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Merge pull request #386 from find-happiness/master

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Merge remote-tracking branch 'origin/dev'
This commit is contained in:
vn.py 2017-07-08 21:34:04 +08:00 committed by GitHub
commit 065808a0b0
4 changed files with 68 additions and 21 deletions
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22
examples/VnTrader/run.py
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@ -12,9 +12,11 @@ from vnpy.trader.uiQt import qApp
from vnpy.trader.uiMainWindow import MainWindow
# 加载底层接口
from vnpy.trader.gateway import (ctpGateway, femasGateway, xspeedGateway,
sgitGateway, oandaGateway, ibGateway,
shzdGateway, huobiGateway, okcoinGateway)
# from vnpy.trader.gateway import (ctpGateway, femasGateway, xspeedGateway,
# sgitGateway, oandaGateway, ibGateway,
# shzdGateway, huobiGateway, okcoinGateway)
from vnpy.trader.gateway import ( huobiGateway, okcoinGateway)
# 加载上层应用
from vnpy.trader.app import (riskManager, ctaStrategy, spreadTrading)
@ -30,13 +32,13 @@ def main():
me = MainEngine(ee)
# 添加交易接口
me.addGateway(ctpGateway)
me.addGateway(femasGateway)
me.addGateway(xspeedGateway)
me.addGateway(sgitGateway)
me.addGateway(oandaGateway)
me.addGateway(ibGateway)
me.addGateway(shzdGateway)
# me.addGateway(ctpGateway)
# me.addGateway(femasGateway)
# me.addGateway(xspeedGateway)
# me.addGateway(sgitGateway)
# me.addGateway(oandaGateway)
# me.addGateway(ibGateway)
# me.addGateway(shzdGateway)
me.addGateway(huobiGateway)
me.addGateway(okcoinGateway)

2
vnpy/api/okcoin/vnokcoin.py
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@ -20,6 +20,7 @@ CURRENCY_USD = 'usd'
# 电子货币代码
SYMBOL_BTC = 'btc'
SYMBOL_LTC = 'ltc'
SYMBOL_ETH = 'eth'
# 行情深度
DEPTH_20 = 20
@ -42,6 +43,7 @@ INTERVAL_1W = 'week'
# 交易代码，需要后缀货币名才能完整
TRADING_SYMBOL_BTC = 'btc_'
TRADING_SYMBOL_LTC = 'ltc_'
TRADING_SYMBOL_ETH = 'eth_'
# 委托类型
TYPE_BUY = 'buy'

18
vnpy/trader/app/dataRecorder/DR_setting.json Normal file
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@ -0,0 +1,18 @@
{
"working": true,
"tick":
[
],
"bar":
[
["BTC_CNY_SPOT", "OKCOIN"],
["LTC_CNY_SPOT", "OKCOIN"],
["ETH_CNY_SPOT", "OKCOIN"]
],
"active":
{
}
}

