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[Mod]improve code quality of okex gateway

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This commit is contained in:
vn.py 2019-04-04 15:57:19 +08:00
parent 0addc94ed2
commit 0ebe533d4f
3 changed files with 37 additions and 35 deletions
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12
tests/trader/run.py
View File

@ -23,12 +23,12 @@ def main():
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
# main_engine.add_gateway(CtpGateway)
# main_engine.add_gateway(IbGateway)
# main_engine.add_gateway(FutuGateway)
# main_engine.add_gateway(BitmexGateway)
# main_engine.add_gateway(TigerGateway)
# main_engine.add_gateway(OesGateway)
main_engine.add_gateway(CtpGateway)
main_engine.add_gateway(IbGateway)
main_engine.add_gateway(FutuGateway)
main_engine.add_gateway(BitmexGateway)
main_engine.add_gateway(TigerGateway)
main_engine.add_gateway(OesGateway)
main_engine.add_gateway(OkexGateway)
main_engine.add_app(CtaStrategyApp)

2
vnpy/api/websocket/websocket_client.py
View File

@ -48,7 +48,7 @@ class WebsocketClient(object):
self.proxy_host = None
self.proxy_port = None
self.ping_interval = 60 # seconds
self.ping_interval = 60 # seconds
# For debugging
self._last_sent_text = None

58
vnpy/gateway/okex/okex_gateway.py
View File

@ -23,15 +23,13 @@ from vnpy.trader.constant import (
Exchange,
OrderType,
Product,
Status,
Offset
Status
)
from vnpy.trader.gateway import BaseGateway
from vnpy.trader.object import (
TickData,
OrderData,
TradeData,
PositionData,
AccountData,
ContractData,
OrderRequest,
@ -192,7 +190,7 @@ class OkexRestApi(RestClient):
self.passphrase = passphrase
self.connect_time = int(datetime.now().strftime("%y%m%d%H%M%S"))
self.init(REST_HOST, proxy_host, proxy_port)
self.start(session_number)
self.gateway.write_log("REST API启动成功")
@ -210,7 +208,7 @@ class OkexRestApi(RestClient):
def send_order(self, req: OrderRequest):
""""""
orderid = f"a{self.connect_time}{self._new_order_id()}"
data = {
"client_oid": orderid,
"type": ORDERTYPE_VT2OKEX[req.type],
@ -232,11 +230,11 @@ class OkexRestApi(RestClient):
self.add_request(
"POST",
"/api/spot/v3/orders",
callback = self.on_send_order,
data = data,
extra = order,
on_failed = self.on_send_order_failed,
on_error = self.on_send_order_error,
callback=self.on_send_order,
data=data,
extra=order,
on_failed=self.on_send_order_failed,
on_error=self.on_send_order_error,
)
self.gateway.on_order(order)
@ -244,7 +242,7 @@ class OkexRestApi(RestClient):
def cancel_order(self, req: CancelRequest):
""""""
data={
data = {
"instrument_id": req.symbol,
"client_oid": req.orderid
}
@ -253,9 +251,9 @@ class OkexRestApi(RestClient):
self.add_request(
"POST",
path,
callback = self.on_cancel_order,
data = data,
on_error = self.on_cancel_order_error,
callback=self.on_cancel_order,
data=data,
on_error=self.on_cancel_order_error,
)
def query_contract(self):
@ -263,7 +261,7 @@ class OkexRestApi(RestClient):
self.add_request(
"GET",
"/api/spot/v3/instruments",
callback = self.on_query_contract
callback=self.on_query_contract
)
def query_account(self):
@ -271,7 +269,7 @@ class OkexRestApi(RestClient):
self.add_request(
"GET",
"/api/spot/v3/accounts",
callback = self.on_query_account
callback=self.on_query_account
)
def query_order(self):
@ -279,7 +277,7 @@ class OkexRestApi(RestClient):
self.add_request(
"GET",
"/api/spot/v3/orders_pending",
callback = self.on_query_order
callback=self.on_query_order
)
def query_time(self):
@ -300,8 +298,8 @@ class OkexRestApi(RestClient):
name=symbol,
product=Product.SPOT,
size=1,
pricetick = instrument_data["tick_size"],
gateway_name = self.gateway_name
pricetick=instrument_data["tick_size"],
gateway_name=self.gateway_name
)
self.gateway.on_contract(contract)
@ -386,8 +384,8 @@ class OkexRestApi(RestClient):
if error_msg:
order.status = Status.REJECTED
self.gateway.on_order(order)
self.gateway.write_log(f"委托失败：{error_msg}")
self.gateway.write_log(f"委托失败：{error_msg}")
def on_cancel_order_error(
self, exception_type: type, exception_value: Exception, tb, request: Request
@ -430,6 +428,7 @@ class OkexWebsocketApi(WebsocketClient):
def __init__(self, gateway):
""""""
super(OkexWebsocketApi, self).__init__()
self.ping_interval = 20 # OKEX use 30 seconds for ping
self.gateway = gateway
self.gateway_name = gateway.gateway_name
@ -514,15 +513,11 @@ class OkexWebsocketApi(WebsocketClient):
else:
channel = packet["table"]
data = packet["data"]
callback = self.callbacks[channel]
callback = self.callbacks.get(channel, None)
try:
if callback:
for d in data:
callback(d)
except:
import traceback
traceback.print_exc()
print(packet)
def on_error(self, exception_type: type, exception_value: Exception, tb):
""""""
@ -586,6 +581,13 @@ class OkexWebsocketApi(WebsocketClient):
}
self.send_packet(req)
# Subscribe to BTC/USDT trade for keep connection alive
req = {
"op": "subscribe",
"args": ["spot/trade:BTC-USDT"]
}
self.send_packet(req)
def on_login(self, data: dict):
""""""
success = data.get("success", False)
@ -681,7 +683,7 @@ class OkexWebsocketApi(WebsocketClient):
frozen=float(d["hold"]),
gateway_name=self.gateway_name
)
self.gateway.on_account(copy(account))