brother2.py 文件源码

def ReqOrderInsert(self, **kwargs):
        """
        InstrumentID ??
        VolumeTotalOriginal ??
        LimitPrice ??
        StopPrice ???
        Direction ??
        CombOffsetFlag ?,?,??
        ContingentCondition ????
        TimeCondition ????
        """
        sub_client = None
        channel_name1, channel_name2 = None, None
        try:
            sub_client = await aioredis.create_redis(
                (config.get('REDIS', 'host', fallback='localhost'),
                 config.getint('REDIS', 'port', fallback=6379)),
                db=config.getint('REDIS', 'db', fallback=1))
            request_id = self.next_id()
            order_ref = self.next_order_ref()
            kwargs['nRequestId'] = request_id
            kwargs['OrderRef'] = order_ref
            channel_name1 = self.__trade_response_format.format('OnRtnOrder', order_ref)
            channel_name2 = self.__trade_response_format.format('OnRspError', request_id)
            channel_name3 = self.__trade_response_format.format('OnRspOrderInsert', 0)
            ch1, ch2, ch3 = await sub_client.psubscribe(channel_name1, channel_name2, channel_name3)
            cb = self.io_loop.create_future()
            tasks = [
                asyncio.ensure_future(self.query_reader(ch1, cb), loop=self.io_loop),
                asyncio.ensure_future(self.query_reader(ch2, cb), loop=self.io_loop),
                asyncio.ensure_future(self.query_reader(ch3, cb), loop=self.io_loop),
            ]
            self.redis_client.publish(self.__request_format.format('ReqOrderInsert'), json.dumps(kwargs))
            rst = await asyncio.wait_for(cb, HANDLER_TIME_OUT, loop=self.io_loop)
            await sub_client.punsubscribe(channel_name1, channel_name2, channel_name3)
            sub_client.close()
            await asyncio.wait(tasks, loop=self.io_loop)
            logger.info('ReqOrderInsert, rst: %s', rst)
            return rst
        except Exception as e:
            logger.error('ReqOrderInsert failed: %s', repr(e), exc_info=True)
            if sub_client and sub_client.in_pubsub and channel_name1:
                await sub_client.unsubscribe(channel_name1, channel_name2)
                sub_client.close()
            return None