json - python连oanda的模拟交易api下订单问题第三问

问题描述

这次我想以现时市场价买入50份USD_CAD合约程序：import requestsimport json

显示当前USD_CAD的汇率------------------------------------------------------------------------------------------

url = ’https://api-fxpractice.oanda....’instruments = ’USD_CAD’account_id = ’cawa11’ #用户名params = {’instruments’:instruments,’accountId’:account_id}access_token = ’a554db3a48ac8180a6996a5547ba1663-ac5947e64456cc5842a34f4ce05e4380’ headers = {’Authorization’:’Bearer ’+access_token}r = requests.get(url,headers = headers, params=params) price = r.json()print(price)

以现时市场价买入50份USD_CAD合约---------------------------------------------------------------------------------

url = ’https://api-fxpractice.oanda....’ #5898545为账号101-011-5898545-001的一部分headers = {’Content-Type’ : ’application/x-www-form-urlencoded’,’Authorization’:’Bearer ’+access_token} data = {’instrument’:’USD_CAD’,’accountId’:’cawa11’,’units’:50,’type’:’market’,’side’:’buy’} req = requests.post(url,data=data,headers=headers)print(req.text)print(req.json())

第二段程序报错：{'code' : 4,'message' : 'The access token provided does not allow this request to be made','moreInfo':'http://developer.oanda.com/docs/v1/auth/#overview'}{’message’: ’The access token provided does not allow this request to be made’, ’moreInfo’: ’http://developer.oanda.com/do...’, ’code’: 4}但通过第一段程序的正常运行access token是没有问题的，同时http://developer.oanda.com/do...中错误列表错误列表

HTTP状态代码 HTTP状态消息 信息详细说明 4 401 擅自 提供不允许该请求的访问令牌进行 确保与请求提供的访问令牌是正确的，是有效的。请参阅认证以获取更多细节。

附上一份oanda公司的文档：import http.clientimport urllibimport jsonimport datetime

该文件包含一些非常简单的对OANDA API的调用这表明如果超过阈值，则获取仪器的当前价格并进行交易

def checkAndTrade():

conn = httplib.HTTPSConnection('api-sandbox.oanda.com')conn.request('GET', '/v1/prices?instruments=USD_CAD')response = conn.getresponse()resptext = response.read()if response.status == 200: data = json.loads(resptext) if data[’prices’][0][’ask’] > 0.994:headers = {'Content-Type' : 'application/x-www-form-urlencoded'}params = urllib.urlencode({'instrument' : 'USD_CAD', 'units' : 50, 'type' : ’market’, 'side' : 'buy'})conn.request('POST', '/v1/accounts/8026346/orders', params, headers)print(conn.getresponse().read())else: print(resptext)这样设定了与上述价格相同的订单，当价格跨越0.994时将执行交易

def order():

now = datetime.datetime.now()expire = now + datetime.timedelta(days=1)expire = expire.isoformat(’T’) + 'Z' conn = httplib.HTTPSConnection('api-sandbox.oanda.com')params = urllib.urlencode({'instrument': 'USD_CAD', 'units' : 50, 'price' : 0.994, 'expiry' : expire, 'side' : 'buy', 'type' : 'limit'})headers = {'Content-Type' : 'application/x-www-form-urlencoded'}conn.request('POST', '/v1/accounts/8026346/orders', params, headers)print(conn.getresponse().read())

order()checkAndTrade()此程序可能时间比较久其api地址与现在的api地址不同

问题解答

回答1：

账户有权限读取数据，不一定有权限下单你现在的问题都是api里的东西，应该仔细研究api文档，不然你后面会遇到无数类似的问题

除非刚好有人对这份api熟悉，不然也给不了你什么帮助＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝＝如果你是从网站下单监听的话你就会发现你的url和data完全和网站的不一样

import requestsaccess_token = ’81e6f8b8ae23d2c0122cfee68cd26fc2-5681d2e539e0c8d01925bad19ff141f5’url = ’https://api-fxpractice.oanda.com/v3/accounts/101-011-5898545-001/orders’headers = {’Content-Type’ : ’application/json’,’Authorization’:’Bearer ’+access_token}data = {'order':{'instrument':'EUR_USD','type':'MARKET','units':'1'}}req = requests.post(url,json=data,headers=headers)print(req.text)

