-
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+
+
+
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+
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-
-
{% endblock %}
diff --git a/vnpy_bridge.py b/vnpy_bridge.py
index 9994bb4..2c7afcd 100644
--- a/vnpy_bridge.py
+++ b/vnpy_bridge.py
@@ -89,6 +89,8 @@ class CtpBridge:
self._commission_waiters: dict[int, threading.Event] = {}
self._commission_results: dict[int, dict] = {}
self._commission_hooked = False
+ self._subscribed: set[str] = set()
+ self._tick_hooked = False
self._init_engine()
def _init_engine(self) -> None:
@@ -282,6 +284,78 @@ class CtpBridge:
self._commission_waiters.pop(reqid, None)
return self._commission_results.pop(reqid, {})
+ def _tick_key(self, symbol: str, ex_name: str) -> str:
+ return f"{symbol.lower()}:{ex_name.upper()}"
+
+ def _price_from_tick(self, tick: Any) -> Optional[float]:
+ for attr in ("last_price", "bid_price_1", "ask_price_1", "pre_close"):
+ try:
+ v = float(getattr(tick, attr, 0) or 0)
+ except (TypeError, ValueError):
+ v = 0.0
+ if v > 0:
+ return v
+ return None
+
+ def _lookup_tick(self, symbol: str, ex_name: str) -> Optional[float]:
+ if not self._engine:
+ return None
+ sym_l = symbol.lower()
+ ex_u = ex_name.upper()
+ try:
+ for tick in self._engine.get_all_ticks():
+ ts = (getattr(tick, "symbol", "") or "").lower()
+ te = getattr(tick, "exchange", None)
+ te_s = str(te.value if hasattr(te, "value") else te or "").upper()
+ if ts == sym_l and te_s == ex_u:
+ p = self._price_from_tick(tick)
+ if p:
+ return p
+ except Exception as exc:
+ logger.debug("lookup tick: %s", exc)
+ return None
+
+ def _ensure_tick_handler(self) -> None:
+ if self._tick_hooked or not self._ee:
+ return
+ self._tick_hooked = True
+
+ def subscribe_symbol(self, ths_code: str) -> None:
+ if not self._engine or not self._connected_mode:
+ return
+ try:
+ from vnpy.trader.object import SubscribeRequest
+
+ sym, ex_name = ths_to_vnpy_symbol(ths_code)
+ key = self._tick_key(sym, ex_name)
+ if key in self._subscribed:
+ return
+ exchange = to_vnpy_exchange(ex_name)
+ self._ensure_tick_handler()
+ req = SubscribeRequest(symbol=sym, exchange=exchange)
+ self._engine.subscribe(req, GATEWAY_NAME)
+ self._subscribed.add(key)
+ except Exception as exc:
+ logger.debug("CTP subscribe %s: %s", ths_code, exc)
+
+ def get_tick_price(self, ths_code: str, *, mode: str) -> Optional[float]:
+ if self._connected_mode != mode or not self._engine:
+ return None
+ try:
+ sym, ex_name = ths_to_vnpy_symbol(ths_code)
+ except Exception:
+ return None
+ price = self._lookup_tick(sym, ex_name)
+ if price:
+ return price
+ self.subscribe_symbol(ths_code)
+ for _ in range(8):
+ time.sleep(0.2)
+ price = self._lookup_tick(sym, ex_name)
+ if price:
+ return price
+ return None
+
def get_account(self) -> dict[str, Any]:
if not self._engine:
return {}
@@ -478,6 +552,18 @@ def ctp_list_active_orders(mode: str) -> list[dict[str, Any]]:
return b.list_active_orders()
+def ctp_get_tick_price(mode: str, ths_code: str) -> Optional[float]:
+ """CTP 柜台最新价（需已连接并订阅）。"""
+ b = get_bridge()
+ if b.connected_mode != mode:
+ return None
+ try:
+ return b.get_tick_price(ths_code, mode=mode)
+ except Exception as exc:
+ logger.debug("ctp_get_tick_price: %s", exc)
+ return None
+
+
def get_ctp_balance(mode: str) -> Optional[float]:
try:
acc = ctp_get_account(mode)