
        self.__rsp_Connect['event'].set()

    def OnFrontDisconnected(self, nReason):
        """ 当客户端与交易后台通信连接断开时，该方法被调用。当发生这个情况后，API会自动重新连接，客户端可不做处理。
        nReason 错误原因
        0x1001 网络读失败
        0x1002 网络写失败
        0x2001 接收心跳超时
        0x2002 发送心跳失败
        0x2003 收到错误报文        
        """
        sys.stderr.write('前置连接中断: %s' % hex(nReason))
        # 登陆状态时掉线, 自动重登陆
        # if self.__isLogined:
        #    self.__Inst_Interval()
        #    sys.stderr.write('自动登陆: %d' % self.Login(self.__BrokerID, self.__UserID, self.__Password))

    def OnRspUserLogin(self, RspUserLogin, RspInfo, RequestID, IsLast):
        """ 登录请求响应 """
        if RequestID == self.__rsp_Login['RequestID'] and IsLast:
            self.__BrokerID = RspUserLogin['BrokerID']
            self.__UserID = RspUserLogin['UserID']
            self.__SystemName = RspUserLogin['SystemName']
            self.__TradingDay = RspUserLogin['TradingDay']
            self.__DCETime = RspUserLogin['DCETime']
            self.__SessionID = RspUserLogin['SessionID']
            self.__MaxOrderRef = RspUserLogin['MaxOrderRef']
            self.__OrderRef = int(self.__MaxOrderRef)  # 初始化报单引用
            self.__INETime = RspUserLogin['INETime']
            self.__LoginTime = RspUserLogin['LoginTime']
            self.__FrontID = RspUserLogin['FrontID']
            self.__FFEXTime = RspUserLogin['FFEXTime']
            self.__CZCETime = RspUserLogin['CZCETime']
            self.__SHFETime = RspUserLogin['SHFETime']
            self.__rsp_Login.update(RspInfo)
            self.__rsp_Login['event'].set()

    def OnRspUserLogout(self, RspUserLogout, RspInfo, RequestID, IsLast):
        """ 登出请求响应 """
        if RequestID == self.__rsp_Logout['RequestID'] and IsLast:
            self.__rsp_Logout.update(RspInfo)
            self.__rsp_Logout['event'].set()

    def OnRspQryInstrument(self, Instrument, RspInfo, RequestID, IsLast):
        """ 请求查询合约响应 """
        if RequestID == self.__rsp_QryInstrument['RequestID']:
            if RspInfo is not None:
                self.__rsp_QryInstrument.update(RspInfo)
            if Instrument is not None:
                self.__rsp_QryInstrument['results'].append(Instrument)
            if IsLast:
                self.__rsp_QryInstrument['event'].set()

    def OnRspQryInstrumentMarginRate(self, InstrumentMarginRate, RspInfo, RequestID, IsLast):
        """ 请求查询合约保证金率响应 """
        if RequestID == self.__rsp_QryInstrumentMarginRate['RequestID']:
            if RspInfo is not None:
                self.__rsp_QryInstrumentMarginRate.update(RspInfo)
            if InstrumentMarginRate is not None:
                self.__rsp_QryInstrumentMarginRate['results'].append(InstrumentMarginRate)
            if IsLast:
                self.__rsp_QryInstrumentMarginRate['event'].set()

    def OnRspQryInstrumentCommissionRate(self, InstrumentCommissionRate, RspInfo, RequestID, IsLast):
        """ 请求查询合约手续费率响应 """
        if RequestID == self.__rsp_QryInstrumentCommissionRate['RequestID']:
            if RspInfo is not None:
                self.__rsp_QryInstrumentCommissionRate.update(RspInfo)
            if InstrumentCommissionRate is not None:
                self.__rsp_QryInstrumentCommissionRate['results'].append(InstrumentCommissionRate)
            if IsLast:
                self.__rsp_QryInstrumentCommissionRate['event'].set()

