diff --git a/vnpy/api/bithumb/vnbithumb.py b/vnpy/api/bithumb/vnbithumb.py index 4eee827b..286202b0 100644 --- a/vnpy/api/bithumb/vnbithumb.py +++ b/vnpy/api/bithumb/vnbithumb.py @@ -149,17 +149,17 @@ if __name__ == '__main__': rest.start(1) - def on_btc_tick(jsonObj, reqid): + def onBtcTick(jsonObj, reqid): print('on_btc_tick : \n{}'.format(jsonObj)) pass - def on_account_info(jsonObj, reqid): + def onAccountInfo(jsonObj, reqid): print('on_account_info : \n{}'.format(jsonObj)) pass - rest.addReq('POST', '/public/ticker/BTC', on_btc_tick) - rest.addReq('POST', '/info/account', on_account_info, postdict={'currency': 'BTC'}) + rest.addReq('POST', '/public/ticker/BTC', onBtcTick) + rest.addReq('POST', '/info/account', onAccountInfo, postdict={'currency': 'BTC'}) raw_input() diff --git a/vnpy/trader/gateway/bigoneGateway/bigoneGateway.py b/vnpy/trader/gateway/bigoneGateway/bigoneGateway.py index c3368309..bc7d3b6c 100644 --- a/vnpy/trader/gateway/bigoneGateway/bigoneGateway.py +++ b/vnpy/trader/gateway/bigoneGateway/bigoneGateway.py @@ -444,7 +444,7 @@ class RestApi(BigoneRestApi): tick.lastPrice = float(d['close']) #tick.volume = float(d['volume']) tick.datetime = datetime - tick.date = data + tick.date = date tick.time = time # 只有订阅了深度行情才推送 diff --git a/vnpy/trader/gateway/bithumb/bithumbGateway.py b/vnpy/trader/gateway/bithumb/bithumbGateway.py new file mode 100644 index 00000000..091198fd --- /dev/null +++ b/vnpy/trader/gateway/bithumb/bithumbGateway.py @@ -0,0 +1,741 @@ +# encoding: UTF-8 + +''' +vnpy.api.bithumb的gateway接入 +''' +import json +from collections import defaultdict +from datetime import datetime + +from vnpy.api.bithumb import BithumbRestApi +from vnpy.trader.vtFunction import getJsonPath +from vnpy.trader.vtGateway import * + +# 方向映射 +directionMap = { + constant.DIRECTION_LONG: 'bid', + constant.DIRECTION_SHORT: 'ask' +} +directionMapReverse = {v: k for k, v in directionMap.items()} + +# 从https://www.bithumb.com/u1/US127中https://api.bithumb.com/trade/place的API说明中得到 +minimum_ticks = { + 'BTC': 0.001, + 'ETH': 0.01, + 'DASH': 0.01, + 'LTC': 0.01, + 'ETC': 0.1, + 'XRP': 10, + 'BCH': 0.001, + 'XMR': 0.01, + 'ZEC': 0.01, + 'QTUM': 0.1, + 'BTG': 0.1, + 'EOS': 0.1, + 'ICX': 1, + 'VEN': 1, + 'TRX': 100, + 'ELF': 10, + 'MITH': 10, + 'MCO': 10, + 'OMG': 0.1, + 'KNC': 1, + 'GNT': 10, + 'HSR': 1, + 'ZIL': 100, + 'ETHOS': 1, + 'PAY': 1, + 'WAX': 10, + 'POWR': 10, + 'LRC': 10, + 'GTO': 10, + 'STEEM': 10, + 'STRAT': 1, + 'ZRX': 1, + 'REP': 0.1, + 'AE': 1, + 'XEM': 10, + 'SNT': 10, + 'ADA': 10 +} + + +######################################################################## +class BithumbGateway(VtGateway): + + #---------------------------------------------------------------------- + def __init__(self, eventEngine, gatewayName='BithumbGateway'): + super(BithumbGateway, self).__init__(eventEngine, gatewayName) + + self.restApi = RestApi(self) # type: RestApi + + self.qryEnabled = False + + self.fileName = self.gatewayName + '_connect.json' + self.filePath = getJsonPath(self.fileName, __file__) + + #---------------------------------------------------------------------- + def connect(self): + """连接""" + try: + f = file(self.filePath) + except IOError: + log = VtLogData() + log.gatewayName = self.gatewayName + log.logContent = u'读取连接配置出错，请检查' + self.onLog(log) + return + + # 解析json文件 + setting = json.load(f) + try: + apiKey = str(setting['apiKey']) + apiSecret = str(setting['apiSecret']) + # symbols = setting['symbols'] + except KeyError: + log = VtLogData() + log.gatewayName = self.gatewayName + log.logContent = u'连接配置缺少字段，请检查' + self.onLog(log) + return + + # 创建行情和交易接口对象 + self.restApi.connect(apiKey, apiSecret) + + # 初始化并启动查询 + self.initQuery() + + #---------------------------------------------------------------------- + def subscribe(self, subscribeReq): + """订阅行情""" + pass + + #---------------------------------------------------------------------- + def sendOrder(self, orderReq): + """发单""" + return self.restApi.sendOrder(orderReq) + + #---------------------------------------------------------------------- + def cancelOrder(self, cancelOrderReq): + """撤单""" + self.restApi.cancelOrder(cancelOrderReq) + + #---------------------------------------------------------------------- + def close(self): + """关闭""" + self.restApi.close() + + #---------------------------------------------------------------------- + def initQuery(self): + """初始化连续查询""" + # if self.qryEnabled: + # 需要循环的查询函数列表 + # self.qryFunctionList = [self.restApi.qryTickers, + # self.restApi.qryDepth, + # self.restApi.qryPosition, + # self.restApi.qryOrder] + # + # self.qryCount = 0 # 查询触发倒计时 + # self.qryTrigger = 1 # 查询触发点 + # self.qryNextFunction = 0 # 上次运行的查询函数索引 + # + # self.startQuery() + pass + + #---------------------------------------------------------------------- + def query(self, event): + """注册到事件处理引擎上的查询函数""" + # self.qryCount += 1 + # + # if self.qryCount > self.qryTrigger: + # # 清空倒计时 + # self.qryCount = 0 + # + # # 执行查询函数 + # function = self.qryFunctionList[self.qryNextFunction] + # function() + # + # # 计算下次查询函数的索引，如果超过了列表长度，则重新设为0 + # self.qryNextFunction += 1 + # if self.qryNextFunction == len(self.qryFunctionList): + # self.qryNextFunction = 0 + pass + + #---------------------------------------------------------------------- + def startQuery(self): + """启动连续查询""" + self.eventEngine.register(EVENT_TIMER, self.query) + + #---------------------------------------------------------------------- + def setQryEnabled(self, qryEnabled): + """设置是否要启动循环查询""" + self.qryEnabled = qryEnabled + + +######################################################################## +# noinspection PyUnusedLocal +class RestApi(BithumbRestApi): + """REST API实现""" + + #---------------------------------------------------------------------- + def __init__(self, gateway): + """Constructor""" + super(RestApi, self).__init__() + + self.gateway = gateway # type: BithumbGateway # gateway对象 + self.gatewayName = gateway.gatewayName # gateway对象名称 + + self.localID = 0 + self.tradeID = 0 + + self.orders = {} # type: dict[str, VtOrderData] # localID:order + self.sysLocalDict = {} # type: dict[str, str] # sysID: localID + self.localSysDict = {} # type: dict[str, str] # localID: sysID + self.reqOrderDict = {} # type: dict[int, VtOrderData] # reqID:order + self.cancelDict = {} # type: dict[str, VtCancelOrderReq] # localID:req + + self.tickDict = {} + + #---------------------------------------------------------------------- + def connect(self, apiKey, apiSecret): + """连接服务器""" + self.init(apiKey, apiSecret) + self.start() + + # self.symbols = symbols + self.writeLog(u'REST API启动成功') + + self.qryContract() + + #---------------------------------------------------------------------- + def writeLog(self, content): + """发出日志""" + log = VtLogData() + log.gatewayName = self.gatewayName + log.logContent = content + self.gateway.onLog(log) + + #---------------------------------------------------------------------- + def generateLocalOrder(self, ): + self.localID += 1 + localID = str(self.localID) + order = VtOrderData() + order.gatewayName = self.gatewayName + order.status = constant.STATUS_UNKNOWN + order.exchange = constant.EXCHANGE_BITHUMB + order.orderID = localID + order.vtOrderID = '.'