TCore Python API 行情订阅与交易回报主推

SubQuote

订阅行情

def SubQuote(symbol):

Parameters

symbol

合约代码

UnsubQuote

解阅行情

def UnsubQuote(symbol):

Parameters

symbol

合约代码

SubGreeks

订阅Greeks

def SubGreeks(symbol):

Parameters

symbol

合约代码

UnsubGreeks

解阅Greeks

def UnsubGreeks(symbol):

Parameters

symbol

合约代码

getdata

获取即时行情与交易回报主推讯息

while True:
    message = TCoreAPI.getdata()

    if message['DataType']=="REALTIME":
        print("实时行情: \n",pd.DataFrame.from_dict(message['Quote'],orient='index').T)  #这里只是展示用，实际应用建议不要使用dataframe转换实时数据，会影响运行效率
    elif  message['DataType']=="GREEKS":
        print("实时GREEKS: \n",pd.DataFrame.from_dict(message['Quote'],orient='index').T)
    elif message['DataType']=='ACCOUNTS':
        print("账户列表更新: \n",message['Accounts'])
        arrInfo = message['Accounts']
        if len(arrInfo) != 0:
            strAccountMask = arrInfo[0]["AccountMask"]
    elif message['DataType'] == "EXECUTIONREPORT":
        print("实时委托回报: \n",pd.DataFrame.from_dict(message["Report"],orient='index').T)
    elif message['DataType'] == "FILLEDREPORT":
        print("实时成交: \n",pd.DataFrame.from_dict(message["Report"],orient='index').T)
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