    def OnRspQryInvestorPosition(self, InvestorPosition, RspInfo, RequestID, IsLast):
        """ 请求查询投资者持仓响应 """
        if RequestID == self.__rsp_QryInvestorPosition['RequestID']:
            if RspInfo is not None:
                self.__rsp_QryInvestorPosition.update(RspInfo)
            if InvestorPosition is not None:
                self.__rsp_QryInvestorPosition['results'].append(InvestorPosition)
            if IsLast:
                self.__rsp_QryInvestorPosition['event'].set()

    def OnRspQryTradingAccount(self, TradingAccount, RspInfo, RequestID, IsLast):
        """ 请求查询资金账户响应 """
        if RequestID == self.__rsp_QryTradingAccount['RequestID']:
            if RspInfo is not None:
                self.__rsp_QryTradingAccount.update(RspInfo)
            if TradingAccount is not None:
                self.__rsp_QryTradingAccount['results'].append(TradingAccount)
            if IsLast:
                self.__rsp_QryTradingAccount['event'].set()

    def OnRspQryInvestor(self, Investor, RspInfo, RequestID, IsLast):
        """ 请求查询投资者响应 """
        if RequestID == self.__rsp_QryInvestor['RequestID']:
            if RspInfo is not None:
                self.__rsp_QryInvestor.update(RspInfo)
            if Investor is not None:
                self.__rsp_QryInvestor['results'].append(Investor)
            if IsLast:
                self.__rsp_QryInvestor['event'].set()

    def OnRspQryExchange(self, Exchange, RspInfo, RequestID, IsLast):
        """ 请求查询交易所响应 """
        if RequestID == self.__rsp_QryExchange['RequestID']:
            if RspInfo is not None:
                self.__rsp_QryExchange.update(RspInfo)
            if Exchange is not None:
                self.__rsp_QryExchange['results'].append(Exchange)
            if IsLast:
                self.__rsp_QryExchange['event'].set()

    def OnRspQryDepthMarketData(self, DepthMarketData, RspInfo, RequestID, IsLast):
        """ 请求查询交易所响应 """
        if RequestID == self.__rsp_QryDepthMarketData['RequestID']:
            if RspInfo is not None:
                self.__rsp_QryDepthMarketData.update(RspInfo)
            if DepthMarketData is not None:
                self.__rsp_QryDepthMarketData['results'].append(DepthMarketData)
            if IsLast:
                self.__rsp_QryDepthMarketData['event'].set()

    def OnRspOrderInsert(self, InputOrder, RspInfo, RequestID, IsLast):
        """ 报单录入请求响应 """
        print('OnRspOrderInsert:', InputOrder, RspInfo, RequestID, IsLast)
        if self.__rsp_OrderInsert['RequestID'] == RequestID \
                and self.__rsp_OrderInsert['InputOrder']['OrderRef'] == InputOrder['OrderRef']:
            if RspInfo is not None and RspInfo['ErrorID'] != 0:
                self.__rsp_OrderInsert.update(RspInfo)
                self.__rsp_OrderInsert['event'].set()

    def OnRtnOrder(self, Order):
        print(Order)
        pass

    def OnErrRtnOrderAction(self, OrderAction, RspInfo):
        """ 报单操作错误回报 """
        print('OnErrRtnOrderAction:', OrderAction, RspInfo)
        # if not self.__rsp_OrderInsert['event'].is_set() and OrderAction['OrderActionStatus'] == PyCTP.THOST_FTDC_OST_Canceled:
        #    self.__rsp_OrderInsert['ErrorID'] = 79
        #    self.__rsp_OrderInsert['ErrorMsg'] = bytes('CTP:发送报单操作失败', 'gb2312')
        #    self.__rsp_OrderInsert['event'].set()

    def OnRtnTradingNotice(self, TradingNoticeInfo):
        """ 交易通知 """
        print('OnRtnTradingNotice:', TradingNoticeInfo)
        pass


class PyCTP_Trader(PyCTP_Trader_API):
    def OnRtnExecOrder(self, ExecOrder):
        print('OnRtnExecOrder:', ExecOrder)
        pass


class PyCTP_Market(PyCTP_Market_API):
    data = []