.join([self.gatewayName, localID]) + self.orders[localID] = order + return order + + #---------------------------------------------------------------------- + def sendOrder(self, orderReq): + """下单""" + req = { + 'order_currency': orderReq.symbol, + 'Payment_currency': orderReq.currency, # todo: 无论如何服务器都会以KRW作为单位 + 'type': directionMap[orderReq.direction], + 'price': int(orderReq.price), + 'units': orderReq.volume + } + + reqid = self.addReq('POST', '/trade/place', self.onSendOrder, postdict=req) + + # 缓存委托数据对象 + order = self.generateLocalOrder() + self.fillLocalOrder(order, + orderReq.symbol, + orderReq.price, + orderReq.volume, + orderReq.direction) + + self.reqOrderDict[reqid] = order + return order.vtOrderID + + #---------------------------------------------------------------------- + def onSendOrder(self, data, reqid): # type: (dict, int)->None + """下单回执""" + if self.checkError(u'委托', data): + return + + order = self.reqOrderDict[reqid] + localID = order.orderID + sysID = data['order_id'] + + self.saveSysIDForOrder(order, sysID) + + self.gateway.onOrder(order) + + # 发出等待的撤单委托 + if localID in self.cancelDict: + req = self.cancelDict[localID] + self.cancelOrder(req) + del self.cancelDict[localID] + + #---------------------------------------------------------------------- + @staticmethod + def fillLocalOrder(order, symbol, price, totalVolume, direction): + order.symbol = symbol + order.vtSymbol = '.'.join([order.symbol, order.exchange]) + order.price = price + order.totalVolume = totalVolume + order.direction = direction + + #---------------------------------------------------------------------- + def saveSysIDForOrder(self, order, sysID): # type: (VtOrderData, str)->None + self.sysLocalDict[sysID] = order.orderID + self.localSysDict[order.orderID] = sysID + + #---------------------------------------------------------------------- + def qryOrder(self, order): # type: (VtOrderData)->None + sysID = self.getSysIDForOrder(order) + req = { + 'currency': order.symbol, + 'order_id': sysID + } + self.addReq('POST', '/info/orders', self.onQryOrders, postdict=req) + + #---------------------------------------------------------------------- + def qryOrders(self, currency='XML'): # type: (VtOrderData)->None + sysID = self.getSysIDForOrder(order) + req = { + 'currency': order.symbol, + } + self.addReq('POST', '/info/orders', self.onQryOrders, postdict=req) + + #---------------------------------------------------------------------- + def onQryOrders(self, data, reqid): + if self.checkError(u'订单查询', data): + return + orders = data['data'] + for detail in orders: + sysID = detail['order_id'] + order = self.getOrderBySysID(sysID) + if not order: + # 查询到了新的order(以前的order) + order = self.generateLocalOrder() + self.fillLocalOrder(order, + detail['order_currency'], + detail['price'], + detail['units'], + directionMapReverse[detail['type']]) + order.tradedVolume = order.totalVolume - detail['units_remaining'] + # todo: payment_currency + # payment_currency = detail['payment_currency'] + self.saveSysIDForOrder(order, sysID) + + # 推送 + self.gateway.onOrder(order) + continue + + originalTradeVolume = order.tradedVolume + order.tradedVolume = newTradeVolume = order.totalVolume - detail['units_remaining'] + + if newTradeVolume != originalTradeVolume: + # 推送更新 + self.gateway.onOrder(order) + + # 尝试更新状态 + # todo: 这一句还未测试，不知道成交之后date_completed是不是就会有值 + order.status = constant.STATUS_ALLTRADED if detail['date_completed'] else order.status + if order.status == constant.STATUS_ALLTRADED: + # 推送成交 + self.pushOrderAsTraded(order) + + #---------------------------------------------------------------------- + def pushOrderAsTraded(self, order): + trade = VtTradeData() + trade.gatewayName = order.gatewayName + trade.symbol = order.symbol + trade.vtSymbol = order.vtSymbol + trade.orderID = order.orderID + trade.vtOrderID = order.vtOrderID + self.tradeID += 1 + trade.tradeID = str(self.tradeID) + trade.vtTradeID = '.'