# -*- coding: utf-8 -*- """ Created on Mon Aug 21 14:24:31 2017 Trade 模块需要配合TdxTradeServer使用... @author: RainX """ import requests import urllib import json import base64 from cryptography.hazmat.backends import default_backend from cryptography.hazmat.primitives.ciphers import Cipher, algorithms, modes try: from pytdx.log import log except ImportError: log = lambda x:None try: import pandas as pd except ImportError as e: pass class TdxTradeApiParams: """ 0 资金 1 股份 2 当日委托 3 当日成交 4 可撤单 5 股东代码 6 融资余额 7 融券余额 8 可融证券 9 10 11 12 可申购新股查询 13 新股申购额度查询 14 配号查询 15 中签查询 """ QUERY_CATEGORY_CASH = 0 QUERY_CATEGORY_STOCKS = 1 QUERY_CATEGORY_ORDER_OF_TODAY = 2 QUERY_CATEGORY_DEAL_OF_TODAY = 3 QUERY_CATEGORY_CANCELABLE_ORDER = 4 QUERY_CATEGORY_SHAREHOLDERS_CODE = 5 QUERY_CATEGORY_BALANCE_OF_MARGIN_LOAN = 6 QUERY_CATEGORY_BALANCE_OF_STOCK_LOAN = 7 QUERY_CATEGORY_OPERABLE_MARGIN_SOTCK = 8 QUERY_CATEGORY_NEW_STOCKS = 12 QUERY_CATEGORY_NEW_STOCKS_QUOTA = 13 QUERY_CATEGORY_NEW_STOCK_NUMBER = 14 QUERY_CATEGORY_NEW_STOCK_HIT = 15 class TdxTradeApi(object): def __init__(self, endpoint="http://127.0.0.1:10092/api", encoding="utf-8", enc_key=None, enc_iv=None): self._endpoint = endpoint self._encoding = "utf-8" if enc_key == None or enc_iv == None: self._transport_enc = False self._transport_enc_key = None self._transport_enc_iv = None self._cipher = None else: self._transport_enc = True self._transport_enc_key = enc_key self._transport_enc_iv = enc_iv backend = default_backend() self._cipher = Cipher(algorithms.AES(enc_key), modes.CBC(enc_iv), backend=backend) self._session = requests.Session() def call(self, func, params=None): json_obj = { "func": func } if params is not None: json_obj["params"] = params if self._transport_enc: data_to_send = self.encrypt(json_obj) response = self._session.post(self._endpoint, data=data_to_send) else: response = self._session.post(self._endpoint, json=json_obj) response.encoding = self._encoding text = response.text if self._transport_enc: decoded_text = self.decrypt(text) log.debug(decoded_text) return json.loads(decoded_text) else: return json.loads(text) def encrypt(self, source_obj): encrypter = self._cipher.encryptor() source = json.dumps(source_obj) source = source.encode(self._encoding) need_to_padding = 16 - (len(source) % 16) if need_to_padding > 0: source = source + b'\x00' * need_to_padding enc_data = encrypter.update(source) + encrypter.finalize() b64_enc_data = base64.encodebytes(enc_data) return urllib.parse.quote(b64_enc_data) def decrypt(self, source): decrypter = self._cipher.decryptor() source = urllib.parse.unquote(source) source = base64.decodebytes(source.encode("utf-8")) data_bytes = decrypter.update(source) + decrypter.finalize() return data_bytes.rstrip(b"\x00").decode(self._encoding) def data_to_df(self, result): if 'data' in result: data = result['data'] return pd.DataFrame(data=data) #------ functions def ping(self): return self.call("ping", {}) def logon(self, ip, port, version, yyb_id, account_id, trade_account, jy_passwrod, tx_password): return self.call("logon",{ "ip": ip, "port": port, "version": version, "yyb_id": yyb_id, "account_no": account_id, "trade_account": trade_account, "jy_password": jy_passwrod, "tx_password": tx_password }) def logoff(self, client_id): return self.call("logoff", { "client_id": client_id }) def query_data(self, client_id, category): return self.call("query_data", { "client_id": client_id, "category": category }) def send_order(self, client_id, category, price_type, gddm, zqdm, price, quantity): return self.call("send_order", { 'client_id': client_id, 'category': category, 'price_type': price_type, 'gddm': gddm, 'zqdm': zqdm, 'price': price, 'quantity': quantity }) def cancel_order(self, client_id, exchange_id, hth): return self.call("cancel_order", { 'client_id': client_id, 'exchange_id': exchange_id, 'hth': hth }) def get_quote(self, client_id, code): return self.call("get_quote", { 'client_id': client_id, 'code': code, }) def repay(self, client_id, amount): return self.call("repay", { 'client_id': client_id, 'amount': amount }) def query_history_data(self, client_id, category, begin_date, end_date): return self.call('query_history_data', { 'client_id': client_id, 'category': category, 'begin_date': begin_date, 'end_date': end_date }) def query_datas(self, client_id, categories): return self.call('query_datas', { 'client_id': client_id, 'categories': categories }) def get_quotes(self, client_id, codes): return self.call("get_quotes", { 'client_id': client_id, 'zqdms': codes }) def send_orders(self, client_id, orders): """ 发送订单 :param client_id: :param orders: 格式 [ { "category": xx, "price_type" :xx, "price": xx, "gddm": xx, "zqdm": xx, "quantity": xx, }, { .... }, { .... } ] :return: """ return self.call("send_orders", { 'client_id': client_id, "orders": orders }) def cancel_orders(self, client_id, orders): """ 撤销订单 :param client_id: :param orders: 格式 [ { "exchange_id": xx, "hth": xx }, { .... }, { .... } ] :return: """ return self.call("cancel_orders", { 'client_id': client_id, "orders": orders }) def get_active_clients(self): return self.call(func="get_active_clients") if __name__ == "__main__": import os #api = TdxTradeApi(endpoint="http://10.11.5.215:10092/api", enc_key=b"4f1cf3fec4c84c84", enc_iv=b"0c78abc083b011e7") api = TdxTradeApi(endpoint="http://10.11.5.215:10092/api") print("---Ping---") result = api.ping() print(result) print("---登入---") acc = os.getenv("TDX_ACCOUNT", "") password = os.getenv("TDX_PASS", "") result = api.logon("202.108.253.186", 7708, "8.23", 32, acc, acc, password, "") print(result) if result["success"]: client_id = result["data"]["client_id"] for i in (0,1,2,3,4,5,6,7,8,12,13,14,15): print("---查询信息 cate=%d--" % i) print(api.data_to_df(api.query_data(client_id, i))) print("---查询报价---") print(api.data_to_df(api.get_quote(client_id, '600315'))) print("---批量查询报价---") print(api.data_to_df(api.get_quotes(client_id, ['600315', '000001']))) print("---批量查询信息") print(api.data_to_df(api.query_datas(client_id, [0,1,2]))) print("---登出---") print(api.logoff(client_id))