===================================================================

回答2：

@prolifes:

test.py-----------------------------------------------------

from vnoanda import OandaApiif name == ’__main__’:

token = ’’accountId = ’’ api = OandaApi()api.DEBUG = True api.init(’practice’, token, accountId) # 获取交易合约列表，通过#api.getInstruments({’accountId’: accountId}) # 获取价格，通过#api.getPrices({’instruments’: ’EUR_USD’}) # 获取历史数据，失败#api.getPriceHisory({’instrument’: ’EUR_USD’, #’granularity’: ’D’, #’candleFormat’: ’midpoint’, #’count’: ’50’}) # 查询用户的所有账户，通过#api.getAccounts() # 查询账户信息，通过#api.getAccountInfo() # 查询委托数据，通过#api.getOrders({}) # 发送委托，通过#api.sendOrder({’instrument’: ’EUR_USD’, #’units’: ’10000’, #’side’: ’buy’, #’type’: ’market’}) # 查询委托数据，通过#api.getOrderInfo(’123’) # 修改委托，通过#api.modifyOrder({’units’: ’10000’, #’side’: ’buy’, #’type’: ’market’}, ’123’)# 撤销委托，通过#api.cancelOrder(’123’) # 查询所有持仓，通过#api.getTrades({}) # 查询持仓数据，通过#api.getTradeInfo(’10125150909’) # 修改持仓，通过#api.modifyTrade({’trailingStop’: ’150’}, ’10125150909’)# 平仓，通过#api.closeTrade(’10125150909’) # 查询汇总持仓，通过#api.getPositions() # 查询汇总持仓细节，通过#api.getPositionInfo(’EUR_USD’) # 平仓汇总持仓，通过#api.closePosition(’EUR_USD’) # 查询账户资金变动，通过#api.getTransactions({}) # 查询资金变动信息，通过#api.getTransactionInfo(’10135713982’) # 查询账户变动历史，部分通过，某些情况下可能触发JSONDecodeError#api.getAccountHistory() # 查询财经日历，通过#api.getCalendar({’period’: ’604800’}) # 查询历史持仓比，通过#api.getPositionRatios({’instrument’: ’EUR_USD’, #’period’: ’604800’}) # 查询历史价差，通过#api.getSpreads({’instrument’: ’EUR_USD’,#’period’: ’604800’}) # 查询交易商持仓，通过#api.getCommitments({’instrument’: ’EUR_USD’}) # 查询订单簿，通过#api.getOrderbook({’instrument’: ’EUR_USD’, #’period’: ’604800’}) # 查询Autochartist，失败，OANDA服务器报错#api.getAutochartist({’instrument’: ’EUR_USD’}) # 阻塞input() vnoanda.py--------------------------------------------------------------encoding: utf-8

import jsonimport requestsfrom Queue import Queue, Emptyfrom threading import Thread

API_SETTING = {}API_SETTING[’practice’] = {’rest’: ’https://api-fxpractice.oanda.com’,’stream’: ’https://stream-fxpractice.oan...’}API_SETTING[’trade’] = {’rest’: ’https://api-fxtrade.oanda.com’,’stream’: ’https://stream-fxtrade.oanda....’}