47
vnpy/trader/gateway/okcoinGateway/okcoinGateway.py
View File

@ -16,6 +16,7 @@ from copy import copy
from threading import Condition
from Queue import Queue
from threading import Thread
from time import sleep
from vnpy.api.okcoin import vnokcoin
from vnpy.trader.vtGateway import *
@ -55,16 +56,24 @@ LTC_USD_THISWEEK = 'LTC_USD_THISWEEK'
LTC_USD_NEXTWEEK = 'LTC_USD_NEXTWEEK'
LTC_USD_QUARTER = 'LTC_USD_QUARTER'
ETH_USD_SPOT = 'ETH_USD_SPOT'
ETH_USD_THISWEEK = 'ETH_USD_THISWEEK'
ETH_USD_NEXTWEEK = 'ETH_USD_NEXTWEEK'
ETH_USD_QUARTER = 'ETH_USD_QUARTER'
# CNY
BTC_CNY_SPOT = 'BTC_CNY_SPOT'
LTC_CNY_SPOT = 'LTC_CNY_SPOT'
ETH_CNY_SPOT = 'ETH_CNY_SPOT'
# 印射字典
spotSymbolMap = {}
spotSymbolMap['ltc_usd'] = LTC_USD_SPOT
spotSymbolMap['btc_usd'] = BTC_USD_SPOT
spotSymbolMap['ETH_usd'] = ETH_USD_SPOT
spotSymbolMap['ltc_cny'] = LTC_CNY_SPOT
spotSymbolMap['btc_cny'] = BTC_CNY_SPOT
spotSymbolMap['eth_cny'] = ETH_CNY_SPOT
spotSymbolMapReverse = {v: k for k, v in spotSymbolMap.items()}
@ -76,16 +85,20 @@ channelSymbolMap = {}
# USD
channelSymbolMap['ok_sub_spotusd_btc_ticker'] = BTC_USD_SPOT
channelSymbolMap['ok_sub_spotusd_ltc_ticker'] = LTC_USD_SPOT
channelSymbolMap['ok_sub_spotusd_eth_ticker'] = ETH_USD_SPOT
channelSymbolMap['ok_sub_spotusd_btc_depth_20'] = BTC_USD_SPOT
channelSymbolMap['ok_sub_spotusd_ltc_depth_20'] = LTC_USD_SPOT
channelSymbolMap['ok_sub_spotusd_eth_depth_20'] = ETH_USD_SPOT
# CNY
channelSymbolMap['ok_sub_spotcny_btc_ticker'] = BTC_CNY_SPOT
channelSymbolMap['ok_sub_spotcny_ltc_ticker'] = LTC_CNY_SPOT
channelSymbolMap['ok_sub_spotcny_eth_ticker'] = ETH_CNY_SPOT
channelSymbolMap['ok_sub_spotcny_btc_depth_20'] = BTC_CNY_SPOT
channelSymbolMap['ok_sub_spotcny_ltc_depth_20'] = LTC_CNY_SPOT
channelSymbolMap['ok_sub_spotcny_eth_depth_20'] = ETH_CNY_SPOT
@ -306,17 +319,20 @@ class Api(vnokcoin.OkCoinApi):
self.spotOrderInfo(vnokcoin.TRADING_SYMBOL_LTC, '-1')
self.spotOrderInfo(vnokcoin.TRADING_SYMBOL_BTC, '-1')
self.spotOrderInfo(vnokcoin.TRADING_SYMBOL_ETH, '-1')
# 连接后订阅现货的成交和账户数据
self.subscribeSpotTrades()
self.subscribeSpotUserInfo()
self.subscribeSpotTicker(vnokcoin.SYMBOL_BTC)
self.subscribeSpotTicker(vnokcoin.SYMBOL_LTC)
self.subscribeSpotTicker(vnokcoin.SYMBOL_ETH)
self.subscribeSpotDepth(vnokcoin.SYMBOL_BTC, vnokcoin.DEPTH_20)
self.subscribeSpotDepth(vnokcoin.SYMBOL_LTC, vnokcoin.DEPTH_20)
self.subscribeSpotDepth(vnokcoin.SYMBOL_ETH, vnokcoin.DEPTH_20)
# 如果连接的是USD网站则订阅期货相关回报数据
if self.currency == vnokcoin.CURRENCY_USD:
self.subscribeFutureTrades()
@ -347,10 +363,12 @@ class Api(vnokcoin.OkCoinApi):
# USD_SPOT
self.cbDict['ok_sub_spotusd_btc_ticker'] = self.onTicker
self.cbDict['ok_sub_spotusd_ltc_ticker'] = self.onTicker
self.cbDict['ok_sub_spotusd_eth_ticker'] = self.onTicker
self.cbDict['ok_sub_spotusd_btc_depth_20'] = self.onDepth
self.cbDict['ok_sub_spotusd_ltc_depth_20'] = self.onDepth
self.cbDict['ok_sub_spotusd_eth_depth_20'] = self.onDepth
self.cbDict['ok_spotusd_userinfo'] = self.onSpotUserInfo
self.cbDict['ok_spotusd_orderinfo'] = self.onSpotOrderInfo
@ -363,10 +381,12 @@ class Api(vnokcoin.OkCoinApi):
# CNY_SPOT
self.cbDict['ok_sub_spotcny_btc_ticker'] = self.onTicker
self.cbDict['ok_sub_spotcny_ltc_ticker'] = self.onTicker
self.cbDict['ok_sub_spotcny_eth_ticker'] = self.onTicker
self.cbDict['ok_sub_spotcny_btc_depth_20'] = self.onDepth
self.cbDict['ok_sub_spotcny_ltc_depth_20'] = self.onDepth
self.cbDict['ok_sub_spotcny_eth_depth_20'] = self.onDepth
self.cbDict['ok_spotcny_userinfo'] = self.onSpotUserInfo
self.cbDict['ok_spotcny_orderinfo'] = self.onSpotOrderInfo
@ -453,7 +473,7 @@ class Api(vnokcoin.OkCoinApi):
funds = rawData['info']['funds']
# 持仓信息
for symbol in ['btc', 'ltc', self.currency]:
for symbol in ['btc', 'ltc','eth', self.currency]:
if symbol in funds['free']:
pos = VtPositionData()
pos.gatewayName = self.gatewayName
@ -486,7 +506,7 @@ class Api(vnokcoin.OkCoinApi):
info = rawData['info']
# 持仓信息
for symbol in ['btc', 'ltc', self.currency]:
for symbol in ['btc', 'ltc','eth', self.currency]:
if symbol in info['free']:
pos = VtPositionData()
pos.gatewayName = self.gatewayName
@ -617,7 +637,8 @@ class Api(vnokcoin.OkCoinApi):
contractList.append(self.generateSpecificContract(contract, BTC_CNY_SPOT))
contractList.append(self.generateSpecificContract(contract, LTC_CNY_SPOT))
contractList.append(self.generateSpecificContract(contract, ETH_CNY_SPOT))
return contractList
#----------------------------------------------------------------------
@ -634,7 +655,8 @@ class Api(vnokcoin.OkCoinApi):
contractList.append(self.generateSpecificContract(contract, BTC_USD_SPOT))
contractList.append(self.generateSpecificContract(contract, LTC_USD_SPOT))
contractList.append(self.generateSpecificContract(contract, ETH_USD_SPOT))
# 期货
contract.productClass = PRODUCT_FUTURES
@ -644,6 +666,9 @@ class Api(vnokcoin.OkCoinApi):
contractList.append(self.generateSpecificContract(contract, LTC_USD_THISWEEK))
contractList.append(self.generateSpecificContract(contract, LTC_USD_NEXTWEEK))
contractList.append(self.generateSpecificContract(contract, LTC_USD_QUARTER))
contractList.append(self.generateSpecificContract(contract, ETH_USD_THISWEEK))
contractList.append(self.generateSpecificContract(contract, ETH_USD_NEXTWEEK))
contractList.append(self.generateSpecificContract(contract, ETH_USD_QUARTER))
return contractList