    def OnRtnDepthMarketData(self, DepthMarketData):
        import datetime
        tick = dict(InstrumentID=str(DepthMarketData['InstrumentID'], 'gb2312')
                    , time=datetime.datetime.strptime(
                str(DepthMarketData['ActionDay'] + DepthMarketData['UpdateTime'], 'gb2312'), '%Y%m%d%H:%M:%S').replace(
                microsecond=DepthMarketData['UpdateMillisec'] * 1000)
                    , last=DepthMarketData['LastPrice']
                    , volume=DepthMarketData['Volume']
                    , amount=DepthMarketData['Turnover']
                    , position=DepthMarketData['OpenInterest']
                    , ask1=DepthMarketData['AskPrice1']
                    , bid1=DepthMarketData['BidPrice1']
                    , asize1=DepthMarketData['AskVolume1']
                    , bsize1=DepthMarketData['BidVolume1'])
        self.data.append(tick)
        print(tick, '\n')
        dt = datetime.datetime.strptime(str(DepthMarketData['ActionDay'] + DepthMarketData['UpdateTime'], 'gb2312'),
                                        '%Y%m%d%H:%M:%S').replace(microsecond=DepthMarketData['UpdateMillisec'] * 1000)
        un_time = str(time.mktime(dt.timetuple()))
        i = str(DepthMarketData['InstrumentID'], 'gb2312')
        p = str(DepthMarketData['LastPrice'])
        url = 'http://127.0.0.1:8250/market/push/?data={},{},{}'.format(un_time, i, p)
        print(url)
        ret = requests.get(url)
        print(ret.text)


def __main__():
    import os
    import time
    BrokerID = b'9999'
    UserID = b'000300'
    Password = b'123456789'
    ExchangeID = b'SHFE'
    InstrumentID = b'cu1610'
    trader = PyCTP_Trader.CreateFtdcTraderApi(b'_tmp_t_')
    market = PyCTP_Market.CreateFtdcMdApi(b'_tmp_m_')
    # print('连接前置', trader.Connect(b'tcp://180.168.146.187:10000'))
    print('连接前置', market.Connect(b'tcp://180.168.146.187:10010'))
    # print('账号登陆', trader.Login(BrokerID, UserID, Password))
    print('账号登陆', market.Login(BrokerID, UserID, Password))
    # print('投资者代码', trader.setInvestorID(UserID))

    # time.sleep(1.0)
    # print('查询交易所', trader.QryExchange())
    # time.sleep(1.0)
    # print('查询投资者', trader.QryInvestor())
    # time.sleep(1.0)
    # print('查询资金账户', trader.QryTradingAccount())
    # time.sleep(1.0)
    # print('查询合约', trader.QryInstrument(ExchangeID, InstrumentID))
    # time.sleep(1.0)
    # print('合约手续费率', trader.QryInstrumentCommissionRate(InstrumentID))
    # time.sleep(1.0)
    # print('合约保证金率', trader.QryInstrumentMarginRate(InstrumentID))
    # time.sleep(1.0)
    # print('投资者持仓', trader.QryInvestorPosition())
    # time.sleep(1.0)
    # print('查询行情', trader.QryDepthMarketData(InstrumentID))
    # time.sleep(1.0)
    il = [b'zn1810',b'zn1811',b'zn1812',b'zn1901',b'zn1902',b'zn1903',b'zn1904',b'zn1905',b'zn1906',b'zn1907',b'zn1908',b'zn1909',
          b'rb1810',b'rb1811',b'rb1812',b'rb1901',b'rb1902',b'rb1903',b'rb1904',b'rb1905',b'rb1906',b'rb1907',b'rb1908',b'rb1909',
          b'pp1810',b'pp1811',b'pp1812',b'pp1901',b'pp1902',b'pp1903',b'pp1904',b'pp1905',b'pp1906',b'pp1907',b'pp1908',b'pp1909',]
    print('订阅行情:', market.SubMarketData(il))

    while True:
        if input('enter q exit:') == 'q':
            break
    print('退订行情:', market.UnSubMarketData([InstrumentID]))
    # print('账号登出', trader.Logout())
    print('账号登出', market.Logout())


if __name__ == '__main__':
    __main__()