.join([self.gatewayName, trade.tradeID]) + trade.direction = order.direction + trade.price = order.price + trade.volume = order.tradedVolume + trade.tradeTime = datetime.now().strftime('%H:%M:%S') + self.gateway.onTrade(trade) + + #---------------------------------------------------------------------- + def cancelOrder(self, cancelOrderReq): # type: (self, VtCancelOrderReq)->None + """""" + localID = cancelOrderReq.orderID + order = self.getOrderByLocalID(localID) + + if self.isOrderPosted(order): + sysID = self.getSysIDForOrder(order) + req = { + 'type': directionMap[order.direction], + 'order_id': sysID, + 'currency': cancelOrderReq.symbol + } + self.addReq('POST', + '/trade/cancel', + callback=lambda data, reqid: self.onCancelOrder(localID, data, reqid), + postdict=req) + else: + self.cancelDict[localID] = cancelOrderReq + + #---------------------------------------------------------------------- + def onCancelOrder(self, localID, data, reqid): + if self.checkError(u'撤单', data): + return + order = self.getOrderByLocalID(localID) + order.status = constant.STATUS_CANCELLED + + #---------------------------------------------------------------------- + def qryContract(self): + """""" + contract = VtContractData() + contract.gatewayName = self.gatewayName + + for symbol, tick in minimum_ticks.items(): + contract.symbol = symbol + contract.exchange = constant.EXCHANGE_BITHUMB + contract.vtSymbol = '.'.join([contract.symbol, contract.exchange]) + contract.name = contract.vtSymbol + contract.productClass = constant.PRODUCT_SPOT + contract.priceTick = tick + contract.size = 1 + self.gateway.onContract(contract) + + #---------------------------------------------------------------------- + def qryPublicTick(self, symbol='ALL'): + """ symbol 可以是'BTC', 'ETC'等等电子货币符号；也可以使用'ALL'，表示要获取所有货币的行情""" + url = '/public/ticker/' + symbol + if symbol.upper() == 'ALL': + self.addReq('GET', url, self.onQryMultiPublicTicker) + else: + self.addReq('GET', url, + callback=lambda data, reqid: self.onQrySinglePublicTicker(symbol, data, id)) + + #---------------------------------------------------------------------- + def qryPublicOrderBook(self, symbol='ALL'): + """ symbol 可以是'BTC', 'ETC'等等电子货币符号；也可以使用'ALL'，表示要获取所有货币的行情""" + url = '/public/orderbook/' + symbol + if symbol.upper() == 'ALL': + self.addReq('GET', url, self.onQryMultiPublicOrderBook) + else: + self.addReq('GET', url, + callback=lambda data, reqid: self.onQrySinglePublicOrderBook(symbol, data, id)) + + #---------------------------------------------------------------------- + def qryPrivateTick(self, symbol, currency='CNY'): + """""" + req = { + 'order_currency': symbol, + 'payment_currency': currency, + } + self.addReq('POST', '/info/ticker', self.onQryPrivateTicker, postdict=req) + + #---------------------------------------------------------------------- + def qryPosition(self, symbol='ALL'): + """""" + req = { + 'currency': symbol, + } + self.addReq('POST', '/info/balance', self.onQryPosition, postdict=req) + + pass + + #---------------------------------------------------------------------- + def onQryPosition(self, data, reqid): # type: (self, dict, int)->None + """""" + if self.checkError(u'查询持仓', data): + return + + datas = data['data'] # type: dict + + # 先分类一下 + infos = defaultdict(dict) # type: dict[str, dict[str, str]] + for key, val in datas.items(): # type: str, str + split_position = key.rfind('_') + infoType, symbol = key[:split_position], key[split_position+1:] + infos[symbol.upper()][infoType] = val + + for symbol in infos.keys(): + info = infos[symbol] + if symbol == u'LAST': # 过滤掉xcoin_last，这个值表示的是最后一次交易量 + continue + if symbol == u'KRW': + accountData = VtAccountData() + # todo: accountID必须从另一个API获取 + # accountData.accountID = + accountData.balance = info['total'] + accountData.available = info['available'] + self.gateway.onAccount(accountData) + pass + else: + pos = VtPositionData() + pos.gatewayName = self.gatewayName + + pos.symbol = symbol + pos.exchange = constant.EXCHANGE_BITHUMB + pos.vtSymbol = '.'.join([pos.symbol, pos.exchange]) + pos.direction = constant.DIRECTION_NET + pos.vtPositionName = '.'.join([pos.vtSymbol, pos.direction]) + pos.position = float(info['total']) + pos.frozen = float(info['in_use']) + + self.gateway.onPosition(pos) + + #---------------------------------------------------------------------- + def parsePublicTickerData(self, symbol, info): + dt = datetime.now() + date = dt.strftime('%Y%m%d') + time = dt.strftime('%H:%M:%S') + + tick = self.getTick(symbol) + + tick.openPrice = float(info['opening_price']) + tick.highPrice = float(info['max_price']) + tick.lowPrice = float(info['min_price']) + tick.lastPrice = float(info['closing_price']) # todo: 也许应该是'buy_price'? + tick.volume = float(info['volume_1day']) + tick.datetime = datetime + tick.date = date + tick.time = time + + # 只有订阅了深度行情才推送 + if tick.bidPrice1: + self.gateway.onTick(tick) + + #---------------------------------------------------------------------- + def onQrySinglePublicTicker(self, symbol, data, reqid): + if self.checkError(u'查询行情', data): + return + + info = data['data'] + self.parsePublicTickerData(symbol=symbol, info=info) + + #---------------------------------------------------------------------- + def onQryMultiPublicTicker(self, data, reqid): + if self.checkError(u'查询行情', data): + return + + for symbol, info in data['data'].items(): + # 里面可能会出现一对：date: int这样的值，所以要过滤掉 + if isinstance(info, dict): + self.parsePublicTickerData(symbol=symbol, info=info) + pass + + #---------------------------------------------------------------------- + def parsePublicOrderBookData(self, symbol, info): + dt = datetime.now() + date = dt.strftime('%Y%m%d') + time = dt.strftime('%H:%M:%S') + + tick = self.getTick(symbol) + + for i in range(5): + tick.__setattr__('askPrice' + str(i + 1), float(info['asks'][i]['price'])) + tick.__setattr__('askVolume' + str(i + 1), float(info['asks'][i]['quantity'])) + + for i in range(5): + tick.__setattr__('bidPrice' + str(i + 1), float(info['bids'][i]['price'])) + tick.__setattr__('bidVolume' + str(i + 1), float(info['bids'][i]['quantity'])) + + tick.datetime = datetime + tick.date = date + tick.time = time + + # 只有订阅了深度行情才推送 + if tick.bidPrice1: + self.gateway.onTick(tick) + + #---------------------------------------------------------------------- + def onQrySinglePublicOrderBook(self, symbol, data, reqid): + if self.checkError(u'五档行情', data): + return + + info = data['data'] + self.parsePublicTickerData(symbol=symbol, info=info) + pass + + #---------------------------------------------------------------------- + def