FUNCTIONCODE_GETINSTRUMENTS = 0FUNCTIONCODE_GETPRICES = 1FUNCTIONCODE_GETPRICEHISTORY = 2FUNCTIONCODE_GETACCOUNTS = 3FUNCTIONCODE_GETACCOUNTINFO = 4FUNCTIONCODE_GETORDERS = 5FUNCTIONCODE_SENDORDER = 6FUNCTIONCODE_GETORDERINFO = 7FUNCTIONCODE_MODIFYORDER = 8FUNCTIONCODE_CANCELORDER = 9FUNCTIONCODE_GETTRADES = 10FUNCTIONCODE_GETTRADEINFO = 11FUNCTIONCODE_MODIFYTRADE= 12FUNCTIONCODE_CLOSETRADE = 13FUNCTIONCODE_GETPOSITIONS = 14FUNCTIONCODE_GETPOSITIONINFO= 15FUNCTIONCODE_CLOSEPOSITION = 16FUNCTIONCODE_GETTRANSACTIONS = 17FUNCTIONCODE_GETTRANSACTIONINFO = 18FUNCTIONCODE_GETACCOUNTHISTORY = 19FUNCTIONCODE_GETCALENDAR = 20FUNCTIONCODE_GETPOSITIONRATIOS = 21FUNCTIONCODE_GETSPREADS = 22FUNCTIONCODE_GETCOMMIMENTS = 23FUNCTIONCODE_GETORDERBOOK = 24FUNCTIONCODE_GETAUTOCHARTIST = 25FUNCTIONCODE_STREAMPRICES = 26FUNCTIONCODE_STREAMEVENTS = 27

class OandaApi(object):

