########################################################################
class DemoMdApi(MdApi):
    """
    Demo中的行情API封装
    封装后所有数据自动推送到事件驱动引擎中，由其负责推送到各个监听该事件的回调函数上

    对用户暴露的主动函数包括:
    登陆 login
    订阅合约 subscribe
    """

    #----------------------------------------------------------------------
    def __init__(self, eventEngine):
        """
        API对象的初始化函数
        """
        super(DemoMdApi, self).__init__()

        # 事件引擎，所有数据都推送到其中，再由事件引擎进行分发
        self.__eventEngine = eventEngine

        # 请求编号，由api负责管理
        self.__reqid = 0

        # 以下变量用于实现连接和重连后的自动登陆
        self.__userid = ''
        self.__password = ''
        self.__brokerid = ''

        # 以下集合用于重连后自动订阅之前已订阅的合约，使用集合为了防止重复
        self.__setSubscribed = set()

        # 初始化.con文件的保存目录为\mdconnection，注意这个目录必须已存在，否则会报错
        self.createFtdcMdApi(os.getcwd() + '\\mdconnection\\')

    #----------------------------------------------------------------------
    def onFrontConnected(self):
        """服务器连接"""
        event = Event(type_=EVENT_LOG)
        event.dict_['log'] = u'行情服务器连接成功'
        self.__eventEngine.put(event)

        # 如果用户已经填入了用户名等等，则自动尝试连接
        if self.__userid:
            req = {}
            req['UserID'] = self.__userid
            req['Password'] = self.__password
            req['BrokerID'] = self.__brokerid
            self.__reqid = self.__reqid + 1
            self.reqUserLogin(req, self.__reqid)

...

    #----------------------------------------------------------------------
    def onRspUserLogin(self, data, error, n, last):
        """登陆回报"""
        event = Event(type_=EVENT_LOG)

        if error['ErrorID'] == 0:
            log = u'行情服务器登陆成功'
        else:
            log = u'登陆回报，错误代码：' + unicode(error['ErrorID']) + u',' + u'错误信息：' + error['ErrorMsg'].decode('gbk')

        event.dict_['log'] = log
        self.__eventEngine.put(event)

        # 重连后自动订阅之前已经订阅过的合约
        if self.__setSubscribed:
            for instrument in self.__setSubscribed:
                self.subscribe(instrument[0], instrument[1])

...

    #----------------------------------------------------------------------  
    def onRtnDepthMarketData(self, data):
        """行情推送"""
        # 行情推送收到后，同时触发常规行情事件，以及特定合约行情事件，用于满足不同类型的监听

        # 常规行情事件
        event1 = Event(type_=EVENT_MARKETDATA)
        event1.dict_['data'] = data
        self.__eventEngine.put(event1)

        # 特定合约行情事件
        event2 = Event(type_=(EVENT_MARKETDATA_CONTRACT+data['InstrumentID']))
        event2.dict_['data'] = data
        self.__eventEngine.put(event2)
...

    #----------------------------------------------------------------------
    def login(self, address, userid, password, brokerid):
        """连接服务器"""
        self.__userid = userid
        self.__password = password
        self.__brokerid = brokerid

        # 注册服务器地址
        self.registerFront(address)

        # 初始化连接，成功会调用onFrontConnected
        self.init()

    #----------------------------------------------------------------------
    def subscribe(self, instrumentid, exchangeid):
        """订阅合约"""
        req = {}
        req['InstrumentID'] = instrumentid
        req['ExchangeID'] = exchangeid
        self.subscribeMarketData(req)

        instrument = (instrumentid, exchangeid)
        self.__setSubscribed.add(instrument)