onQryMultiPublicOrderBook(self, data, reqid): + if self.checkError(u'五档行情', data): + return + + for symbol, info in data['data'].items(): + self.parsePublicTickerData(symbol=symbol, info=info) + pass + + #---------------------------------------------------------------------- + def onQryPrivateTicker(self, data, reqid): + pass + + #---------------------------------------------------------------------- + def getTick(self, symbol): + """""" + tick = self.tickDict.get(symbol, None) # type: VtTickData + + if not tick: + tick = VtTickData() + tick.gatewayName = self.gatewayName + tick.symbol = symbol + tick.exchange = constant.EXCHANGE_BITHUMB + tick.vtSymbol = '.'.join([tick.symbol, tick.exchange]) + self.tickDict[symbol] = tick + + return tick + + #---------------------------------------------------------------------- + def checkError(self, name, data): + """""" + status = data.get('status', None) + if status == u'0000': + return False + elif not status: + self.writeLog(u'%s触发错误：%s' % (name, u"未知的响应报文 : %s".format(data))) + return True + + msg = data.get('message', u'unknown') + self.writeLog(u'%s触发错误：%s' % (name, msg)) + return True + + #---------------------------------------------------------------------- + def getOrderByLocalID(self, localID): # type: (str)->VtOrderData + """如果没有该订单，这个函数会出错""" + return self.orders[localID] + + #---------------------------------------------------------------------- + def getOrderByVtOrderID(self, vtOrderId): # type: (str)->VtOrderData + """如果没有该订单，这个函数会出错""" + localID = vtOrderId[vtOrderId.rfind('.') + 1:] + return self.getOrderByLocalID(localID) + + #---------------------------------------------------------------------- + def getOrderBySysID(self, sysID): # type: (str)->VtOrderData + return self.getOrderByLocalID(self.getLocalIDBySysID(sysID)) + + #---------------------------------------------------------------------- + def getLocalIDBySysID(self, sysID): # type: (str)->str + return self.sysLocalDict[sysID] + + #---------------------------------------------------------------------- + def isOrderPosted(self, order): # type: (VtOrderData)->bool + """检查服务器是否响应了一个下单请求，如果已经响应了返回True，否则False""" + return order.orderID in self.localSysDict + + #---------------------------------------------------------------------- + def getSysIDForOrder(self, order): # type: (VtOrderData)->str + return self.localSysDict[order.orderID] + + #---------------------------------------------------------------------- + def hasSysID(self, sysID): + return sysID in self.sysLocalDict + + + +if __name__ == '__main__': + # default test secret: + API_KEY = '0c2f5621ac18d26d51ce640b25eb44f9' + API_SECRET = '62bb8b4e263476f443f8d3dbf0aad6bc' + + api = BithumbRestApi() + api.init(apiKey=API_KEY, apiSecret=API_SECRET) + api.start(1) + + eventEngine = EventEngine2() + rest = RestApi(BithumbGateway(eventEngine=eventEngine)) + rest.connect(API_KEY, API_SECRET) + + translateDict = { + u'\uac70\ub798 \uccb4\uacb0\ub0b4\uc5ed\uc774 ' + u'\uc874\uc7ac\ud558\uc9c0 \uc54a\uc2b5\ub2c8\ub2e4.': "交易记录不存在", + + u'\uac70\ub798 \uc9c4\ud589\uc911\uc778 \ub0b4\uc5ed\uc774 ' + u'\uc874\uc7ac\ud558\uc9c0 \uc54a\uc2b5\ub2c8\ub2e4.': "没有正在进行的交易", + + u'\ub9e4\uc218\uae08\uc561\uc774 \uc0ac\uc6a9\uac00\ub2a5 KRW' + u' \ub97c \ucd08\uacfc\ud558\uc600\uc2b5\ub2c8\ub2e4.': "购买金额超过可用KRW", + + u'\ub9e4\uc218\uac74\uc758 \uc0c1\ud0dc\uac00 \uc9c4\ud589\uc911\uc774 \uc544\ub2d9\ub2c8\ub2e4. ' + u'\ucde8\uc18c\ud560 \uc218 \uc5c6\uc2b5\ub2c8\ub2e4.': "购买查询的状态未在进行中。 它无法取消。", + + u'\uc9c0\uc6d0\ud558\uc9c0 \uc54a\ub294 \ud654\ud3d0\uc785\ub2c8\ub2e4. [347]': "不支持该货币单位。