我已经在内部开发论坛上多次发布了这个问题,因此想要提供一个快速示例,说明如何在python中实现这一目标。
答案 0 :(得分:3)
首先,请注意我们所做的只是连接到相关的X_TRADER com对象,所以以下所有内容仍然适用:
https://www.tradingtechnologies.com/documents/user%20documents/xtapi_classreference_v7.7.8_dg.pdf
这是完整的python代码,可以订阅原油March13未来:
import pythoncom
from time import sleep
from win32com.client import Dispatch, DispatchWithEvents, getevents
from win32com.client.gencache import EnsureDispatch, EnsureModule
GATE = None
NOTIFY = None
class InstrNotify(getevents('XTAPI.TTInstrNotify')):
def __init__(self):
pass
def Subscribe(self, pInstr):
self.AttachInstrument(pInstr)
pInstr.Open(0)
def OnNotifyFound(self, pNotify=None, pInstr=None):
pInstr = Dispatch(pInstr)
print 'Found instrument:'
print '--> Contract: %s' % pInstr.Get('Contract')
print '--> Exchange: %s' % pInstr.Get('Exchange')
def OnNotifyNotFound(self, pNotify=None, pInstr=None):
pInstr = Dispatch(pInstr)
print 'Unable to find instrument'
def OnNotifyUpdate(self, pNotify=None, pInstr=None):
pInstr = Dispatch(pInstr)
contract = pInstr.Get('Contract')
bid = pInstr.Get('Bid')
ask = pInstr.Get('Ask')
last = pInstr.Get('Last')
print '[UPDATE] %s: %s/%s' % (contract, bid, ask)
def Connect():
global NOTIFY, GATE
#the below is required in order to establish the com-object links
#that way you don't need to run makepy first
EnsureModule('{98B8AE14-466F-11D6-A27B-00B0D0F3CCA6}', 0, 1, 0)
GATE = EnsureDispatch('XTAPI.TTGate')
NOTIFY = DispatchWithEvents('XTAPI.TTInstrNotify', InstrNotify)
def main():
Connect()
pInstr = EnsureDispatch('XTAPI.TTInstrObj')
pInstr.Exchange = 'CME-A'
pInstr.Product = 'CL'
pInstr.Contract = 'CL Mar13'
pInstr.ProdType = 'FUTURE'
NOTIFY.Subscribe(pInstr)
for i in range(10):
pythoncom.PumpWaitingMessages()
sleep(1.0)
如果你有X_TRADER Pro并运行,这将产生类似:
Found instrument:
--> Contract: CL Mar13
--> Exchange: CME-A
[UPDATE] CL Mar13: 9760/9764