''''''DEBUG = False#----------------------------------------------------------------------def __init__(self): '''Constructor''' self.token = ’’ self.accountId = ’’ self.headers = {} self.restDomain = ’’ self.streamDomain = ’’ self.session = Noneself.functionSetting = {}self.active = False # API的工作状态self.reqID = 0 # 请求编号 self.reqQueue = Queue() # 请求队列 self.reqThread = Thread(target=self.processQueue) # 请求处理线程self.streamPricesThread = Thread(target=self.processStreamPrices) # 实时行情线程 self.streamEventsThread = Thread(target=self.processStreamEvents) # 实时事件线程（成交等）#----------------------------------------------------------------------def init(self, settingName, token, accountId): '''初始化接口''' self.restDomain = API_SETTING[settingName][’rest’] self.streamDomain = API_SETTING[settingName][’stream’] self.session = requests.Session()self.token = token self.accountId = accountIdself.headers[’Authorization’] = ’Bearer ’ + self.tokenself.initFunctionSetting(FUNCTIONCODE_GETINSTRUMENTS, {’path’: ’/v1/instruments’, ’method’: ’GET’})self.initFunctionSetting(FUNCTIONCODE_GETPRICES, {’path’: ’/v1/prices’, ’method’: ’GET’})self.initFunctionSetting(FUNCTIONCODE_GETPRICEHISTORY, {’path’: ’/v1/candles’,’method’: ’GET’})self.initFunctionSetting(FUNCTIONCODE_GETACCOUNTS, {’path’: ’/v1/accounts’, ’method’: ’GET’}) self.initFunctionSetting(FUNCTIONCODE_GETACCOUNTINFO, {’path’: ’/v1/accounts/%s’ %self.accountId, ’method’: ’GET’}) self.initFunctionSetting(FUNCTIONCODE_GETORDERS, {’path’: ’/v1/accounts/%s/orders’ %self.accountId, ’method’: ’GET’})self.initFunctionSetting(FUNCTIONCODE_SENDORDER, {’path’: ’/v1/accounts/%s/orders’ %self.accountId, ’method’: ’POST’}) self.initFunctionSetting(FUNCTIONCODE_GETORDERINFO, {’path’: ’/v1/accounts/%s/orders’ %self.accountId, ’method’: ’GET’}) self.initFunctionSetting(FUNCTIONCODE_MODIFYORDER, {’path’: ’/v1/accounts/%s/orders’ %self.accountId, ’method’: ’PATCH’}) self.initFunctionSetting(FUNCTIONCODE_CANCELORDER, {’path’: ’/v1/accounts/%s/orders’ %self.accountId, ’method’: ’DELETE’}) self.initFunctionSetting(FUNCTIONCODE_GETTRADES, {’path’: ’/v1/accounts/%s/trades’ %self.accountId, ’method’: ’GET’}) self.initFunctionSetting(FUNCTIONCODE_GETTRADEINFO, {’path’: ’/v1/accounts/%s/trades’ %self.accountId, ’method’: ’GET’}) self.initFunctionSetting(FUNCTIONCODE_MODIFYTRADE, {’path’: ’/v1/accounts/%s/trades’ %self.accountId, ’method’: ’PATCH’}) self.initFunctionSetting(FUNCTIONCODE_CLOSETRADE, {’path’: ’/v1/accounts/%s/trades’ %self.accountId, ’method’: ’DELETE’}) self.initFunctionSetting(FUNCTIONCODE_GETPOSITIONS, {’path’: ’/v1/accounts/%s/positions’ %self.accountId, ’method’: ’GET’}) self.initFunctionSetting(FUNCTIONCODE_GETPOSITIONINFO, {’path’: ’/v1/accounts/%s/positions’ %self.accountId,’method’: ’GET’}) self.initFunctionSetting(FUNCTIONCODE_CLOSEPOSITION, {’path’: ’/v1/accounts/%s/positions’ %self.accountId, ’method’: ’DELETE’}) self.initFunctionSetting(FUNCTIONCODE_GETTRANSACTIONS, {’path’: ’/v1/accounts/%s/transactions’ %self.accountId,’method’: ’GET’}) self.initFunctionSetting(FUNCTIONCODE_GETTRANSACTIONINFO, {’path’: ’/v1/accounts/%s/transactions’ %self.accountId, ’method’: ’GET’}) self.initFunctionSetting(FUNCTIONCODE_GETACCOUNTHISTORY, {’path’: ’/v1/accounts/%s/alltransactions’ %self.accountId, ’method’: ’GET’}) self.initFunctionSetting(FUNCTIONCODE_GETCALENDAR, {’path’: ’/labs/v1/calendar’, ’method’: ’GET’}) self.initFunctionSetting(FUNCTIONCODE_GETPOSITIONRATIOS, {’path’: ’/labs/v1/historical_position_ratios’, ’method’: ’GET’}) self.initFunctionSetting(FUNCTIONCODE_GETSPREADS, {’path’: ’/labs/v1/spreads’, ’method’: ’GET’}) self.initFunctionSetting(FUNCTIONCODE_GETCOMMIMENTS, {’path’: ’/labs/v1/commitments’, ’method’: ’GET’}) self.initFunctionSetting(FUNCTIONCODE_GETORDERBOOK, {’path’: ’/labs/v1/orderbook_data’, ’method’: ’GET’}) self.initFunctionSetting(FUNCTIONCODE_GETAUTOCHARTIST, {’path’: ’/labs/v1/autochartist’,’method’: ’GET’}) self.initFunctionSetting(FUNCTIONCODE_GETAUTOCHARTIST, {’path’: ’/labs/v1/autochartist’,’method’: ’GET’}) self.initFunctionSetting(FUNCTIONCODE_STREAMPRICES, {’path’: ’/v1/prices’, ’method’: ’GET’}) self.initFunctionSetting(FUNCTIONCODE_STREAMEVENTS, {’path’: ’/v1/events’, ’method’: ’GET’}) self.active = True self.reqThread.start() self.streamEventsThread.start() self.streamPricesThread.start() #----------------------------------------------------------------------def exit(self): '''退出接口''' if self.active:self.active = Falseself.reqThread.join() #----------------------------------------------------------------------def initFunctionSetting(self, code, setting): '''初始化API功能字典''' self.functionSetting[code] = setting #----------------------------------------------------------------------def processRequest(self, req): '''发送请求并通过回调函数推送数据结果''' url = req[’url’] method = req[’method’] params = req[’params’]stream = False if ’stream’ in req:stream = req[’stream’] if method in [’GET’, ’DELETE’]:myreq = requests.Request(method, url, headers=self.headers, params=params) elif method in [’POST’, ’PATCH’]:myreq = requests.Request(method, url, headers=self.headers, data=params) pre = myreq.prepare() r = None error = Nonetry:r = self.session.send(pre, stream=stream) except Exception, e:error = e return r, error#----------------------------------------------------------------------def processQueue(self): '''处理请求队列中的请求''' while self.active:try: req = self.reqQueue.get(block=True, timeout=1) # 获取请求的阻塞为一秒 callback = req[’callback’] reqID = req[’reqID’]r, error = self.processRequest(req)if r:try: data = r.json() if self.DEBUG:print callback.__name__ callback(data, reqID) except Exception, e: self.onError(str(e), reqID) else:self.onError(error, reqID)except Empty: pass#----------------------------------------------------------------------def sendRequest(self, code, params, callback, optional=’’): '''发送请求''' setting = self.functionSetting[code]url = self.restDomain + setting[’path’] if optional:url = url + ’/’ + optional self.reqID += 1 req = {’url’: url, ’method’: setting[’method’], ’params’: params, ’callback’: callback, ’reqID’: self.reqID} self.reqQueue.put(req)return self.reqID#----------------------------------------------------------------------def onError(self, error, reqID): '''错误信息回调''' print error, reqID#----------------------------------------------------------------------def getInstruments(self, params): '''查询可交易的合约列表''' return self.sendRequest(FUNCTIONCODE_GETINSTRUMENTS, params, self.onGetInstruments) #----------------------------------------------------------------------def onGetInstruments(self, data, reqID): '''回调函数''' print data, reqID #----------------------------------------------------------------------def getPrices(self, params): '''查询价格''' return self.sendRequest(FUNCTIONCODE_GETPRICES, params, self.onGetPrices) #----------------------------------------------------------------------def onGetPrices(self, data, reqID): '''回调函数''' print data, reqID #----------------------------------------------------------------------def getPriceHisory(self, params): '''查询历史价格数据''' return self.sendRequest(FUNCTIONCODE_GETPRICEHISTORY, params, self.onGetPriceHistory) #----------------------------------------------------------------------def onGetPriceHistory(self, data, reqID): '''回调函数''' print data, reqID#----------------------------------------------------------------------def getAccounts(self): '''查询用户的所有账户''' return self.sendRequest(FUNCTIONCODE_GETACCOUNTS, {}, self.onGetAccounts)#----------------------------------------------------------------------def onGetAccounts(self, data, reqID): '''回调函数''' print data, reqID #----------------------------------------------------------------------def getAccountInfo(self): '''查询账户数据''' return self.sendRequest(FUNCTIONCODE_GETACCOUNTINFO, {}, self.onGetAccountInfo)#----------------------------------------------------------------------def onGetAccountInfo(self, data, reqID): '''回调函数''' print data, reqID #----------------------------------------------------------------------def getOrders(self, params): '''查询所有委托''' return self.sendRequest(FUNCTIONCODE_GETORDERS, params, self.onGetOrders)#----------------------------------------------------------------------def onGetOrders(self, data, reqID): '''回调函数''' print data, reqID #----------------------------------------------------------------------def sendOrder(self, params): '''发送委托''' return self.sendRequest(FUNCTIONCODE_SENDORDER, params, self.onSendOrder)#----------------------------------------------------------------------def