[347]", + } + + def printError(jsonObj): + if rest.checkError('', data=jsonObj): + print('error : ') + msg = jsonObj['message'] + print(translateDict.get(msg, msg)) + + def manualCancelOrder(sysID): + def onTradeCancel(jsonObj, reqid): + print('onTradeCancel : \n{}'.format(jsonObj)) + printError(jsonObj) + + rest.addReq('POST', '/trade/cancel', onTradeCancel, + postdict={'type': 'bid', 'order_id': sysID, 'currency': 'XMR'}) + + def apiCancelOrder(localId): + cancelReq = VtCancelOrderReq() + cancelReq.symbol = order.symbol + cancelReq.orderID = localId + rest.cancelOrder(cancelReq) + + # query tick + rest.qryPublicTick('BTC') + rest.qryPublicTick('ALL') + rest.qryPosition('BTC') + rest.qryPosition('ALL') + + # send order + sendOrderReq = VtOrderReq() + sendOrderReq.symbol = 'XMR' + sendOrderReq.direction = constant.DIRECTION_LONG + sendOrderReq.volume = minimum_ticks['XMR'] + # sendOrderReq.price = 700 + # sendOrderReq.currency = 'CNY' # 不可用 + # sendOrderReq.price = 16.6461 + # sendOrderReq.currency = 'USD' # 不可用 + sendOrderReq.price = 17500 + sendOrderReq.currency = 'KRW' + + vtOrderId = rest.sendOrder(sendOrderReq) + order = rest.getOrderByVtOrderID(vtOrderId) + + # todo: order的状态表示不够清晰 + while not rest.isOrderPosted(order): + time.sleep(0.1) + + sysID = rest.getSysIDForOrder(order) + print("sysID : ") + print(sysID) + + def onOrders(jsonObj, reqid): + print('on_orders : \n{}'.format(jsonObj)) + printError(jsonObj) + + for detail in jsonObj['data']: + sysID = detail['order_id'] + if rest.hasSysID(sysID): + apiCancelOrder(rest.getLocalIDBySysID(sysID)) + else: + manualCancelOrder(sysID) + + after = '1531926544794' # 2018-07-18T15:09:04.794Z + # rest.addReq('POST', '/info/orders', on_orders, + # postdict={'order_id': sysID, 'type': 'bid', 'after': after, 'currency': 'XMR'}) # got + # + # rest.addReq('POST', '/info/orders', on_orders, + # postdict={'order_id': sysID, 'type': 'bid', 'currency': 'XMR'}) # got + # + # rest.addReq('POST', '/info/orders', on_orders, + # postdict={'after': after, 'currency': 'XMR'}) # got + rest.addReq('POST', '/info/orders', onOrders, postdict={'currency': 'XMR'}) # got + + # rest.addReq('POST', '/info/orders', on_orders, + # postdict={'order_id': sysID, 'type': 'bid', 'after': after}) # 没有正在进行的交易 + # + # rest.addReq('POST', '/info/orders', on_orders, postdict={'after': after}) # 没有正在进行的交易 + # rest.addReq('POST', '/info/orders', on_orders, postdict={}) # 没有正在进行的交易 + # rest.addReq('POST', '/info/orders', on_orders, postdict={'currency': 'ALL'}) # 不支持该货币单位 + + raw_input() diff --git a/vnpy/trader/language/chinese/constant.py b/vnpy/trader/language/chinese/constant.py index 3069e785..68d35f6b 100644 --- a/vnpy/trader/language/chinese/constant.py +++ b/vnpy/trader/language/chinese/constant.py @@ -94,6 +94,7 @@ EXCHANGE_BITMEX = 'BITMEX' # BitMEX比特币交易所 EXCHANGE_FCOIN = 'FCOIN' # FCoin比特币交易所 EXCHANGE_BIGONE = 'BIGONE' # BigOne比特币交易所 EXCHANGE_COINBASE = 'COINBASE' # Coinbase交易所 +EXCHANGE_BITHUMB = 'BITHUMB' # Bithumb比特币交易所 # 货币类型 CURRENCY_USD = 'USD' # 美元 diff --git a/vnpy/trader/language/english/constant.py b/vnpy/trader/language/english/constant.py index 7fa779d5..23c61bd3 100644 --- a/vnpy/trader/language/english/constant.py +++ b/vnpy/trader/language/english/constant.py @@ -90,6 +90,7 @@ EXCHANGE_BITMEX = 'BITMEX' # BitMEX比特币交易所 EXCHANGE_FCOIN = 'FCOIN' # FCoin比特币交易所 EXCHANGE_BIGONE = 'BIGONE' # BigOne比特币交易所 EXCHANGE_COINBASE = 'COINBASE' # Coinbase交易所 +EXCHANGE_BITHUMB = 'BITHUMB' # Bithumb比特币交易所 # 货币类型 CURRENCY_USD = 'USD' # 美元