onSendOrder(self, data, reqID): '''回调函数''' print data, reqID #----------------------------------------------------------------------def getOrderInfo(self, optional): '''查询委托信息''' return self.sendRequest(FUNCTIONCODE_GETORDERINFO, {}, self.onGetOrderInfo, optional)#----------------------------------------------------------------------def onGetOrderInfo(self, data, reqID): '''回调函数''' print data, reqID #----------------------------------------------------------------------def modifyOrder(self, params, optional): '''修改委托''' return self.sendRequest(FUNCTIONCODE_MODIFYORDER, params, self.onModifyOrder, optional)#----------------------------------------------------------------------def onModifyOrder(self, data, reqID): '''回调函数''' print data, reqID #----------------------------------------------------------------------def cancelOrder(self, optional): '''查询委托信息''' return self.sendRequest(FUNCTIONCODE_CANCELORDER, {}, self.onCancelOrder, optional)#----------------------------------------------------------------------def onCancelOrder(self, data, reqID): '''回调函数''' print data, reqID #----------------------------------------------------------------------def getTrades(self, params): '''查询所有仓位''' return self.sendRequest(FUNCTIONCODE_GETTRADES, params, self.onGetTrades)#----------------------------------------------------------------------def onGetTrades(self, data, reqID): '''回调函数''' print data, reqID #----------------------------------------------------------------------def getTradeInfo(self, optional): '''查询仓位信息''' return self.sendRequest(FUNCTIONCODE_GETTRADEINFO, {}, self.onGetTradeInfo, optional)#----------------------------------------------------------------------def onGetTradeInfo(self, data, reqID): '''回调函数''' print data, reqID #----------------------------------------------------------------------def modifyTrade(self, params, optional): '''修改仓位''' return self.sendRequest(FUNCTIONCODE_MODIFYTRADE, params, self.onModifyTrade, optional)#----------------------------------------------------------------------def onModifyTrade(self, data, reqID): '''回调函数''' print data, reqID #----------------------------------------------------------------------def closeTrade(self, optional): '''平仓''' return self.sendRequest(FUNCTIONCODE_CLOSETRADE, {}, self.onCloseTrade, optional)#----------------------------------------------------------------------def onCloseTrade(self, data, reqID): '''回调函数''' print data, reqID #----------------------------------------------------------------------def getPositions(self): '''查询所有汇总仓位''' return self.sendRequest(FUNCTIONCODE_GETPOSITIONS, {}, self.onGetPositions)#----------------------------------------------------------------------def onGetPositions(self, data, reqID): '''回调函数''' print data, reqID #----------------------------------------------------------------------def getPositionInfo(self, optional): '''查询汇总仓位信息''' return self.sendRequest(FUNCTIONCODE_GETPOSITIONINFO, {}, self.onGetPositionInfo, optional)#----------------------------------------------------------------------def onGetPositionInfo(self, data, reqID): '''回调函数''' print data, reqID #----------------------------------------------------------------------def closePosition(self, optional): '''平仓汇总仓位信息''' return self.sendRequest(FUNCTIONCODE_CLOSEPOSITION, {}, self.onClosePosition, optional)#----------------------------------------------------------------------def onClosePosition(self, data, reqID): '''回调函数''' print data, reqID #----------------------------------------------------------------------def getTransactions(self, params): '''查询所有资金变动''' return self.sendRequest(FUNCTIONCODE_GETTRANSACTIONS, params, self.onGetTransactions)#----------------------------------------------------------------------def onGetTransactions(self, data, reqID): '''回调函数''' print data, reqID #----------------------------------------------------------------------def getTransactionInfo(self, optional): '''查询资金变动信息''' return self.sendRequest(FUNCTIONCODE_GETTRANSACTIONINFO, {}, self.onGetTransactionInfo, optional)#----------------------------------------------------------------------def onGetTransactionInfo(self, data, reqID): '''回调函数''' print data, reqID #----------------------------------------------------------------------def getAccountHistory(self): '''查询账户资金变动历史''' return self.sendRequest(FUNCTIONCODE_GETACCOUNTHISTORY, {}, self.onGetAccountHistory)#----------------------------------------------------------------------def onGetAccountHistory(self, data, reqID): '''回调函数''' print data, reqID #----------------------------------------------------------------------def getCalendar(self, params): '''查询日历''' return self.sendRequest(FUNCTIONCODE_GETCALENDAR, params, self.onGetCalendar)#----------------------------------------------------------------------def onGetCalendar(self, data, reqID): '''回调函数''' print data, reqID #----------------------------------------------------------------------def getPositionRatios(self, params): '''查询持仓比例''' return self.sendRequest(FUNCTIONCODE_GETPOSITIONRATIOS, params, self.onGetPositionRatios)#----------------------------------------------------------------------def onGetPositionRatios(self, data, reqID): '''回调函数''' print data, reqID #----------------------------------------------------------------------def getSpreads(self, params): '''查询所有仓位''' return self.sendRequest(FUNCTIONCODE_GETSPREADS, params, self.onGetSpreads)#----------------------------------------------------------------------def onGetSpreads(self, data, reqID): '''回调函数''' print data, reqID #----------------------------------------------------------------------def getCommitments(self, params): '''查询交易商持仓情况''' return self.sendRequest(FUNCTIONCODE_GETCOMMIMENTS, params, self.onGetCommitments)#----------------------------------------------------------------------def onGetCommitments(self, data, reqID): '''回调函数''' print data, reqID #----------------------------------------------------------------------def getOrderbook(self, params): '''查询订单簿''' return self.sendRequest(FUNCTIONCODE_GETORDERBOOK, params, self.onGetOrderbook)#----------------------------------------------------------------------def onGetOrderbook(self, data, reqID): '''回调函数''' print data, reqID #----------------------------------------------------------------------def getAutochartist(self, params): '''查询Autochartist识别的模式''' return self.sendRequest(FUNCTIONCODE_GETAUTOCHARTIST, params, self.onGetAutochartist)#----------------------------------------------------------------------def onGetAutochartist(self, data, reqID): '''回调函数''' print data, reqID #----------------------------------------------------------------------def onPrice(self, data): '''行情推送''' print data #----------------------------------------------------------------------def onEvent(self, data): '''事件推送（成交等）''' print data #----------------------------------------------------------------------def processStreamPrices(self): '''获取价格推送''' # 首先获取所有合约的代码 setting = self.functionSetting[FUNCTIONCODE_GETINSTRUMENTS] req = {’url’: self.restDomain + setting[’path’], ’method’: setting[’method’], ’params’: {’accountId’: self.accountId}} r, error = self.processRequest(req) if r:try: data = r.json() symbols = [d[’instrument’] for d in data[’instruments’]] except Exception, e: self.onError(e, -1) return else:self.onError(error, -1)return # 然后订阅所有的合约行情 setting = self.functionSetting[FUNCTIONCODE_STREAMPRICES] params = {’accountId’: self.accountId, ’instruments’: ’,’.join(symbols)} req = {’url’: self.streamDomain + setting[’path’], ’method’: setting[’method’], ’params’: params, ’stream’: True} r, error = self.processRequest(req)if r:for line in r.iter_lines(): if line:try: msg = json.loads(line)if self.DEBUG:print self.onPrice.__name__ self.onPrice(msg)except Exception, e: self.onError(e, -1)if not self.active:break else:self.onError(error, -1)#----------------------------------------------------------------------def processStreamEvents(self): '''获取事件推送''' setting = self.functionSetting[FUNCTIONCODE_STREAMEVENTS] req = {’url’: self.streamDomain + setting[’path’], ’method’: setting[’method’], ’params’: {}, ’stream’: True} r, error = self.processRequest(req) if r:for line in r.iter_lines(): if line:try: msg = json.loads(line)if self.DEBUG:print self.onEvent.__name__ self.onEvent(msg)except Exception, e: self.onError(e, -1)if not self.active:break else:self.onError(error, -1)